Capital One Financial (COF) 10-K 21 Feb 18 2017 FY Annual report Financial data

Document and Entity Information

Document and Entity Information - USD ($) $ in Billions	12 Months Ended
	Dec. 31, 2017	Jan. 31, 2018	Jun. 30, 2017
Document And Entity Information [Abstract]
Document Type	10-K
Amendment Flag	false
Document Period End Date	Dec. 31, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	FY
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		486,287,085
Entity Public Float			$ 39.2

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Interest income:
Loans, including loans held for sale	$ 23,388	$ 21,203	$ 18,785
Investment securities	1,711	1,599	1,575
Other	123	89	99
Total interest income	25,222	22,891	20,459
Interest expense:
Deposits	1,602	1,213	1,091
Securitized debt obligations	327	216	151
Senior and subordinated notes	731	476	330
Other borrowings	102	113	53
Total interest expense	2,762	2,018	1,625
Net interest income	22,460	20,873	18,834
Provision for loan, lease and other losses	7,551	6,459	4,536
Net interest income after provision for credit losses	14,909	14,414	14,298
Non-interest income:
Interchange fees, net	2,573	2,452	2,264
Service charges and other customer-related fees	1,597	1,646	1,856
Gain (Loss) on Sale of Securities, Net	65	(11)	(32)
Other	542	541	491
Total non-interest income	4,777	4,628	4,579
Non-interest expense:
Salaries and associate benefits	5,899	5,202	4,975
Occupancy and equipment	1,939	1,944	1,829
Marketing	1,670	1,811	1,744
Professional services	1,097	1,075	1,120
Communications and data processing	1,177	1,169	1,055
Amortization of intangibles	245	386	430
Other	2,167	1,971	1,843
Total non-interest expense	14,194	13,558	12,996
Income from continuing operations before income taxes	5,492	5,484	5,881
Income tax provision	3,375	1,714	1,869
Income from continuing operations, net of tax	2,117	3,770	4,012
Income (loss) from discontinued operations, net of tax	(135)	(19)	38
Net income	1,982	3,751	4,050
Dividends and undistributed earnings allocated to participating securities	(13)	(24)	(20)
Preferred stock dividends	(265)	(214)	(158)
Net income available to common stockholders	$ 1,704	$ 3,513	$ 3,872
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 3.80	$ 7	$ 7.08
Income (loss) from discontinued operations (in dollars per share)	(0.28)	(0.04)	0.07
Net income per basic common share (in dollars per share)	3.52	6.96	7.15
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	3.76	6.93	7
Income (loss) from discontinued operations (in dollars per share)	(0.27)	(0.04)	0.07
Net income per diluted common share (in dollars per share)	3.49	6.89	7.07
Dividends paid per common share (in dollars per share)	$ 1.60	$ 1.60	$ 1.50

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 1,982	$ 3,751	$ 4,050
After Tax
Net unrealized gains (losses) on securities available for sale	21	(166)	(248)
Net changes in securities held to maturity	97	104	96
Net unrealized gains (losses) on cash flow hedges	(203)	(198)	110
Foreign currency translation adjustments	84	(79)	(135)
Other	24	6	(9)
Other comprehensive income (loss), net of tax	23	(333)	(186)
Comprehensive income	$ 2,005	$ 3,418	$ 3,864

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Cash and cash equivalents:
Cash and due from banks	$ 4,458	$ 4,185
Interest-bearing deposits and other short-term investments	9,582	5,791
Total cash and cash equivalents	14,040	9,976
Restricted cash for securitization investors	312	2,517
Securities available for sale, at fair value	37,655	40,737
Securities held to maturity, at carrying value	28,984	25,712
Loans held for investment:
Total loans held for investment	254,473	245,586
Allowance for loan and lease losses	(7,502)	(6,503)
Net loans held for investment	246,971	239,083
Loans held for sale, at lower of cost or fair value	971	1,043
Premises and equipment, net	4,033	3,675
Interest receivable	1,536	1,351
Goodwill	14,533	14,519
Other assets	16,658	18,420
Total assets	365,693	357,033
Liabilities:
Interest payable	413	327
Deposits:
Non-interest-bearing deposits	26,404	25,502
Interest-bearing deposits	217,298	211,266
Total deposits	243,702	236,768
Securitized debt obligations	20,010	18,826
Other debt:
Federal funds purchased and securities loaned or sold under agreements to repurchase	576	992
Senior and subordinated notes	30,755	23,431
Other borrowings	8,940	17,211
Total other debt	40,271	41,634
Other liabilities	12,567	11,964
Total liabilities	316,963	309,519
Stockholders’ equity:
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 4,475,000 shares issued and outstanding as of both December 31, 2017 and 2016)	0	0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 661,724,927 and 653,736,607 shares issued as of December 31, 2017 and 2016, respectively, 485,525,340 and 480,218,547 shares outstanding as of December 31, 2017 and 2016, respectively)	7	7
Additional paid-in capital, net	31,656	31,157
Retained earnings	30,700	29,766
Accumulated other comprehensive loss	(926)	(949)
Treasury stock, at cost (par value $.01 per share; 176,199,587 and 173,518,060 shares as of December 31, 2017 and 2016, respectively)	(12,707)	(12,467)
Total stockholders’ equity	48,730	47,514
Total liabilities and stockholders’ equity	365,693	357,033
Unsecuritized loans held for investment
Cash and cash equivalents:
Total cash and cash equivalents	8,196	7,296
Securities available for sale, at fair value	907	901
Loans held for investment:
Total loans held for investment	218,806	213,824
Other assets	729	672
Total assets	65,092	57,758
Other debt:
Senior and subordinated notes	14,392	8,304
Other borrowings	1,633	1,610
Other liabilities	337	330
Total liabilities	16,362	10,244
Stockholders’ equity:
Total stockholders’ equity	48,730	47,514
Total liabilities and stockholders’ equity	65,092	57,758
Loans held in consolidated trusts
Loans held for investment:
Total loans held for investment	$ 35,667	$ 31,762

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - $ / shares	Dec. 31, 2017	Dec. 31, 2016
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	4,475,000	4,475,000
Preferred stock, shares outstanding	4,475,000	4,475,000
Common stock, par value	$ 0.01	$ 0.01
Common stock, shares authorized	1,000,000,000	1,000,000,000
Common stock, shares issued	661,724,927	653,736,607
Common stock, shares outstanding	485,525,340	480,218,547
Treasury stock, common, shares	176,199,587	173,518,060

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY - USD ($) $ in Millions	Total	Preferred Stock	Common Stock	Additional Paid-In Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss)	Treasury Stock
Beginning balance at Dec. 31, 2014	$ 45,053	$ 0	$ 6	$ 27,869	$ 23,973	$ (430)	$ (6,365)
Beginning balance (shares) at Dec. 31, 2014		1,875,000	643,557,048
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	3,864				4,050	(186)
Common Stock Dividends, Shares			46,846
Dividends, Common Stock	(816)		$ 0		(820)
Dividends, Share-based Compensation, Stock				4
Cash dividends - preferred series	(158)				(158)
Purchases of treasury stock	(2,441)						(2,441)
Issuances of common stock and restricted stock, shares, net of forfeitures			2,603,953
Issuances of common stock and restricted stock, value, net of forfeitures	111		$ 0	111
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			2,109,548
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	71		$ 0	71
Stock Issued During Period, Shares, New Issues		1,500,000
Stock Issued During Period, Value, New Issues	1,472	$ 0		1,472
Compensation expense for restricted stock awards, restricted stock units and stock options	128			128
Ending balance at Dec. 31, 2015	47,284	$ 0	$ 6	29,655	27,045	(616)	(8,806)
Ending balance (shares) at Dec. 31, 2015		3,375,000	648,317,395
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	3,418				3,751	(333)
Common Stock Dividends, Shares			52,338
Dividends, Common Stock	(812)		$ 0		(816)
Dividends, Share-based Compensation, Stock				4
Cash dividends - preferred series	(214)				(214)
Purchases of treasury stock	(3,661)						(3,661)
Issuances of common stock and restricted stock, shares, net of forfeitures			3,272,745
Issuances of common stock and restricted stock, value, net of forfeitures	131		$ 1	130
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			2,094,129
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	102		$ 0	102
Stock Issued During Period, Shares, New Issues		1,100,000
Stock Issued During Period, Value, New Issues	1,066	$ 0		1,066
Compensation expense for restricted stock awards, restricted stock units and stock options	200			200
Ending balance at Dec. 31, 2016	47,514	$ 0	$ 7	31,157	29,766	(949)	(12,467)
Ending balance (shares) at Dec. 31, 2016		4,475,000	653,736,607
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	2,005				1,982	23
Common Stock Dividends, Shares			42,613
Dividends, Common Stock	(780)		$ 0		(783)
Dividends, Share-based Compensation, Stock				3
Cash dividends - preferred series	(265)				(265)
Purchases of treasury stock	(240)						(240)
Issuances of common stock and restricted stock, shares, net of forfeitures			4,057,555
Issuances of common stock and restricted stock, value, net of forfeitures	164		$ 0	164
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			3,888,152
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	124		$ 0	124
Compensation expense for restricted stock awards, restricted stock units and stock options	208			208
Ending balance at Dec. 31, 2017	$ 48,730	$ 0	$ 7	$ 31,656	$ 30,700	$ (926)	$ (12,707)
Ending balance (shares) at Dec. 31, 2017		4,475,000	661,724,927

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Operating activities:
Income from continuing operations, net of tax	$ 2,117	$ 3,770	$ 4,012
Income (loss) from discontinued operations, net of tax	(135)	(19)	38
Net income	1,982	3,751	4,050
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for loan, lease and other losses	7,551	6,459	4,536
Depreciation and amortization, net	2,440	2,428	2,100
Deferred tax benefit	1,434	(686)	(402)
Net (gains) losses on sales of securities available for sale	(70)	(6)	2
Impairment losses on securities available for sale	5	17	30
Gain on sales of loans held for sale	(72)	(80)	(86)
Stock-based compensation expense	244	239	161
Other	(8)	(11)	0
Loans held for sale:
Originations and purchases	(8,929)	(8,645)	(6,942)
Proceeds from sales and paydowns	9,595	8,390	6,805
Changes in operating assets and liabilities:
Changes in interest receivable	(157)	(159)	(72)
Changes in other assets	(714)	(1,907)	(596)
Changes in interest payable	85	28	45
Changes in other liabilities	1,157	2,013	575
Net change from discontinued operations	(361)	25	(79)
Net cash from operating activities	14,182	11,856	10,127
Securities available for sale:
Purchases	(12,412)	(14,154)	(12,200)
Proceeds from paydowns and maturities	7,213	7,867	7,742
Proceeds from sales	8,181	4,146	4,379
Securities held to maturity:
Purchases	(5,885)	(3,787)	(4,277)
Proceeds from paydowns and maturities	2,594	2,681	2,163
Loans:
Net changes in loans held for investment	(12,315)	(22,036)	(18,575)
Principal recoveries of loans previously charged off	1,951	1,493	1,498
Purchases of premises and equipment	(1,018)	(779)	(532)
Payments to Acquire Businesses, Net of Cash Acquired	(3,187)	(629)	(9,314)
Net cash from other investing activities	(663)	(432)	(610)
Net cash from investing activities	(15,541)	(25,630)	(29,726)
Financing activities:
Changes in deposits	6,993	19,031	12,163
Proceeds from Issuance of Secured Debt	5,983	6,259	5,062
Maturities and paydowns of securitized debt obligations	(7,233)	(3,540)	(500)
Issuance of senior and subordinated notes and long-term FHLB advances	35,426	22,984	31,830
Maturities and paydowns of senior and subordinated notes and long-term FHLB advances	(36,554)	(24,170)	(9,579)
Changes in other borrowings	(400)	11	(16,066)
Common stock:
Net proceeds from issuances	164	131	111
Dividends paid	(780)	(812)	(816)
Preferred stock:
Proceeds from Issuance of Preferred Stock	0	1,066	1,472
Dividends paid	(265)	(214)	(158)
Purchases of treasury stock	(240)	(3,661)	(2,441)
Proceeds from share-based payment activities	124	142	85
Net cash from financing activities	3,218	17,227	21,163
Changes in cash, cash equivalents and restricted cash for securitization investors	1,859	3,453	1,564
Cash, cash equivalents and restricted cash for securitization investors, beginning of the period	12,493	9,040	7,476
Cash, cash equivalents and restricted cash for securitization investors, ending of the period	14,352	12,493	9,040
Non-cash items:
Net transfers from loans held for investment to loans held for sale	674	552	268
Securitized debt obligations assumed in acquisition	2,484
Loans held for sale acquired by assuming other borrowings	283	0	0
Interest paid	2,772	2,250	1,643
Income tax paid	1,187	2,121	1,732
Cabela [Member]
Loans:
Payments to Acquire Businesses, Net of Cash Acquired	$ (3,200)
Securitized debt obligations assumed in acquisition		$ 0	$ 0

Summary of Significant Accounti

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2017
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 December 31, 2017 , 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 is 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, if any, into our business segments and the allocation methodologies and accounting policies used to derive our business segment results in “ Note 18—Business Segments .” Basis of Presentation and Use of Estimates The accompanying consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP”). The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the consolidated financial statements and in the related disclosures. These estimates are based on information available as of the date of the consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. Certain prior period amounts have been reclassified to conform to the current period presentation. Principles of Consolidation The consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”). All significant intercompany account balances and transactions have been eliminated. Voting Interest Entities Voting interest entities are entities that have sufficient equity and provide the equity investors voting rights that give them the power to make significant decisions relating to the entity’s operations. Since a controlling financial interest in an entity is typically obtained through ownership of a majority voting interest, we consolidate our majority-owned subsidiaries and other voting interest entities in which we hold, directly or indirectly, more than 50% of the voting rights or where we exercise control through other contractual rights. Investments in entities where we do not have a controlling financial interest but we have significant influence over the entity’s financial and operating decisions (generally defined as owning a voting interest of 20% to 50%) are accounted for under the equity method. If we own less than 20% of a voting interest entity, we generally carry the investment at cost, except marketable equity securities, which we carry at fair value with changes in fair value included in accumulated other comprehensive income (“AOCI”). We report investments accounted for under the equity or cost method in other assets on our consolidated balance sheets, and include our share of income or loss on equity method investments and dividends on cost method investments in other non-interest income in our consolidated statements of income. Variable Interest Entities VIEs are entities that, by design, either (i) lack sufficient equity to permit the entity to finance its activities without additional subordinated financial support from other parties; or (ii) have equity investors that do not have the ability to make significant decisions relating to the entity’s operations through voting rights, or do not have the obligation to absorb the expected losses, or do not have the right to receive the residual returns of the entity. 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. An entity is deemed to be the primary beneficiary of a VIE if that entity has both (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and (ii) the obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE. In determining whether we are the primary beneficiary of a VIE, we consider both qualitative and quantitative factors regarding the nature, size and form of our involvement with the VIE, such as our role in establishing the VIE and our ongoing rights and responsibilities; our economic interests, including debt and equity investments, servicing fees and other arrangements deemed to be variable interests in the VIE; the design of the VIE, including the capitalization structure, subordination of interests, payment priority, relative share of interests held across various classes within the VIE’s capital structure and the reasons why the interests are held by us. We perform on-going reassessments to evaluate whether changes in an entity’s capital structure or changes in the nature of our involvement with the entity result in a change to the VIE designation or a change to our consolidation conclusion. See “ Note 6—Variable Interest Entities and Securitizations ” for further details. Cash and Cash Equivalents Cash and cash equivalents include cash and due from banks, and interest-bearing deposits and other-short term investments, all of which, if applicable, have stated maturities of three months or less when acquired. Securities Resale and Repurchase Agreements Securities purchased under resale agreements and securities loaned or sold under agreements to repurchase, principally U.S. government and agency obligations, are not accounted for as sales but as collateralized financing transactions and recorded at the amounts at which the securities were acquired or sold, plus accrued interest. We continually monitor the market value of these securities and deliver additional collateral to or obtain additional collateral from counterparties, as appropriate. Investment Securities Our investment portfolio consists primarily of the following: U.S. Treasury securities; U.S. government-sponsored enterprise or agency (“Agency”) and non-agency residential mortgage-backed securities (“RMBS”); Agency commercial mortgage-backed securities (“CMBS”); other asset-backed securities (“ABS”); and other securities. The accounting and measurement framework for our investment securities differs depending on the security classification. We classify securities as available for sale or held to maturity based on our investment strategy and management’s assessment of our intent and ability to hold the securities until maturity. Securities that we may sell prior to maturity in response to changes in our investment strategy, liquidity needs, interest rate risk profile or for other reasons are classified as available for sale. Securities that we have the intent and ability to hold until maturity are classified as held to maturity. We report securities available for sale on our consolidated balance sheets at fair value with unrealized gains or losses recorded, net of tax, as a component of AOCI. We report securities held to maturity on our consolidated balance sheets at carrying value. Carrying value generally equals amortized cost. Investment securities transferred into the held to maturity category from the available for sale category are recorded at fair value at the date of transfer. Any unrealized gains or losses at the transfer date are thereafter included in AOCI. Such unrealized gains or losses are accreted over the remaining life of the security and are expected to offset the amortization of the related premium or discount created upon the investment securities transfer into the held to maturity category, with no expected impact on future net income. Unamortized premiums, discounts and other basis adjustments are recognized in interest income over the contractual lives of the securities using the effective interest method. We record purchases and sales of investment securities on a trade date basis. Realized gains or losses from the sale of debt securities are computed using the first in first out method of identification, and are included in non-interest income in our consolidated statements of income. If we intend to sell an available for sale 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 our consolidated statements of income. We regularly evaluate our securities whose values have declined below amortized cost to assess whether the decline in fair value represents an OTTI. Amortized cost reflects historical cost adjusted for amortization of premiums, accretion of discounts and any previously recorded impairments. We discuss our assessment and accounting for OTTI in “ Note 3—Investment Securities .” We discuss the techniques we use in determining the fair value of our investment securities in “ Note 17—Fair Value Measurement .” Our investment portfolio also includes certain acquired debt securities that were deemed to be credit impaired at the acquisition date, and therefore are accounted for in accordance with accounting guidance for purchased credit-impaired (“PCI”) loans and debt securities. These securities are recorded at fair value at the acquisition date using the estimated cash flows we expect to collect discounted by the prevailing market interest rate. The difference between the contractually required payments due and the undiscounted cash flows we expect to collect at acquisition, considering the impact of prepayments, is referred to as the nonaccretable difference. The nonaccretable difference reflects estimated future credit losses expected to be incurred over the life of the security, and is neither accreted into income nor recorded on our consolidated balance sheet. The excess of the undiscounted cash flows expected to be collected over the estimated fair value of credit-impaired debt securities at acquisition is referred to as the accretable yield, which is accreted into interest income using an effective yield method over the remaining life of the security. Decreases in expected cash flows attributable to credit result in the recognition of OTTI. Significant increases in expected cash flows are recognized prospectively over the remaining life of the security as an adjustment to the accretable yield. See “Loans Acquired” section of this Note for further discussion of accounting guidance for purchased credit-impaired loans and debt securities. Loans Our loan portfolio consists of loans held for investment, including loans underlying our consolidated securitization trusts, and loans held for sale, and is divided into three portfolio segments: credit card, consumer banking and commercial banking loans. Credit card loans consist of domestic and international credit card loans. Consumer banking loans consist of auto, home and retail banking loans. Commercial banking loans consist of commercial and multifamily real estate, commercial and industrial, and small-ticket commercial real estate loans. Loan Classification Upon origination or purchase, we classify loans as held for investment or held for sale based on our investment strategy and management’s intent and ability with regard to the loans which may change over time. The accounting and measurement framework for loans differs depending on the loan classification, whether the loans are originated or purchased and whether purchased loans are considered credit-impaired at the date of acquisition. The presentation within the consolidated statements of cash flows is based on management’s intent at acquisition or origination. Cash flows related to loans held for investment are included in cash flows from investing activities on our consolidated statements of cash flows. Cash flows related to loans held for sale are included in cash flows from operating activities on our consolidated statements of cash flows. Loans Held for Investment Loans that we have the ability and intent to hold for the foreseeable future and loans associated with consolidated securitization transactions are classified as held for investment. Loans classified as held for investment, except PCI loans accounted for based upon expected cash flows described below, are reported at their amortized cost, which is the outstanding principal balance, adjusted for any unearned income, unamortized deferred fees and costs, unamortized premiums and discounts and charge-offs. Credit card loans also include billed finance charges and fees, net of the estimated uncollectible amount. Interest income is recognized on performing loans held for investment on an accrual basis. We generally defer loan origination fees and direct loan origination costs on originated loans, premiums and discounts on purchased loans and loan commitment fees. We recognize these amounts in interest income as yield adjustments over the life of the loan and/or commitment period using the effective interest method. For credit card loans, loan origination fees and direct loan origination costs are amortized on a straight-line basis over a 12 -month period. We establish an allowance for loan losses for probable and incurred losses inherent in our held for investment loan portfolio as of each balance sheet date. Loans held for investment are subject to our allowance for loan and lease losses methodology described below under “Allowance for Loan and Lease Losses.” Loans Held for Sale Loans purchased or originated with the intent to sell or for which we do not have the ability and intent to hold for the foreseeable future are classified as held for sale. Interest on these loans is recognized on an accrual basis. These loans are recorded at the lower of cost or fair value. Loan origination fees and direct loan origination costs are deferred until the loan is sold and are then recognized as part of the total gain or loss on sale. The fair value of loans held for sale is determined on an aggregate portfolio basis for each loan type. If a loan is transferred from held for investment to held for sale, on the transfer date, any decline in fair value related to credit is recorded as a charge-off and amortization of deferred loan origination fees and costs ceases. Subsequent to transfer, we report write-downs or recoveries in fair value up to the carrying value at the date of transfer and realized gains or losses on loans held for sale in our consolidated statements of income as a component of other non-interest income. We calculate the gain or loss on loan sales as the difference between the proceeds received and the carrying value of the loans sold, net of the fair value of any residual interests retained. Loans Acquired All purchased loans, including loans transferred in a business combination, are initially recorded at fair value, which includes consideration of expected future losses, as of the date of the acquisition. We account for purchased loans under the accounting guidance for purchased credit-impaired loans and debt securities, which is based upon expected cash flows, if the purchased loans have a discount attributable, at least in part, to credit deterioration and they are not specifically scoped out of the guidance. We refer to these purchased loans that are subsequently accounted for based on expected cash flows to be collected as “PCI loans.” Other purchased loans that do not meet the criteria described above or are specifically scoped out of this guidance are accounted for based on contractual cash flows. Loans Acquired and Accounted for Based on Expected Cash Flows In accounting for purchased loans based on expected cash flows, we first determine the contractually required payments due, which represent the total undiscounted amount of all uncollected principal and interest payments, adjusted for the effect of estimated prepayments. We then estimate the undiscounted cash flows we expect to collect, incorporating several key assumptions including expected default rates, loss severities and the amount and timing of prepayments. We estimate the fair value by discounting the estimated cash flows we expect to collect using an observable market rate of interest, when available, adjusted for factors that a market participant would consider in determining fair value at acquisition. We may aggregate loans acquired in the same fiscal quarter into one or more pools if the loans have common risk characteristics. A pool is then accounted for as a single asset, with a single composite interest rate and an aggregate fair value and expected cash flows. The excess of cash flows expected to be collected over the estimated fair value of purchased loans is referred to as the accretable yield. This amount is not recorded on our consolidated balance sheets, but is accreted into interest income over the life of the loan, or pool of loans, using the effective interest method. The difference between total contractual payments on the loans and all expected cash flows represents the nonaccretable difference or the amount of principal and interest not considered collectible. Subsequent to acquisition, we evaluate our estimate of cash flows expected to be collected on a quarterly basis. These evaluations require the use of key assumptions and estimates similar to those used in estimating the initial fair value at acquisition. Subsequent changes in the estimated cash flows expected to be collected may result in changes in the accretable yield and nonaccretable difference or reclassifications from the nonaccretable difference to the accretable yield. Decreases in expected cash flows resulting from credit deterioration subsequent to acquisition will generally result in an impairment charge recognized in our provision for credit losses and an increase in the allowance for loan and lease losses. Charge-offs are not recorded until the expected credit losses within the nonaccretable difference are depleted. In addition, PCI loans are not classified as delinquent, nonperforming or criticized, as we expect to collect our net investment in these loans. Increases in the cash flows expected to be collected would first reduce any previously recorded allowance for loan and lease losses established subsequent to acquisition. The excess over the recorded allowance for loan and lease losses would result in a reclassification to the accretable yield from the nonaccretable difference and an increase in interest income recognized over the remaining life of the loan or pool of loans. Disposals of loans in the form of sales to third parties, receipt of payment in full or in part by the borrower, and foreclosure of the collateral, result in removal of the loan from the PCI loans portfolio. See “ Note 4—Loans ” for additional information. Loans Acquired and Accounted for Based on Contractual Cash Flows To determine the fair value of loans at acquisition in a business combination, we estimate discounted contractual cash flows due using an observable market rate of interest, when available, adjusted for factors that a market participant would consider in determining fair value. In determining fair value, contractual cash flows are adjusted to include prepayment estimates based upon trends in default rates and loss severities. The difference between the fair value and the contractual cash flows is recorded as a loan discount or premium at acquisition. Subsequent to acquisition, the loans are classified and accounted for as either held for investment or held for sale based on management’s ability and intent with regard to the loans. Loans held for investment are subject to our allowance for loan and lease losses methodology described below under “Allowance for Loan and Lease Losses.” We are permitted to aggregate loans acquired in the same fiscal quarter into one or more pools if the loans have common risk characteristics. If we elect to pool loans, a pool is then accounted for as a single asset with a single composite interest rate and an aggregate fair value and expected cash flows. Loan Modifications and Restructurings As part of our loss mitigation efforts, we may provide modifications to a borrower experiencing financial difficulty to improve long-term collectability of the loan and to avoid the need for foreclosure or repossession of collateral. A loan modification in which a concession is granted to a borrower experiencing financial difficulty is accounted for and reported as a troubled debt restructuring (“TDR”). Our loan modifications typically include an extension of the loan term, a reduction in the interest rate, a reduction in the loan balance, or a combination of these concessions. We describe our accounting for and measurement of impairment on TDR loans below under “Impaired Loans.” See “ Note 4—Loans ” for additional information on our loan modifications and restructurings. Delinquent and Nonperforming Loans The entire balance of a loan is considered contractually delinquent if the minimum required payment is not received by the first statement cycle date equal to or following the due date specified on the customer’s billing statement. Delinquency is reported on loans that are 30 or more days past due. Interest and fees continue to accrue on past due loans until the date the loan is placed on nonaccrual status, if applicable. We generally place loans on nonaccrual status when we believe the collectability of interest and principal is not reasonably assured. Nonperforming loans generally include loans that have been placed on nonaccrual status, but we do not report loans classified as held for sale as nonperforming. Our policies for classifying loans as nonperforming, by loan category, are as follows: • Credit card loans: As permitted by regulatory guidance issued by the Federal Financial Institutions Examination Council (“FFIEC”), our policy is generally to exempt credit card loans from being classified as nonperforming, as these loans are generally charged off in the period the account becomes 180 days past due. Consistent with industry conventions, we generally continue to accrue interest and fees on delinquent credit card loans until the loans are charged-off. • Consumer banking loans: We classify consumer banking loans as nonperforming when we determine that the collectability of all interest and principal on the loan is not reasonably assured, generally when the loan becomes 90 days past due. • Commercial banking loans : We classify commercial banking loans as nonperforming as of the date we determine that the collectability of all interest and principal on the loan is not reasonably assured. • Modified loans and troubled debt restructurings: Modified loans, including TDRs, that are current at the time of the restructuring remain on accrual status if there is demonstrated performance prior to the restructuring and continued performance under the modified terms is expected. Otherwise, the modified loan is classified as nonperforming and placed on nonaccrual status until the borrower demonstrates a sustained period of performance over several payment cycles, generally six months of consecutive payments, under the modified terms of the loan. • PCI loans: PCI loans are not classified as delinquent, nonperforming or criticized. Interest and fees accrued but not collected at the date a loan is placed on nonaccrual status are reversed against earnings. In addition, the amortization of net deferred loan fees is suspended. Interest and fee income is subsequently recognized only upon the receipt of cash payments. However, if there is doubt regarding the ultimate collectability of loan principal, all cash received is generally applied against the principal balance of the loan. Nonaccrual loans are generally returned to accrual status when all principal and interest is current and repayment of the remaining contractual principal and interest is reasonably assured, or when the loan is both well-secured and in the process of collection and collectability is no longer doubtful. Impaired Loans A loan is considered impaired when, based on current information and events, it is probable that we will be unable to collect all amounts due from the borrower in accordance with the original contractual terms of the loan. Generally, we report loans as impaired based on the method for measuring impairment in accordance with applicable accounting guidance. Loans held for sale are not reported as impaired, as these loans are recorded at lower of cost or fair value. Impaired loans also exclude PCI loans, as these loans are accounted for based on expected cash flows at acquisition because this accounting methodology takes into consideration future credit losses. Loans defined as individually impaired, based on applicable accounting guidance, include larger-balance nonperforming loans and TDR loans. Loans modified in a TDR continue to be reported as impaired until maturity. Our policies for identifying loans as individually impaired, by loan category, are as follows: • Credit card loans: Credit card loans that have been modified in a troubled debt restructuring are identified and accounted for as individually impaired. • Consumer banking loans: Consumer loans that have been modified in a troubled debt restructuring are identified and accounted for as individually impaired. • Commercial banking loans: Commercial loans classified as nonperforming and commercial loans that have been modified in a troubled debt restructuring are reported as individually impaired. The majority of individually impaired loans are evaluated for an asset-specific allowance. We generally measure impairment and the related asset-specific allowance for individually impaired loans based on the difference between the recorded investment of the loan and the present value of the expected future cash flows, discounted at the original effective interest rate of the loan at the time of modification. If the loan is collateral dependent, we measure impairment based upon the fair value of the underlying collateral, which we determine based on the current fair value of the collateral less estimated selling costs, instead of discounted cash flows. Loans are identified as collateral dependent if we believe that collateral is the sole source of repayment. Charge-Offs We charge off loans as a reduction to the allowance for loan and lease losses when we determine the loan is uncollectible and record subsequent recoveries of previously charged off amounts as an increase to the allowance for loan and lease losses. We exclude accrued and unpaid finance charges and fees and certain fraud losses from charge-offs. Costs to recover charged-off loans are recorded as collection expense and included in our consolidated statements of income as a component of other non-interest expense as incurred. Our charge-off time frames by loan type are presented below. • Credit card loans: We generally charge-off credit card loans in the period the account becomes 180 days past due. We charge off delinquent credit card loans for which revolving privileges have been revoked as part of loan workout when the account becomes 120 days past due. Credit card loans in bankruptcy are generally charged-off by the end of the month following 30 days after the receipt of a complete bankruptcy notification from the bankruptcy court. Credit card loans of deceased account holders are charged-off by the end of the month following 60 days of receipt of notification. • Consumer banking loans: We generally charge-off consumer banking loans at the earlier of the date when the account is a specified number of days past due or upon repossession of the underlying collateral. Our charge-off time frame is 180 days for home loans and 120 days for auto loans. Small business banking loans generally charge off at 120 days past due based on when unpaid principal loan amounts are deemed uncollectible. We calculate the initial charge-off amount for home loans based on the excess of our recorded investment in the loan over the fair value of the underlying property less estimated selling costs as of the date of the charge-off. We update our home value estimates on a regular basis and may recognize additional charge-offs for subsequent declines in home values. In the second quarter of 2017, due to clarified regulatory guidance, we implemented changes in accounting estimates for auto and home loans where the borrower has filed for bankruptcy and the loan has not been reaffirmed, such that they charge off in the period that the loan is 60 days from the bankruptcy notification date, regardless of delinquency status. Auto and home loans that have been discharged under Chapter 7 bankruptcy, have not been reaffirmed and have not reached 60 days from the bankruptcy notification date are charged off at the end of the month in which the bankruptcy discharge occurs. Remaining consumer loans generally are charged off within 40 days of receipt of notification from the bankruptcy court. Consumer loans of deceased account holders are charged off by the end of the month following 60 days of receipt of notification. • Commercial banking loans: We charge off commercial loans in the period we determine that the unpaid principal loan amounts are uncollectible. • PCI loans: We do not record charge-offs on PCI loans that are meeting or exceeding our performance expectations as of the date of acquisition, as the fair values of these loans already reflect a discount for expected future credit losses. We record charge-offs on PCI loans only if actual losses exceed estimated credit losses incorporated into the fair value recorded at acquisition. Allowance for Loan and Lease Losses We maintain an allowance for loan and lease losses (“allowance”) that represents management’s best estimate of incurred loan and lease losses inherent in our held for investment portfolio as of each balance sheet date. The provision for credit losses reflects credit losses we believe have been incurred and will eventually be recognized over time in our charge-offs. Charge-offs of uncollectible amounts are deducted from the allowance and subsequent recoveries are added back. Management performs a quarterly analysis of our loan portfolio to determine if impairment has occurred and to assess the adequacy of the allowance based on historical and current trends as well as other factors affecting credit losses. We apply documented systematic methodologies to separately calculate the allowance for our consumer loan and commercial loan portfolios. Our allowance for loan and lease losses consists of three components that are allocated to cover the estimated probable losses in each loan portfolio based on the results of our detailed review and loan impairment assessment process: (i) a component for loans collectively evaluated for impairment; (ii) an asset-specific component for individually impaired loans; and (iii) a component related to PCI loans that have experienced significant decreases in expected cash flows subsequent to acquisition. Each of our allowance components is supplemented by an amount that represents management’s qualitative judgment of the imprecision and risks inherent in the processes and assumptions used in establishing the allowance. Managem

Business Developments and Disco

Business Developments and Discontinued Operations	12 Months Ended
	Dec. 31, 2017
Mergers, Acquisitions, Restructuring and Dispositions Disclosures [Abstract]
Business Developments and Discontinued Operations	NOTE 2—BUSINESS DEVELOPMENTS AND DISCONTINUED OPERATIONS Business Developments Cabela’s Acquisition On September 25, 2017, we completed the acquisition from Synovus Bank of credit card assets and related liabilities of World’s Foremost Bank, a wholly-owned subsidiary of Cabela’s Incorporated (“Cabela’s acquisition”). The Cabela’s acquisition was accounted for as a business combination under the acquisition method of accounting. During the fourth quarter of 2017, we finalized purchase accounting. Including post-closing purchase price adjustments, total cash consideration for the acquisition was $3.2 billion net of cash and restricted cash acquired. We recognized approximately $5.9 billion in assets, primarily consisting of $5.7 billion in credit card receivables. We also assumed $2.6 billion of liabilities, of which $2.5 billion were securitized debt obligations. Results of the Cabela’s acquisition are included within our Credit Card segment. Restructuring Activities We periodically initiate restructuring activities to support business strategies and enhance our overall operational efficiency. These restructuring activities have primarily consisted of exiting certain business locations and activities as well as the realignment of resources supporting various businesses, including the decision in the fourth quarter of 2017 to cease new originations of home loan lending products within our Consumer Banking business. The charges incurred as a result of these restructuring activities have primarily consisted of severance and related benefits pursuant to our ongoing benefit programs, which are included in salaries and associate benefits within non-interest expense in our consolidated statements of income, as well as impairment of certain assets related to business locations and activities being exited, which are generally included in occupancy and equipment within non-interest expense. During 2017 and 2015, we recognized restructuring charges of $184 million and $120 million , respectively, which are reflected in the Other category. There were no significant restructuring charges incurred during 2016. As of December 31, 2017, we had a liability of $124 million associated with these restructuring activities, which is recorded in other liabilities on our consolidated balance sheets. 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. The following table summarizes the results from discontinued operations for the years ended December 31, 2017, 2016 and 2015 : Table 2.1 : Results of Discontinued Operations Year Ended December 31, (Dollars in millions) 2017 2016 2015 Income (loss) from discontinued operations before income taxes $ (215 ) $ (30 ) $ 60 Income tax provision (benefit) (80 ) (11 ) 22 Income (loss) from discontinued operations, net of tax $ (135 ) $ (19 ) $ 38 The loss from discontinued operations for the year ended December 31, 2017 was primarily driven by a mortgage representation and warranty settlement in the fourth quarter of 2017 , which resulted in a pre-tax charge of $169 million representing amounts above previously recognized reserves. As of December 31, 2017 , we had no significant continuing involvement in the operations of our wholesale mortgage banking unit. We previously had contingent obligations to exercise mandatory clean-up calls associated with certain securitization transactions undertaken by the discontinued GreenPoint Credit, LLC manufactured housing operations in the event the third-party servicer could not fulfill its obligation to exercise these clean-up calls. On October 10, 2017, we entered into an agreement with the third-party servicer under which we assumed the mandatory obligation to exercise the remaining clean-up calls as they become due on certain securitization transactions. See “ Note 6—Variable Interest Entities and Securitizations ” and “ Note 19—Commitments, Contingencies, Guarantees and Others ” for information associated with GreenPoint Credit, LLC manufactured housing operations and our mortgage representation and warranty exposure.

Investment Securities

Investment Securities	12 Months Ended
	Dec. 31, 2017
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 or agency (“Agency”) and non-agency residential mortgage-backed securities (“RMBS”); Agency commercial mortgage-backed securities (“CMBS”); other asset-backed securities (“ABS”); and other securities. Agency securities include Government National Mortgage Association (“Ginnie Mae”) guaranteed securities, Federal National Mortgage Association (“Fannie Mae”) and Federal Home Loan Mortgage Corporation (“Freddie Mac”) issued securities. The carrying value of our investments in U.S. Treasury and Agency securities represented 95% and 91% of our total investment securities as of December 31, 2017 and 2016 , respectively. The table below presents the overview of our investment securities portfolio as of December 31, 2017 and 2016 . Table 3.1 : Overview of Investment Securities Portfolio (Dollars in millions) December 31, 2017 December 31, 2016 Securities available for sale, at fair value $ 37,655 $ 40,737 Securities held to maturity, at carrying value 28,984 25,712 Total investment securities $ 66,639 $ 66,449 The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale as of December 31, 2017 and 2016 . Table 3.2 : Investment Securities Available for Sale December 31, 2017 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 5,168 $ 11 $ (8 ) $ 5,171 RMBS: Agency 26,013 67 (402 ) 25,678 Non-agency 1,722 393 (1 ) 2,114 Total RMBS 27,735 460 (403 ) 27,792 Agency CMBS 3,209 10 (44 ) 3,175 Other ABS 513 0 (1 ) 512 Other securities (2) 1,003 4 (2 ) 1,005 Total investment securities available for sale $ 37,628 $ 485 $ (458 ) $ 37,655 December 31, 2016 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 5,103 $ 11 $ (49 ) $ 5,065 RMBS: Agency 26,830 109 (412 ) 26,527 Non-agency 2,349 382 (9 ) 2,722 Total RMBS 29,179 491 (421 ) 29,249 CMBS: Agency 3,335 14 (45 ) 3,304 Non-agency 1,676 21 (13 ) 1,684 Total CMBS 5,011 35 (58 ) 4,988 Other ABS 714 1 (1 ) 714 Other securities (2) 726 1 (6 ) 721 Total investment securities available for sale $ 40,733 $ 539 $ (535 ) $ 40,737 __________ (1) Includes non-credit-related OTTI that is recorded in AOCI of $1 million and $9 million as of December 31, 2017 and 2016 , respectively. Substantially all of this amount is related to non-agency RMBS. (2) Includes supranational bonds, foreign government bonds, mutual funds 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 December 31, 2017 and 2016 . Table 3.3 : Investment Securities Held to Maturity December 31, 2017 (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 $ 200 $ 0 $ 200 $ 0 $ 0 $ 200 Agency RMBS 25,741 (761 ) 24,980 565 (150 ) 25,395 Agency CMBS 3,882 (78 ) 3,804 70 (32 ) 3,842 Total investment securities held to maturity $ 29,823 $ (839 ) $ 28,984 $ 635 $ (182 ) $ 29,437 December 31, 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 $ 0 $ 0 $ 199 Agency RMBS 23,022 (897 ) 22,125 606 (158 ) 22,573 Agency CMBS 3,480 (92 ) 3,388 77 (41 ) 3,424 Total investment securities held to maturity $ 26,701 $ (989 ) $ 25,712 $ 683 $ (199 ) $ 26,196 __________ (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 December 31, 2017 and 2016 . Table 3.4 : Securities in a Gross Unrealized Loss Position December 31, 2017 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 $ 2,031 $ (8 ) $ 0 $ 0 $ 2,031 $ (8 ) RMBS: Agency 8,192 (67 ) 13,175 (335 ) 21,367 (402 ) Non-agency 10 0 10 (1 ) 20 (1 ) Total RMBS 8,202 (67 ) 13,185 (336 ) 21,387 (403 ) Agency CMBS 880 (8 ) 1,236 (36 ) 2,116 (44 ) Other ABS 130 0 95 (1 ) 225 (1 ) Other securities 371 (2 ) 0 0 371 (2 ) Total investment securities available for sale in a gross unrealized loss position $ 11,614 $ (85 ) $ 14,516 $ (373 ) $ 26,130 $ (458 ) December 31, 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 $ 1,060 $ (49 ) $ 0 $ 0 $ 1,060 $ (49 ) RMBS: Agency 16,899 (329 ) 4,865 (83 ) 21,764 (412 ) Non-agency 128 (2 ) 145 (7 ) 273 (9 ) Total RMBS 17,027 (331 ) 5,010 (90 ) 22,037 (421 ) CMBS: Agency 1,624 (21 ) 745 (24 ) 2,369 (45 ) Non-agency 826 (11 ) 129 (2 ) 955 (13 ) Total CMBS 2,450 (32 ) 874 (26 ) 3,324 (58 ) Other ABS 187 (1 ) 21 0 208 (1 ) Other securities 417 (6 ) 0 0 417 (6 ) Total investment securities available for sale in a gross unrealized loss position $ 21,141 $ (419 ) $ 5,905 $ (116 ) $ 27,046 $ (535 ) As of December 31, 2017 , the amortized cost of approximately 920 securities available for sale exceeded their fair value by $458 million , of which $373 million related to securities that had been in a loss position for 12 months or longer. As of December 31, 2017 , the carrying value of approximately 250 securities classified as held to maturity exceeded their fair value by $182 million . 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 table below summarizes, by major security type, the contractual maturities and weighted-average yields of our investment securities as of December 31, 2017 . 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 below. The weighted-average yield below represents the effective yield for the investment securities and is calculated based on the amortized cost of each security. Table 3.5 : Contractual Maturities and Weighted-Average Yields of Securities December 31, 2017 (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 $ 200 $ 1,238 $ 3,733 $ 0 $ 5,171 RMBS (1) : Agency 4 45 507 25,122 25,678 Non-agency 0 0 0 2,114 2,114 Total RMBS 4 45 507 27,236 27,792 Agency CMBS (1) 19 592 1,123 1,441 3,175 Other ABS (1) 172 310 0 30 512 Other securities 229 332 348 96 1,005 Total securities available for sale $ 624 $ 2,517 $ 5,711 $ 28,803 $ 37,655 Amortized cost of securities available for sale $ 624 $ 2,515 $ 5,706 $ 28,783 $ 37,628 Weighted-average yield for securities available for sale 1.13 % 1.88 % 2.05 % 2.65 % 2.49 % Carrying value of securities held to maturity: U.S. Treasury securities $ 200 $ 0 $ 0 $ 0 $ 200 Agency RMBS 0 0 120 24,860 24,980 Agency CMBS 0 987 239 2,578 3,804 Total securities held to maturity $ 200 $ 987 $ 359 $ 27,438 $ 28,984 Fair value of securities held to maturity $ 200 $ 1,031 $ 366 $ 27,840 $ 29,437 Weighted-average yield for securities held to maturity 1.11 % 2.37 % 2.87 % 2.77 % 2.75 % __________ (1) As of December 31, 2017, weighted-average expected maturities of RMBS, CMBS and other ABS are 5.0 years , 4.3 years and 1.0 years , respectively. 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 December 31, 2017 , 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. 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 years ended December 31, 2017, 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 3.6 : Realized Gains and Losses and OTTI Recognized in Earnings Year Ended December 31, (Dollars in millions) 2017 2016 2015 Realized gains (losses): Gross realized gains $ 144 $ 12 $ 23 Gross realized losses (74 ) (6 ) (25 ) Net realized gains (losses) 70 6 (2 ) OTTI recognized in earnings: Credit-related OTTI (2 ) (11 ) (25 ) Intent-to-sell OTTI (3 ) (6 ) (5 ) Total OTTI recognized in earnings (5 ) (17 ) (30 ) Net securities gains (losses) $ 65 $ (11 ) $ (32 ) Total proceeds from sales $ 8,181 $ 4,146 $ 4,379 The cumulative credit loss component of the OTTI losses that have been recognized in our consolidated statements of income related to the securities that we do not intend to sell was $147 million , $207 million and $199 million for the years ended December 31, 2017 , 2016 and 2015 , respectively. Securities Pledged and Received As part of our liquidity management strategy, we pledge securities to secure borrowings from counterparties including 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 $2.8 billion and $1.9 billion as of December 31, 2017 and 2016 , respectively. We also pledged securities held to maturity with a carrying value of $5.7 billion and $8.1 billion as of December 31, 2017 and 2016 , respectively. We accepted pledges of securities with a fair value of $1 million and $16 million as of December 31, 2017 and 2016 , respectively, primarily related to our derivative transactions. Purchased Credit-Impaired Debt Securities The table below presents the outstanding balance and carrying value of the purchased credit-impaired debt securities as of December 31, 2017 and 2016 . Table 3.7 : Outstanding Balance and Carrying Value of Purchased Credit-Impaired Debt Securities (Dollars in millions) December 31, 2017 December 31, 2016 Outstanding balance $ 2,131 $ 2,899 Carrying value 1,843 2,277 Changes in Accretable Yield of Purchased Credit-Impaired Debt Securities The following table presents changes in the accretable yield related to the purchased credit-impaired debt securities for the years ended December 31, 2017, 2016 and 2015 . Table 3.8 : Changes in the Accretable Yield of Purchased Credit-Impaired Debt Securities Year Ended December 31, (Dollars in millions) 2017 2016 2015 Accretable yield, beginning of period $ 1,173 $ 1,237 $ 1,250 Accretion recognized in earnings (182 ) (206 ) (240 ) Reduction due to payoffs, disposals, transfers and other (157 ) (2 ) (1 ) Net reclassifications (to) from nonaccretable difference (8 ) 144 228 Accretable yield, end of period $ 826 $ 1,173 $ 1,237

Loans

Loans	12 Months Ended
	Dec. 31, 2017
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 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 ” for additional information on the accounting guidance for these loans. The credit metrics presented in this section exclude loans held for sale, which are carried at lower of cost or fair value. 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 December 31, 2017 and 2016 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1 : Loan Portfolio Composition and Aging Analysis December 31, 2017 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card $ 101,072 $ 1,211 $ 915 $ 2,093 $ 4,219 $ 2 $ 105,293 International card businesses 9,110 144 81 134 359 0 9,469 Total credit card 110,182 1,355 996 2,227 4,578 2 114,762 Consumer Banking: Auto 50,151 2,483 1,060 297 3,840 0 53,991 Home loan 7,235 37 16 70 123 10,275 17,633 Retail banking 3,389 24 5 18 47 18 3,454 Total consumer banking 60,775 2,544 1,081 385 4,010 10,293 75,078 Commercial Banking: Commercial and multifamily real estate 26,018 41 17 49 107 25 26,150 Commercial and industrial 37,412 1 70 87 158 455 38,025 Total commercial lending 63,430 42 87 136 265 480 64,175 Small-ticket commercial real estate 393 2 1 4 7 0 400 Total commercial banking 63,823 44 88 140 272 480 64,575 Other loans 54 2 1 1 4 0 58 Total loans (1) $ 234,834 $ 3,945 $ 2,166 $ 2,753 $ 8,864 $ 10,775 $ 254,473 % of Total loans 92.29 % 1.55 % 0.85 % 1.08 % 3.48 % 4.23 % 100.00 % December 31, 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 $ 93,279 $ 1,153 $ 846 $ 1,840 $ 3,839 $ 2 $ 97,120 International card businesses 8,115 124 72 121 317 0 8,432 Total credit card 101,394 1,277 918 1,961 4,156 2 105,552 Consumer Banking: Auto 44,762 2,041 890 223 3,154 0 47,916 Home loan 6,951 44 20 141 205 14,428 21,584 Retail banking 3,477 22 7 20 49 28 3,554 Total consumer banking 55,190 2,107 917 384 3,408 14,456 73,054 Commercial Banking: Commercial and multifamily real estate 26,536 45 0 0 45 28 26,609 Commercial and industrial 38,831 27 84 297 408 585 39,824 Total commercial lending 65,367 72 84 297 453 613 66,433 Small-ticket commercial real estate 473 7 1 2 10 0 483 Total commercial banking 65,840 79 85 299 463 613 66,916 Other loans 56 3 0 5 8 0 64 Total loans (1) $ 222,480 $ 3,466 $ 1,920 $ 2,649 $ 8,035 $ 15,071 $ 245,586 % of Total loans 90.59 % 1.41 % 0.78 % 1.08 % 3.27 % 6.14 % 100.00 % __________ (1) Loans, other than PCI loans, include unamortized premiums and discounts, and unamortized deferred fees and costs totaling $773 million and $558 million as of December 31, 2017 and 2016 , respectively. We pledged loan collateral of $27.3 billion and $29.3 billion to secure the majority of our FHLB borrowing capacity of $21.0 billion and $24.9 billion as of December 31, 2017 and 2016 , respectively. The following table presents the outstanding balance of loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of December 31, 2017 and 2016 . Nonperforming loans generally include loans that have been placed on nonaccrual status. PCI loans are excluded from the table below. See “ Note 1—Summary of Significant Accounting Policies ” for additional information on our policies for nonperforming loans and accounting for PCI loans. Table 4.2 : 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans December 31, 2017 December 31, 2016 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 2,093 N/A $ 1,840 N/A International card businesses 128 $ 24 96 $ 42 Total credit card 2,221 24 1,936 42 Consumer Banking: Auto 0 376 0 223 Home loan 0 176 0 273 Retail banking 0 35 0 31 Total consumer banking 0 587 0 527 Commercial Banking: Commercial and multifamily real estate 12 38 0 30 Commercial and industrial 0 239 0 988 Total commercial lending 12 277 0 1,018 Small-ticket commercial real estate 0 7 0 4 Total commercial banking 12 284 0 1,022 Other loans 0 4 0 8 Total $ 2,233 $ 899 $ 1,936 $ 1,599 % of Total loans 0.88 % 0.35 % 0.79 % 0.65 % 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 based on portfolios with common risk characteristics. The risk in our credit card loan portfolio correlates to broad economic trends, such as unemployment rates and home values, as well as consumers’ financial condition, all of which can have a material effect on credit performance. The primary indicators we assess in monitoring the credit quality and risk of our credit card portfolio are delinquency and charge-off trends, including an analysis of loan migration between delinquency categories over time. The table below displays the geographic profile of our credit card loan portfolio as of December 31, 2017 and 2016 . Table 4.3 : Credit Card Risk Profile by Geographic Region December 31, 2017 December 31, 2016 (Dollars in millions) Amount % of Total Amount % of Total Domestic credit card: California $ 11,475 10.0 % $ 11,068 10.5 % Texas 7,847 6.8 7,227 6.8 New York 7,389 6.4 7,090 6.7 Florida 6,790 5.9 6,540 6.2 Illinois 4,734 4.1 4,492 4.3 Pennsylvania 4,550 4.0 4,048 3.8 Ohio 3,929 3.4 3,654 3.5 New Jersey 3,621 3.2 3,488 3.3 Michigan 3,523 3.1 3,164 3.0 Other 51,435 44.8 46,349 43.9 Total domestic credit card 105,293 91.7 97,120 92.0 International card businesses: Canada 6,286 5.5 5,594 5.3 United Kingdom 3,183 2.8 2,838 2.7 Total international card businesses 9,469 8.3 8,432 8.0 Total credit card $ 114,762 100.0 % $ 105,552 100.0 % The table below presents net charge-offs for the years ended December 31, 2017 and 2016. Table 4.4 : Credit Card Net Charge-Offs Year Ended December 31, 2017 2016 (Dollars in millions) Amount Rate (1) Amount Rate (1) Net charge-offs: (1) Domestic credit card (2) $ 4,739 4.99 % $ 3,681 4.16 % International card businesses 315 3.69 272 3.33 Total credit card (2) $ 5,054 4.88 $ 3,953 4.09 __________ (1) Net charge-offs consist of the unpaid principal balance of loans held for investment that we determine to be uncollectible, net of recovered amounts. Net charge-off rate is calculated by dividing net charge-offs by average loans held for investment for the period for each loan category . Net charge-offs and the net charge-off rate are impacted periodically by fluctuations in recoveries, including loan sales. (2) Excluding the impact of the Cabela’s acquisition, the domestic credit card and total credit card net charge-off rates for the year ended December 31, 2017 would have been 5.07% and 4.95% , respectively. 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 consumers’ financial condition, all of which can have a material effect on credit performance. Delinquency, nonperforming loans and charge-off trends are key indicators 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, as of December 31, 2017 and 2016 . Table 4.5 : Consumer Banking Risk Profile by Geographic Region December 31, 2017 December 31, 2016 (Dollars in millions) Amount % of Total Amount % of Total Auto: Texas $ 7,040 9.4 % $ 6,304 8.6 % California 6,099 8.1 5,448 7.5 Florida 4,486 6.0 3,985 5.5 Georgia 2,726 3.6 2,506 3.4 Ohio 2,318 3.1 2,017 2.8 Louisiana 2,236 3.0 2,159 3.0 Illinois 2,181 2.9 2,065 2.8 Other 26,905 35.8 23,432 32.0 Total auto 53,991 71.9 47,916 65.6 Home loan: California 3,734 5.0 4,993 6.8 New York 1,941 2.6 2,036 2.8 Maryland 1,226 1.6 1,409 1.9 Virginia 1,034 1.4 1,204 1.7 Illinois 976 1.3 1,218 1.7 New Jersey 931 1.2 1,112 1.5 Texas 882 1.2 823 1.1 Other 6,909 9.2 8,789 12.0 Total home loan 17,633 23.5 21,584 29.5 Retail banking: New York 955 1.3 941 1.3 Louisiana 953 1.3 1,010 1.4 Texas 717 0.9 756 1.0 New Jersey 221 0.3 238 0.3 Maryland 187 0.2 190 0.3 Virginia 154 0.2 156 0.2 Other 267 0.4 263 0.4 Total retail banking 3,454 4.6 3,554 4.9 Total consumer banking $ 75,078 100.0 % $ 73,054 100.0 % The table below presents net charge-offs in our consumer banking loan portfolio for the years ended December 31, 2017 and 2016, as well as nonperforming loans as of December 31, 2017 and 2016 . Table 4.6 : Consumer Banking Net Charge-Offs and Nonperforming Loans Year Ended December 31, 2017 2016 (Dollars in millions) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 957 1.86 % $ 752 1.69 % Home loan (2) 15 0.08 14 0.06 Retail banking 66 1.92 54 1.53 Total consumer banking (2) $ 1,038 1.39 $ 820 1.15 December 31, 2017 December 31, 2016 (Dollars in millions) Amount Rate (3) Amount Rate (3) Nonperforming loans: Auto $ 376 0.70 % $ 223 0.47 % Home loan (4) 176 1.00 273 1.26 Retail banking 35 1.00 31 0.86 Total consumer banking (4) $ 587 0.78 $ 527 0.72 __________ (1) Net charge-off rate is calculated by dividing net charge-offs by average loans held for investment for the period for each loan category . (2) Excluding the impact of PCI loans, the net charge-off rates for our home loan and total consumer banking portfolios were 0.07% and 1.65% , respectively, for the year ended December 31, 2017 compared to 0.20% and 1.49% , respectively, for the year ended December 31, 2016 . (3) 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 2.39% and 0.91% , respectively, as of December 31, 2017 compared to 3.81% and 0.90% , respectively, as of December 31, 2016 . 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 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 December 31, 2017 and 2016 based on selected key risk characteristics. Table 4.7 : Home Loan Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type December 31, 2017 Loans PCI Loans (1) Total Home Loans (Dollars in millions) Amount % of Total Amount % of Total Amount % of Total Origination year: (2) < 2008 $ 1,586 9.0 % $ 6,919 39.2 % $ 8,505 48.2 % 2009 62 0.4 769 4.4 831 4.8 2010 64 0.4 1,078 6.1 1,142 6.5 2011 113 0.6 1,181 6.7 1,294 7.3 2012 673 3.8 178 1.0 851 4.8 2013 381 2.2 46 0.3 427 2.5 2014 467 2.6 25 0.1 492 2.7 2015 905 5.1 28 0.2 933 5.3 2016 1,604 9.1 23 0.1 1,627 9.2 2017 1,503 8.5 28 0.2 1,531 8.7 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % Geographic concentration: California $ 987 5.6 % $ 2,747 15.6 % $ 3,734 21.2 % New York 1,427 8.1 514 2.9 1,941 11.0 Maryland 608 3.4 618 3.5 1,226 6.9 Virginia 532 3.0 502 2.8 1,034 5.8 Illinois 163 0.9 813 4.6 976 5.5 New Jersey 389 2.2 542 3.1 931 5.3 Texas 811 4.6 71 0.4 882 5.0 Louisiana 826 4.7 17 0.1 843 4.8 Florida 186 1.1 582 3.3 768 4.4 Arizona 91 0.5 577 3.3 668 3.8 Other 1,338 7.6 3,292 18.7 4,630 26.3 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % Lien type: 1 st lien $ 6,364 36.1 % $ 10,054 57.0 % $ 16,418 93.1 % 2 nd lien 994 5.6 221 1.3 1,215 6.9 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % Interest rate type: Fixed rate $ 3,722 21.1 % $ 1,505 8.5 % $ 5,227 29.6 % Adjustable rate 3,636 20.6 8,770 49.8 12,406 70.4 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % December 31, 2016 Loans PCI Loans (1) Total Home Loans (Dollars in millions) Amount % of Total Amount % of Total Amount % of Total Origination year: (2) < 2008 $ 2,166 10.0 % $ 9,684 44.9 % $ 11,850 54.9 % 2009 80 0.4 1,088 5.0 1,168 5.4 2010 82 0.4 1,562 7.2 1,644 7.6 2011 139 0.6 1,683 7.8 1,822 8.4 2012 969 4.5 268 1.2 1,237 5.7 2013 465 2.2 59 0.2 524 2.4 2014 557 2.6 31 0.2 588 2.8 2015 1,024 4.7 30 0.2 1,054 4.9 2016 1,674 7.8 23 0.1 1,697 7.9 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % Geographic concentration: California $ 976 4.5 % $ 4,017 18.6 % $ 4,993 23.1 % New York 1,343 6.2 693 3.2 2,036 9.4 Maryland 585 2.7 824 3.9 1,409 6.6 Illinois 108 0.5 1,110 5.1 1,218 5.6 Virginia 490 2.3 714 3.3 1,204 5.6 New Jersey 379 1.8 733 3.4 1,112 5.2 Louisiana 962 4.5 23 0.1 985 4.6 Florida 159 0.7 772 3.6 931 4.3 Arizona 89 0.4 799 3.7 888 4.1 Texas 725 3.4 98 0.4 823 3.8 Other 1,340 6.2 4,645 21.5 5,985 27.7 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % Lien type: 1 st lien $ 6,182 28.7 % $ 14,159 65.5 % $ 20,341 94.2 % 2 nd lien 974 4.5 269 1.3 1,243 5.8 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % Interest rate type: Fixed rate $ 3,394 15.8 % $ 1,822 8.4 % $ 5,216 24.2 % Adjustable rate 3,762 17.4 12,606 58.4 16,368 75.8 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % __________ (1) PCI loan balances with an origination date in the years subsequent to 2012 represent refinancing of previously acquired home loans. (2) Modified loans are reported in the origination year of the initial borrowing. Our recorded investment in home loans that are in process of foreclosure was $149 million and $382 million as of December 31, 2017 and 2016 , 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 December 31, 2017 and 2016 , the carrying value of the foreclosed residential real estate properties we hold and include in other assets on our consolidated balance sheets totaled $39 million and $69 million , respectively. Commercial Banking We evaluate the credit risk of commercial loans using a risk rating system. 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 of $1 million or more 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 concentration and internal risk ratings of our commercial loan portfolio as of December 31, 2017 and 2016 . Table 4.8 : Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating December 31, 2017 (Dollars in millions) Commercial and Multifamily Real Estate % of Total Commercial and Industrial % of Total Small-Ticket Commercial Real Estate % of Total Total Commercial Banking % of Total Geographic concentration: (1) Northeast $ 14,969 57.3 % $ 7,774 20.4 % $ 250 62.4 % $ 22,993 35.7 % Mid-Atlantic 2,675 10.2 3,922 10.3 15 3.8 6,612 10.2 South 3,719 14.2 14,739 38.8 22 5.5 18,480 28.6 Other 4,787 18.3 11,590 30.5 113 28.3 16,490 25.5 Total $ 26,150 100.0 % $ 38,025 100.0 % $ 400 100.0 % $ 64,575 100.0 % Internal risk rating: (2) Noncriticized $ 25,609 98.0 % $ 35,161 92.5 % $ 392 97.9 % $ 61,162 94.7 % Criticized performing 478 1.8 2,170 5.7 1 0.3 2,649 4.1 Criticized nonperforming 38 0.1 239 0.6 7 1.8 284 0.4 PCI loans 25 0.1 455 1.2 0 0.0 480 0.8 Total $ 26,150 100.0 % $ 38,025 100.0 % $ 400 100.0 % $ 64,575 100.0 % December 31, 2016 (Dollars in millions) Commercial and Multifamily Real Estate % of Total (1) Commercial and Industrial % of Total Small-Ticket Commercial Real Estate % of Total Total Commercial Banking % of Total Geographic concentration: (1) Northeast $ 15,714 59.0 % $ 9,628 24.2 % $ 298 61.7 % $ 25,640 38.3 % Mid-Atlantic 3,024 11.4 3,450 8.7 16 3.3 6,490 9.7 South 4,032 15.2 15,193 38.1 34 7.0 19,259 28.8 Other 3,839 14.4 11,553 29.0 135 28.0 15,527 23.2 Total $ 26,609 100.0 % $ 39,824 100.0 % $ 483 100.0 % $ 66,916 100.0 % Internal risk rating: (2) Noncriticized $ 26,309 98.9 % $ 36,046 90.5 % $ 473 97.9 % $ 62,828 93.9 % Criticized performing 242 0.9 2,205 5.5 6 1.3 2,453 3.7 Criticized nonperforming 30 0.1 988 2.5 4 0.8 1,022 1.5 PCI loans 28 0.1 585 1.5 0 0.0 613 0.9 Total $ 26,609 100.0 % $ 39,824 100.0 % $ 483 100.0 % $ 66,916 100.0 % __________ (1) 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. (2) Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset c ategories defined by bank regulatory authorities. Impaired Loans The following table presents information on our impaired loans as of December 31, 2017 and 2016 , and for the years ended December 31, 2017, 2016 and 2015 . Impaired loans include loans modified in 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. PCI loans are excluded from the following tables. Table 4.9 : Impaired Loans December 31, 2017 (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 $ 639 $ 0 $ 639 $ 208 $ 431 $ 625 International card businesses 173 0 173 84 89 167 Total credit card (1) 812 0 812 292 520 792 Consumer Banking: Auto (2) 363 118 481 30 451 730 Home loan 192 41 233 15 218 298 Retail banking 51 10 61 8 53 66 Total consumer banking 606 169 775 53 722 1,094 Commercial Banking: Commercial and multifamily real estate 138 2 140 13 127 143 Commercial and industrial 489 222 711 63 648 844 Total commercial lending 627 224 851 76 775 987 Small-ticket commercial real estate 7 0 7 0 7 9 Total commercial banking 634 224 858 76 782 996 Total $ 2,052 $ 393 $ 2,445 $ 421 $ 2,024 $ 2,882 December 31, 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 $ 581 $ 0 $ 581 $ 174 $ 407 $ 566 International card businesses 134 0 134 65 69 129 Total credit card (1) 715 0 715 239 476 695 Consumer Banking: Auto (2) 316 207 523 24 499 807 Home loan 241 117 358 19 339 464 Retail banking 52 10 62 14 48 65 Total consumer banking 609 334 943 57 886 1,336 Commercial Banking: Commercial and multifamily real estate 83 29 112 7 105 112 Commercial and industrial 1,249 144 1,393 162 1,231 1,444 Total commercial lending 1,332 173 1,505 169 1,336 1,556 Small-ticket commercial real estate 4 0 4 0 4 4 Total commercial banking 1,336 173 1,509 169 1,340 1,560 Total $ 2,660 $ 507 $ 3,167 $ 465 $ 2,702 $ 3,591 Year Ended December 31, 2017 2016 2015 (Dollars in millions) Average Interest Average Interest Average Interest Credit Card: Domestic credit card $ 602 $ 63 $ 540 $ 58 $ 539 $ 57 International card businesses 154 11 133 10 135 10 Total credit card (1) 756 74 673 68 674 67 Consumer Banking: Auto (2) 495 53 501 86 462 82 Home loan 299 5 361 5 364 4 Retail banking 59 1 62 2 56 2 Total consumer banking 853 59 924 93 882 88 Commercial Banking: Commercial and multifamily real estate 134 4 111 3 109 3 Commercial and industrial 1,118 18 1,215 13 466 5 Total commercial lending 1,252 22 1,326 16 575 8 Small-ticket commercial real estate 7 0 7 0 7 0 Total commercial banking 1,259 22 1,333 16 582 8 Total $ 2,868 $ 155 $ 2,930 $ 177 $ 2,138 $ 163 ________ (1) The period-end and average recorded investments of credit card loans include finance charges and fees. (2) Includes certain TDRs that are recorded as other assets on our consolidated balance sheets. Total recorded TDRs were $2.2 billion and $2.5 billion as of December 31, 2017 and 2016 , respectively. TDRs classified as performing in our credit card and consumer banking loan portfolios totaled $1.3 billion and $1.1 billion as of December 31, 2017 and 2016 , respectively. TDRs classified as performing in our commercial banking loan portfolio totaled $574 million and $487 million as of December 31, 2017 and 2016 , respectively. Commitments to lend additional funds on loans modified in TDRs totaled $241 million and $208 million as of December 31, 2017 and 2016 , 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 years ended December 31, 2017, 2016 and 2015 . Table 4.10 : Troubled Debt Restructurings Total Loans (1) Year Ended December 31, 2017 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 406 100 % 14.50 % 0 % 0 0 % $ 0 International card businesses 169 100 26.51 0 0 0 0 Total credit card 575 100 18.02 0 0 0 0 Consumer Banking: Auto (3) 324 44 3.82 95 6 2 7 Home loan 19 48 2.77 78 233 2 0 Retail banking 13 22 5.77 73 10 0 0 Total consumer banking 356 44 3.79 93 16 2 7 Commercial Banking: Commercial and multifamily real estate 29 7 0.02 26 5 0 0 Commercial and industrial 557 19 0.80 59 17 0 0 Total commercial lending 586 18 0.79 57 16 0 0 Small-ticket commercial real estate 3 0 0.00 4 0 0 0 Total commercial banking 589 18 0.79 57 16 0 0 Total $ 1,520 55 13.19 44 16 0 $ 7 Total Loans (1) Year Ended December 31, 2016 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 312 100 % 13.19 % 0 % 0 0 % $ 0 International card businesses 138 100 25.87 0 0 0 0 Total credit card 450 100 17.09 0 0 0 0 Consumer Banking: Auto (3) 356 44 3.91 74 7 25 78 Home loan 48 64 2.25 87 243 2 0 Retail banking 18 23 7.89 68 10 9 1 Total consumer banking 422 46 3.73 75 38 22 79 Commercial Banking: Commercial and multifamily real estate 38 0 0.00 67 6 32 3 Commercial and industrial 743 5 0.09 57 20 7 26 Total commercial lending 781 4 0.09 57 19 8 29 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 782 4 0.09 57 19 8 29 Total $ 1,654 41 12.42 46 27 9 $ 108 Total Loans (1) Year Ended December 31, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 293 100 % 12.28 % 0 % 0 0 % $ 0 International card businesses 121 100 25.88 0 0 0 0 Total credit card 414 100 16.26 0 0 0 0 Consumer Banking: Auto (3) 347 41 3.49 69 8 30 93 Home loan 48 61 2.70 79 231 7 0 Retail banking 24 18 6.88 87 6 0 0 Total consumer banking 419 42 3.44 71 36 26 93 Commercial Banking: Commercial and multifamily real estate 12 0 0.00 86 14 18 1 Commercial and industrial 249 0 0.67 34 7 0 0 Total commercial lending 261 0 0.67 36 8 1 1 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 262 0 0.67 36 8 1 1 Total $ 1,095 54 12.42 36 29 10 $ 94 __________ (1) Represents the recorded investment of total loans modified in TDRs at the end of the quarter in which they were modified. As not every modification type is included in the table above, the total percentage of TDR activity may not add up to 100%. Some loans may receive more than one type of concession as part of the modification. (2) Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types. (3) Includes certain TDRs that are recorded as other assets on our consolidated balance sheets. 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 Year Ended December 31, 2017 2016 2015 (Dollars in millions) Number of Amount Number of Amount Number of Amount Credit Card: Domestic credit card 55,121 $ 111 42,250 $ 73 42,808 $ 71 International card businesses 51,641 93 40,498 82 33,888 81 Total credit card 106,762 204 82,748 155 76,696 152 Consumer Banking: Auto 9,446 109 8,587 96 8,647 99 Home loan 28 7 56 7 14 2 Retail banking 41 4 48 9 26 2 Total consumer banking 9,515 120 8,691 112 8,687 103 Commercial Banking: Commercial and multifamily real estate 0 0 1 1 0 0 Commercial and industrial 244 269 150 281 7 19 Total commercial lending 244 269 151 282 7 19 Small-ticket commercial real estate 2 1 7 1 3 0 Total commercial banking 246 270 158 283 10 19 Total 116,523 $ 594 91,597 $ 550 85,393 $ 274 PCI Loans Outstanding Balance and Carrying Value of PCI Loans The table below presents the outstanding balance and the carrying value of PCI loans as of December 31, 2017 and 2016 . See “ Note 1—Summary of Significant Accounting Policies ” for information related to our accounting policies for impaired loans. Table 4.12 : PCI Loans PCI Loans (Dollars in millions) December 31, 2017 December 31, 2016 Outstanding balance $ 11,855 $ 16,506 Carrying value (1) 10,767 15,074 __________ (1) Includes $37 million and $31 million of allowance for loan and lease losses for these loans as of December 31, 2017 and 2016 , respectively. We recorded a $6 million provision and a $6 million release for credit losses for the years ended December 31, 2017 and 2016 , respectively, for PCI loans. Changes in Accretable Yield The following table presents changes in the accretable yield on PCI loans. Reclassification from or to nonaccretable differences represent changes in accretable yield for those loans in pools that are driven primarily by credit performance. Changes in accretable yield for non-credit related changes in expected cash flows are driven primarily by actual prepayments and changes in estimated prepayments. Table 4.13 : Changes in Accretable Yield on PCI Loans (Dollars in millions) PCI Loans Accretable yield as of December 31, 2014 $ 4,653 Addition due to acquisition 123 Accretion recognized in earnings (817 ) Reclassifications from nonaccretable differences 26 Changes in accretable yield for non-credit related changes in expected cash flows (502 ) Accretable yield as of December 31, 2015 3,483 Accretion recognized in earnings (711 ) Reclassifications from nonaccretable differences 138 Changes in accretable yield for non-credit related changes in expected cash flows 267 Accretable yield as of December 31, 2016 3,177 Accretion recognized in earnings (594 ) Reclassifications to nonaccretable differences (3 ) Changes in accretable yield for non-credit related changes in expected cash flows (412 ) Accretable yield as of December 31, 2017 $ 2,168 Finance Charge and Fee Reserves We continue to accrue finance charges and fees on credit card loans until the account is charged off. Our methodology for estimating the uncollectible portion of billed finance charges and fees is consistent with the methodology we use to estimate the allowance for incurred principal losses on our credit card loan receivables. Total net revenue was reduced by $1.4 billion , $1.1 billion and $732 million in 2017, 2016 and 2015, respectively, for the estimated uncollectible amount of billed finance charges and fees and related losses. The finance charge and fee reserve, which is recorded as a contra asset on our consolidated balance sheets, totaled $491 million and $402 million as of December 31, 2017 and 2016, respectively. Loans Held for Sale We had total loans held for sale of $971 million and $1.0 billion as of December 31, 2017 and 2016, respectively. We also originated for sale $8.4 billion , $7.6 billion and $6.4 billion of conforming residential mortgage loans and commercial multifamily real estate loans in 2017, 2016 and 2015 , respectively. We retained servicing on approximately 100% of these loans sold in 2017, 2016 and 2015 .

Allowance for Loan and Lease Lo

Allowance for Loan and Lease Losses	12 Months Ended
	Dec. 31, 2017
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 ” for further discussion of 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 years ended December 31, 2017, 2016 and 2015 . Table 5.1 : Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity (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 Charge-offs (4,028 ) (1,082 ) (76 ) (7 ) (5,193 ) Recoveries 1,110 351 29 8 1,498 Net charge-offs (2,918 ) (731 ) (47 ) 1 (3,695 ) Provision (benefit) for loan and lease losses 3,417 819 256 (2 ) 4,490 Allowance build (release) for loan and lease losses 499 88 209 (1 ) 795 Other changes (2) (49 ) 1 0 0 (48 ) Balance as of December 31, 2015 3,654 868 604 4 5,130 Reserve for unfunded lending commitments: Balance as of December 31, 2014 0 7 106 0 113 Provision for losses on unfunded lending commitments 0 0 46 0 46 Other changes (2) 0 0 9 0 9 Balance as of December 31, 2015 0 7 161 0 168 Combined allowance and reserve as of December 31, 2015 $ 3,654 $ 875 $ 765 $ 4 $ 5,298 Allowance for loan and lease losses: Balance as of December 31, 2015 $ 3,654 $ 868 $ 604 $ 4 $ 5,130 Charge-offs (5,019 ) (1,226 ) (307 ) (3 ) (6,555 ) Recoveries 1,066 406 15 6 1,493 Net charge-offs (3,953 ) (820 ) (292 ) 3 (5,062 ) Provision (benefit) for loan and lease losses 4,926 1,055 515 (5 ) 6,491 Allowance build (release) for loan and lease losses 973 235 223 (2 ) 1,429 Other changes (2) (21 ) (1 ) (34 ) 0 (56 ) Balance as of December 31, 2016 4,606 1,102 793 2 6,503 Reserve for unfunded lending commitments: Balance as of December 31, 2015 0 7 161 0 168 Benefit for losses on unfunded lending commitments 0 0 (32 ) 0 (32 ) Balance as of December 31, 2016 0 7 129 0 136 Combined allowance and reserve as of December 31, 2016 $ 4,606 $ 1,109 $ 922 $ 2 $ 6,639 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of December 31, 2016 $ 4,606 $ 1,102 $ 793 $ 2 $ 6,503 Charge-offs (6,321 ) (1,677 ) (481 ) (34 ) (8,513 ) Recoveries 1,267 639 16 29 1,951 Net charge-offs (5,054 ) (1,038 ) (465 ) (5 ) (6,562 ) Provision for loan and lease losses 6,066 1,180 313 4 7,563 Allowance build (release) for loan and lease losses 1,012 142 (152 ) (1 ) 1,001 Other changes (2) 30 (2 ) (30 ) 0 (2 ) Balance as of December 31, 2017 5,648 1,242 611 1 7,502 Reserve for unfunded lending commitments: Balance as of December 31, 2016 0 7 129 0 136 Benefit for losses on unfunded lending commitments 0 0 (12 ) 0 (12 ) Balance as of December 31, 2017 0 7 117 0 124 Combined allowance and reserve as of December 31, 2017 $ 5,648 $ 1,249 $ 728 $ 1 $ 7,626 __________ (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 as of December 31, 2017 and 2016 . See “ Note 1—Summary of Significant Accounting Policies ” for further discussion of allowance methodologies for each of the loan portfolios. Table 5.2 : Components of Allowance for Loan and Lease Losses by Impairment Methodology December 31, 2017 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated $ 5,356 $ 1,158 $ 529 $ 1 $ 7,044 Asset-specific 292 53 76 0 421 PCI loans 0 31 6 0 37 Total allowance for loan and lease losses $ 5,648 $ 1,242 $ 611 $ 1 $ 7,502 Loans held for investment: Collectively evaluated $ 113,948 $ 64,080 $ 63,237 $ 58 $ 241,323 Asset-specific 812 705 858 0 2,375 PCI loans 2 10,293 480 0 10,775 Total loans held for investment $ 114,762 $ 75,078 $ 64,575 $ 58 $ 254,473 Allowance coverage ratio (1) 4.92 % 1.65 % 0.95 % 1.72 % 2.95 % December 31, 2016 (Dollars in millions) Credit Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated $ 4,367 $ 1,016 $ 622 $ 2 $ 6,007 Asset-specific 239 57 169 0 465 PCI loans 0 29 2 0 31 Total allowance for loan and lease losses $ 4,606 $ 1,102 $ 793 $ 2 $ 6,503 Loans held for investment: Collectively evaluated $ 104,835 $ 57,862 $ 64,794 $ 64 $ 227,555 Asset-specific 715 736 1,509 0 2,960 PCI loans 2 14,456 613 0 15,071 Total loans held for investment $ 105,552 $ 73,054 $ 66,916 $ 64 $ 245,586 Allowance coverage ratio (1) 4.36 % 1.51 % 1.19 % 3.13 % 2.65 % __________ (1) Allowance coverage ratio is calculated by dividing the period-end allowance for loan and lease losses by period-end loans held for investment within the specified loan category. 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 expected reimbursements from these partners, which are netted against our allowance for loan and lease losses, result in reductions to net charge-offs and provision for credit losses. See “ Note 1—Summary of Significant Accounting Policies ” for further discussion of our card partnership agreements. The table below summarizes the changes in the estimated reimbursements from these partners for the years ended December 31, 2017, 2016 and 2015 . Table 5.3 : Summary of Loss Sharing Arrangements Impacts Year Ended December 31, (Dollars in millions) 2017 2016 2015 Estimated reimbursements from loss sharing partners: Balance as of beginning of the period $ 228 $ 194 $ 143 Amounts charged to partners and impacting net charge-offs (285 ) (229 ) (189 ) Amounts estimated to be charged to partners and impacting provision for credit losses 437 263 240 Balance as of end of the period $ 380 $ 228 $ 194

Variable Interest Entities and

Variable Interest Entities and Securitizations	12 Months Ended
	Dec. 31, 2017
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 assets of our consolidated VIEs primarily consist of cash, credit card loan receivables and the related allowance for loan and lease losses, which we report on our consolidated balance sheets under restricted cash for securitization investors, loans held in consolidated trusts and allowance for loan and lease losses, respectively. The assets of a particular VIE are the primary source of funding to settle its obligations. Creditors of these VIEs typically do not have recourse to our general credit. 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. The tables below present a summary of certain VIEs in which we had continuing involvement or held a variable interest, aggregated based on VIEs with similar characteristics as of December 31, 2017 and 2016 . We separately present information for consolidated and unconsolidated VIEs. Table 6.1 : Carrying Amount of Consolidated and Unconsolidated VIEs December 31, 2017 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) $ 34,976 $ 20,651 $ 0 $ 0 $ 0 Home loan securitizations 0 0 455 390 1,057 Total securitization-related VIEs 34,976 20,651 455 390 1,057 Other VIEs: (2) Affordable housing entities 226 10 4,175 1,284 4,175 Entities that provide capital to low-income and rural communities 1,498 129 0 0 0 Other 0 0 318 0 318 Total other VIEs 1,724 139 4,493 1,284 4,493 Total VIEs $ 36,700 $ 20,790 $ 4,948 $ 1,674 $ 5,550 December 31, 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) $ 33,550 $ 19,662 $ 0 $ 0 $ 0 Home loan securitizations 0 0 201 27 1,276 Total securitization-related VIEs 33,550 19,662 201 27 1,276 Other VIEs: (2) Affordable housing entities 174 9 3,862 1,093 3,862 Entities that provide capital to low-income and rural communities 927 127 0 0 0 Other 0 0 187 0 187 Total other VIEs 1,101 136 4,049 1,093 4,049 Total VIEs $ 34,651 $ 19,798 $ 4,250 $ 1,120 $ 5,325 __________ (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) In certain investment structures, we consolidate a VIE which in turn holds as its primary asset an investment in an unconsolidated VIE. In these instances, we disclose the carrying amount of assets and liabilities on our consolidated balance sheets in the unconsolidated VIEs to avoid duplicating our exposure, as the unconsolidated VIEs are generally the operating entities generating the exposure. The carrying amount of assets and liabilities included in the unconsolidated VIE columns above related to these investment structures were $2.2 billion of assets and $901 million of liabilities as of December 31, 2017 and $1.9 billion of assets and $618 million of liabilities as of December 31, 2016 . Securitization-Related VIEs In a securitization transaction, assets are transferred to a trust, which generally meets the definition of a VIE. Our primary securitization activity is in the form of credit card securitizations, conducted through securitization trusts which we consolidate. Our continuing involvement in these securitization transactions mainly consists of acting as the primary servicer and holding certain retained interests. We transfer residential home loans and multifamily commercial loans that we originate to the government-sponsored enterprises (“GSEs”) and retain the right to service the transferred loans pursuant to the guidelines set forth by the GSEs. Subsequent to such transfers, these loans are commonly securitized into RMBS or CMBS by the GSEs. We also hold RMBS, CMBS and ABS in our investment portfolio, which represent an interest in the respective securitization trusts employed in the transactions under which those securities were issued. We do not consolidate the securitization trusts employed in these transactions as we do not have the power to direct the activities that most significantly impact the economic performance of these securitization trusts. Our maximum exposure to loss as a result of our involvement with these VIEs is the carrying value of MSRs and investment securities on our consolidated balance sheets. See “ Note 7—Goodwill and Intangible Assets ” for information related to our MSRs associated with these residential home loan and multifamily commercial loan securitizations and “ Note 3—Investment Securities ” for more information on the securities held in our investment securities portfolio. We exclude these VIEs from the tables within this note because we do not consider our continuing involvement with these VIEs to be significant; we either invest in securities issued by the VIE and were not involved in the design of the VIE or no transfers have occurred between the VIE and us. In addition, where we have certain lending arrangements in the normal course of business with entities that could be VIEs, we have also excluded these VIEs from the tables presented in this note. See “ Note 4—Loans ” for additional information regarding our lending arrangements in the normal course of business. We also may have exposure associated with contractual obligations to repurchase previously transferred loans due to breaches of representations and warranties. See “ Note 19—Commitments, Contingencies, Guarantees and Others ” for information related to our mortgage representation and warranty exposure. The table below presents our continuing involvement in certain securitization-related VIEs as of December 31, 2017 and 2016 . Table 6.2 : Continuing Involvement in Securitization-Related VIEs Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing December 31, 2017: Securities held by third-party investors $ 20,010 $ 1,224 $ 42 $ 508 Receivables in the trust 35,667 1,266 35 511 Cash balance of spread or reserve accounts 0 8 N/A 116 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes No No December 31, 2016: Securities held by third-party investors $ 18,826 $ 1,499 $ 56 $ 697 Receivables in the trust 31,762 1,549 50 702 Cash balance of spread or reserve accounts 0 8 N/A 130 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes No No Credit Card Securitizations We hold certain retained interests in our credit card securitizations and continue to service the receivables in these trusts. As of both December 31, 2017 and 2016 , 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 $1.2 billion and $1.5 billion as of December 31, 2017 and 2016 , 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. For the transactions where the negative amortization funding agreements have been terminated, incremental negative amortization is funded through the available cash flow in each transaction. 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 10—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 December 31, 2017 and 2016 . We also have unfunded commitments of $4 million and $5 million related to those interests for our non-consolidated VIEs as of December 31, 2017 and 2016 , respectively. GreenPoint Credit Manufactured Housing Prior to October 2017, we had certain retained 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. These securitization trusts were not consolidated because we did not have the power to direct the activities that most significantly impact the economic performance of the trusts as we did not service the loans. The unpaid principal receivables balances of these manufactured housing securitization transactions were $511 million and $702 million as of December 31, 2017 and 2016 , respectively. On October 10, 2017, we entered into an agreement with the third-party servicer under which we assumed the mandatory obligation to exercise the remaining clean-up calls as they become due on certain securitization transactions. As a result of this agreement, we recognized the loan receivables and a corresponding liability on our consolidated balance sheets. During November 2017, we entered into a forward sale agreement pursuant to which we will sell the underlying loans to a third-party purchaser as the clean-up calls are exercised. Accordingly, we classified these loan receivables as loans held for sale on our consolidated balance sheets. As of December 31, 2017, we had $283 million of these loan receivables on our consolidated balance sheets, along with a corresponding liability, which is included as a component of other debt. 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 $75 million and $85 million as of December 31, 2017 and 2016 , respectively. We also have credit exposure on an agreement 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 expected future obligation under this agreement included in other liabilities on our consolidated balance sheets was $10 million and $8 million as of December 31, 2017 and 2016 , 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 years ended December 31, 2017 and 2016 , we recognized amortization of $582 million and $393 million , respectively, and tax credits of $504 million and $444 million , respectively, associated with these investments within income tax provision. The carrying value of our equity investments in these qualified affordable housing projects was $3.9 billion and $3.8 billion as of December 31, 2017 and 2016 , respectively. We are periodically required to provide additional financial or other support during the period of the investments. Our liability for these unfunded commitments was $1.4 billion and $1.2 billion as of December 31, 2017 and 2016 , respectively. Predominantly all of this liability is expected to be paid from 2018 to 2020 . 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 maximum exposure to these entities is limited to our variable interests in the entities which consisted of assets of approximately $4.2 billion and $3.9 billion as of December 31, 2017 and 2016 , respectively. The creditors of the VIEs have no recourse to our general credit and we do not provide additional financial or other support other than during the period that we are contractually required to provide it. The total assets of the unconsolidated VIE investment funds were approximately $11.5 billion as of both December 31, 2017 and 2016 . 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 $1.5 billion and $927 million as of December 31, 2017 and 2016 , respectively, are reflected on our consolidated balance sheets in cash, loans held for investment, 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 $318 million and $187 million as of December 31, 2017 and 2016 , 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	12 Months Ended
	Dec. 31, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Intangible Assets	NOTE 7—GOODWILL AND INTANGIBLE ASSETS The table below presents our goodwill, intangible assets and MSRs as of December 31, 2017 and 2016 . Goodwill is presented separately, while intangible assets and MSRs are included in other assets on our consolidated balance sheets. Table 7.1 : Components of Goodwill, Intangible Assets and MSRs December 31, 2017 (Dollars in millions) Carrying Accumulated Amortization Net Remaining Goodwill $ 14,533 N/A $ 14,533 N/A Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,105 $ (1,844 ) 261 3.6 years Core deposit intangibles 1,149 (1,133 ) 16 1.0 years Other (1) 300 (156 ) 144 7.8 years Total intangible assets 3,554 (3,133 ) 421 4.9 years Total goodwill and intangible assets $ 18,087 $ (3,133 ) $ 14,954 MSRs: Consumer MSRs (2) $ 92 N/A $ 92 Commercial MSRs (2) 355 $ (126 ) 229 Total MSRs $ 447 $ (126 ) $ 321 December 31, 2016 (Dollars in millions) Carrying Accumulated Amortization Net Remaining Goodwill $ 14,519 N/A $ 14,519 N/A Intangible assets: PCCR intangibles 2,151 $ (1,715 ) 436 4.4 years Core deposit intangibles 1,391 (1,345 ) 46 2.0 years Other (1) 314 (131 ) 183 8.7 years Total intangible assets 3,856 (3,191 ) 665 5.4 years Total goodwill and intangible assets $ 18,375 $ (3,191 ) $ 15,184 MSRs: Consumer MSRs (2) $ 80 N/A $ 80 Commercial MSRs (2) 276 $ (82 ) 194 Total MSRs $ 356 $ (82 ) $ 274 __________ (1) Primarily consists of intangibles for sponsorship relationships, brokerage relationship intangibles, partnership and other contract intangibles and trade name intangibles. (2) Consumer MSRs are carried at fair value and commercial MSRs are accounted for under the amortization method on our consolidated balance sheets. We recorded $44 million and $31 million of amortization expense for the years ended December 31, 2017 and 2016 , respectively. Goodwill The following table presents changes in the carrying amount of goodwill as well as goodwill attributable to each of our business segments as of December 31, 2017 and 2016 . We did not recognize any goodwill impairment during 2017, 2016 or 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 36 0 18 54 Other adjustments (1) (15 ) 0 0 (15 ) Balance as of December 31, 2016 5,018 4,600 4,901 14,519 Acquisitions 6 0 0 6 Other adjustments (1) 8 0 0 8 Balance as of December 31, 2017 $ 5,032 $ 4,600 $ 4,901 $ 14,533 __________ (1) Represents foreign currency translation adjustments. The goodwill impairment test, performed as of October 1 of each year, is a two-step test. The first step identifies whether there is potential impairment by comparing the fair value of a reporting unit to its carrying amount, including goodwill. If the fair value of a reporting unit is less than its carrying amount, the second step of the impairment test is required to measure the amount of any potential impairment loss. The fair value of reporting units is calculated using a discounted cash flow methodology, a form of the income approach. The calculation uses projected cash flows based on each reporting unit’s internal forecast and uses the perpetuity growth method to calculate terminal values. These cash flows and terminal values are then discounted using appropriate discount rates, which are largely based on our external cost of equity with adjustments for risk inherent in each reporting unit. Cash flows are adjusted, as necessary, in order to maintain each reporting unit’s equity capital requirements. Our discounted cash flow analysis requires management to make judgments about future loan and deposit growth, revenue growth, credit losses, and capital rates. The key inputs into the discounted cash flow analysis were consistent with market data, where available, indicating that assumptions used were within a reasonable range of observable market data. Intangible Assets In connection with our acquisitions, we recorded intangible assets that include PCCR intangibles, core deposit intangibles, brokerage relationship intangibles, partnership contract intangibles, other contract intangibles and trademark intangibles. At acquisition, the PCCR intangibles reflect the estimated value of existing credit card holder relationships and the core deposit intangibles reflect the estimated value of deposit relationships. There were no meaningful intangible asset impairments in 2017 or 2015 . During 2016 , we recorded impairment charges of $17 million related primarily to our brokerage relationship intangibles. Intangible assets are typically amortized over their respective estimated useful lives on either an accelerated or straight-line basis. The following table summarizes the actual amortization expense recorded for the years ended December 31, 2017 , 2016 and 2015 and the estimated future amortization expense for intangible assets as of December 31, 2017 : Table 7.3 : Amortization Expense (Dollars in millions) Amortization Actual for the year ended December 31, 2015 $ 430 2016 386 2017 245 Estimated future amounts for the year ended December 31, 2018 176 2019 108 2020 57 2021 27 2022 19 Thereafter 29 Total estimated future amounts $ 416

Premises, Equipment & Lease Com

Premises, Equipment & Lease Commitments	12 Months Ended
	Dec. 31, 2017
Property, Plant and Equipment and Lease Commitments [Abstract]
Premises, Equipment & Lease Commitments	NOTE 8—PREMISES, EQUIPMENT AND LEASE COMMITMENTS Premises and Equipment The following table presents our premises and equipment as of December 31, 2017 and 2016 : Table 8.1 : Components of Premises and Equipment December 31, (Dollars in millions) 2017 2016 Land $ 406 $ 423 Buildings and improvements 3,302 2,958 Furniture and equipment 1,901 1,834 Computer software 1,753 1,681 In progress 902 591 Total premises and equipment, gross 8,264 7,487 Less: Accumulated depreciation and amortization (4,231 ) (3,812 ) Total premises and equipment, net $ 4,033 $ 3,675 Depreciation and amortization expense was $662 million , $710 million and $638 million for the years ended December 31, 2017 , 2016 and 2015 , respectively. Lease Commitments Certain premises and equipment are leased under agreements that expire at various dates through 2071, without taking into consideration available renewal options. Many of these leases provide for payment by us, as the lessee, of property taxes, insurance premiums, cost of maintenance and other costs. In some cases, rentals are subject to increases in relation to a cost of living index. Total rent expense was $307 million , $330 million and $276 million for the years ended December 31, 2017 , 2016 and 2015 , respectively. Future minimum rental commitments as of December 31, 2017 , for all non-cancellable operating leases with initial or remaining terms of one year or more are as follows: Table 8.2 : Lease Commitments (Dollars in millions) Estimated Future 2018 $ 332 2019 316 2020 300 2021 276 2022 251 Thereafter 1,177 Total $ 2,652 The table above does not include minimum sublease rental income of $175 million expected to be received in future years under all non-cancellable leases.

Deposits and Borrowings

Deposits and Borrowings	12 Months Ended
	Dec. 31, 2017
Deposits and Borrowings [Abstract]
Deposits and Borrowings	NOTE 9—DEPOSITS AND BORROWINGS 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. We use a variety of other funding sources including short-term borrowings, senior and subordinated notes, securitized debt obligations and other borrowings. In addition, we utilize FHLB advances, which are secured by certain portions of our loan and investment securities portfolios. Securitized debt obligations are presented separately 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. The following tables summarize the components of our deposits, short-term borrowings and long-term debt as of December 31, 2017 and 2016 . Our total short-term borrowings consist of federal funds purchased and securities loaned or sold under agreements to repurchase. Our long-term debt consists of borrowings with an original contractual maturity of greater than one year. The carrying value presented below for these borrowings include unamortized debt premiums and discounts, net of debt issuance costs and fair value hedge accounting adjustments. Table 9.1 : Components of Deposits, Short-Term Borrowings and Long-Term Debt (Dollars in millions) December 31, December 31, Deposits: Non-interest-bearing deposits $ 26,404 $ 25,502 Interest-bearing deposits (1) 217,298 211,266 Total deposits $ 243,702 $ 236,768 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 576 $ 992 Total short-term borrowings $ 576 $ 992 December 31, 2017 (Dollars in millions) Maturity Dates Stated Interest Rates Weighted- Average Interest Rate Carrying Value December 31, Long-term debt: Securitized debt obligations 2018 - 2025 1.33 - 2.75% 1.89 $ 20,010 $ 18,826 Senior and subordinated notes: Fixed unsecured senior debt 2018 - 2027 1.50 - 4.75 2.72 22,776 17,546 Floating unsecured senior debt 2018 - 2023 1.83 - 2.57 2.27 3,446 1,353 Total unsecured senior debt 2.66 26,222 18,899 Fixed unsecured subordinated debt 2019 - 2026 3.38 - 8.80 4.09 4,533 4,532 Total senior and subordinated notes 30,755 23,431 Other long-term borrowings: FHLB advances 2018 - 2023 1.38 - 5.36 1.45 8,609 17,179 Other borrowings 2018 - 2035 1.00 - 16.75 7.40 331 32 Total other long-term borrowings 8,940 17,211 Total long-term debt $ 59,705 $ 59,468 Total short-term borrowings and long-term debt $ 60,281 $ 60,460 __________ (1) Includes $1.3 billion and $894 million of time deposits in denominations in excess of the $250,000 federal insurance limit as of December 31, 2017 and 2016, respectively. The following table presents the carrying value of our interest-bearing time deposits, securitized debt obligations and other debt by remaining contractual maturity as of December 31, 2017 . Table 9.2 : Maturity Profile of Borrowings (Dollars in millions) 2018 2019 2020 2021 2022 Thereafter Total Interest-bearing time deposits $ 9,025 $ 7,147 $ 5,395 $ 3,851 $ 4,104 $ 158 $ 29,680 Securitized debt obligations 2,666 6,828 5,289 1,698 2,552 977 20,010 Federal funds purchased and securities loaned or sold under agreements to repurchase 576 — — — — — 576 Senior and subordinated notes 4,690 5,667 4,360 3,445 2,518 10,075 30,755 Other borrowings 230 66 8,603 3 2 36 8,940 Total $ 17,187 $ 19,708 $ 23,647 $ 8,997 $ 9,176 $ 11,246 $ 89,961

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	12 Months Ended
	Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities	NOTE 10—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES Use of Derivatives We manage asset and liability positions and market risk exposure 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 which we use to 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. Under the Dodd-Frank Act, we are required to clear eligible derivative transactions through Central Counterparty Clearinghouses (“CCPs”) such as the Chicago Mercantile Exchange (“CME”) and LCH Limited (“LCH”), which are often referred to as “central clearinghouses.” 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. 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. To mitigate the risk of counterparty default, we enter into legally enforceable master netting agreements and 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 the right to offset exposures and require one counterparty to post collateral on derivative instruments in a net liability position to the other counterparty. Certain of these bilateral agreements 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 counterparties would have the right to terminate the derivative contract and close out the existing positions. We also clear certain OTC derivatives with central clearinghouses through futures commission merchants (“FCMs”) as part of the regulatory requirement. The use of the CCPs and the FCMs reduces our bilateral counterparty credit exposures while it increases our credit exposures to CCPs and FCMs. We are required by CCPs to post initial and variation margin to mitigate the risk of non-payment through our FCMs. Our FCM agreements governing these derivative transactions generally include provisions that may require us to post more collateral or otherwise change terms in our agreements under certain circumstances. Effective January 3, 2017, the CME amended its rulebook to legally characterize variation margin cash payments for cleared OTC derivatives as a settlement of the position rather than collateral. We adopted this variation margin rule change in the second quarter of 2017. As a result, the balances for CME-cleared derivatives are reduced to reflect the settlement of these positions. Variation margin payments for LCH-cleared derivatives continued to be characterized as collateral as of December 31, 2017. We record counterparty credit risk valuation adjustments (“CVAs”) on our 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. We also record debit valuation adjustments (“DVAs”) to 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. 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 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 various 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 a 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 as of December 31, 2017 and 2016 , 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 presented on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and any associated cash collateral received or pledged. Table 10.1 : Derivative Assets and Liabilities at Fair Value December 31, 2017 December 31, 2016 Notional or Contractual Amount Derivative (1)(4) Notional or Contractual Amount Derivative (1) (Dollars in millions) Assets Liabilities Assets Liabilities Derivatives designated as accounting hedges: Interest rate contracts: Fair value hedges $ 56,604 $ 102 $ 164 $ 40,480 $ 295 $ 569 Cash flow hedges 77,300 30 125 50,400 151 287 Total interest rate contracts 133,904 132 289 90,880 446 856 Foreign exchange contracts: Cash flow hedges 6,086 19 75 5,620 108 9 Net investment hedges 3,036 1 164 2,396 163 0 Total foreign exchange contracts 9,122 20 239 8,016 271 9 Total derivatives designated as accounting hedges 143,026 152 528 98,896 717 865 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,033 7 1 1,696 17 21 Customer accommodation 48,520 848 727 39,474 670 530 Other interest rate exposures (2) 2,824 33 7 1,105 33 8 Total interest rate contracts 52,377 888 735 42,275 720 559 Other contracts 1,209 0 5 1,767 57 14 Total derivatives not designated as accounting hedges 53,586 888 740 44,042 777 573 Total derivatives $ 196,612 $ 1,040 $ 1,268 $ 142,938 $ 1,494 $ 1,438 Less: netting adjustment (3) (275 ) (662 ) (539 ) (336 ) Total derivative assets/liabilities $ 765 $ 606 $ 955 $ 1,102 __________ (1) Derivative assets and liabilities presented above exclude valuation adjustments related to non-performance risk. As of December 31, 2017 and 2016 , the cumulative CVA balances were $2 million and $6 million , respectively, and the cumulative DVA balances were less than $1 million as of both December 31, 2017 and 2016 . (2) MSR contracts include interest rate swaps and to-be-announced contracts. Other interest rate exposures include mortgage-related derivatives. (3) 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 10.2 for additional information. (4) Reflects an increase of derivative assets of $38 million and a reduction of derivative liabilities of $724 million on our consolidated balance sheets as of December 31, 2017 as a result of adoption of the CME variation margin rule change in the second quarter of 2017. 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. For derivative contracts entered into under master netting arrangements for which we have not been able to confirm the enforceability of the setoff rights, or those not subject to master netting arrangements, we do not offset our derivative positions for balance sheet presentation. 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 and daily variation margin posting 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 December 31, 2017 and 2016 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 10.2 : 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 December 31, 2017 Derivative assets (1)(2) $ 1,040 $ (202 ) $ (73 ) $ 765 $ 0 $ 765 As of December 31, 2016 Derivative assets (2) 1,494 (152 ) (387 ) 955 (11 ) 944 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 December 31, 2017 Derivative liabilities (1)(2) $ 1,268 $ (202 ) $ (460 ) $ 606 $ 0 $ 606 Repurchase agreements (3) 576 0 0 576 (576 ) 0 As of December 31, 2016 Derivative liabilities (2) 1,438 (152 ) (184 ) 1,102 0 1,102 Repurchase agreements 992 0 0 992 (992 ) 0 __________ (1) Reflects an increase of derivative assets of $38 million and a reduction of derivative liabilities of $724 million on our consolidated balance sheets as of December 31, 2017 as a result of adoption of the CME variation margin rule change in the second quarter of 2017. (2) We received cash collateral from derivative counterparties totaling $91 million and $448 million as of December 31, 2017 and 2016 , respectively. We also received securities from derivative counterparties with a fair value of $1 million and $16 million as of December 31, 2017 and 2016 , respectively, which we have the ability to re-pledge. We posted $966 million and $1.5 billion of cash collateral as of December 31, 2017 and 2016 , respectively. (3) Represents customer repurchase agreements that mature the next business day. As of December 31, 2017 , we pledged collateral with a fair value of $588 million under these customer repurchase agreements, which were primarily agency RMBS securities. Income Statement Presentation and AOCI Fair Value Hedges and Free-Standing Derivatives The following table presents gains or losses related to derivatives designated as fair value hedges and free-standing derivatives for the years ended December 31, 2017, 2016 and 2015 . These gains or losses are included as a component of other non-interest income in our consolidated statements of income. Accrued interest income or expense on fair value hedges is recorded in net interest income or expense in our consolidated statements of income and is excluded from this table. Table 10.3 : Gains and Losses on Fair Value Hedges and Free-Standing Derivatives Year Ended December 31, (Dollars in millions) 2017 2016 2015 Derivatives designated as fair value hedges: Fair value interest rate contracts: Gains (losses) recognized in earnings on derivatives $ (212 ) $ (613 ) $ (66 ) Gains (losses) recognized in earnings on hedged items 216 603 75 Net fair value hedge ineffectiveness gains (losses) 4 (10 ) 9 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs 3 (1 ) 3 Customer accommodation 38 37 21 Other interest rate exposures 58 68 44 Total interest rate contracts 99 104 68 Other contracts 0 (9 ) (2 ) Total gains on derivatives not designated as accounting hedges 99 95 66 Net derivative gains recognized in earnings $ 103 $ 85 $ 75 Cash Flow and Net Investment Hedges The following table shows the net gains (losses) related to derivatives designated as cash flow hedges and net investment hedges for the years ended December 31, 2017, 2016 and 2015 . Table 10.4 : Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges Year Ended December 31, (Dollars in millions) 2017 2016 2015 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ (113 ) $ (6 ) $ 301 Foreign exchange contracts 18 3 (17 ) Subtotal (95 ) (3 ) 284 Net investment hedges: Foreign exchange contracts (143 ) 280 83 Net derivatives gains (losses) recognized in AOCI $ (238 ) $ 277 $ 367 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 91 $ 192 $ 190 Foreign exchange contracts (2) 17 3 (16 ) Subtotal 108 195 174 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 2 (4 ) 2 Net derivative gains (losses) recognized in earnings $ 110 $ 191 $ 176 __________ (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 losses of $17 million currently recorded in AOCI as of December 31, 2017 . 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 December 31, 2017 . 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	12 Months Ended
	Dec. 31, 2017
Equity [Abstract]
Stockholders' Equity	NOTE 11—STOCKHOLDERS’ EQUITY Preferred Stock The following table summarizes the Company’s preferred stock issued and outstanding as of December 31, 2017 and 2016 . Table 11.1 : Preferred Stock Issued and Outstanding (1) 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 December 31, 2017 December 31, 2016 Series B 6.00% Non-Cumulative August 20, 2012 September 1, 2017 6.00% Quarterly $ 1,000 875,000 $ 853 $ 853 Series C 6.25% Non-Cumulative June 12, 2014 September 1, 2019 6.25 Quarterly 1,000 500,000 484 484 Series D 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; Semi-Annually through 5/31/2020; Quarterly thereafter 1,000 1,000,000 988 988 Series F 6.20% Non-Cumulative August 24, 2015 December 1, 2020 6.20 Quarterly 1,000 500,000 484 484 Series G 5.20% Non-Cumulative July 29, 2016 December 1, 2021 5.20 Quarterly 1,000 600,000 583 583 Series H 6.00% Non-Cumulative November 29, 2016 December 1, 2021 6.00 Quarterly 1,000 500,000 483 483 Total $ 4,360 $ 4,360 __________ (1) Except for Series E, 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 Accumulated other comprehensive income primarily consists of accumulated net unrealized gains or losses associated with available for sale securities, the effective portion of the changes in fair value of derivatives designated as cash flow hedges, unrealized gains and losses on securities held to maturity on the transfer date from the available for sale category and foreign currency translation adjustments. Unrealized gains and losses for securities held to maturity are amortized over the remaining life of the security with no expected impact on future net income as amortization of these gains or losses will be offset by the amortization of premium or discount created from the transfer of securities from available to sale to held to maturity. The amount of foreign currency translation adjustments below includes the impact from hedging instruments designated as net investment hedges. The following table presents the changes in AOCI by component for the years ended December 31, 2017, 2016 and 2015 . Table 11.2 : Accumulated Other Comprehensive Income (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Other Total AOCI as of December 31, 2014 $ 410 $ (821 ) $ 10 $ (8 ) $ (21 ) $ (430 ) Other comprehensive income (loss) before reclassifications (268 ) 0 284 (135 ) (5 ) (124 ) Amounts reclassified from AOCI into earnings 20 96 (174 ) 0 (4 ) (62 ) Net other comprehensive income (loss) (248 ) 96 110 (135 ) (9 ) (186 ) AOCI as of December 31, 2015 162 (725 ) 120 (143 ) (30 ) (616 ) Other comprehensive income (loss) before reclassifications (172 ) 0 (3 ) (79 ) 7 (247 ) Amounts reclassified from AOCI into earnings 6 104 (195 ) 0 (1 ) (86 ) Net other comprehensive income (loss) (166 ) 104 (198 ) (79 ) 6 (333 ) AOCI as of December 31, 2016 (4 ) (621 ) (78 ) (222 ) (24 ) (949 ) Other comprehensive income (loss) before reclassifications 62 0 (95 ) 84 30 81 Amounts reclassified from AOCI into earnings (41 ) 97 (108 ) 0 (6 ) (58 ) Net other comprehensive income (loss) 21 97 (203 ) 84 24 23 AOCI as of December 31, 2017 $ 17 $ (524 ) $ (281 ) $ (138 ) $ 0 $ (926 ) The following table presents the impacts on net income of amounts reclassified from each component of AOCI for the years ended December 31, 2017, 2016 and 2015 . Table 11.3 : Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Year Ended December 31, AOCI Components Affected Income Statement Line Item 2017 2016 2015 Securities available for sale: Non-interest income $ 65 $ (10 ) $ (32 ) Income tax provision (benefit) 24 (4 ) (12 ) Net income (loss) 41 (6 ) (20 ) Securities held to maturity: Interest income (150 ) (164 ) (151 ) Income tax benefit (53 ) (60 ) (55 ) Net income loss (97 ) (104 ) (96 ) Cash flow hedges: Interest rate contracts: Interest income 145 306 303 Foreign exchange contracts: Interest income 27 6 (5 ) Non-interest income 1 (2 ) (21 ) Income from continuing operations before income taxes 173 310 277 Income tax provision 65 115 103 Net income 108 195 174 Other: Non-interest income and non-interest expense 9 2 5 Income tax provision 3 1 1 Net income 6 1 4 Total reclassifications $ 58 $ 86 $ 62 The table below summarizes other comprehensive income activity and the related tax impact for the years ended December 31, 2017, 2016 and 2015 . Table 11.4 : Other Comprehensive Income (Loss) Year Ended December 31, 2017 2016 2015 (Dollars in millions) Before Tax Provision After Tax Before Tax Provision After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ 23 $ 2 $ 21 $ (254 ) $ (88 ) $ (166 ) $ (393 ) $ (145 ) $ (248 ) Net changes in securities held to maturity 150 53 97 164 60 104 151 55 96 Net unrealized gains (losses) on cash flow hedges (325 ) (122 ) (203 ) (315 ) (117 ) (198 ) 175 65 110 Foreign currency translation adjustments 3 (81 ) 84 86 165 (79 ) (86 ) 49 (135 ) Other 38 14 24 10 4 6 (14 ) (5 ) (9 ) Other comprehensive income (loss) $ (111 ) $ (134 ) $ 23 $ (309 ) $ 24 $ (333 ) $ (167 ) $ 19 $ (186 )

Regulatory and Capital Adequacy

Regulatory and Capital Adequacy	12 Months Ended
	Dec. 31, 2017
Banking and Thrift [Abstract]
Regulatory and Capital Adequacy	NOTE 12—REGULATORY AND CAPITAL ADEQUACY Regulation and Capital Adequacy Bank holding companies (“BHCs”) and national banks are subject to capital adequacy standards adopted by the Federal Reserve, Office of the Comptroller of the Currency and Federal Deposit Insurance Corporation (collectively, the “Federal Banking Agencies”), including the Basel III Capital Rule. Moreover, the Banks, as insured depository institutions, are subject to prompt corrective action (“PCA”) capital regulations, which require the Federal Banking Agencies to take prompt corrective action for banks that do not meet PCA capital requirements. We entered parallel run under Advanced Approaches on January 1, 2015, during which we calculate capital ratios under both the Basel III Standardized Approach and the Basel III Advanced Approaches, though we continue to use the Standardized Approach for purposes of meeting regulatory capital requirements. Under the Basel III Capital Rule, the regulatory minimum risk-based and leverage capital requirements for Advanced Approaches banking organizations include a common equity Tier 1 capital ratio of at least 4.5% , a Tier 1 capital ratio of at least 6.0% , a total capital ratio of at least 8.0% and a Tier 1 leverage capital ratio of at least 4.0% . The Basel III Capital Rule introduced a supplementary leverage ratio for all Advanced Approaches banking organizations, which compares Tier 1 capital to total leverage exposure, which includes all on-balance sheet assets and certain off-balance sheet exposures, including derivatives and unused commitments. Given that we are in our Basel III Advanced Approaches parallel run, we calculate the ratio based on Tier 1 capital under the Standardized Approach. The supplementary leverage ratio minimum requirement of 3.0% became effective on January 1, 2018. As an Advanced Approaches banking organization, however, we were required to calculate and publicly disclose our supplementary leverage ratio beginning in the first quarter of 2015. For additional information about the capital adequacy guidelines we are subject to, see “Part 1— Item 1. Business — Supervision and Regulation .” The following table provides a comparison of our regulatory capital amounts and ratios under the Basel III Standardized Approach subject to the applicable transition provisions, the regulatory minimum capital adequacy ratios and the PCA well-capitalized level for each ratio,where applicable, as of December 31, 2017 and 2016 . Table 12.1 : Capital Ratios Under Basel III (1) December 31, 2017 December 31, 2016 (Dollars in millions) Capital Amount Capital Minimum Well- Capital Amount Capital Minimum Well- Capital One Financial Corp: Common equity Tier 1 capital (2) $ 30,036 10.3 4.5 N/A $ 28,803 10.1 4.5 N/A Tier 1 capital (3) 34,396 11.8 6.0 6.0 33,162 11.6 6.0 6.0 Total capital (4) 41,962 14.4 8.0 10.0 40,817 14.3 8.0 10.0 Tier 1 leverage (5) 34,396 9.9 4.0 N/A 33,162 9.9 4.0 N/A Supplementary leverage (6) 34,396 8.4 N/A N/A 33,162 8.6 N/A N/A COBNA: Common equity Tier 1 capital (2) 14,791 14.3 4.5 6.5 11,568 12.0 4.5 6.5 Tier 1 capital (3) 14,791 14.3 6.0 8.0 11,568 12.0 6.0 8.0 Total capital (4) 17,521 16.9 8.0 10.0 14,230 14.8 8.0 10.0 Tier 1 leverage (5) 14,791 12.7 4.0 5.0 11,568 10.8 4.0 5.0 Supplementary leverage (6) 14,791 10.4 N/A N/A 11,568 8.9 N/A N/A CONA: Common equity Tier 1 capital (2) 23,771 12.2 4.5 6.5 20,670 10.6 4.5 6.5 Tier 1 capital (3) 23,771 12.2 6.0 8.0 20,670 10.6 6.0 8.0 Total capital (4) 26,214 13.4 8.0 10.0 23,117 11.8 8.0 10.0 Tier 1 leverage (5) 23,771 8.6 4.0 5.0 20,670 7.7 4.0 5.0 Supplementary leverage (6) 23,771 7.7 N/A N/A 20,670 6.9 N/A N/A __________ (1) Capital ratios are calculated based on the Basel III Standardized Approach framework, subject to applicable transition provisions, such as the inclusion of the unrealized gains and losses on securities available for sale included in AOCI and adjustments related to intangible assets other than goodwill. The inclusion of AOCI and the adjustments related to intangible assets are phased-in at 60% for 2016, 80% for 2017 and 100% for 2018. Capital ratios that are not applicable are denoted by “N/A.” (2) Common equity Tier 1 capital ratio is a regulatory capital measure calculated based on common equity Tier 1 capital divided by risk-weighted assets. (3) Tier 1 capital ratio is a regulatory capital measure calculated based on Tier 1 capital divided by risk-weighted assets. (4) Total capital ratio is a regulatory capital measure calculated based on total capital divided by risk-weighted assets. (5) Tier 1 leverage ratio is a regulatory capital measure calculated based on Tier 1 capital divided by adjusted average assets. (6) Supplementary leverage ratio is a regulatory capital measure calculated based on Tier 1 capital divided by total leverage exposure. We exceeded the minimum capital requirements and each of the Banks exceeded the minimum regulatory requirements and were well-capitalized under PCA requirements as of both December 31, 2017 and 2016 . Regulatory restrictions exist that limit the ability of the Banks to transfer funds to our BHC. As of December 31, 2017 , funds available for dividend payments from COBNA and CONA were $4.0 billion and $1.6 billion , respectively. Applicable provisions that may be contained in our borrowing agreements or the borrowing agreements of our subsidiaries may limit our subsidiaries’ ability to pay dividends to us or our ability to pay dividends to our stockholders.

Earnings Per Common Share

Earnings Per Common Share	12 Months Ended
	Dec. 31, 2017
Earnings Per Share [Abstract]
Earnings Per Common Share	NOTE 13—EARNINGS PER COMMON SHARE The following table sets forth the computation of basic and diluted earnings per common share. Dividends and undistributed earnings allocated to participating securities represent the undistributed earnings allocated to participating securities using the two-class method permitted by U.S. GAAP for computing earnings per share. Table 13.1 : Computation of Basic and Diluted Earnings per Common Share Year Ended December 31, (Dollars and shares in millions, except per share data) 2017 2016 2015 Income from continuing operations, net of tax $ 2,117 $ 3,770 $ 4,012 Income (loss) from discontinued operations, net of tax (135 ) (19 ) 38 Net income 1,982 3,751 4,050 Dividends and undistributed earnings allocated to participating securities (13 ) (24 ) (20 ) Preferred stock dividends (265 ) (214 ) (158 ) Net income available to common stockholders $ 1,704 $ 3,513 $ 3,872 Total weighted-average basic shares outstanding 484.2 504.9 541.8 Effect of dilutive securities: Stock options 2.5 2.0 2.6 Other contingently issuable shares 1.2 1.3 1.3 Warrants (1) 0.7 1.6 2.3 Total effect of dilutive securities 4.4 4.9 6.2 Total weighted-average diluted shares outstanding 488.6 509.8 548.0 Basic earnings per common share: Net income from continuing operations $ 3.80 $ 7.00 $ 7.08 Income (loss) from discontinued operations (0.28 ) (0.04 ) 0.07 Net income per basic common share $ 3.52 $ 6.96 $ 7.15 Diluted earnings per common share: (2) Net income from continuing operations $ 3.76 $ 6.93 $ 7.00 Income (loss) from discontinued operations (0.27 ) (0.04 ) 0.07 Net income per diluted common share $ 3.49 $ 6.89 $ 7.07 __________ (1) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). There were 1.3 million warrants to purchase common stock outstanding as of December 31, 2017 and 4.1 million warrants to purchase common stock outstanding as of both December 31, 2016 and 2015 . (2) Excluded from the computation of diluted earnings per share were 233,000 shares related to options with exercise prices ranging from $82.08 to $86.34 , 1.7 million shares related to options with exercise prices ranging from $63.73 to $88.81 and 1.9 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the years ended December 31, 2017, 2016 and 2015 , respectively, because their inclusion would be anti-dilutive.

Stock-Based Compensation Plans

Stock-Based Compensation Plans	12 Months Ended
	Dec. 31, 2017
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Stock-Based Compensation Plans	NOTE 14—STOCK-BASED COMPENSATION PLANS Stock Plans We have one active stock-based compensation plan available for the issuance of shares to employees, directors and third-party service providers (if applicable). As of December 31, 2017 , under the Amended and Restated 2004 Stock Incentive plan (“2004 Plan”), we are authorized to issue 55 million common shares in various forms, including incentive stock options, nonstatutory stock options, stock appreciation rights, restricted stock awards (“RSAs”), share-settled restricted stock units (“RSUs”), performance share awards (“PSAs”) and performance share units (“PSUs”). Of this amount, approximately 15 million shares remain available for future issuance as of December 31, 2017 . The 2004 Plan permits the use of newly issued shares or treasury shares upon the settlement of options and stock-based incentive awards, and we generally settle by issuing new shares. We also issue cash-settled restricted stock units (and in the past issued cash equity units). These cash-settled units are not counted against the common shares authorized for issuance or available for issuance under the 2004 Plan. Total stock-based compensation expense recognized during 2017 , 2016 and 2015 was $244 million , $239 million and $161 million , respectively. The total income tax benefit for stock-based compensation recognized during 2017 , 2016 and 2015 was $92 million , $89 million and $61 million , respectively. Stock Options Stock options have a maximum contractual term of ten years. Generally, the exercise price of stock options will equal the fair market value of our common stock on the date of grant. Option vesting is determined at the time of grant and may be subject to the achievement of any applicable performance conditions. Options generally become exercisable over three years beginning on the first anniversary of the date of grant; however, some option grants cliff-vest on or shortly after the first or third anniversary of the grant date. The following table presents a summary of 2017 activity for stock options and the balance of stock options exercisable as of December 31, 2017 . Table 14.1 : Summary of Stock Options Activity (Shares in thousands, and intrinsic value in millions) Shares Weighted- Weighted- Aggregate Outstanding as of January 1, 2017 6,985 $ 48.03 Granted 345 86.34 Exercised (2,431 ) 51.04 Forfeited (133 ) 75.48 Expired 0 0.00 Outstanding as of December 31, 2017 4,766 $ 48.50 4.1 years $ 243 Exercisable as of December 31, 2017 3,992 $ 43.33 3.3 years $ 225 The weighted-average fair value of stock options granted during 2017 , 2016 and 2015 was $21.48 , $16.36 and $15.11 , respectively. The total intrinsic value of stock options exercised during 2017 , 2016 and 2015 was $92 million , $31 million and $23 million , respectively. The unrecognized compensation expense related to stock options as of December 31, 2017 was $2 million , which is expected to be amortized over a weighted-average period of nine months. Effective January 1, 2017, we adopted the new accounting guidance related to employee share-based payments. As a result of the adoption of this new guidance, all excess tax benefits on share-based payment awards are recognized within income tax expense in the consolidated statements of income. The following table presents the cash received from the exercise of stock options under all stock-based incentive arrangements, and the actual income tax benefit for the tax deductions from the exercise of the stock options. Table 14.2 : Stock Options Cash Flow Impact Year Ended December 31, (Dollars in millions) 2017 2016 2015 Cash received for options exercised $ 122 $ 135 $ 64 Tax benefit 34 12 9 Compensation expense for stock options is based on the grant date fair value, which is estimated using the Black-Scholes option-pricing model. This option pricing model requires the use of numerous assumptions, many of which are subjective. Certain stock options have discretionary vesting conditions and are remeasured at fair value each reporting period. The following table presents the weighted-average assumptions used to value stock options granted during 2017 , 2016 and 2015 . Dividend yield represents the expected dividend rate over the life of the option, and expected option lives are calculated based on historical activities. Table 14.3 : Assumptions Used to Value Stock Options Granted Year Ended December 31, 2017 2016 2015 Dividend yield 1.85 % 2.07 % 1.82 % Volatility (1) 27.00 30.00 24.00 Risk-free interest rate (U.S. Treasury yield curve) 2.30 1.64 1.55 Expected option lives 6.6 years 6.6 years 6.3 years __________ (1) The volatility assumption for 2017 and 2016 grants was based on the implied volatility of exchange-traded options and the historical volatility of common stock. The volatility assumption for 2015 grants was based on the implied volatility of exchange-traded options and warrants. Restricted Stock Awards and Units RSAs and RSUs represent share-settled awards that do not contain performance conditions and are granted to certain employees at no cost to the recipient. RSAs and RSUs generally vest over three years from the date of grant; however, some RSAs and RSUs cliff vest on or shortly after the first or third anniversary of the grant date. These awards and units are subject to forfeiture until certain restrictions have lapsed, including continued employment for a specified period of time. A recipient of an RSA is entitled to voting rights and is generally entitled to dividends on the common stock. A recipient of an RSU is entitled to receive a share of common stock after the applicable restrictions lapse. Additionally, a recipient of an RSU is generally entitled to receive cash payments or additional shares of common stock equivalent to any dividends paid on the underlying common stock during the period the RSU is outstanding, but is not entitled to voting rights. Generally, the value of RSAs and RSUs will equal the fair value of our common stock on the date of grant and the expense is recognized over the vesting period. The following table presents a summary of 2017 activity for RSAs and RSUs. Table 14.4 : Summary of Restricted Stock Awards and Units Restricted Stock Awards Restricted Stock Units (Shares/units in thousands) Shares Weighted-Average Units Weighted-Average Unvested as of January 1, 2017 67 $ 63.34 3,258 $ 66.72 Granted 0 N/A 1,475 86.20 Vested (38 ) 64.21 (1,223 ) 69.03 Forfeited (13 ) 69.39 (131 ) 75.22 Unvested as of December 31, 2017 16 $ 56.39 3,379 $ 74.06 The total fair value of RSAs that vested during 2017 , 2016 and 2015 was $3 million , $21 million and $28 million , respectively. There was no unrecognized compensation expense related to unvested RSAs as of December 31, 2017 . The weighted-average grant date fair value of RSUs in 2017 , 2016 and 2015 was $86.20 , $65.19 and $76.15 , respectively. The total fair value of RSUs that vested during 2017 , 2016 and 2015 was $110 million , $42 million and $27 million , respectively. The unrecognized compensation expense related to unvested RSUs as of December 31, 2017 was $116 million , which is expected to be amortized over a weighted-average period of approximately 1.7 years . Performance Share Awards and Units PSAs and PSUs represent share-settled awards that contain performance conditions and are granted to certain employees at no cost to the recipient. PSAs and PSUs generally vest over three years from the date of grant; however, some PSUs cliff vest on or shortly after the third anniversary of the grant date. Generally, the value of PSAs and PSUs will equal the fair market value of our common stock on the date of grant and the expense is recognized over the vesting period. Certain PSAs and PSUs have discretionary vesting conditions and are remeasured at fair value each reporting period. A recipient of a PSA is entitled to voting rights and is generally entitled to dividends on the common stock. A recipient of a PSU is entitled to receive a share of common stock after the applicable restrictions lapse. Additionally, a recipient of a PSU is generally entitled to receive cash payments or additional shares of common stock equivalent to any dividends paid on the underlying common stock during the period the PSU is outstanding, but is not entitled to voting rights. The number of PSUs that step vest over three years can be reduced by 50% or 100% depending on whether specific performance goals are met during the vesting period. The number of three-year cliff vesting PSUs that will ultimately vest is contingent upon meeting specific performance goals over a three -year period. These PSUs also include an opportunity to receive from 0% to 150% of the target number of common shares. The following table presents a summary of 2017 activity for PSAs and PSUs. Table 14.5 : Summary of Performance Share Awards and Units Performance Share Awards Performance Share Units (Shares/units in thousands) Shares Weighted-Average Units Weighted-Average Unvested as of January 1, 2017 6 $ 70.96 2,077 $ 69.40 Granted (1) 0 0.00 985 82.48 Vested (1) (6 ) 70.96 (985 ) 70.05 Forfeited 0 0.00 (159 ) 74.34 Unvested as of December 31, 2017 0 $ 0.00 1,918 $ 75.38 __________ (1) Granted and vested include adjustments for achievement of specific performance goals for performance share units granted in prior periods. The total fair value of PSAs that vested during 2017 was less than $1 million , and there was no unrecognized compensation expense related to unvested PSAs as of December 31, 2017 . The total fair value of PSAs that vested during 2016 and 2015 was $11 million and $30 million , respectively. The weighted-average grant date fair value of PSUs granted during 2017 , 2016 and 2015 was $82.48 , $62.89 and $65.98 , respectively. The total fair value of PSUs that vested on the vesting date was $90 million , $54 million and $74 million in 2017 , 2016 and 2015 , respectively. The unrecognized compensation expense related to unvested PSUs as of December 31, 2017 was $32 million , which is expected to be amortized over a weighted-average period of approximately 1 year . Cash-Settled Units Cash-settled units are recorded as liabilities and measured at fair value on a quarterly basis. Cash-settled units are settled with a cash payment for each unit vested that is equal to the average fair market value of our common stock for the 15 or 20 trading days preceding the vesting date. Cash-settled units generally vest over three years beginning on the first anniversary of the date of grant; however, some cash-settled units cliff vest shortly before the one year anniversary of the grant date or on or shortly after the third anniversary of the grant date. Cash-settled units vesting during 2017 , 2016 and 2015 resulted in cash payments to associates of $42 million , $36 million and $70 million , respectively. There was no unrecognized compensation cost for unvested cash-settled units as of December 31, 2017 . Associate Stock Purchase Plan We maintain an Associate Stock Purchase Plan (“Purchase Plan”), which is a compensatory plan under the accounting guidance for stock-based compensation. We recognized $23 million , $18 million and $16 million in compensation expense for 2017 , 2016 and 2015 , respectively, under the Purchase Plan. Under the Purchase Plan, eligible associates are permitted to contribute between 1% and 15% of their base salary through payroll deductions and receive a 17.65% Company match on the contributions. Effective January 1, 2018, the Company match on contributions is 15% . Both the associates’ contributions and the Company match are applied to the purchase of our unissued common or treasury stock at the current market price. Shares may also be acquired on the open market. Dividends for active participants are automatically reinvested in additional shares of common stock. Of the 33 million total authorized shares as of December 31, 2017 , 18 million shares were available for issuance. Dividend Reinvestment and Stock Purchase Plan We maintain a Dividend Reinvestment and Stock Purchase Plan (“DRP”), which allows participating stockholders to purchase additional shares of our common stock through automatic reinvestment of dividends or optional cash investments. Of the 8 million total authorized shares as of December 31, 2017 , 7 million shares were available for issuance under the DRP.

Employee Benefit Plans

Employee Benefit Plans	12 Months Ended
	Dec. 31, 2017
Retirement Benefits [Abstract]
Employee Benefit Plans	NOTE 15—EMPLOYEE BENEFIT PLANS Defined Contribution Plan We sponsor a contributory Associate Savings Plan (the “Plan”) in which all full-time and part-time associates over the age of 18 are eligible to participate. We make non-elective contributions to each eligible associates’ account and match a portion of associate contributions. We also sponsor a voluntary non-qualified deferred compensation plan in which select groups of employees are eligible to participate. We make contributions to this plan based on participants’ deferral of salary, bonuses and other eligible pay. In addition, we match participants’ excess compensation (compensation over the Internal Revenue Service compensation limit) less deferrals. We contributed a total of $282 million , $252 million and $234 million to these plans during the years ended December 31, 2017, 2016 and 2015 , respectively. Defined Benefit Pension and Other Postretirement Benefit Plans We sponsor a frozen qualified defined benefit pension plan and several non-qualified defined benefit pension plans. We also sponsor a plan that provides other postretirement benefits, including medical and life insurance coverage. Our pension plans and the other postretirement benefit plans are valued using December 31, 2017 and 2016 measurement dates. Our policy is to amortize prior service amounts on a straight-line basis over the average remaining years of service to full eligibility for benefits of active plan participants. The following table sets forth, on an aggregated basis, changes in the benefit obligation and plan assets, the funded status and how the funded status is recognized on our consolidated balance sheets. Table 15.1 : Changes in Benefit Obligation and Plan Assets Defined Pension Other Postretirement (Dollars in millions) 2017 2016 2017 2016 Change in benefit obligation: Accumulated benefit obligation as of January 1, $ 180 $ 185 $ 39 $ 45 Service cost 2 2 0 0 Interest cost 7 7 2 2 Benefits paid (18 ) (14 ) (3 ) (3 ) Net actuarial loss (gain) 7 0 (3 ) (5 ) Accumulated benefit obligation as of December 31, $ 178 $ 180 $ 35 $ 39 Change in plan assets: Fair value of plan assets as of January 1, $ 226 $ 222 $ 6 $ 5 Actual return on plan assets 37 17 1 1 Employer contributions 1 1 2 3 Benefits paid (18 ) (14 ) (3 ) (3 ) Fair value of plan assets as of December 31, $ 246 $ 226 $ 6 $ 6 Over (under) funded status as of December 31, $ 68 $ 46 $ (29 ) $ (33 ) Defined Pension Other Postretirement (Dollars in millions) 2017 2016 2017 2016 Balance sheet presentation as of December 31, Other assets $ 80 $ 57 $ 0 $ 0 Other liabilities (12 ) (11 ) (29 ) (33 ) Net amount recognized as of December 31, $ 68 $ 46 $ (29 ) $ (33 ) The following table presents the components of net periodic benefit costs and other amounts recognized in other comprehensive income. Table 15.2 : Components of Net Periodic Benefit Cost Year Ended December 31, 2017 2016 2015 2017 2016 2015 (Dollars in millions) Defined Pension Other Postretirement Components of net periodic benefit cost: Service cost $ 2 $ 2 $ 1 $ 0 $ 0 $ 0 Interest cost 7 7 8 2 2 2 Expected return on plan assets (14 ) (14 ) (15 ) 0 0 0 Amortization of transition obligation, prior service credit and net actuarial loss (gain) 1 1 1 (6 ) (6 ) (4 ) Net periodic benefit gain $ (4 ) $ (4 ) $ (5 ) $ (4 ) $ (4 ) $ (2 ) Changes recognized in other comprehensive income, pretax: Net actuarial gain (loss) $ 16 $ 4 $ (5 ) $ 4 $ 5 $ 7 Reclassification adjustments for amounts recognized in net periodic benefit cost 1 1 1 (6 ) (6 ) (4 ) Total gain (loss) recognized in other comprehensive income $ 17 $ 5 $ (4 ) $ (2 ) $ (1 ) $ 3 Pre-tax amounts recognized in AOCI that have not yet been recognized as a component of net periodic benefit cost consist of the following: Table 15.3 : Amounts Recognized in AOCI December 31, 2017 2016 2017 2016 (Dollars in millions) Defined Pension Other Postretirement Prior service cost $ 0 $ 0 $ (2 ) $ (2 ) Net actuarial gain (loss) (49 ) (66 ) 10 12 Accumulated other comprehensive income (loss) $ (49 ) $ (66 ) $ 8 $ 10 Pre-tax amounts recorded in AOCI as of December 31, 2017 that are expected to be recognized as a component of our net periodic benefit cost in 2018 consist of net actuarial loss of $ 1 million related to our pension plans and net actuarial gain of $ 5 million related to other postretirement plan. There is no meaningful prior service cost expected to be recognized in 2018. The following table presents weighted-average assumptions used in the accounting for the plans: Table 15.4 : Assumptions Used in the Accounting for the Plans December 31, 2017 2016 2015 2017 2016 2015 Defined Pension Other Postretirement Assumptions for benefit obligations at measurement date: Discount rate 3.5 4.0 4.2 3.5 4.0 4.2 Assumptions for periodic benefit cost for the year ended: Discount rate 4.0 4.2 3.9 4.0 4.2 3.9 Expected long-term rate of return on plan assets 6.5 6.5 6.5 6.5 6.5 6.5 Assumptions for year-end valuations: Health care cost trend rate assumed for next year: Pre-age 65 N/A N/A N/A 6.5 6.7 7.0 Post-age 65 N/A N/A N/A 6.5 6.8 7.1 Rate to which the cost trend rate is assumed to decline (the ultimate trend rate) N/A N/A N/A 4.5 4.5 4.5 Year the rate reaches the ultimate trend rate N/A N/A N/A 2037 2037 2037 To develop the expected long-term rate of return on plan assets assumption, consideration was given to the current level of expected returns on risk-free investments (primarily government bonds), the historical level of the risk premium associated with the other asset classes in which the portfolio is invested and the expectations for future returns of each asset class. The expected return for each asset class was then weighted based on the target asset allocation to develop the expected long-term rate of return on the plan assets assumption for the portfolio. Assumed health care trend rates have a significant effect on the amounts reported for the other postretirement benefit plans. The following table presents the effect of a one-percent change in the assumed health care cost trend rate on our accumulated postretirement benefit obligation. There were insignificant effects on total service and interest cost for the years ended December 31, 2017, 2016 and 2015 . Table 15.5 : Sensitivity Analysis Year Ended December 31, 2017 2016 (Dollars in millions) 1% Increase 1% Decrease 1% Increase 1% Decrease Effect on year-end postretirement benefit obligation $ 3 $ (3 ) $ 4 $ (4 ) Plan Assets The following table presents the plan asset allocations as of December 31, 2017 and 2016. Common collective trusts primarily consist of domestic and international equity securities. Table 15.6 : Plan Assets December 31, 2017 2016 Common collective trusts 60 % 62 % Corporate bonds (Standard & Poor’s (“S&P”) rating of A or higher) 6 6 Corporate bonds (S&P rating of lower than A) 14 12 Government securities 13 13 Mortgage-backed securities 5 5 Municipal bonds 0 1 Money market fund 2 1 Total 100 % 100 % Plan assets are invested using a total return investment approach whereby a mix of equity securities and debt securities are used to preserve asset values, diversify risk and enhance our ability to achieve our benchmark for long-term investment return. Investment strategies and asset allocations are based on careful consideration of plan liabilities, the plan’s funded status and our financial condition. Investment performance and asset allocation are measured and monitored on a quarterly basis. Plan assets are managed in a balanced portfolio comprised of three major components: domestic equity, international equity and domestic fixed income investments. The expected role of plan equity investments is to maximize the long-term real growth of fund assets, while the role of fixed income investments is to generate current income, provide for more stable periodic returns and provide some protection against a prolonged decline in the market value of fund equity investments. The investment guidelines provide the following asset allocation targets and ranges: domestic equity target of 39% and allowable range of 34% to 44% , international equity target of 16% and allowable range of 11% to 21% , fixed income investments target of 45% and allowable range of 35% to 55% . Fair Value Measurement For information on fair value measurements, including descriptions of Level 1, 2 and 3 of the fair value hierarchy and the valuation methods we utilize, see “ Note 1—Summary of Significant Accounting Policies ” and “ Note 17—Fair Value Measurement .” All of our plan assets measured at fair value are classified as Level 2 as of both December 31, 2017 and 2016. The common collective trusts are measured at net asset value per share, or its equivalent, as a practical expedient and therefore are not classified in the fair value hierarchy. Table 15.7 : Plan Assets Measured at Fair Value on a Recurring Basi s December 31, 2017 (Dollars in millions) Fair Value Measurement Using Level 2 Assets at Fair Value Plan assets, at fair value: Corporate bonds (S&P rating of A or higher) $ 16 $ 16 Corporate bonds (S&P rating of lower than A) 35 35 Government securities 33 33 Mortgage-backed securities 12 12 Municipal bonds 1 1 Money market fund 4 4 Plan assets in fair value hierarchy 101 101 Plan assets not classified in fair value hierarchy: Common collective trusts 151 Total plan assets, at fair value $ 252 December 31, 2016 (Dollars in millions) Fair Value Measurement Using Level 2 Assets at Fair Value Plan assets, at fair value: Corporate bonds (S&P rating of A or higher) $ 15 $ 15 Corporate bonds (S&P rating of lower than A) 29 29 Government securities 31 31 Mortgage-backed securities 11 11 Municipal bonds 1 1 Money market fund 2 2 Plan assets in fair value hierarchy 89 89 Plan assets not classified in fair value hierarchy: Common collective trusts 143 Total plan assets, at fair value $ 232 Expected Future Benefit Payments The following benefit payments, which reflect expected future service, as appropriate, are expected to be paid: Table 15.8 : Expected Future Benefits Payments (Dollars in millions) Pension Postretirement 2018 $ 12 $ 3 2019 12 3 2020 11 3 2021 12 2 2022 11 2 2023-2027 51 10 In 2018, $1 million in contributions are expected to be made to the pension plans and $2 million in contributions are expected to be made to other postretirement benefits plans.

Income Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2017
Income Tax Disclosure [Abstract]
Income Taxes	NOTE 16—INCOME TAXES We recognize the current and deferred tax consequences of all transactions that have been recognized in the financial statements using the provisions of the enacted tax laws. Current income tax expense represents our estimated taxes to be paid or refunded for the current period and includes income tax expense related to our uncertain tax positions, as well as tax-related interest and penalties. Deferred tax assets and liabilities are determined based on differences between the financial reporting and tax basis of assets and liabilities and are measured using the enacted tax rates and laws that will be in effect when the differences are expected to reverse. We record valuation allowances to reduce deferred tax assets to the amount that is more likely than not to be realized. We record the effect of remeasuring deferred tax assets and liabilities due to a change in tax rates or laws as a component of income tax expense related to continuing operations for the period in which the change is enacted. Income tax benefits are recognized when, based on their technical merits, they are more likely than not to be sustained upon examination. The amount recognized is the largest amount of benefit that is more likely than not to be realized upon settlement. The amounts as of and for the year ended December 31, 2017 include the estimated impacts of the Tax Act. Those impacts consist of: • $1.6 billion due to the revaluation of our net deferred tax assets reflecting the reduction in the U.S. corporate tax rate from 35% to 21%; • $125 million related to the deemed repatriation of our undistributed foreign earnings; and • $76 million associated with the revaluation of our investments in affordable housing projects. The impacts of the Tax Act recorded are considered to be reasonable estimates that are provisional in nature and are subject to potential adjustment during the measurement period ending no later than December 2018. The initial accounting is incomplete as certain information was not yet available or our analysis was not yet completed due to the close proximity of the date the Tax Act was signed into law to the filing date of this Report. The additional information needed includes, but is not limited to, tax-related information pertaining to certain of our partnership investments, final computations of tax depreciation, final calculations of undistributed foreign earnings and the related foreign taxes including the filing of 2017 tax returns in foreign jurisdictions, final tax calculations for certain loan and investment adjustments, and information related to certain payment accruals that is not expected to be available until later in 2018. The following table presents significant components of the provision for income taxes attributable to continuing operations: Table 16.1 : Significant Components of the Provision for Income Taxes Attributable to Continuing Operations Year Ended December 31, (Dollars in millions) 2017 2016 2015 Current income tax provision: Federal taxes $ 1,585 $ 2,087 $ 1,991 State taxes 223 209 207 International taxes 133 104 73 Total current provision $ 1,941 $ 2,400 $ 2,271 Deferred income tax provision (benefit): Federal taxes $ 1,509 $ (621 ) $ (368 ) State taxes (69 ) (63 ) (39 ) International taxes (6 ) (2 ) 5 Total deferred provision (benefit) 1,434 (686 ) (402 ) Total income tax provision $ 3,375 $ 1,714 $ 1,869 The international income tax provision is related to pre-tax earnings from foreign operations of approximately $410 million , $287 million and $288 million in 2017 , 2016 and 2015 , respectively. Total income tax provision does not reflect the tax effects of items that are included in accumulated other comprehensive income, which include a tax benefit of $134 million in 2017 and tax provisions of $24 million and $19 million in 2016 and 2015 , respectively. See “ Note 11—Stockholders’ Equity ”for additional information. In addition, total income tax provision does not reflect tax effects associated with our employee stock-based compensation plan, which decreased our additional paid-in capital by $33 million in 2016 and increased our addition paid-in capital by $7 million in 2015 . No income tax provision was recorded in additional paid-in capital in 2017 as a result of our adoption of the new accounting guidance related to employee share-based payments. See “ Note 1—Summary of Significant Accounting Policies ” for additional information. The following table presents the reconciliation of the U.S. federal statutory income tax rate to effective income tax rate applicable to income from continuing operations for the years ended December 31, 2017 , 2016 and 2015 : Table 16.2 : Effective Income Tax Rate Year Ended December 31, 2017 2016 2015 Income tax at U.S. federal statutory tax rate 35.0 % 35.0 % 35.0 % Impacts of the Tax Act 32.2 N/A N/A State taxes, net of federal benefit 2.2 1.9 1.9 Low-income housing, new markets and other tax credits (5.8 ) (4.9 ) (4.0 ) Tax-exempt interest and other nontaxable income (1.5 ) (1.4 ) (1.3 ) Other, net (0.6 ) 0.7 0.2 Effective income tax rate 61.5 % 31.3 % 31.8 % The following table presents significant components of our deferred tax assets and liabilities as of December 31, 2017 and 2016 . The valuation allowance below represents the adjustment of certain state deferred tax assets and net operating loss carryforwards to the amount we have determined is more likely than not to be realized. Table 16.3 : Significant Components of Deferred Tax Assets and Liabilities (Dollars in millions) December 31, 2017 December 31, 2016 Deferred tax assets: Allowance for loan and lease losses $ 1,768 $ 2,350 Rewards programs 936 1,348 Security and loan valuations 424 869 Net operating loss and tax credit carryforwards 244 188 Compensation and employee benefits 208 276 Goodwill and intangibles 201 294 Unearned income 130 186 Net unrealized losses on derivatives 104 35 Representation and warranty reserve 8 234 Other assets 278 270 Subtotal 4,301 6,050 Valuation allowance (226 ) (179 ) Total deferred tax assets 4,075 5,871 (Dollars in millions) December 31, 2017 December 31, 2016 Deferred tax liabilities: Original issue discount 703 1,012 Fixed assets and leases 168 221 Loan fees and expenses 68 84 Mortgage servicing rights 57 67 Other liabilities 215 177 Total deferred tax liabilities 1,211 1,561 Net deferred tax assets $ 2,864 $ 4,310 Our federal net operating loss carryforwards were $15 million and $19 million as of December 31, 2017 and 2016, respectively. These operating loss carryforwards were attributable to prior acquisitions and will expire from 2018 to 2035. Under IRS rules, our ability to utilize these losses against future income is limited. Our net tax values for state operating loss carryforwards were $241 million and $182 million as of December 31, 2017 and 2016, respectively, and they will expire from 2018 to 2037. We recognize accrued interest and penalties related to income taxes as a component of income tax expense. We recognized a $5 million expense for 2017 , a $5 million benefit for 2016 and a $3 million benefit for 2015 . The following table presents the accrued balance of tax, interest and penalties related to unrecognized tax benefits: Table 16.4 : Reconciliation of the Change in Unrecognized Tax Benefits (Dollars in millions) Gross Accrued Gross Tax, Balance as of January 1, 2015 $ 107 $ 36 $ 143 Additions for tax positions related to prior years 38 8 46 Reductions for tax positions related to prior years due to IRS and other settlements (15 ) (11 ) (26 ) Balance as of December 31, 2015 130 33 163 Additions for tax positions related to prior years 0 6 6 Reductions for tax positions related to prior years due to IRS and other settlements (45 ) (15 ) (60 ) Balance as of December 31, 2016 85 24 109 Additions for tax positions related to prior years 5 7 12 Reductions for tax positions related to prior years due to IRS and other settlements (4 ) (2 ) (6 ) Balance as of December 31, 2017 $ 86 $ 29 $ 115 Portion of balance at December 31, 2017 that, if recognized, would impact the effective income tax rate $ 68 $ 23 $ 91 We are subject to examination by the IRS and other tax authorities in certain countries and states in which we operate. The tax years subject to examination vary by jurisdiction. During 2017, the IRS completed its examination of our federal income tax returns for the tax years 2014, 2015 and 2016. The Company entered into the IRS Compliance Assurance Process (“CAP”) for the Company’s 2014 federal income tax return. The examinations of the Company’s 2014 and 2015 returns were completed in 2017 with no adjustments proposed by the IRS. The IRS also completed its review of the Company’s 2016 return prior to filing the return in 2017 and proposed no adjustments. The Company continued in the CAP examination process for the 2017 tax year during 2017, with a similar expectation that the IRS examination will be completed prior to the filing of its 2017 federal income tax return in 2018. The Company has been accepted into CAP for 2018. The Company has a refund claim for the taxable years 2012 and 2013 pending at the IRS Office of Appeals with respect to the proper timing for the recognition of its credit card rewards costs. It is reasonably possible that further adjustments to the Company’s unrecognized tax benefits may be made within 12 months of the reporting date as a result of future judicial or regulatory interpretations of existing tax laws. At this time, an estimate of the potential change to the amount of unrecognized tax benefits cannot be made. The Tax Act requires that all unremitted earnings of subsidiaries operating outside the U.S. are deemed to be repatriated as of December 31, 2017. As such, a liability of $125 million has been accrued for the deemed repatriation of $1.5 billion of undistributed foreign earnings. The amount will be payable on our 2017 and 2018 tax returns. No actual distributions of these earnings have been made as of the balance sheet date. In accordance with the guidance for accounting for income taxes in special areas, these earnings are considered by management to be invested indefinitely. Upon repatriation of these earnings, there would be no additional U.S. income taxes, but certain jurisdictions may have withholding taxes payable on actual distributions. As of December 31, 2017, U.S. income taxes of $69 million have not been provided for approximately $287 million of previously acquired thrift bad debt reserves created for tax purposes as of December 31, 1987. These amounts, acquired as a result of previous mergers and acquisitions, are subject to recapture in the unlikely event that CONA, as successor to the merged and acquired entities, makes distributions in excess of earnings and profits, redeems its stock or liquidates.

Fair Value Measurement

Fair Value Measurement	12 Months Ended
	Dec. 31, 2017
Fair Value Disclosures [Abstract]
Fair Value Measurement	NOTE 17—FAIR VALUE MEASUREMENT Fair value, also referred to as an exit price, 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 . The fair value accounting guidance provides a three-level fair value hierarchy for classifying financial instruments. This hierarchy is based on the markets in which the assets or liabilities trade and whether the inputs to the valuation techniques used to measure fair value are observable or unobservable. The fair value measurement of a financial asset or liability is assigned a level based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are described below: Level 1: Valuation is based on quoted prices (unadjusted) in active markets for identical assets or liabilities. Level 2: Valuation is based on observable market-based inputs, other than quoted prices in active markets for identical assets or liabilities, quoted prices in markets that are not active, or models using inputs that are observable or can be corroborated by observable market data of substantially the full term of the assets or liabilities. Level 3: Valuation is generated from techniques that use significant assumptions not observable in the market. Valuation techniques include pricing models, discounted cash flow methodologies or similar techniques. The accounting guidance for fair value measurements requires that we maximize the use of observable inputs and minimize the use of unobservable inputs in determining fair value. The accounting guidance provides for the irrevocable option to elect, on a contract-by-contract basis, to measure certain financial assets and liabilities at fair value at inception of the contract and record any subsequent changes in fair value in earnings. We have not made any material fair value option elections as of or for the periods disclosed herein. Fair Value Governance and Control We have a governance framework and a number of key controls that are intended to ensure that our fair value measurements are appropriate and reliable. Our governance framework provides for independent oversight and segregation of duties. Our control processes include review and approval of new transaction types, price verification and review of valuation judgments, methods, models, process controls and results. Groups independent of our trading and investing functions participate in the review and validation process. Tasks performed by these groups include periodic verification of fair value measurements to determine if assigned fair values are reasonable, including comparing prices from vendor pricing services to other available market information. Our Fair Value Committee (“FVC”), which includes representation from business areas, Risk Management and Finance divisions, provides guidance and oversight to ensure an appropriate valuation control environment. The FVC regularly reviews and approves our fair valuations 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 and fair value measurements. The Model Risk Office validates all models and provides ongoing monitoring of their performance. The fair value 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. Financial Assets and Liabilities The following describes the valuation techniques used in estimating the fair value of our financial assets and liabilities recorded at fair value on a recurring basis or nonrecurring basis, and for financial instruments not recorded at fair value. We apply the fair value provisions to the financial instruments not recorded at fair value on the consolidated balance sheets but required to be disclosed in this note. The provisions require us to maximize the use of observable inputs and to measure fair value using a notion of exit price were factored into our selection of inputs for our established valuation techniques. Investment Securities Quoted prices in active markets are used to measure the fair value of U.S. Treasury securities. For the majority of securities in other investment categories, we utilize multiple vendor pricing services to obtain fair value measurements. A waterfall of pricing vendors is determined in order of preference. The determination of the top ranked pricing vendor is made on an annual basis as part of an assessment of the performance of pricing services provided by the vendors. A pricing service may be considered as the preferred or primary pricing provider depending on how closely aligned its prices are to other vendor prices, and how consistent the prices are with other available market information. The price of each security is confirmed by comparing with other vendor prices before it is finalized. RMBS and CMBS securities are generally classified as Level 2 or 3. When significant assumptions are not consistently observable, fair values are derived using the best available data. Such data may include quotes provided by dealers, valuation from external pricing services, independent pricing models, or other model-based valuation techniques, for example, calculation of the present values of future cash flows incorporating assumptions such as benchmark yields, spreads, prepayment speeds, credit ratings and losses. Generally, the pricing services utilize observable market data to the extent available. Pricing models may be used, which can vary by asset class and may also incorporate available trade, bid and other market information. Across asset classes, information such as trader/dealer inputs, credit spreads, forward curves and prepayment speeds are used to help determine appropriate valuations. Because many fixed income securities do not trade on a daily basis, the pricing models may apply available information through processes such as benchmarking curves, grouping securities based on their characteristics and using matrix pricing to prepare valuations. In addition, model processes are used by the pricing services to develop prepayment assumptions. We validate the pricing obtained from the primary pricing providers through comparison of pricing to additional sources, including other pricing services, dealer pricing indications in transaction results and other internal sources. Pricing variances among different pricing sources are analyzed. Additionally, on an on-going basis, we request more detailed information from the valuation vendors to understand the pricing methodology and assumptions used to value the securities. Derivative Assets and Liabilities We use both exchange-traded and OTC derivatives to manage our interest rate and foreign currency risk exposures. When quoted market prices are available and used to value our exchange-traded derivatives, we classify them as Level 1. However, predominantly all of our derivatives do not have readily available quoted market prices. Therefore, we value most of our derivatives using vendor-based valuation techniques. We primarily rely on market observable inputs for our models, such as interest rate yield curves, credit curves, option volatility and currency rates. These inputs can vary depending on the type of derivatives and nature of the underlying rate, price or index upon which the derivative’s value is based. We typically classify derivatives as Level 2 when significant inputs can be observed in a liquid market and the model itself does not require significant judgment. When instruments are traded in less liquid markets and significant inputs are unobservable, such as interest rate swaps whose remaining terms do not correlate with market observable interest rate yield curves, such derivatives are classified as Level 3. The impact of counterparty non-performance risk is considered when measuring the fair value of derivative assets. Official internal pricing is compared against additional pricing sources such as external valuation agents and other internal sources. Pricing variances among different pricing sources are analyzed and validated. These derivatives are included in other assets or other liabilities on the consolidated balance sheets. Mortgage Servicing Rights We record consumer MSRs at fair value on a recurring basis.We determine the fair value of MSRs using a valuation model that calculates the present value of estimated future net servicing income. The model incorporates assumptions that we believe other market participants use in estimating future net servicing income, including estimates of prepayment speeds, discount rate or option-adjusted spreads, cost to service, contractual servicing fee income, ancillary income and late fees. Fair value measurements of MSRs use significant unobservable inputs and, accordingly, are classified as Level 3. In the event we enter into an agreement with a third party to sell the MSRs, the valuation is based on the agreed upon sale price which is considered to be the exit price and such MSRs are classified as Level 2. Retained Interests in Securitizations We have retained interests in various mortgage securitizations from previous acquisitions. Our retained interests primarily include amounts previously funded under letters of credit to cover losses on certain manufactured housing securitizations, interest-only bonds issued by a trust and negative amortization bonds. We record these retained interests at fair value using market indications and valuation models to calculate the present value of future cash flows. The models incorporate various assumptions that market participants use in estimating future cash flows including constant prepayment rate, discount rate, default rate and loss severity. Due to the use of significant unobservable inputs, retained interests in securitizations are classified as Level 3 under the fair value hierarchy. Deferred Compensation Plan Assets We offer a voluntary non-qualified deferred compensation plan to eligible associates. In addition to participant deferrals, we make contributions to the plan. Participants invest these contributions in a variety of publicly traded mutual funds. The plan assets, which consist of publicly traded mutual funds, are classified as Level 1. Other Assets Other assets subject to nonrecurring fair value measurements primarily include foreclosed property, other repossessed assets and long-lived assets held for sale. Foreclosed property, other repossessed assets and long-lived assets held for sale are carried at the lower of the cost or fair value less costs to sell. The fair value is determined based on the appraisal value, listing price of the property or collateral provided by independent appraisers, and is adjusted for the estimated costs to sell. Due to the use of significant unobservable inputs, these assets are generally classified as Level 3 under the fair value hierarchy. Fair value adjustments for these assets are recorded in other non-interest expense in the consolidated statements of income. Cash and Cash Equivalents Cash and cash equivalents consist of cash and due from banks, interest bearing deposits and other short-term investments. Cash and due from banks are generally classified as Level 1. Interest bearing deposits and other short-term investments are generally classified as Level 2, as their valuations are based on observable market inputs. Their fair value approximates carrying value. Restricted Cash for Securitization Investors Restricted cash for securitization investors are classified as Level 1. Net Loans Held For Investment Loans held for investment that are individually impaired are carried at the lower of cost or fair value of the underlying collateral, less the estimated cost to sell. The fair values of credit card loans, auto loans, home loans and commercial loans are estimated using a discounted cash flow method, which is a form of the income approach. Discount rates are determined considering rates at which similar portfolios of loans would be made under current conditions and considering liquidity spreads applicable to each loan portfolio based on the secondary market. The fair value of credit card loans excludes any value related to customer account relationships. For loans held for investment that are recorded at fair value on our consolidated balance sheets and measured on a nonrecurring basis, the fair value is determined using appraisal values that are obtained from independent appraisers, broker pricing opinions or other available market information, adjusted for the estimated cost to sell. Due to the use of significant unobservable inputs, loans held for investment are classified as Level 3 under the fair value hierarchy. Fair value adjustments for individually impaired collateralized loans held for investment are recorded in provision for credit losses in the consolidated statements of income. Loans Held For Sale Loans held for sale are carried at the lower of aggregate cost, net of deferred fees and deferred origination costs, or fair value. Certain commercial mortgage loans we originated with the intent to sell are sold to GSEs as part of a delegated underwriting and servicing (“DUS”) program. For DUS commercial mortgage loans, the fair value is estimated primarily using contractual prices and other market observable inputs. For residential mortgage loans classified as held for sale, the fair value is estimated using observable market prices for loans with similar characteristics as the primary component, with the secondary component derived from typical securitization activities and market conditions. Such loans are, however, valued using market price indications when available. Credit card loans held for sale are valued based on other market observable inputs. These assets are therefore classified as Level 2. Fair value adjustments to loans held for sale are recorded in other non-interest income in our consolidated statements of income. Interest Receivable Interest receivable is classified as Level 2, as its fair value estimate uses only observable market inputs. Other Investments Other investments include FHLB and Federal Reserve stock and cost method investments. These investments are classified as Level 2 when their fair value estimates use observable market inputs and as Level 3 if any significant unobservable inputs are employed in determining the fair value. Deposits Non-interest-bearing deposits are classified as Level 1. Interest-bearing deposits with no stated maturities are classified as Level 2, as the fair value is equal to the amount payable on demand at the reporting date. Interest-bearing deposits with stated maturities are also classified as Level 2, as the fair value is estimated utilizing a discounted cash flow analysis using market observable inputs such as current interest rates. Securitized Debt Obligations We utilize multiple vendor pricing services to obtain fair value measurements for the majority of our securitized debt obligations. The pricing services use pricing models that incorporate market observable data to the extent available, such as trade, bid and other market information. We use internal pricing models such as discounted cash flow models or similar techniques to estimate the fair value of certain securitization trusts where vendor pricing is not available. Securitized debt obligations are generally classified as Level 2. Senior and Subordinated Notes We also engage multiple vendor pricing services to estimate the fair value of senior and subordinated notes. The pricing services utilize pricing models that incorporate available trade, bid and other market information. The spread assumptions and relevant credit information are also incorporated into the pricing models. Senior and subordinated notes are generally classified as Level 2. Federal Funds Purchased and Securities Loaned or Sold under Agreements to Repurchase The federal funds purchased and securities loaned or sold under agreements to repurchase are mainly overnight secured lending transactions. They are classified as Level 2 since their fair value estimates use observable market inputs. Other Borrowings Other borrowings primarily consist of FHLB advances. The fair value of FHLB advances is determined based on discounted expected cash flows using discount rates consistent with current market rates for FHLB advances with similar remaining terms. They are classified as Level 2. Interest Payable Interest payable is classified as Level 2, as its fair value estimate is based on observable market inputs. The determination of the leveling 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 observable or 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 2017 , we had minimal movements between Levels 1 and 2. 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 December 31, 2017 and 2016 . Table 17.1 : Assets and Liabilities Measured at Fair Value on a Recurring Basis December 31, 2017 Fair Value Measurements Using Netting Adjustments (1) (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 5,171 $ 0 $ 0 $ — $ 5,171 RMBS 0 27,178 614 — 27,792 CMBS 0 3,161 14 — 3,175 Other ABS 0 512 0 — 512 Other securities 320 680 5 — 1,005 Total securities available for sale 5,491 31,531 633 — 37,655 Other assets: Derivative assets (2) 1 1,002 37 (275 ) 765 Other (3) 281 0 264 — 545 Total assets $ 5,773 $ 32,533 $ 934 $ (275 ) $ 38,965 Liabilities: Other liabilities: Derivative liabilities (2) $ 1 $ 1,243 $ 24 $ (662 ) $ 606 Total liabilities $ 1 $ 1,243 $ 24 $ (662 ) $ 606 December 31, 2016 Fair Value Measurements Using Netting Adjustments (1) (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 5,065 $ 0 $ 0 $ — $ 5,065 RMBS 0 28,731 518 — 29,249 CMBS 0 4,937 51 — 4,988 Other ABS 0 714 0 — 714 Other securities 295 417 9 — 721 Total securities available for sale 5,360 34,799 578 — 40,737 Other assets: Derivative assets (2) 7 1,440 47 (539 ) 955 Other (3) 219 0 281 — 500 Total assets $ 5,586 $ 36,239 $ 906 $ (539 ) $ 42,192 Liabilities: Other liabilities: Derivative liabilities (2) $ 12 $ 1,397 $ 29 $ (336 ) $ 1,102 Total liabilities $ 12 $ 1,397 $ 29 $ (336 ) $ 1,102 __________ (1) Represents balance sheet netting of derivative assets and liabilities, and related payable and receivables for cash collateral held or placed with the same counterparty. See “ Note 10—Derivative Instruments and Hedging Activities ” for additional information. (2) Does not reflect $2 million and $5 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of December 31, 2017 and 2016 , respectively. Non-performance risk is included in the derivative assets and liabilities which are part of other assets and liabilities on the consolidated balance sheets and offset through non-interest income in the consolidated statements of income. (3) Other includes consumer MSRs of $92 million a nd $80 million , retained interests in securitizat ions of $172 million an d $201 million and deferred compensation plan assets of $281 million and $219 million as of December 31, 2017 and 2016 , respectively. Level 3 Recurring Fair Val ue 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 years ended December 31, 2017, 2016 and 2015. When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period. Generally, transfers into Level 3 were primarily driven by the usage of unobservable assumptions in the pricing of these financial instruments as evidenced by wider pricing variations among pricing vendors and transfers out of Level 3 were primarily driven by the usage of assumptions corroborated by market observable information as evidenced by tighter pricing among multiple pricing sources. Table 17.2 : Level 3 Recurring Fair Value Rollforward Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Year Ended December 31, 2017 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2017 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, December 31, 2017 Securities available for sale: RMBS $ 518 $ 90 $ (24 ) $ 0 $ (116 ) $ 0 $ (92 ) $ 572 $ (334 ) $ 614 $ 19 CMBS 51 0 0 110 (50 ) 0 (4 ) 0 (93 ) 14 0 Other securities 9 0 0 0 0 0 (4 ) 0 0 5 0 Total securities available for sale 578 90 (24 ) 110 (166 ) 0 (100 ) 572 (427 ) 633 19 Other assets: Consumer MSRs 80 (5 ) 0 0 (3 ) 27 (7 ) 0 0 92 (5 ) Retained interest in securitizations 201 (29 ) 0 0 0 0 0 0 0 172 (29 ) Net derivative assets (liabilities) (2) 18 0 0 0 0 46 (44 ) 0 (7 ) 13 0 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Year Ended December 31, 2016 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of December 31, 2016 (1) (Dollars in millions) Balance, Included in Net Income (1) ) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, December 31, 2016 Securities available for sale: RMBS $ 504 $ 31 $ 9 $ 110 $ 0 $ 0 $ (98 ) $ 380 $ (418 ) $ 518 $ 32 CMBS 97 0 0 266 0 0 (14 ) 64 (362 ) 51 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 22 9 420 0 0 (122 ) 444 (810 ) 578 32 Other assets: Consumer MSRs 68 (5 ) 0 0 0 23 (6 ) 0 0 80 (5 ) Retained interest in securitizations 211 (10 ) 0 0 0 0 0 0 0 201 (10 ) Net derivative assets (liabilities) (2) 30 (5 ) 0 0 0 36 (33 ) 0 (10 ) 18 (5 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Year Ended December 31, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2015 Included in Net Income (1) ) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ (1 ) $ 6 $ 0 $ (226 ) $ 0 $ (12 ) $ 0 $ (100 ) $ 0 $ 0 RMBS 561 35 (3 ) 0 0 0 (63 ) 343 (369 ) 504 36 CMBS 228 0 (1 ) 138 0 0 (52 ) 0 (216 ) 97 0 Other ABS 65 1 (2 ) 0 (20 ) 0 0 0 (44 ) 0 0 Other securities 18 0 0 4 0 0 (8 ) 0 0 14 0 Total securities available for sale 1,205 35 0 142 (246 ) 0 (135 ) 343 (729 ) 615 36 Other assets: Consumer MSRs 53 (1 ) 0 0 0 22 (6 ) 0 0 68 (1 ) Retained interest in securitizations 221 (10 ) 0 0 0 0 0 0 0 211 (10 ) Net derivative assets (liabilities) (2) 23 5 0 0 0 29 (23 ) 0 (4 ) 30 5 __________ (1) Gains (losses) related to Level 3 securities available for sale, consumer MSRs, retained interests in securitizations, and derivative assets and liabilities are included as a component of non-interest income in our consolidated statements of income. (2) Includes derivative assets and liabilities of $37 million and $24 million , respectively, as of December 31, 2017, $47 million and $29 million , respectively, as of December 31, 2016, and $57 million and $27 million , respectively, as of December 31, 2015. 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 used to determine the fair values of our Level 3 financial instruments on a recurring basis. We utilize multiple vendor pricing services to obtain fair value for our securities. Several of our vendor pricing services are only able to provide unobservable input information for a limited number of securities due to software licensing restrictions. Other vendor 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. The unobservable input information for all other Level 3 financial instruments is based on the assumptions used in our internal valuation models. Table 17.3 : Quantitative Information about Level 3 Fair Value Measurements Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Securities available for sale: RMBS $ 614 Discounted cash flows (vendor pricing) Yield 2-9% 5% CMBS 14 Discounted cash flows (vendor pricing) Yield 3% 3% Other securities 5 Discounted cash flows Yield 2% 2% Other assets: Consumer MSRs 92 Discounted cash flows Total prepayment rate 7-30% 16% Retained interests in securitization (1) 172 Discounted cash flows Life of receivables (months) 6-79 N/A Net derivative assets (liabilities) 13 Discounted cash flows Swap rates 2% 2% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2016 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Securities available for sale: RMBS $ 518 Discounted cash flows (vendor pricing) Yield 0-15% 5% CMBS 51 Discounted cash flows (vendor pricing) Yield 2% 2% Other securities 9 Discounted cash flows Yield 1-2% 1% Other assets: Consumer MSRs 80 Discounted cash flows Total prepayment rate 8-20% 15% Retained interests in securitization (1) 201 Discounted cash flows Life of receivables (months) Voluntary prepayment rate 6-87 N/A Net derivative assets (liabilities) 18 Discounted cash flows Swap rates 2% 2% __________ (1) Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs. Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis We are required to measure and recognize certain 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 value of the assets measured at fair value on a nonrecurring basis and still held as of December 31, 2017 and 2016 , and for which a nonrecurring fair value measurement was recorded during the year then ended: Table 17.4 : Nonrecurring Fair Value Measurements December 31, 2017 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 182 $ 182 Loans held for sale 177 1 178 Other assets (1) 0 35 35 Total $ 177 $ 218 $ 395 December 31, 2016 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 587 $ 587 Loans held for sale 157 0 157 Other assets (1) 0 83 83 Total $ 157 $ 670 $ 827 __________ (1) Other assets includes foreclosed property and repossessed assets of $17 million and long-lived assets held for sale of $18 million as of December 31, 2017 , compared to foreclosed property and repossessed assets of $43 million and long-lived assets held for sale of $40 million as of December 31, 2016 . 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 77% , with a weighted average of 21% , and from 0% to 73% , with a weighted average of 16% , as of December 31, 2017 and 2016 , respectively. The fair value of the loans held for sale and 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 December 31, 2017 , 2016 and 2015 . Table 17.5 : Nonrecurring Fair Value Measurements Included in Earnings Total Gains (Losses) Year Ended December 31, (Dollars in millions) 2017 2016 2015 Loans held for investment $ (100 ) $ (230 ) $ (80 ) Loans held for sale (3 ) (2 ) (1 ) Other assets (1) (12 ) (19 ) (45 ) Total $ (115 ) $ (251 ) $ (126 ) __________ (1) Other assets includes losses related to foreclosed property, repossessed assets and long-lived assets held for sale. Fair Value of Financial Instruments The following table presents the carrying value and estimated fair value, including the level within the fair value hierarchy, of our financial instruments that are not measured at fair value on a recurring basis on our consolidated balance sheets as of December 31, 2017 and 2016 . Table 17.6 : Fair Value of Financial Instruments December 31, 2017 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 14,040 $ 14,040 $ 4,458 $ 9,582 $ 0 Restricted cash for securitization investors 312 312 312 0 0 Securities held to maturity 28,984 29,437 200 29,217 20 Net loans held for investment 246,971 251,468 0 0 251,468 Loans held for sale 971 952 0 949 3 Interest receivable 1,536 1,536 0 1,536 0 Other investments (1) 1,689 1,689 0 1,680 9 Financial liabilities: Deposits 243,702 243,732 26,404 217,328 0 Securitized debt obligations 20,010 20,122 0 20,122 0 Senior and subordinated notes 30,755 31,392 0 31,392 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 576 576 0 576 0 Other borrowings (2) 8,892 8,892 0 8,892 0 Interest payable 413 413 0 413 0 December 31, 2016 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars

Business Segments

Business Segments	12 Months Ended
	Dec. 31, 2017
Segment Reporting [Abstract]
Business Segments	NOTE 18—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. • Credit Card: Consists of our domestic consumer and small business card lending, and international card businesses in Canada and the United Kingdom. • Consumer Banking: Consists of our branch-based lending and deposit gathering activities for consumers and small businesses, national deposit gathering, national auto lending and our consumer home loan portfolio and associated servicing activities. • Commercial Banking: Consists of our lending, deposit gathering, capital markets and treasury management services to commercial real estate and commercial and industrial customers. Our commercial and industrial customers typically include companies with annual revenues between $20 million and $2 billion . • Other category: Includes the residual impact of the allocation of our centralized Corporate Treasury group activities, such as management of our corporate investment portfolio and asset/liability management, to our business segments. Accordingly, net gains and losses on our investment securities portfolio and certain trading activities are included in the Other category. Other category also includes foreign exchange-rate fluctuations on foreign currency-denominated transactions; unallocated corporate expenses that do not directly support the operations of the business segments or for which the business segments are not considered financially accountable in evaluating their performance, such as certain restructuring charges; certain material items that are non-recurring in nature; offsets related to certain line-item reclassifications; and residual tax expense or benefit to arrive at the consolidated effective tax rate that is not assessed to our primary business segments . Basis of Presentation We report the results of each of our business segments on a continuing operations basis. See “ Note 2— Business Developments and 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. The following is additional information on the principles and methodologies used in preparing our business segment results. • Net interest income: Interest income from loans held for investment and interest expense from deposits and other interest-bearing liabilities are reflected within each applicable business segment. Because funding and asset/liability management are managed centrally by our Corporate Treasury group, net interest income for our business segments also includes the results of a funds transfer pricing process that is intended to allocate a cost of funds used or credit for funds provided to all business segment assets and liabilities, respectively, using a matched funding concept. The taxable-equivalent benefit of tax-exempt products is also allocated to each business unit with a corresponding increase in income tax expense. • Non-interest income: Non-interest fees and other revenue associated with loans or customers managed by each business segment and other direct revenues are accounted for within each business segment. • Provision for credit losses: The provision for credit losses is directly attributable to the business segment in accordance with the loans each business segment manages. • Non-interest expense: Non-interest expenses directly managed and incurred by a business segment are accounted for within each business segment. We allocate certain non-interest expenses indirectly incurred by business segments, such as corporate support functions, to each business segment based on various factors, including the actual cost of the services from the service providers, the utilization of the services, the number of employees or other relevant factors. • Goodwill and intangible assets: Goodwill and intangible assets that are not directly attributable to business segments are assigned to business segments based on the relative fair value of each segment. Intangible amortization is included in the results of the applicable segment. • Income taxes: Income taxes are assessed for each business segment based on a standard tax rate with the residual tax expense or benefit to arrive at the consolidated effective tax rate included in the Other category. • Loans held for investment: Loans are reported within each business segment based on product or customer type served by that business segment. • Deposits: Deposits are reported within each business segment based on product or customer type served by that business segment. Segment Results and Reconciliation We may periodically change our business segments or reclassify business segment results based on modifications to our management reporting methodologies or changes in organizational alignment. The following tables present our business segment results for the years ended December 31, 2017, 2016 and 2015 , selected balance sheet data as of December 31, 2017 , 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 18.1 : Segment Results and Reconciliation Year Ended December 31, 2017 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 13,648 $ 6,380 $ 2,261 $ 171 $ 22,460 Non-interest income 3,325 749 708 (5 ) 4,777 Total net revenue 16,973 7,129 2,969 166 27,237 Provision for credit losses 6,066 1,180 301 4 7,551 Non-interest expense 7,916 4,233 1,603 442 14,194 Income (loss) from continuing operations before income taxes 2,991 1,716 1,065 (280 ) 5,492 Income tax provision 1,071 626 389 1,289 3,375 Income (loss) from continuing operations, net of tax $ 1,920 $ 1,090 $ 676 $ (1,569 ) $ 2,117 Loans held for investment $ 114,762 $ 75,078 $ 64,575 $ 58 $ 254,473 Deposits 0 185,842 33,938 23,922 243,702 Year Ended December 31, 2016 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 12,635 $ 5,829 $ 2,216 $ 193 $ 20,873 Non-interest income 3,380 733 578 (63 ) 4,628 Total net revenue 16,015 6,562 2,794 130 25,501 Provision (benefit) for credit losses 4,926 1,055 483 (5 ) 6,459 Non-interest expense 7,703 4,139 1,407 309 13,558 Income (loss) from continuing operations before income taxes 3,386 1,368 904 (174 ) 5,484 Income tax provision (benefit) 1,226 498 329 (339 ) 1,714 Income from continuing operations, net of tax $ 2,160 $ 870 $ 575 $ 165 $ 3,770 Loans held for investment $ 105,552 $ 73,054 $ 66,916 $ 64 $ 245,586 Deposits 0 181,917 33,866 20,985 236,768 Year Ended December 31, 2015 (Dollars in millions) Credit Card Consumer Banking Commercial (1) Other (1) Consolidated Total Net interest income $ 11,161 $ 5,755 $ 1,865 $ 53 $ 18,834 Non-interest income 3,421 710 487 (39 ) 4,579 Total net revenue 14,582 6,465 2,352 14 23,413 Provision (benefit) for credit losses 3,417 819 302 (2 ) 4,536 Non-interest expense 7,502 4,026 1,156 312 12,996 Income (loss) from continuing operations before income taxes 3,663 1,620 894 (296 ) 5,881 Income tax provision (benefit) 1,309 586 324 (350 ) 1,869 Income from continuing operations, net of tax $ 2,354 $ 1,034 $ 570 $ 54 $ 4,012 Loans held for investment $ 96,125 $ 70,372 $ 63,266 $ 88 $ 229,851 Deposits 0 172,702 34,257 10,762 217,721 __________ (1) Some of our 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 (35% for all periods presented), with offsetting reductions to the Other category.

Commitments, Contingencies, Gua

Commitments, Contingencies, Guarantees, and Others	12 Months Ended
	Dec. 31, 2017
Commitments and Contingencies Disclosure [Abstract]
Commitments, Contingencies, Guarantees and Others	NOTE 19—COMMITMENTS, CONTINGENCIES, GUARANTEES AND OTHERS Commitments to Lend Our unfunded lending commitments primarily consist of credit card lines, loan commitments to customers of both our Commercial Banking and Consumer Banking businesses, as well as standby and commercial letters of credit. These commitments, other than credit card lines, are legally binding conditional agreements that have fixed expirations or termination dates and specified interest rates and purposes. The contractual amount of these commitments represents the maximum possible credit risk to us should the counterparty draw upon the commitment. We generally manage the potential risk of unfunded lending commitments by limiting the total amount of arrangements, monitoring the size and maturity structure of these portfolios and applying the same credit standards for all of our credit activities. For unused credit card lines, we have not experienced and do not anticipate that all of our customers will access their entire available line at any given point in time. Commitments to extend credit other than credit card lines generally require customers to maintain certain credit standards. Collateral requirements and loan-to-value (“LTV”) ratios are the same as those for funded transactions and are established based on management’s credit assessment of the customer. These commitments may expire without being drawn upon; therefore, the total commitment amount does not necessarily represent future funding requirements. We also issue letters of credit, such as financial standby, performance standby and commercial letters of credit, 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 reserves for unfunded lending commitments. The following table presents contractual amount and carrying value of our unfunded lending commitments as of December 31, 2017 and 2016 . The carrying value represents our reserve and deferred revenue on legally binding commitments. Table 19.1 : Unfunded Lending Commitments: Contractual Amount and Carrying Value Contractual Amount Carrying Value (Dollars in millions) December 31, December 31, December 31, December 31, Standby letter of credit and commercial letter of credit (1) $ 2,046 $ 1,936 $ 43 $ 42 Credit card lines 351,481 312,864 N/A N/A Other loan commitments (2) 31,840 28,402 84 98 Total unfunded lending commitments $ 385,367 $ 343,202 $ 127 $ 140 __________ (1) These financial guarantees have expiration dates ranging from 2018 to 2025 as of December 31, 2017 . (2) Includes $1.0 billion and $699 million of advised lines of credit as of December 31, 2017 and 2016 , respectively. Loss Sharing Agreements and Other Obligations Within our Commercial Banking business, we originate multifamily commercial real estate loans with the intent to sell them to the GSEs. We enter into loss sharing agreements with the GSEs 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 liability recognized on our consolidated balance sheets for our loss sharing agreements was $60 million and $48 million as of December 31, 2017 and 2016 , respectively. Prior to October 2017, we had an obligation to exercise mandatory clean-up calls related to the discontinued manufactured housing operations of GreenPoint Credit, LLC, a subsidiary of GreenPoint, in the event that our third-party servicer could not fulfill its obligations. On October 10, 2017, we entered into an agreement with the third-party servicer under which we assumed the mandatory obligation to exercise the remaining clean-up calls as they become due on certain securitization transactions. As a result of this agreement, we recognized the loan receivables and a corresponding liability on our consolidated balance sheets. During November 2017, we entered into a forward sale agreement pursuant to which we will sell the underlying loans to a third-party purchaser as the clean-up calls are exercised. Based on the current information and estimates, we expect that we will incur a loss when each clean-up call is exercised, and have recorded a liability of $78 million associated with these clean-up call obligations as of December 31, 2017. See “ Note 6—Variable Interest Entities and Securitizations ” for information related to these transactions. U.K. Payment Protection Insurance In the U.K., we previously sold payment protection insurance (“PPI”). 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 March 2, 2017, the FCA issued a statement that sets out final rules and guidance on the PPI complaints deadline, which has been set as August 29, 2019. The statement also provides clarity on how to handle PPI complaints under s.140A of the Consumer Credit Act, including guidance on how redress for such complaints should be calculated. The final rules and guidance came into force on August 29, 2017. 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. PPI totaled $249 million and $238 million as of December 31, 2017 and December 31, 2016 , respectively. In 2017, the reserve has been increased by $130 million in response to the above FCA statement and the commencement of the final rules and guidance. Other movements were due to 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 December 31, 2017 is approximately $150 million . 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 estimate reasonably possible losses above existing reserves, and for other disclosed matters, such an estimate is not possible at this time. For those matters below where an estimate is possible, management currently estimates the reasonably possible future losses beyond our reserves as of December 31, 2017 is approximately $550 million , which includes estimates related to Mortgage Representation and Warranty exposure. Our reserve and reasonably possible loss estimates involve considerable judgment and reflect that there is still significant uncertainty regarding numerous factors that may impact the ultimate loss levels. 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 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, and some of those plaintiffs 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 Representation and Warranty We face residual exposure related to subsidiaries that originated residential mortgage loans and sold these loans to various purchasers, including purchasers who created securitization trusts. In connection with their sales of mortgage loans, these 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 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. Each of these subsidiaries may be required to repurchase mortgage loans, or indemnify certain purchasers and others against losses they incur, in the event of certain breaches of these representations and warranties. The substantial majority of our representation and warranty exposure has been resolved through litigation, and our remaining representation and warranty exposure is almost entirely litigation-related. Accordingly, we establish litigation reserves for representation and warranty losses that we consider to be both probable and reasonably estimable. The reserve process relies heavily on estimates, which are inherently uncertain, and requires the application of judgment. Our reserves and estimates of reasonably possible losses could be impacted by claims which may be brought by securitization trustees and sponsors, bond-insurers, investors, and GSEs, as well as claims brought by governmental agencies under the Financial Institutions Reform, Recovery and Enforcement Act (“FIRREA”), the False Claims Act or other federal or state statutes. 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 alleged, 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 sought 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. GreenPoint resolved the U.S. Bank litigation with U.S. Bank, Syncora and CIFG (and its successor) for a total of $540 million in December 2017. Included in discontinued operations is a pre-tax charge of $169 million related to this settlement, which represents amounts above previously recognized reserves. In May, June and July 2012, the Federal Housing Finance Agency (“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. On March 29, 2017, the trial court granted GreenPoint’s motion for summary judgment and dismissed plaintiff’s claims as untimely. In May 2017, the plaintiff appealed the dismissal to the Second Circuit. Anti-Money Laundering Capital One is being investigated by the New York District Attorney’s Office (“NYDA”), the Department of Justice and the Financial Crimes Enforcement Network (“FinCEN”) of the U.S. Department of Treasury with respect to certain former check casher clients of the Commercial Banking business and Capital One’s anti-money laundering (“AML”) program. Capital One is cooperating with all agencies involved in the investigation. In addition, Capital One is subject to an open consent order with the OCC dated July 10, 2015 concerning regulatory deficiencies in our AML program. Other Pending and Threatened Litigation In addition, we are commonly subject to various pending and threatened legal actions relating to the conduct of our normal business activities. In the opinion of management, the ultimate aggregate liability, if any, arising out of all such other pending or threatened legal actions will not be material to our consolidated financial position or our results of operations.

Capital One Financial Corporati

Capital One Financial Corporation (Parent Company Only)	12 Months Ended
	Dec. 31, 2017
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Capital One Financial Corporation (Parent Company Only)	The following parent company only financial statements are prepared in accordance with Regulation S-X of the U.S. Securities and Exchange Commission (“SEC”). Table 20.1 : Parent Company Statements of Income Year Ended December 31, (Dollars in millions) 2017 2016 2015 Interest income $ 178 $ 120 $ 120 Interest expense 381 258 185 Dividends from subsidiaries 300 3,936 450 Non-interest income (loss) 19 (13 ) 10 Non-interest expense 34 48 178 Income before income taxes and equity in undistributed earnings of subsidiaries 82 3,737 217 Income tax provision (benefit) (103 ) (79 ) (67 ) Equity in undistributed earnings of subsidiaries 1,797 (65 ) 3,766 Net income 1,982 3,751 4,050 Other comprehensive income (loss), net of tax 23 (333 ) (186 ) Comprehensive income $ 2,005 $ 3,418 $ 3,864 Table 20.2 : Parent Company Balance Sheets December 31, (Dollars in millions) 2017 2016 Assets: Cash and cash equivalents $ 8,196 $ 7,296 Investments in subsidiaries 54,712 48,297 Loans to subsidiaries 548 592 Securities available for sale 907 901 Other assets 729 672 Total assets $ 65,092 $ 57,758 Liabilities: Senior and subordinated notes $ 14,392 $ 8,304 Borrowings from subsidiaries 1,633 1,610 Accrued expenses and other liabilities 337 330 Total liabilities 16,362 10,244 Total stockholders’ equity 48,730 47,514 Total liabilities and stockholders’ equity $ 65,092 $ 57,758 Table 20.3 : Parent Company Statements of Cash Flows Year Ended December 31, (Dollars in millions) 2017 2016 2015 Operating activities: Net income $ 1,982 $ 3,751 $ 4,050 Adjustments to reconcile net income to net cash provided by operating activities: Equity in undistributed earnings of subsidiaries (1,797 ) 65 (3,766 ) Other operating activities 327 (10 ) (300 ) Net cash from operating activities 512 3,806 (16 ) Investing activities: Net payments (to) from subsidiaries (4,956 ) (163 ) (172 ) Proceeds from paydowns and maturities of securities available for sale 130 71 65 Changes in loans to subsidiaries 44 (71 ) 973 Net cash from investing activities (4,782 ) (163 ) 866 Financing activities: Borrowings: Changes in borrowings from subsidiaries 23 19 18 Issuance of senior and subordinated notes 6,948 1,487 2,487 Proceeds from paydowns and maturities of senior and subordinated notes (804 ) (1,750 ) (2,625 ) Common stock: Net proceeds from issuances 164 131 111 Dividends paid (780 ) (812 ) (816 ) Preferred stock: Net proceeds from issuances 0 1,066 1,472 Dividends paid (265 ) (214 ) (158 ) Purchases of treasury stock (240 ) (3,661 ) (2,441 ) Proceeds from share-based payment activities 124 142 85 Net cash from financing activities 5,170 (3,592 ) (1,867 ) Changes in cash and cash equivalents 900 51 (1,017 ) Cash and cash equivalents at beginning of year 7,296 7,245 8,262 Cash and cash equivalents at end of year $ 8,196 $ 7,296 $ 7,245

Related Party Transactions

Related Party Transactions	12 Months Ended
	Dec. 31, 2017
Related Party Transactions [Abstract]
Related Party Transactions	NOTE 21—RELATED PARTY TRANSACTIONS In the ordinary course of business, we may have loans issued to our executive officers, directors and principal stockholders. Pursuant to our policy, such loans are issued on the same terms as those prevailing at the time for comparable loans to unrelated persons and do not involve more than the normal risk of collectability.

Summary of Significant Accoun29

Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2017
Accounting Policies [Abstract]
Basis of Presentation	The accompanying consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP”).
Use of Estimates	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the consolidated financial statements and in the related disclosures. These estimates are based on information available as of the date of the consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the consolidated financial statements and in the related disclosures. These estimates are based on information available as of the date of the consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. Certain prior period amounts have been reclassified to conform to the current period presentation.
Principles of Consolidation	The consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”). All significant intercompany account balances and transactions have been eliminated. The consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”). All significant intercompany account balances and transactions have been eliminated.
Voting Interest Entities	Voting interest entities are entities that have sufficient equity and provide the equity investors voting rights that give them the power to make significant decisions relating to the entity’s operations. Since a controlling financial interest in an entity is typically obtained through ownership of a majority voting interest, we consolidate our majority-owned subsidiaries and other voting interest entities in which we hold, directly or indirectly, more than 50% of the voting rights or where we exercise control through other contractual rights.
Equity and Cost Method Investments	Investments in entities where we do not have a controlling financial interest but we have significant influence over the entity’s financial and operating decisions (generally defined as owning a voting interest of 20% to 50%) are accounted for under the equity method. If we own less than 20% of a voting interest entity, we generally carry the investment at cost, except marketable equity securities, which we carry at fair value with changes in fair value included in accumulated other comprehensive income (“AOCI”). We report investments accounted for under the equity or cost method in other assets on our consolidated balance sheets, and include our share of income or loss on equity method investments and dividends on cost method investments in other non-interest income in our consolidated statements of income.
Variable Interest Entities	VIEs are entities that, by design, either (i) lack sufficient equity to permit the entity to finance its activities without additional subordinated financial support from other parties; or (ii) have equity investors that do not have the ability to make significant decisions relating to the entity’s operations through voting rights, or do not have the obligation to absorb the expected losses, or do not have the right to receive the residual returns of the entity. 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. An entity is deemed to be the primary beneficiary of a VIE if that entity has both (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and (ii) the obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE. In determining whether we are the primary beneficiary of a VIE, we consider both qualitative and quantitative factors regarding the nature, size and form of our involvement with the VIE, such as our role in establishing the VIE and our ongoing rights and responsibilities; our economic interests, including debt and equity investments, servicing fees and other arrangements deemed to be variable interests in the VIE; the design of the VIE, including the capitalization structure, subordination of interests, payment priority, relative share of interests held across various classes within the VIE’s capital structure and the reasons why the interests are held by us. We perform on-going reassessments to evaluate whether changes in an entity’s capital structure or changes in the nature of our involvement with the entity result in a change to the VIE designation or a change to our consolidation conclusion. See “ Note 6—Variable Interest Entities and Securitizations ” for further details.
Cash and Cash Equivalents	Cash and cash equivalents include cash and due from banks, and interest-bearing deposits and other-short term investments, all of which, if applicable, have stated maturities of three months or less when acquired.
Securities Resale and Repurchase Agreements	Securities purchased under resale agreements and securities loaned or sold under agreements to repurchase, principally U.S. government and agency obligations, are not accounted for as sales but as collateralized financing transactions and recorded at the amounts at which the securities were acquired or sold, plus accrued interest. We continually monitor the market value of these securities and deliver additional collateral to or obtain additional collateral from counterparties, as appropriate.
Investment Securities	Our investment portfolio consists primarily of the following: U.S. Treasury securities; U.S. government-sponsored enterprise or agency (“Agency”) and non-agency residential mortgage-backed securities (“RMBS”); Agency commercial mortgage-backed securities (“CMBS”); other asset-backed securities (“ABS”); and other securities. The accounting and measurement framework for our investment securities differs depending on the security classification. We classify securities as available for sale or held to maturity based on our investment strategy and management’s assessment of our intent and ability to hold the securities until maturity. Securities that we may sell prior to maturity in response to changes in our investment strategy, liquidity needs, interest rate risk profile or for other reasons are classified as available for sale. Securities that we have the intent and ability to hold until maturity are classified as held to maturity. We report securities available for sale on our consolidated balance sheets at fair value with unrealized gains or losses recorded, net of tax, as a component of AOCI. We report securities held to maturity on our consolidated balance sheets at carrying value. Carrying value generally equals amortized cost. Investment securities transferred into the held to maturity category from the available for sale category are recorded at fair value at the date of transfer. Any unrealized gains or losses at the transfer date are thereafter included in AOCI. Such unrealized gains or losses are accreted over the remaining life of the security and are expected to offset the amortization of the related premium or discount created upon the investment securities transfer into the held to maturity category, with no expected impact on future net income. Unamortized premiums, discounts and other basis adjustments are recognized in interest income over the contractual lives of the securities using the effective interest method. We record purchases and sales of investment securities on a trade date basis. Realized gains or losses from the sale of debt securities are computed using the first in first out method of identification, and are included in non-interest income in our consolidated statements of income. If we intend to sell an available for sale 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 our consolidated statements of income. We regularly evaluate our securities whose values have declined below amortized cost to assess whether the decline in fair value represents an OTTI. Amortized cost reflects historical cost adjusted for amortization of premiums, accretion of discounts and any previously recorded impairments. We discuss our assessment and accounting for OTTI in “ Note 3—Investment Securities .” We discuss the techniques we use in determining the fair value of our investment securities in “ Note 17—Fair Value Measurement .” Our investment portfolio also includes certain acquired debt securities that were deemed to be credit impaired at the acquisition date, and therefore are accounted for in accordance with accounting guidance for purchased credit-impaired (“PCI”) loans and debt securities. These securities are recorded at fair value at the acquisition date using the estimated cash flows we expect to collect discounted by the prevailing market interest rate. The difference between the contractually required payments due and the undiscounted cash flows we expect to collect at acquisition, considering the impact of prepayments, is referred to as the nonaccretable difference. The nonaccretable difference reflects estimated future credit losses expected to be incurred over the life of the security, and is neither accreted into income nor recorded on our consolidated balance sheet. The excess of the undiscounted cash flows expected to be collected over the estimated fair value of credit-impaired debt securities at acquisition is referred to as the accretable yield, which is accreted into interest income using an effective yield method over the remaining life of the security. Decreases in expected cash flows attributable to credit result in the recognition of OTTI. Significant increases in expected cash flows are recognized prospectively over the remaining life of the security as an adjustment to the accretable yield.
Loans	Our loan portfolio consists of loans held for investment, including loans underlying our consolidated securitization trusts, and loans held for sale, and is divided into three portfolio segments: credit card, consumer banking and commercial banking loans. Credit card loans consist of domestic and international credit card loans. Consumer banking loans consist of auto, home and retail banking loans. Commercial banking loans consist of commercial and multifamily real estate, commercial and industrial, and small-ticket commercial real estate loans. Loan Classification Upon origination or purchase, we classify loans as held for investment or held for sale based on our investment strategy and management’s intent and ability with regard to the loans which may change over time. The accounting and measurement framework for loans differs depending on the loan classification, whether the loans are originated or purchased and whether purchased loans are considered credit-impaired at the date of acquisition. The presentation within the consolidated statements of cash flows is based on management’s intent at acquisition or origination. Cash flows related to loans held for investment are included in cash flows from investing activities on our consolidated statements of cash flows. Cash flows related to loans held for sale are included in cash flows from operating activities on our consolidated statements of cash flows. Loans Held for Investment Loans that we have the ability and intent to hold for the foreseeable future and loans associated with consolidated securitization transactions are classified as held for investment. Loans classified as held for investment, except PCI loans accounted for based upon expected cash flows described below, are reported at their amortized cost, which is the outstanding principal balance, adjusted for any unearned income, unamortized deferred fees and costs, unamortized premiums and discounts and charge-offs. Credit card loans also include billed finance charges and fees, net of the estimated uncollectible amount. Interest income is recognized on performing loans held for investment on an accrual basis. We generally defer loan origination fees and direct loan origination costs on originated loans, premiums and discounts on purchased loans and loan commitment fees. We recognize these amounts in interest income as yield adjustments over the life of the loan and/or commitment period using the effective interest method. For credit card loans, loan origination fees and direct loan origination costs are amortized on a straight-line basis over a 12 -month period. We establish an allowance for loan losses for probable and incurred losses inherent in our held for investment loan portfolio as of each balance sheet date. Loans held for investment are subject to our allowance for loan and lease losses methodology described below under “Allowance for Loan and Lease Losses.” Loans Held for Sale Loans purchased or originated with the intent to sell or for which we do not have the ability and intent to hold for the foreseeable future are classified as held for sale. Interest on these loans is recognized on an accrual basis. These loans are recorded at the lower of cost or fair value. Loan origination fees and direct loan origination costs are deferred until the loan is sold and are then recognized as part of the total gain or loss on sale. The fair value of loans held for sale is determined on an aggregate portfolio basis for each loan type. If a loan is transferred from held for investment to held for sale, on the transfer date, any decline in fair value related to credit is recorded as a charge-off and amortization of deferred loan origination fees and costs ceases. Subsequent to transfer, we report write-downs or recoveries in fair value up to the carrying value at the date of transfer and realized gains or losses on loans held for sale in our consolidated statements of income as a component of other non-interest income. We calculate the gain or loss on loan sales as the difference between the proceeds received and the carrying value of the loans sold, net of the fair value of any residual interests retained. Loans Acquired All purchased loans, including loans transferred in a business combination, are initially recorded at fair value, which includes consideration of expected future losses, as of the date of the acquisition. We account for purchased loans under the accounting guidance for purchased credit-impaired loans and debt securities, which is based upon expected cash flows, if the purchased loans have a discount attributable, at least in part, to credit deterioration and they are not specifically scoped out of the guidance. We refer to these purchased loans that are subsequently accounted for based on expected cash flows to be collected as “PCI loans.” Other purchased loans that do not meet the criteria described above or are specifically scoped out of this guidance are accounted for based on contractual cash flows. Loans Acquired and Accounted for Based on Expected Cash Flows In accounting for purchased loans based on expected cash flows, we first determine the contractually required payments due, which represent the total undiscounted amount of all uncollected principal and interest payments, adjusted for the effect of estimated prepayments. We then estimate the undiscounted cash flows we expect to collect, incorporating several key assumptions including expected default rates, loss severities and the amount and timing of prepayments. We estimate the fair value by discounting the estimated cash flows we expect to collect using an observable market rate of interest, when available, adjusted for factors that a market participant would consider in determining fair value at acquisition. We may aggregate loans acquired in the same fiscal quarter into one or more pools if the loans have common risk characteristics. A pool is then accounted for as a single asset, with a single composite interest rate and an aggregate fair value and expected cash flows. The excess of cash flows expected to be collected over the estimated fair value of purchased loans is referred to as the accretable yield. This amount is not recorded on our consolidated balance sheets, but is accreted into interest income over the life of the loan, or pool of loans, using the effective interest method. The difference between total contractual payments on the loans and all expected cash flows represents the nonaccretable difference or the amount of principal and interest not considered collectible. Subsequent to acquisition, we evaluate our estimate of cash flows expected to be collected on a quarterly basis. These evaluations require the use of key assumptions and estimates similar to those used in estimating the initial fair value at acquisition. Subsequent changes in the estimated cash flows expected to be collected may result in changes in the accretable yield and nonaccretable difference or reclassifications from the nonaccretable difference to the accretable yield. Decreases in expected cash flows resulting from credit deterioration subsequent to acquisition will generally result in an impairment charge recognized in our provision for credit losses and an increase in the allowance for loan and lease losses. Charge-offs are not recorded until the expected credit losses within the nonaccretable difference are depleted. In addition, PCI loans are not classified as delinquent, nonperforming or criticized, as we expect to collect our net investment in these loans. Increases in the cash flows expected to be collected would first reduce any previously recorded allowance for loan and lease losses established subsequent to acquisition. The excess over the recorded allowance for loan and lease losses would result in a reclassification to the accretable yield from the nonaccretable difference and an increase in interest income recognized over the remaining life of the loan or pool of loans. Disposals of loans in the form of sales to third parties, receipt of payment in full or in part by the borrower, and foreclosure of the collateral, result in removal of the loan from the PCI loans portfolio. See “ Note 4—Loans ” for additional information. Loans Acquired and Accounted for Based on Contractual Cash Flows To determine the fair value of loans at acquisition in a business combination, we estimate discounted contractual cash flows due using an observable market rate of interest, when available, adjusted for factors that a market participant would consider in determining fair value. In determining fair value, contractual cash flows are adjusted to include prepayment estimates based upon trends in default rates and loss severities. The difference between the fair value and the contractual cash flows is recorded as a loan discount or premium at acquisition. Subsequent to acquisition, the loans are classified and accounted for as either held for investment or held for sale based on management’s ability and intent with regard to the loans. Loans held for investment are subject to our allowance for loan and lease losses methodology described below under “Allowance for Loan and Lease Losses.” We are permitted to aggregate loans acquired in the same fiscal quarter into one or more pools if the loans have common risk characteristics. If we elect to pool loans, a pool is then accounted for as a single asset with a single composite interest rate and an aggregate fair value and expected cash flows. Loan Modifications and Restructurings As part of our loss mitigation efforts, we may provide modifications to a borrower experiencing financial difficulty to improve long-term collectability of the loan and to avoid the need for foreclosure or repossession of collateral. A loan modification in which a concession is granted to a borrower experiencing financial difficulty is accounted for and reported as a troubled debt restructuring (“TDR”). Our loan modifications typically include an extension of the loan term, a reduction in the interest rate, a reduction in the loan balance, or a combination of these concessions. We describe our accounting for and measurement of impairment on TDR loans below under “Impaired Loans.” See “ Note 4—Loans ” for additional information on our loan modifications and restructurings. Delinquent and Nonperforming Loans The entire balance of a loan is considered contractually delinquent if the minimum required payment is not received by the first statement cycle date equal to or following the due date specified on the customer’s billing statement. Delinquency is reported on loans that are 30 or more days past due. Interest and fees continue to accrue on past due loans until the date the loan is placed on nonaccrual status, if applicable. We generally place loans on nonaccrual status when we believe the collectability of interest and principal is not reasonably assured. Nonperforming loans generally include loans that have been placed on nonaccrual status, but we do not report loans classified as held for sale as nonperforming. Our policies for classifying loans as nonperforming, by loan category, are as follows: • Credit card loans: As permitted by regulatory guidance issued by the Federal Financial Institutions Examination Council (“FFIEC”), our policy is generally to exempt credit card loans from being classified as nonperforming, as these loans are generally charged off in the period the account becomes 180 days past due. Consistent with industry conventions, we generally continue to accrue interest and fees on delinquent credit card loans until the loans are charged-off. • Consumer banking loans: We classify consumer banking loans as nonperforming when we determine that the collectability of all interest and principal on the loan is not reasonably assured, generally when the loan becomes 90 days past due. • Commercial banking loans : We classify commercial banking loans as nonperforming as of the date we determine that the collectability of all interest and principal on the loan is not reasonably assured. • Modified loans and troubled debt restructurings: Modified loans, including TDRs, that are current at the time of the restructuring remain on accrual status if there is demonstrated performance prior to the restructuring and continued performance under the modified terms is expected. Otherwise, the modified loan is classified as nonperforming and placed on nonaccrual status until the borrower demonstrates a sustained period of performance over several payment cycles, generally six months of consecutive payments, under the modified terms of the loan. • PCI loans: PCI loans are not classified as delinquent, nonperforming or criticized. Interest and fees accrued but not collected at the date a loan is placed on nonaccrual status are reversed against earnings. In addition, the amortization of net deferred loan fees is suspended. Interest and fee income is subsequently recognized only upon the receipt of cash payments. However, if there is doubt regarding the ultimate collectability of loan principal, all cash received is generally applied against the principal balance of the loan. Nonaccrual loans are generally returned to accrual status when all principal and interest is current and repayment of the remaining contractual principal and interest is reasonably assured, or when the loan is both well-secured and in the process of collection and collectability is no longer doubtful. Impaired Loans A loan is considered impaired when, based on current information and events, it is probable that we will be unable to collect all amounts due from the borrower in accordance with the original contractual terms of the loan. Generally, we report loans as impaired based on the method for measuring impairment in accordance with applicable accounting guidance. Loans held for sale are not reported as impaired, as these loans are recorded at lower of cost or fair value. Impaired loans also exclude PCI loans, as these loans are accounted for based on expected cash flows at acquisition because this accounting methodology takes into consideration future credit losses. Loans defined as individually impaired, based on applicable accounting guidance, include larger-balance nonperforming loans and TDR loans. Loans modified in a TDR continue to be reported as impaired until maturity. Our policies for identifying loans as individually impaired, by loan category, are as follows: • Credit card loans: Credit card loans that have been modified in a troubled debt restructuring are identified and accounted for as individually impaired. • Consumer banking loans: Consumer loans that have been modified in a troubled debt restructuring are identified and accounted for as individually impaired. • Commercial banking loans: Commercial loans classified as nonperforming and commercial loans that have been modified in a troubled debt restructuring are reported as individually impaired. The majority of individually impaired loans are evaluated for an asset-specific allowance. We generally measure impairment and the related asset-specific allowance for individually impaired loans based on the difference between the recorded investment of the loan and the present value of the expected future cash flows, discounted at the original effective interest rate of the loan at the time of modification. If the loan is collateral dependent, we measure impairment based upon the fair value of the underlying collateral, which we determine based on the current fair value of the collateral less estimated selling costs, instead of discounted cash flows. Loans are identified as collateral dependent if we believe that collateral is the sole source of repayment. Charge-Offs We charge off loans as a reduction to the allowance for loan and lease losses when we determine the loan is uncollectible and record subsequent recoveries of previously charged off amounts as an increase to the allowance for loan and lease losses. We exclude accrued and unpaid finance charges and fees and certain fraud losses from charge-offs. Costs to recover charged-off loans are recorded as collection expense and included in our consolidated statements of income as a component of other non-interest expense as incurred. Our charge-off time frames by loan type are presented below. • Credit card loans: We generally charge-off credit card loans in the period the account becomes 180 days past due. We charge off delinquent credit card loans for which revolving privileges have been revoked as part of loan workout when the account becomes 120 days past due. Credit card loans in bankruptcy are generally charged-off by the end of the month following 30 days after the receipt of a complete bankruptcy notification from the bankruptcy court. Credit card loans of deceased account holders are charged-off by the end of the month following 60 days of receipt of notification. • Consumer banking loans: We generally charge-off consumer banking loans at the earlier of the date when the account is a specified number of days past due or upon repossession of the underlying collateral. Our charge-off time frame is 180 days for home loans and 120 days for auto loans. Small business banking loans generally charge off at 120 days past due based on when unpaid principal loan amounts are deemed uncollectible. We calculate the initial charge-off amount for home loans based on the excess of our recorded investment in the loan over the fair value of the underlying property less estimated selling costs as of the date of the charge-off. We update our home value estimates on a regular basis and may recognize additional charge-offs for subsequent declines in home values. In the second quarter of 2017, due to clarified regulatory guidance, we implemented changes in accounting estimates for auto and home loans where the borrower has filed for bankruptcy and the loan has not been reaffirmed, such that they charge off in the period that the loan is 60 days from the bankruptcy notification date, regardless of delinquency status. Auto and home loans that have been discharged under Chapter 7 bankruptcy, have not been reaffirmed and have not reached 60 days from the bankruptcy notification date are charged off at the end of the month in which the bankruptcy discharge occurs. Remaining consumer loans generally are charged off within 40 days of receipt of notification from the bankruptcy court. Consumer loans of deceased account holders are charged off by the end of the month following 60 days of receipt of notification. • Commercial banking loans: We charge off commercial loans in the period we determine that the unpaid principal loan amounts are uncollectible. • PCI loans: We do not record charge-offs on PCI loans that are meeting or exceeding our performance expectations as of the date of acquisition, as the fair values of these loans already reflect a discount for expected future credit losses. We record charge-offs on PCI loans only if actual losses exceed estimated credit losses incorporated into the fair value recorded at acquisition.
Allowance for Loan and Lease Losses	We maintain an allowance for loan and lease losses (“allowance”) that represents management’s best estimate of incurred loan and lease losses inherent in our held for investment portfolio as of each balance sheet date. The provision for credit losses reflects credit losses we believe have been incurred and will eventually be recognized over time in our charge-offs. Charge-offs of uncollectible amounts are deducted from the allowance and subsequent recoveries are added back. Management performs a quarterly analysis of our loan portfolio to determine if impairment has occurred and to assess the adequacy of the allowance based on historical and current trends as well as other factors affecting credit losses. We apply documented systematic methodologies to separately calculate the allowance for our consumer loan and commercial loan portfolios. Our allowance for loan and lease losses consists of three components that are allocated to cover the estimated probable losses in each loan portfolio based on the results of our detailed review and loan impairment assessment process: (i) a component for loans collectively evaluated for impairment; (ii) an asset-specific component for individually impaired loans; and (iii) a component related to PCI loans that have experienced significant decreases in expected cash flows subsequent to acquisition. Each of our allowance components is supplemented by an amount that represents management’s qualitative judgment of the imprecision and risks inherent in the processes and assumptions used in establishing the allowance. Management’s judgment involves an assessment of subjective factors, such as process risk, modeling assumption and adjustment risks and probable internal and external events that will likely impact losses. Our consumer loan portfolio consists of smaller-balance, homogeneous loans, divided into four primary portfolio segments: credit card loans, auto loans, residential home loans and retail banking loans. Each of these portfolios is further divided by our business units into pools based on common risk characteristics, such as origination year, contract type, interest rate and geography, which are collectively evaluated for impairment. The commercial loan portfolio is primarily composed of larger-balance, non-homogeneous loans. These loans are subject to individual reviews that result in internal risk ratings. In assessing the risk rating of a particular loan, among the factors we consider are the financial condition of the borrower, geography, collateral performance, historical loss experience, and industry-specific information that management believes is relevant in determining the occurrence of a loss event and measuring impairment. These factors are based on an evaluation of historical and current information, and involve subjective assessment and interpretation. Emphasizing one factor over another or considering additional factors could impact the risk rating assigned to that loan. The component of the allowance related to credit card and other consumer loans that we collectively evaluate for impairment is based on a statistical calculation, which is supplemented by management judgment as described above. Because of the homogeneous nature of our consumer loan portfolios, the allowance is based on the aggregated portfolio segment evaluations. The allowance is established through a process that begins with estimates of incurred losses in each pool based upon various statistical analyses. Loss forecast models are utilized to estimate probable losses incurred and consider several portfolio indicators including, but not limited to, historical loss experience, account seasoning, the value of collateral underlying secured loans, estimated foreclosures or defaults based on observable trends, delinquencies, bankruptcy filings, unemployment, credit bureau scores and general economic and business trends. Management believes these factors are relevant in estimating probable losses incurred and also considers an evaluation of overall portfolio credit quality based on indicators such as changes in our credit evaluation, underwriting and collection management policies, the effect of other external factors such as competition and legal and regulatory requirements, general economic conditions and business trends, and uncertainties in forecasting and modeling techniques used in estimating our allowance. We update our consumer loss forecast models and portfolio indicators on a quarterly basis to incorporate information reflective of the current economic environment. The component of the allowance for commercial loans that we collectively evaluate for impairment is based on our historical loss experience for loans with similar risk characteristics and consideration of the current credit quality of the portfolio, which is supplemented by management judgment as described above. We apply internal risk ratings to commercial loans, which we use to assess credit quality and derive a total loss estimate based on an estimated probability of default (“default rate”) and loss given default (“loss severity”). Management may also apply judgment to adjust the loss factors derived, taking into consideration both quantitative and qualitative factors, including general economic conditions, industry-specific and geographic trends, portfolio concentrations, trends in internal credit quality indicators, and current and past underwriting standards that have occurred but are not yet reflected in the historical data underlying our loss estimates. The asset-specific component of the allowance covers smaller-balance homogeneous consumer loans whose terms have been modified in a TDR and larger-balance nonperforming, non-homogeneous commercial loans. As discussed above under “Impaired Loans,” we generally measure the asset-specific component of the allowance based on the difference between the recorded investment of individually impaired loans and the present value of expected future cash flows. When the present value of expected future cash flows is lower than the recorded investment of the loan, impairment is recognized through the provision for credit losses. If the loan is collateral dependent, we measure impairment based on the current fair value of the collateral less estimated selling costs, instead of discounted cash flows. The asset-specific component of the allowance 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 larger-balance impaired loans is individually calculated for each loan. Key considerations in determining the allowance include the borrower’s overall financial condition, resources and payment history, prospects for support from financially responsible guarantors, and when applicable, the estimated realizable value of any collateral. We record all purchased loans at fair value at acquisition. Applicable accounting guidance prohibits the carry over or creation of valuation allowances in the initial accounting for impaired loans acquired in a transfer. Subsequent to acquisition, decreases in expected principal cash flows of PCI loans would trigger the recognition of impairment through our provision for credit losses. Subsequent increases in expected cash flows would first result in a recovery of any previously recorded allowance, to the extent applicable, and then increase the accretable yield. Write-downs on PCI loans in excess of the nonaccretable difference are charged against the allowance for loan and lease losses. See “ Note 4—Loans ” for information on loan portfolios associated with acquisitions. In addition to the allowance, we also estimate probable losses related to contractually binding unfunded lending commitments, such as letters of credit, financial guarantees, and binding unfunded loan commitments. The provision for unfunded lending commitments is included in the provision for credit losses in our consolidated statements of income and the related reserve is included in other liabilities on our consolidated balance sheets. Unfunded lending commitments are subject to individual reviews and are analyzed and segregated by risk according to our internal risk rating scale, which we use to assess credit quality and derive a total loss estimate. We assess these risk classifications, taking into consideration both quantitative and qualitative factors, including historical loss experience, utilization assumptions, current economic conditions, performance trends within specific portfolio segments and other pertinent information to estimate the reserve for unfunded lending commitments. Determining the appropriateness of the allowance is complex and requires judgment by management about the effect of matters that are inherently uncertain. Subsequent evaluations of the loan portfolio, in light of the factors then prevailing, may result in significant changes in the allowance and the reserve for unfunded lending commitments in future periods.
Securitization of Loans	Our loan securitization activities primarily involve the securitization of credit card loans, which have provided a source of funding for us. See “ Note 6—Variable Interest Entities and Securitizations ” for additional details. Loan securitization involves the transfer of a pool of loan receivables from our portfolio to a trust. The trust then sells an undivided interest in the pool of loan receivables to third-party investors through the issuance of debt securities and transfers the proceeds from the debt issuance to us as consideration for the loan receivables transferred. The debt securities are collateralized by the transferred receivables from our portfolio. We remove loans from our consolidated balance sheets when securitizations qualify as sales to non-consolidated VIEs, recognize assets retained and liabilities assumed at fair value and record a gain or loss on the transferred loans. Alternatively, when the transfer does not qualify as a sale but instead is considered a secured borrowing or when the sale is to a consolidated VIE, the asset will remain on our consolidated balance sheets with an offsetting liability recognized for the amount of proceeds received.
Premises and Equipment	Premises and equipment, including leasehold improvements, are carried at cost less accumulated depreciation and amortization. Land is carried at cost. We capitalize direct costs incurred during the application development stage of internally developed software projects. Depreciation and amortization expenses are calculated using the straight-line method over the estimated useful lives of the assets. Useful lives for premises and equipment are estimated as follows: Premises and Equipment Useful Lives Buildings and improvement 5-39 years Furniture and equipment 3-10 years Computer software 3-5 years Leasehold improvements Lesser of useful life or the remaining Expenditures for maintenance and repairs are expensed as incurred and gains or losses upon disposition are recognized in our consolidated statements of income as realized.
Goodwill and Other Intangible Assets	Goodwill represents the excess of the acquisition price of an acquired business over the fair value of assets acquired and liabilities assumed and is assigned to one or more reporting units at the date of acquisition. A reporting unit is defined as an operating segment, or a business unit that is one level below an operating segment. Goodwill is not amortized but is tested for impairment at the reporting unit level annually or more frequently if adverse circumstances indicate that it is more likely than not that the carrying amount of a reporting unit exceeds its fair value. These indicators include a sustained, significant decline in the Company’s stock price, a decline in its expected future cash flows, significant disposition activity, a significant adverse change in the economic or business environment, and the testing for recoverability of a significant asset group, among others. The annual goodwill impairment test, performed as of October 1 of each year, is a two-step test. The first step identifies whether there is potential impairment by comparing the fair value of a reporting unit to its carrying amount, including goodwill. If fair value is less than the carrying amount, the second step of the impairment test is required to measure the amount of any potential impairment loss. In 2017, we had four reporting units: Credit Card, Auto, Other Consumer Banking and Commercial Banking. Intangible assets with finite useful lives are amortized on either an accelerated or straight-line basis over their estimated useful lives and are evaluated for impairment whenever events or changes in circumstances indicate the carrying amount of the assets may not be recoverable. See “ Note 7—Goodwill and Intangible Assets ” for additional information.
Mortgage Servicing Rights	Mortgage servicing rights (“MSRs”) are initially recorded at fair value when mortgage loans are sold or securitized in the secondary market and the right to service these loans is retained for a fee. Subsequently, our consumer MSRs are carried at fair value on our consolidated balance sheets with changes in fair value recognized in non-interest income. Our commercial MSRs are subsequently accounted for under the amortization method and are periodically evaluated for impairment, which is recognized as a reduction in non-interest income.
Foreclosed Property and Repossessed Assets	Foreclosed property and repossessed assets obtained through our lending activities typically include commercial and residential real estate or personal property, such as automobiles, and are recorded at net realizable value. For home loans collateralized by residential real estate, we reclassify loans to foreclosed property at the earlier of when we obtain legal title to the residential real estate property or when the borrower conveys all interest in the property to us. For all other foreclosed property and repossessed assets, we reclassify the loan to repossessed assets upon repossession of the property in satisfaction of the loan. Net realizable value is the estimated fair value of the underlying collateral less estimated selling costs and is based on appraisals, when available. Subsequent to initial recognition, foreclosed property and repossessed assets are recorded at the lower of our initial cost basis or net realizable value, which is routinely monitored and updated. Any changes in net realizable value and gains or losses realized from disposition of the property are recorded in non-interest expense. Foreclosed property and repossessed assets obtained through our lending activities typically include commercial and residential real estate or personal property, such as automobiles, and are recorded at net realizable value. For home loans collateralized by residential real estate, we reclassify loans to foreclosed property at the earlier of when we obtain legal title to the residential real estate property or when the borrower conveys all interest in the property to us. For all other foreclosed property and repossessed assets, we reclassify the loan to repossessed assets upon repossession of the property in satisfaction of the loan. Net realizable value is the estimated fair value of the underlying collateral less estimated selling costs and is based on appraisals, when available. Subsequent to initial recognition, foreclosed property and repossessed assets are recorded at the lower of our initial cost basis or net realizable value, which is routinely monitored and updated. Any changes in net realizable value and gains or losses realized from disposition of the property are recorded in non-interest expense.
Restricted Equity Investments [Policy Text Block]	We have investments in Federal Home Loan Banks (“FHLB”) stock and in the Board of Governors of the Federal Reserve System (“Federal Reserve”) stock. These investments, which are included in other assets on our consolidated balance sheets, are not marketable and are carried at cost. We assess these investments for OTTI in accordance with applicable accounting guidance for evaluating impairment.
Litigation	In accordance with the current accounting standards for loss contingencies, we establish reserves for litigation-related matters, including mortgage representation and warranty 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.
Customer Rewards Reserve	We offer products, primarily credit cards, which include programs that allow members to earn rewards that can be redeemed for cash (primarily in the form of statement credits), gift cards, airline tickets or merchandise, based on account activity. The amount of reward that a customer earns varies based on the terms and conditions of the rewards program and product. When rewards are earned by a customer, rewards costs are generally recorded as an offset to interchange income, with a corresponding increase to the customer rewards reserve. The customer rewards reserve is computed based on the estimated future cost of earned rewards that are expected to be redeemed. The customer rewards reserve is reduced as rewards are redeemed. In estimating the customer rewards reserve, we consider historical redemption and spending behavior, as well as the terms and conditions of the current rewards programs, among other factors. The customer rewards reserve is sensitive to changes in the redemption mix and rate. We expect the vast majority of all rewards earned will eventually be redeemed. The customer rewards reserve, which is included in other liabilities on our consolidated balance sheets, totaled $3.9 billion and $3.6 billion as of December 31, 2017 and 2016 , respectively.
Revenue Recognition	Interest Income and Fees Interest income and fees on loans and investment securities are recognized based on the contractual provisions of the underlying arrangements. Loan origination fees and costs and premiums and discounts on loans held for investment are deferred and generally amortized into interest income as yield adjustments over the contractual life and/or commitment period using the effective interest method. In certain circumstances, we elect to factor prepayment estimates into the calculation of the constant effective yield necessary to apply the interest method. Prepayment estimates are based on historical prepayment data, existing and forecasted interest rates, and economic data. For credit card loans, loan origination fees and direct loan origination costs are amortized on a straight-line basis over a 12 -month period. Unamortized premiums, discounts and other basis adjustments on investment securities are recognized in interest income over the contractual lives of the securities using the effective interest method. Finance charges and fees on credit card loans, net of amounts that we consider uncollectible, are included in loan receivables and revenue when the fees are earned. Annual membership fees are deferred and amortized into income over 12 months on a straight line basis. We continue to accrue finance charges and fees on credit card loans until the account is charged-off. Our methodology for estimating the uncollectible portion of billed finance charges and fees is consistent with the methodology we use to estimate the allowance for incurred principal losses on our credit card loan receivables. Interchange Income Interchange income represents fees for standing ready to authorize and providing settlement on credit card transactions processed through the MasterCard® (“MasterCard”) and Visa® (“Visa”) interchange networks. The levels and structure of interchange rates are set by MasterCard and Visa and can vary based on cardholder purchase volumes. We recognize interchange income upon settlement with the interchange networks. Card Partnership Agreements Our partnership agreements relate to alliances with retailers and other partners to provide lending and other services to mutual customers. We primarily issue private-label and co-branded credit card loans to these customers over the term of the partnership agreements, which typically range from two to ten years. Certain partners assist in or perform marketing activities on our behalf and promote our products and services to their customers. As compensation for providing these services, we often pay royalties, bounties or other special bonuses to these partners. Depending upon the nature of the payments, they are recorded as a reduction of revenue, marketing expenses or other operating expenses. We have certain credit card partnership arrangements in which our partner agrees to share a portion of the credit losses associated with the partnership. If a partnership agreement provides for profit, revenue or loss sharing payments, we must determine whether to report those payments on a gross or net basis in our consolidated financial statements. We evaluate the contractual provisions of each transaction and applicable accounting guidance to determine the manner in which to report the impact of sharing arrangements in our consolidated financial statements. Our consolidated net income is the same regardless of whether revenue and loss sharing arrangements are reported on a gross or net basis. When presented on a net basis, the loss sharing amounts due from partners are recorded as a reduction to our provision for credit losses in our consolidated statements of income and reduce the charge-off amounts that we report. The allowance for loan and lease losses attributable to these portfolios is also reduced by the expected reimbursements from these partners for loss sharing amounts. See “ Note 5—Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments ” for additional information related to our loss sharing arrangements. Collaborative Arrangements A collaborative arrangement is a contractual arrangement that involves a joint operating activity between two or more parties that are active participants in the activity. These parties are exposed to significant risks and rewards based upon the economic success of the joint operating activity. We assess each of our partnership agreements with profit, revenue or loss sharing payments to determine if a collaborative arrangement exists and, if so, how revenue generated from third parties, costs incurred and transactions between participants in the collaborative arrangement should be accounted for and reported on our consolidated financial statements. We currently have one partnership agreement that meets the definition of a collaborative agreement. We share a fixed percentage of revenues, consisting of finance charges and late fees, with the partner, and the partner is required to reimburse us for a fixed percentage of credit losses incurred. Revenues and losses related to the partner’s credit card program and partnership agreement are reported on a net basis in our consolidated financial statements. Revenue sharing amounts attributable to the partner are recorded as an offset against total net revenue in our consolidated statements of income. Interest income was reduced by $1.2 billion in both 2017 and 2016 , and $1.1 billion in 2015 , for amounts earned by the partner, as part of the revenue sharing agreement. The impact of all of our loss sharing arrangements that are presented on a net basis is included in “ Note 5—Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments .”
Stock-based Compensation	We reserve common shares for issuance to employees, directors and third-party service providers, in various forms, including stock options, stock appreciation rights, restricted stock awards and units and performance share awards and units. In addition, we also issue cash equity units and cash-settled restricted stock units which are not counted against the common shares reserved for issuance or available for issuance because they are settled in cash. For awards settled in shares, we generally recognize compensation expense on a straight-line basis over the award’s requisite service period based on the fair value of the award at grant date. If an award settled in shares contains a performance condition with graded vesting, we recognize compensation expense using the accelerated attribution method. Equity units and restricted stock units that are cash-settled are accounted for as liability awards which results in quarterly expense fluctuations based on changes in our stock price through the date that the awards are settled. Awards that continue to vest after retirement are expensed over the shorter of the time period between the grant date and the final vesting period or between the grant date and when the participant becomes retirement eligible; awards to participants who are retirement eligible at the grant date are subject to immediate expense recognition. Stock-based compensation expense is included in salaries and associate benefits in the consolidated statements of income. Stock-based compensation expense for equity classified stock options is based on the grant date fair value, which is estimated using a Black-Scholes option pricing model. Significant judgment is required when determining the inputs into the fair value model. For awards other than stock options, the fair value of stock-based compensation used in determining compensation expense will generally equal the fair market value of our common stock on the date of grant. Certain share-settled awards have discretionary vesting conditions which result in the remeasurement of these awards at fair value each reporting period and the potential for compensation expense to fluctuate with changes in our stock price.
Marketing Expense	We expense marketing costs as incurred. Television advertising costs are expensed during the period in which the advertisements are aired.
Income Taxes	We recognize the current and deferred tax consequences of all transactions that have been recognized in the financial statements using the provisions of the enacted tax laws. Current income tax expense represents our estimated taxes to be paid or refunded for the current period and includes income tax expense related to our uncertain tax positions, as well as tax-related interest and penalties. Deferred tax assets and liabilities are determined based on differences between the financial reporting and tax basis of assets and liabilities and are measured using the enacted tax rates and laws that will be in effect when the differences are expected to reverse. We record valuation allowances to reduce deferred tax assets to the amount that is more likely than not to be realized. We record the effect of remeasuring deferred tax assets and liabilities due to a change in tax rates or laws as a component of income tax expense related to continuing operations for the period in which the change is enacted. Income tax benefits are recognized when, based on their technical merits, they are more likely than not to be sustained upon examination. The amount recognized is the largest amount of benefit that is more likely than not to be realized upon settlement.
Earnings Per Share	Earnings per share is calculated and reported under the “two-class” method. The “two-class” method is an earnings allocation method under which earnings per share is calculated for each class of common stock and participating security considering both dividends declared or accumulated and participation rights in undistributed earnings as if all such earnings had been distributed during the period. We have unvested share-based payment awards which have a right to receive nonforfeitable dividends. These share-based payment awards are deemed to be participating securities. We calculate basic earnings per share by dividing net income, after deducting dividends on preferred stock and participating securities as well as undistributed earnings allocated to participating securities, by the average number of common shares outstanding during the period, net of any treasury shares. We calculate diluted earnings per share in a similar manner after consideration of the potential dilutive effect of common stock equivalents on the average number of common shares outstanding during the period. Common stock equivalents include warrants, stock options, restricted stock awards and units, and performance share awards and units. Common stock equivalents are calculated based upon the treasury stock method using an average market price of common shares sold during the period. Dilution is not considered when a net loss is reported. Common stock equivalents that have an antidilutive effect are excluded from the computation of diluted earnings per share.
Derivative Instruments and Hedging Activities	All derivative financial instruments, whether designated for hedge accounting or not, are reported at their fair value on our consolidated balance sheets as either assets or liabilities, with consideration of legally enforceable master netting arrangements that allow us to net settle positive and negative positions and offset cash collateral with the same counterparty. We report net derivatives in a gain position, or derivative assets, on our consolidated balance sheets as a component of other assets. We report net derivatives in a loss position, or derivative liabilities, on our consolidated balance sheets as a component of other liabilities.
Fair Value	Fair value, also referred to as an exit price, 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. The fair value accounting guidance provides a three-level fair value hierarchy for classifying financial instruments. This hierarchy is based on whether the inputs to the valuation techniques used to measure fair value are observable or unobservable. Fair value measurement of a financial asset or liability is assigned to a level based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are described below: Level 1: Quoted prices (unadjusted) in active markets for identical assets or liabilities Level 2: Observable market-based inputs, other than quoted prices in active markets for identical assets or liabilities Level 3: Unobservable inputs The accounting guidance for fair value requires that we maximize the use of observable inputs and minimize the use of unobservable inputs in determining fair value. The accounting guidance also 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 to fair value in the consolidated statements of income. We have not made any material fair value option elections as of and for the years ended December 31, 2017 , 2016 and 2015 .
Accounting for Acquisitions	We account for business combinations under the acquisition method of accounting. Under the acquisition method, tangible and intangible identifiable assets acquired, liabilities assumed and any noncontrolling interest in the acquiree are recorded at fair value as of the acquisition date, with limited exceptions. Transaction costs and costs to restructure the acquired company are expensed as incurred. Goodwill is recognized as the excess of the acquisition price over the estimated fair value of the net assets acquired. Likewise, if the fair value of the net assets acquired is greater than the acquisition price, a bargain purchase gain is recognized and recorded in non-interest income. If the acquired set of activities and assets do not meet the accounting definition of a business, the transaction is accounted for as an asset acquisition. In an asset acquisition, the assets acquired are recorded at the purchase price plus any transaction costs incurred and no goodwill is recognized.
New Accounting Standards Adopted	Restricted Cash In November 2016 , the Financial Accounting Standards Board (“FASB”) issued revised guidance that requires restricted cash and restricted cash equivalents to be included within beginning and ending total cash amounts reported in the consolidated statements of cash flows. Disclosure of the nature of the restrictions on cash balances is required under the guidance. We elected to early adopt the guidance retrospectively effective as of January 1, 2017. Upon adoption, changes in restricted cash, which had previously been presented as financing activities, are now included within beginning and ending Cash, cash equivalents and restricted cash for securitization investors balances in our consolidated statements of cash flows. The Cash, cash equivalents and restricted cash for securitization investors balances presented in the consolidated statements of cash flows are comprised of the amounts captioned on the consolidated balance sheets as Total cash and cash equivalents and Restricted cash for securitization investors. Improvements to Employee Share-Based Accounting In March 2016, the FASB issued revised guidance for accounting for employee share-based payments. The guidance requires that all excess tax benefits and tax deficiencies that pertain to employee stock-based incentive payments be recognized as income tax expense or benefit in the consolidated statements of income, rather than within additional paid-in capital; and that excess tax benefits be classified as an operating activity rather than financing activity in the consolidated statements of cash flows. The guidance also permits an accounting policy election to either estimate the number of awards that are expected to vest or account for forfeitures when they occur. We adopted the guidance effective in the first quarter of 2017 on a prospective basis related to recognition of excess tax benefits and deficiencies in the consolidated statements of income and presentation of excess tax benefits in the consolidated statements of cash flows. In addition, we made an accounting policy election to account for forfeitures of awards as they occur and applied a modified retrospective transition method. Our adoption of this guidance did not have a material impact to our consolidated financial statements. Recently Issued but Not Yet Adopted Accounting Standards Reclassification of Certain Tax Effects Stranded in Accumulated Other Comprehensive Income In February 2018, the FASB issued revised guidance on the accounting for certain tax effects stranded in AOCI. U.S. GAAP requires the effects of changes in tax rates and laws on deferred tax balances to be recorded as a component of income tax expense from continuing operations in the period of enactment. For deferred tax assets and liabilities related to items in AOCI, this results in the tax effects of such changes being stranded in AOCI. The revised guidance provides an optional reclassification from AOCI to retained earnings for such stranded tax effects resulting from the reduction in the corporate income tax rate enacted by the Tax Act. The reclassification may also include such stranded tax effects resulting from other income tax effects of the Tax Act, such as the effect of the federal benefit of deducting state income taxes. Entities are provided the option to apply the guidance retrospectively or in the period of adoption. The guidance is effective for us on January 1, 2019, with early adoption permitted. We currently plan to adopt the standard in the first quarter of 2018, using the option to make the adjustment in the period of adoption, and anticipate such adoption will result in a decrease to our AOCI and an increase to our retained earnings of approximately $170 million . Targeted Improvements to Accounting for Hedging Activities In August 2017, the FASB issued amended hedge accounting guidance to better align hedge accounting with risk management activities. It reduces the complexity involved in applying hedging accounting through changes to both the designation and measurement guidance for qualifying hedging relationships and the presentation of the impacts of those hedging relationships. Under the amended guidance, the recognition of hedging instruments has been amended by eliminating the concept of separately measuring and reporting hedge ineffectiveness. The presentation of hedging instruments has been amended as well by requiring the entire change in the fair value of the hedging instrument to be recorded in the same income statement line item that is used to present the earnings effect of the hedged item. With respect to fair value hedges of interest rate risk, the guidance will allow changes in the fair value of the hedged item to be measured using a portion of the term of the hedged item and the benchmark interest rate component of the total coupon determined at hedge inception. In addition, for a closed pool of pre-payable financial assets, entities will be able to hedge an amount that is not expected to be affected by prepayments, defaults and other events under the “last-of-layer” method. The guidance will permit a one-time reclassification of debt securities eligible to be hedged under the “last-of-layer” method from held to maturity to available for sale upon adoption. We early adopted this guidance in the first quarter of 2018 using the prescribed modified retrospective transition method. As a result we elected to transfer held to maturity securities eligible to be hedged under the “last-of-layer” method to the available for sale category. We made this one-time election to optimize the investment portfolio management for capital and risk management considerations. We will manage the transferred securities collectively with the securities in the available for sale portfolio. We transferred held to maturity securities with a carrying amount of $9.0 billion , which resulted in an increase to accumulated other comprehensive income of $107 million . The impacts of the transfer, as well as the disclosures required under the new guidance, will be reflected in the first quarter of 2018 Quarterly Report on Form 10-Q. Premium Amortization on Purchased Callable Debt Securities In March 2017, the FASB issued revised guidance to shorten the amortization period to the earliest call date for certain purchased callable debt securities held at a premium. There is no change for accounting for securities held at a discount. Under the existing guidance, the premium is generally amortized as an adjustment to interest income over the contractual life of the debt security. We do not expect the adoption of this guidance to have a material impact on our consolidated financial statements. This guidance is effective for us on January 1, 2019, with early adoption permitted, using the modified retrospective method of adoption. We plan to adopt the standard on its effective date. Simplifying the Test for Goodwill Impairment In January 2017, the FASB issued revised guidance which is intended to reduce the cost and complexity of testing goodwill for impairment by eliminating the second step from the current goodwill impairment test. Under the existing guidance, the first step compares a reporting unit’s carrying value to its fair value. If the carrying value exceeds fair value, an entity performs the second step, which assigns the reporting unit’s fair value to its assets and liabilities, including unrecognized assets and liabilities, in the same manner as required in purchase accounting. Under the new guidance, any impairment of a reporting unit’s goodwill is determined based on the amount by which the reporting unit’s carrying value exceeds its fair value, limited to the amount of goodwill allocated to the reporting unit. This guidance is effective for us on January 1, 2020, with early adoption permitted, using the prospective method of adoption. We plan to adopt the standard on its effective date. 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 financial assets measured at amortized cost, net investments in leases that are not accounted for at fair value through net income and certain off-balance sheet arrangements. 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 impairment (“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 is effective for us on January 1, 2020, with early adoption permitted no earlier than January 1, 2019, using the modified retrospective method of adoption. We plan to adopt the standard on its effective date. We have established a company-wide, cross-functional governance structure for our implementation of this standard. We are in the process of determining key accounting interpretations, data requirements and necessary changes to our credit loss estimation methods, processes and systems. We continue to assess the potential impact on our consolidated financial statements and related disclosures. Due to the significant differences in the revised guidance from existing U.S. GAAP, the implementation of this guidance may result in increases to our reserves for credit losses on financial instruments. 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 their consolidated balance sheets and disclose key information about all their leasing arrangements, with certain practical expedients. This guidance is effective for us on January 1, 2019, with early adoption permitted, using the modified retrospective method of adoption. We plan to adopt the standard on the effective date. We are currently in the process of reviewing lease contracts, implementing a new lease accounting and administration software solution, establishing new processes and internal controls and evaluating the impact of various accounting policy elections. Upon adoption, we expect to record a right of use asset and a corresponding lease liability for our operating leases where we are the lessee. The potential impact on our consolidated financial statements is largely based on the present value of future minimum lease payments, the amount of which will depend upon the population of leases in effect at the date of adoption. Future minimum lease payments totaled $2.7 billion as of December 31, 2017, as disclosed in “Note 8—Premises, Equipment and Lease Commitments.” We do not expect material changes to the recognition of operating lease expense in our consolidated statements of income. Recognition and Measurement of Financial Assets and Financial Liabilities In January 2016, the FASB issued revised guidance for the recognition, measurement, presentation and disclosure of financial instruments. The main provisions of the guidance include, (i) the measurement of most equity investments at fair value with changes in fair value recorded through net income, except those accounted for under the equity method of accounting, or those that do not have a readily determinable fair value (for which a practical expedient can be elected); (ii) the required use of the exit price notion when valuing financial instruments for disclosure purposes; (iii) the separate presentation in other comprehensive income of the instrument-specific credit risk portion of the total change in the fair value of a liability under the fair value option; (iv) the determination of the need for a valuation allowance on a deferred tax asset related to AFS securities must be made in combination with other deferred tax assets. The guidance eliminates the current classifications of equity securities as trading or AFS and will require separate presentation of financial assets and liabilities by category and form of the financial assets on the face of the consolidated balance sheets or within the accompanying notes. The guidance also eliminates the requirement to disclose the methods and significant assumptions used to estimate fair value of financial instruments measured at amortized cost on the balance sheet. We adopted this guidance in the first quarter of 2018. Our adoption did not have a material 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 original guidance was amended through subsequent accounting standard updates that resulted in technical corrections, improvements and a one-year deferral of the effective date to January 1, 2018. The guidance, as amended, is applicable to all entities and replaced significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Entities were given an option to apply either a full or modified retrospective method of adoption. Most revenue associated with financial instruments, including interest income, loan origination fees and credit card 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. We determined interchange fees earned on credit and debit card transactions, net of any related customer rewards, are in the scope of the amended guidance. We assessed the impact of the new guidance by evaluating our contracts, identifying our performance obligations, determining when the performance obligations were satisfied to allow us to recognize revenue and determining the amount of revenue to recognize. As a result of this analysis, we determined our recognition, measurement and presentation of interchange fees net of customer rewards costs will not change. We adopted this guidance in the first quarter of 2018, using the modified retrospective method of adoption. Our adoption did not have a material impact on our consolidated financial statements.
Offsetting of Financial Assets and Liabilities	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. For derivative contracts entered into under master netting arrangements for which we have not been able to confirm the enforceability of the setoff rights, or those not subject to master netting arrangements, we do not offset our derivative positions for balance sheet presentation. 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 and daily variation margin posting 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.

Summary of Significant Accoun30

Summary of Significant Accounting Policies (Tables)	12 Months Ended
	Dec. 31, 2017
Accounting Policies [Abstract]
Schedule of Property, Plant and Equipment	Useful lives for premises and equipment are estimated as follows: Premises and Equipment Useful Lives Buildings and improvement 5-39 years Furniture and equipment 3-10 years Computer software 3-5 years Leasehold improvements Lesser of useful life or the remaining The following table presents our premises and equipment as of December 31, 2017 and 2016 : Table 8.1 : Components of Premises and Equipment December 31, (Dollars in millions) 2017 2016 Land $ 406 $ 423 Buildings and improvements 3,302 2,958 Furniture and equipment 1,901 1,834 Computer software 1,753 1,681 In progress 902 591 Total premises and equipment, gross 8,264 7,487 Less: Accumulated depreciation and amortization (4,231 ) (3,812 ) Total premises and equipment, net $ 4,033 $ 3,675

Business Developments and Dis31

Business Developments and Discontinued Operations Business Developments and Discontinued Operations (Tables)	12 Months Ended
	Dec. 31, 2017
Mergers, Acquisitions, Restructuring and Dispositions Disclosures [Abstract]
Summary of Results from Discontinued Operations	The following table summarizes the results from discontinued operations for the years ended December 31, 2017, 2016 and 2015 : Table 2.1 : Results of Discontinued Operations Year Ended December 31, (Dollars in millions) 2017 2016 2015 Income (loss) from discontinued operations before income taxes $ (215 ) $ (30 ) $ 60 Income tax provision (benefit) (80 ) (11 ) 22 Income (loss) from discontinued operations, net of tax $ (135 ) $ (19 ) $ 38

Investment Securities (Tables)

Investment Securities (Tables)	12 Months Ended
	Dec. 31, 2017
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]
Schedule of Investment Portfolio	The table below presents the overview of our investment securities portfolio as of December 31, 2017 and 2016 . Table 3.1 : Overview of Investment Securities Portfolio (Dollars in millions) December 31, 2017 December 31, 2016 Securities available for sale, at fair value $ 37,655 $ 40,737 Securities held to maturity, at carrying value 28,984 25,712 Total investment securities $ 66,639 $ 66,449
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 December 31, 2017 and 2016 . Table 3.2 : Investment Securities Available for Sale December 31, 2017 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 5,168 $ 11 $ (8 ) $ 5,171 RMBS: Agency 26,013 67 (402 ) 25,678 Non-agency 1,722 393 (1 ) 2,114 Total RMBS 27,735 460 (403 ) 27,792 Agency CMBS 3,209 10 (44 ) 3,175 Other ABS 513 0 (1 ) 512 Other securities (2) 1,003 4 (2 ) 1,005 Total investment securities available for sale $ 37,628 $ 485 $ (458 ) $ 37,655 December 31, 2016 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 5,103 $ 11 $ (49 ) $ 5,065 RMBS: Agency 26,830 109 (412 ) 26,527 Non-agency 2,349 382 (9 ) 2,722 Total RMBS 29,179 491 (421 ) 29,249 CMBS: Agency 3,335 14 (45 ) 3,304 Non-agency 1,676 21 (13 ) 1,684 Total CMBS 5,011 35 (58 ) 4,988 Other ABS 714 1 (1 ) 714 Other securities (2) 726 1 (6 ) 721 Total investment securities available for sale $ 40,733 $ 539 $ (535 ) $ 40,737 __________ (1) Includes non-credit-related OTTI that is recorded in AOCI of $1 million and $9 million as of December 31, 2017 and 2016 , respectively. Substantially all of this amount is related to non-agency RMBS. (2) Includes supranational bonds, foreign government bonds, mutual funds 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 December 31, 2017 and 2016 . Table 3.3 : Investment Securities Held to Maturity December 31, 2017 (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 $ 200 $ 0 $ 200 $ 0 $ 0 $ 200 Agency RMBS 25,741 (761 ) 24,980 565 (150 ) 25,395 Agency CMBS 3,882 (78 ) 3,804 70 (32 ) 3,842 Total investment securities held to maturity $ 29,823 $ (839 ) $ 28,984 $ 635 $ (182 ) $ 29,437 December 31, 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 $ 0 $ 0 $ 199 Agency RMBS 23,022 (897 ) 22,125 606 (158 ) 22,573 Agency CMBS 3,480 (92 ) 3,388 77 (41 ) 3,424 Total investment securities held to maturity $ 26,701 $ (989 ) $ 25,712 $ 683 $ (199 ) $ 26,196 __________ (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 December 31, 2017 and 2016 . Table 3.4 : Securities in a Gross Unrealized Loss Position December 31, 2017 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 $ 2,031 $ (8 ) $ 0 $ 0 $ 2,031 $ (8 ) RMBS: Agency 8,192 (67 ) 13,175 (335 ) 21,367 (402 ) Non-agency 10 0 10 (1 ) 20 (1 ) Total RMBS 8,202 (67 ) 13,185 (336 ) 21,387 (403 ) Agency CMBS 880 (8 ) 1,236 (36 ) 2,116 (44 ) Other ABS 130 0 95 (1 ) 225 (1 ) Other securities 371 (2 ) 0 0 371 (2 ) Total investment securities available for sale in a gross unrealized loss position $ 11,614 $ (85 ) $ 14,516 $ (373 ) $ 26,130 $ (458 ) December 31, 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 $ 1,060 $ (49 ) $ 0 $ 0 $ 1,060 $ (49 ) RMBS: Agency 16,899 (329 ) 4,865 (83 ) 21,764 (412 ) Non-agency 128 (2 ) 145 (7 ) 273 (9 ) Total RMBS 17,027 (331 ) 5,010 (90 ) 22,037 (421 ) CMBS: Agency 1,624 (21 ) 745 (24 ) 2,369 (45 ) Non-agency 826 (11 ) 129 (2 ) 955 (13 ) Total CMBS 2,450 (32 ) 874 (26 ) 3,324 (58 ) Other ABS 187 (1 ) 21 0 208 (1 ) Other securities 417 (6 ) 0 0 417 (6 ) Total investment securities available for sale in a gross unrealized loss position $ 21,141 $ (419 ) $ 5,905 $ (116 ) $ 27,046 $ (535 )
Schedule of Contractual Maturities for Securities	The table below summarizes, by major security type, the contractual maturities and weighted-average yields of our investment securities as of December 31, 2017 . 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 below. The weighted-average yield below represents the effective yield for the investment securities and is calculated based on the amortized cost of each security. Table 3.5 : Contractual Maturities and Weighted-Average Yields of Securities December 31, 2017 (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 $ 200 $ 1,238 $ 3,733 $ 0 $ 5,171 RMBS (1) : Agency 4 45 507 25,122 25,678 Non-agency 0 0 0 2,114 2,114 Total RMBS 4 45 507 27,236 27,792 Agency CMBS (1) 19 592 1,123 1,441 3,175 Other ABS (1) 172 310 0 30 512 Other securities 229 332 348 96 1,005 Total securities available for sale $ 624 $ 2,517 $ 5,711 $ 28,803 $ 37,655 Amortized cost of securities available for sale $ 624 $ 2,515 $ 5,706 $ 28,783 $ 37,628 Weighted-average yield for securities available for sale 1.13 % 1.88 % 2.05 % 2.65 % 2.49 % Carrying value of securities held to maturity: U.S. Treasury securities $ 200 $ 0 $ 0 $ 0 $ 200 Agency RMBS 0 0 120 24,860 24,980 Agency CMBS 0 987 239 2,578 3,804 Total securities held to maturity $ 200 $ 987 $ 359 $ 27,438 $ 28,984 Fair value of securities held to maturity $ 200 $ 1,031 $ 366 $ 27,840 $ 29,437 Weighted-average yield for securities held to maturity 1.11 % 2.37 % 2.87 % 2.77 % 2.75 % __________ (1) As of December 31, 2017, weighted-average expected maturities of RMBS, CMBS and other ABS are 5.0 years , 4.3 years and 1.0 years , respectively.
Schedule of Gross Realized Gains and Losses on Sale 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 years ended December 31, 2017, 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 3.6 : Realized Gains and Losses and OTTI Recognized in Earnings Year Ended December 31, (Dollars in millions) 2017 2016 2015 Realized gains (losses): Gross realized gains $ 144 $ 12 $ 23 Gross realized losses (74 ) (6 ) (25 ) Net realized gains (losses) 70 6 (2 ) OTTI recognized in earnings: Credit-related OTTI (2 ) (11 ) (25 ) Intent-to-sell OTTI (3 ) (6 ) (5 ) Total OTTI recognized in earnings (5 ) (17 ) (30 ) Net securities gains (losses) $ 65 $ (11 ) $ (32 ) Total proceeds from sales $ 8,181 $ 4,146 $ 4,379
Schedule of Outstanding Contractual Balance and Carrying Value of Credit-Impaired Debt Securities	The table below presents the outstanding balance and carrying value of the purchased credit-impaired debt securities as of December 31, 2017 and 2016 . Table 3.7 : Outstanding Balance and Carrying Value of Purchased Credit-Impaired Debt Securities (Dollars in millions) December 31, 2017 December 31, 2016 Outstanding balance $ 2,131 $ 2,899 Carrying value 1,843 2,277
Schedule of Changes in Accretable Yield of Acquired Securities	The following table presents changes in the accretable yield related to the purchased credit-impaired debt securities for the years ended December 31, 2017, 2016 and 2015 . Table 3.8 : Changes in the Accretable Yield of Purchased Credit-Impaired Debt Securities Year Ended December 31, (Dollars in millions) 2017 2016 2015 Accretable yield, beginning of period $ 1,173 $ 1,237 $ 1,250 Accretion recognized in earnings (182 ) (206 ) (240 ) Reduction due to payoffs, disposals, transfers and other (157 ) (2 ) (1 ) Net reclassifications (to) from nonaccretable difference (8 ) 144 228 Accretable yield, end of period $ 826 $ 1,173 $ 1,237

Loans (Tables)

Loans (Tables)	12 Months Ended
	Dec. 31, 2017
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 December 31, 2017 and 2016 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1 : Loan Portfolio Composition and Aging Analysis December 31, 2017 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card $ 101,072 $ 1,211 $ 915 $ 2,093 $ 4,219 $ 2 $ 105,293 International card businesses 9,110 144 81 134 359 0 9,469 Total credit card 110,182 1,355 996 2,227 4,578 2 114,762 Consumer Banking: Auto 50,151 2,483 1,060 297 3,840 0 53,991 Home loan 7,235 37 16 70 123 10,275 17,633 Retail banking 3,389 24 5 18 47 18 3,454 Total consumer banking 60,775 2,544 1,081 385 4,010 10,293 75,078 Commercial Banking: Commercial and multifamily real estate 26,018 41 17 49 107 25 26,150 Commercial and industrial 37,412 1 70 87 158 455 38,025 Total commercial lending 63,430 42 87 136 265 480 64,175 Small-ticket commercial real estate 393 2 1 4 7 0 400 Total commercial banking 63,823 44 88 140 272 480 64,575 Other loans 54 2 1 1 4 0 58 Total loans (1) $ 234,834 $ 3,945 $ 2,166 $ 2,753 $ 8,864 $ 10,775 $ 254,473 % of Total loans 92.29 % 1.55 % 0.85 % 1.08 % 3.48 % 4.23 % 100.00 % December 31, 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 $ 93,279 $ 1,153 $ 846 $ 1,840 $ 3,839 $ 2 $ 97,120 International card businesses 8,115 124 72 121 317 0 8,432 Total credit card 101,394 1,277 918 1,961 4,156 2 105,552 Consumer Banking: Auto 44,762 2,041 890 223 3,154 0 47,916 Home loan 6,951 44 20 141 205 14,428 21,584 Retail banking 3,477 22 7 20 49 28 3,554 Total consumer banking 55,190 2,107 917 384 3,408 14,456 73,054 Commercial Banking: Commercial and multifamily real estate 26,536 45 0 0 45 28 26,609 Commercial and industrial 38,831 27 84 297 408 585 39,824 Total commercial lending 65,367 72 84 297 453 613 66,433 Small-ticket commercial real estate 473 7 1 2 10 0 483 Total commercial banking 65,840 79 85 299 463 613 66,916 Other loans 56 3 0 5 8 0 64 Total loans (1) $ 222,480 $ 3,466 $ 1,920 $ 2,649 $ 8,035 $ 15,071 $ 245,586 % of Total loans 90.59 % 1.41 % 0.78 % 1.08 % 3.27 % 6.14 % 100.00 % __________ (1) Loans, other than PCI loans, include unamortized premiums and discounts, and unamortized deferred fees and costs totaling $773 million and $558 million as of December 31, 2017 and 2016 , respectively.
90 Plus Day Delinquent Loans Accruing Interest and Nonperforming Loans	The following table presents the outstanding balance of loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of December 31, 2017 and 2016 . Nonperforming loans generally include loans that have been placed on nonaccrual status. PCI loans are excluded from the table below. See “ Note 1—Summary of Significant Accounting Policies ” for additional information on our policies for nonperforming loans and accounting for PCI loans. Table 4.2 : 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans December 31, 2017 December 31, 2016 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 2,093 N/A $ 1,840 N/A International card businesses 128 $ 24 96 $ 42 Total credit card 2,221 24 1,936 42 Consumer Banking: Auto 0 376 0 223 Home loan 0 176 0 273 Retail banking 0 35 0 31 Total consumer banking 0 587 0 527 Commercial Banking: Commercial and multifamily real estate 12 38 0 30 Commercial and industrial 0 239 0 988 Total commercial lending 12 277 0 1,018 Small-ticket commercial real estate 0 7 0 4 Total commercial banking 12 284 0 1,022 Other loans 0 4 0 8 Total $ 2,233 $ 899 $ 1,936 $ 1,599 % of Total loans 0.88 % 0.35 % 0.79 % 0.65 %
Loans and Leases Receivable Disclosure [Line Items]
Individually Impaired Loans, Excluding Acquired Loans	The following table presents information on our impaired loans as of December 31, 2017 and 2016 , and for the years ended December 31, 2017, 2016 and 2015 . Impaired loans include loans modified in 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. PCI loans are excluded from the following tables. Table 4.9 : Impaired Loans December 31, 2017 (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 $ 639 $ 0 $ 639 $ 208 $ 431 $ 625 International card businesses 173 0 173 84 89 167 Total credit card (1) 812 0 812 292 520 792 Consumer Banking: Auto (2) 363 118 481 30 451 730 Home loan 192 41 233 15 218 298 Retail banking 51 10 61 8 53 66 Total consumer banking 606 169 775 53 722 1,094 Commercial Banking: Commercial and multifamily real estate 138 2 140 13 127 143 Commercial and industrial 489 222 711 63 648 844 Total commercial lending 627 224 851 76 775 987 Small-ticket commercial real estate 7 0 7 0 7 9 Total commercial banking 634 224 858 76 782 996 Total $ 2,052 $ 393 $ 2,445 $ 421 $ 2,024 $ 2,882 December 31, 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 $ 581 $ 0 $ 581 $ 174 $ 407 $ 566 International card businesses 134 0 134 65 69 129 Total credit card (1) 715 0 715 239 476 695 Consumer Banking: Auto (2) 316 207 523 24 499 807 Home loan 241 117 358 19 339 464 Retail banking 52 10 62 14 48 65 Total consumer banking 609 334 943 57 886 1,336 Commercial Banking: Commercial and multifamily real estate 83 29 112 7 105 112 Commercial and industrial 1,249 144 1,393 162 1,231 1,444 Total commercial lending 1,332 173 1,505 169 1,336 1,556 Small-ticket commercial real estate 4 0 4 0 4 4 Total commercial banking 1,336 173 1,509 169 1,340 1,560 Total $ 2,660 $ 507 $ 3,167 $ 465 $ 2,702 $ 3,591 Year Ended December 31, 2017 2016 2015 (Dollars in millions) Average Interest Average Interest Average Interest Credit Card: Domestic credit card $ 602 $ 63 $ 540 $ 58 $ 539 $ 57 International card businesses 154 11 133 10 135 10 Total credit card (1) 756 74 673 68 674 67 Consumer Banking: Auto (2) 495 53 501 86 462 82 Home loan 299 5 361 5 364 4 Retail banking 59 1 62 2 56 2 Total consumer banking 853 59 924 93 882 88 Commercial Banking: Commercial and multifamily real estate 134 4 111 3 109 3 Commercial and industrial 1,118 18 1,215 13 466 5 Total commercial lending 1,252 22 1,326 16 575 8 Small-ticket commercial real estate 7 0 7 0 7 0 Total commercial banking 1,259 22 1,333 16 582 8 Total $ 2,868 $ 155 $ 2,930 $ 177 $ 2,138 $ 163 ________ (1) The period-end and average recorded investments of credit card loans include finance charges and fees. (2) Includes certain TDRs that are recorded as other assets on our consolidated balance sheets.
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 years ended December 31, 2017, 2016 and 2015 . Table 4.10 : Troubled Debt Restructurings Total Loans (1) Year Ended December 31, 2017 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 406 100 % 14.50 % 0 % 0 0 % $ 0 International card businesses 169 100 26.51 0 0 0 0 Total credit card 575 100 18.02 0 0 0 0 Consumer Banking: Auto (3) 324 44 3.82 95 6 2 7 Home loan 19 48 2.77 78 233 2 0 Retail banking 13 22 5.77 73 10 0 0 Total consumer banking 356 44 3.79 93 16 2 7 Commercial Banking: Commercial and multifamily real estate 29 7 0.02 26 5 0 0 Commercial and industrial 557 19 0.80 59 17 0 0 Total commercial lending 586 18 0.79 57 16 0 0 Small-ticket commercial real estate 3 0 0.00 4 0 0 0 Total commercial banking 589 18 0.79 57 16 0 0 Total $ 1,520 55 13.19 44 16 0 $ 7 Total Loans (1) Year Ended December 31, 2016 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 312 100 % 13.19 % 0 % 0 0 % $ 0 International card businesses 138 100 25.87 0 0 0 0 Total credit card 450 100 17.09 0 0 0 0 Consumer Banking: Auto (3) 356 44 3.91 74 7 25 78 Home loan 48 64 2.25 87 243 2 0 Retail banking 18 23 7.89 68 10 9 1 Total consumer banking 422 46 3.73 75 38 22 79 Commercial Banking: Commercial and multifamily real estate 38 0 0.00 67 6 32 3 Commercial and industrial 743 5 0.09 57 20 7 26 Total commercial lending 781 4 0.09 57 19 8 29 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 782 4 0.09 57 19 8 29 Total $ 1,654 41 12.42 46 27 9 $ 108 Total Loans (1) Year Ended December 31, 2015 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 293 100 % 12.28 % 0 % 0 0 % $ 0 International card businesses 121 100 25.88 0 0 0 0 Total credit card 414 100 16.26 0 0 0 0 Consumer Banking: Auto (3) 347 41 3.49 69 8 30 93 Home loan 48 61 2.70 79 231 7 0 Retail banking 24 18 6.88 87 6 0 0 Total consumer banking 419 42 3.44 71 36 26 93 Commercial Banking: Commercial and multifamily real estate 12 0 0.00 86 14 18 1 Commercial and industrial 249 0 0.67 34 7 0 0 Total commercial lending 261 0 0.67 36 8 1 1 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 262 0 0.67 36 8 1 1 Total $ 1,095 54 12.42 36 29 10 $ 94 __________ (1) Represents the recorded investment of total loans modified in TDRs at the end of the quarter in which they were modified. As not every modification type is included in the table above, the total percentage of TDR activity may not add up to 100%. Some loans may receive more than one type of concession as part of the modification. (2) Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types. (3) Includes certain TDRs that are recorded as other assets on our consolidated balance sheets. 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 Year Ended December 31, 2017 2016 2015 (Dollars in millions) Number of Amount Number of Amount Number of Amount Credit Card: Domestic credit card 55,121 $ 111 42,250 $ 73 42,808 $ 71 International card businesses 51,641 93 40,498 82 33,888 81 Total credit card 106,762 204 82,748 155 76,696 152 Consumer Banking: Auto 9,446 109 8,587 96 8,647 99 Home loan 28 7 56 7 14 2 Retail banking 41 4 48 9 26 2 Total consumer banking 9,515 120 8,691 112 8,687 103 Commercial Banking: Commercial and multifamily real estate 0 0 1 1 0 0 Commercial and industrial 244 269 150 281 7 19 Total commercial lending 244 269 151 282 7 19 Small-ticket commercial real estate 2 1 7 1 3 0 Total commercial banking 246 270 158 283 10 19 Total 116,523 $ 594 91,597 $ 550 85,393 $ 274
Outstanding Balance and Carrying Value of Acquired Loans	The table below presents the outstanding balance and the carrying value of PCI loans as of December 31, 2017 and 2016 . See “ Note 1—Summary of Significant Accounting Policies ” for information related to our accounting policies for impaired loans. Table 4.12 : PCI Loans PCI Loans (Dollars in millions) December 31, 2017 December 31, 2016 Outstanding balance $ 11,855 $ 16,506 Carrying value (1) 10,767 15,074 __________ (1) Includes $37 million and $31 million of allowance for loan and lease losses for these loans as of December 31, 2017 and 2016 , respectively. We recorded a $6 million provision and a $6 million release for credit losses for the years ended December 31, 2017 and 2016 , respectively, for PCI loans.
Changes in Accretable Yield on Acquired Loans	The following table presents changes in the accretable yield on PCI loans. Reclassification from or to nonaccretable differences represent changes in accretable yield for those loans in pools that are driven primarily by credit performance. Changes in accretable yield for non-credit related changes in expected cash flows are driven primarily by actual prepayments and changes in estimated prepayments. Table 4.13 : Changes in Accretable Yield on PCI Loans (Dollars in millions) PCI Loans Accretable yield as of December 31, 2014 $ 4,653 Addition due to acquisition 123 Accretion recognized in earnings (817 ) Reclassifications from nonaccretable differences 26 Changes in accretable yield for non-credit related changes in expected cash flows (502 ) Accretable yield as of December 31, 2015 3,483 Accretion recognized in earnings (711 ) Reclassifications from nonaccretable differences 138 Changes in accretable yield for non-credit related changes in expected cash flows 267 Accretable yield as of December 31, 2016 3,177 Accretion recognized in earnings (594 ) Reclassifications to nonaccretable differences (3 ) Changes in accretable yield for non-credit related changes in expected cash flows (412 ) Accretable yield as of December 31, 2017 $ 2,168
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 December 31, 2017 and 2016 . Table 4.3 : Credit Card Risk Profile by Geographic Region December 31, 2017 December 31, 2016 (Dollars in millions) Amount % of Total Amount % of Total Domestic credit card: California $ 11,475 10.0 % $ 11,068 10.5 % Texas 7,847 6.8 7,227 6.8 New York 7,389 6.4 7,090 6.7 Florida 6,790 5.9 6,540 6.2 Illinois 4,734 4.1 4,492 4.3 Pennsylvania 4,550 4.0 4,048 3.8 Ohio 3,929 3.4 3,654 3.5 New Jersey 3,621 3.2 3,488 3.3 Michigan 3,523 3.1 3,164 3.0 Other 51,435 44.8 46,349 43.9 Total domestic credit card 105,293 91.7 97,120 92.0 International card businesses: Canada 6,286 5.5 5,594 5.3 United Kingdom 3,183 2.8 2,838 2.7 Total international card businesses 9,469 8.3 8,432 8.0 Total credit card $ 114,762 100.0 % $ 105,552 100.0 %
Schedule of Net Charge-Offs	The table below presents net charge-offs for the years ended December 31, 2017 and 2016. Table 4.4 : Credit Card Net Charge-Offs Year Ended December 31, 2017 2016 (Dollars in millions) Amount Rate (1) Amount Rate (1) Net charge-offs: (1) Domestic credit card (2) $ 4,739 4.99 % $ 3,681 4.16 % International card businesses 315 3.69 272 3.33 Total credit card (2) $ 5,054 4.88 $ 3,953 4.09 __________ (1) Net charge-offs consist of the unpaid principal balance of loans held for investment that we determine to be uncollectible, net of recovered amounts. Net charge-off rate is calculated by dividing net charge-offs by average loans held for investment for the period for each loan category . Net charge-offs and the net charge-off rate are impacted periodically by fluctuations in recoveries, including loan sales. (2) Excluding the impact of the Cabela’s acquisition, the domestic credit card and total credit card net charge-off rates for the year ended December 31, 2017 would have been 5.07% and 4.95% , respectively.
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, as of December 31, 2017 and 2016 . Table 4.5 : Consumer Banking Risk Profile by Geographic Region December 31, 2017 December 31, 2016 (Dollars in millions) Amount % of Total Amount % of Total Auto: Texas $ 7,040 9.4 % $ 6,304 8.6 % California 6,099 8.1 5,448 7.5 Florida 4,486 6.0 3,985 5.5 Georgia 2,726 3.6 2,506 3.4 Ohio 2,318 3.1 2,017 2.8 Louisiana 2,236 3.0 2,159 3.0 Illinois 2,181 2.9 2,065 2.8 Other 26,905 35.8 23,432 32.0 Total auto 53,991 71.9 47,916 65.6 Home loan: California 3,734 5.0 4,993 6.8 New York 1,941 2.6 2,036 2.8 Maryland 1,226 1.6 1,409 1.9 Virginia 1,034 1.4 1,204 1.7 Illinois 976 1.3 1,218 1.7 New Jersey 931 1.2 1,112 1.5 Texas 882 1.2 823 1.1 Other 6,909 9.2 8,789 12.0 Total home loan 17,633 23.5 21,584 29.5 Retail banking: New York 955 1.3 941 1.3 Louisiana 953 1.3 1,010 1.4 Texas 717 0.9 756 1.0 New Jersey 221 0.3 238 0.3 Maryland 187 0.2 190 0.3 Virginia 154 0.2 156 0.2 Other 267 0.4 263 0.4 Total retail banking 3,454 4.6 3,554 4.9 Total consumer banking $ 75,078 100.0 % $ 73,054 100.0 %
Schedule of Net Charge-Offs	The table below presents net charge-offs in our consumer banking loan portfolio for the years ended December 31, 2017 and 2016, as well as nonperforming loans as of December 31, 2017 and 2016 . Table 4.6 : Consumer Banking Net Charge-Offs and Nonperforming Loans Year Ended December 31, 2017 2016 (Dollars in millions) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 957 1.86 % $ 752 1.69 % Home loan (2) 15 0.08 14 0.06 Retail banking 66 1.92 54 1.53 Total consumer banking (2) $ 1,038 1.39 $ 820 1.15 December 31, 2017 December 31, 2016 (Dollars in millions) Amount Rate (3) Amount Rate (3) Nonperforming loans: Auto $ 376 0.70 % $ 223 0.47 % Home loan (4) 176 1.00 273 1.26 Retail banking 35 1.00 31 0.86 Total consumer banking (4) $ 587 0.78 $ 527 0.72 __________ (1) Net charge-off rate is calculated by dividing net charge-offs by average loans held for investment for the period for each loan category . (2) Excluding the impact of PCI loans, the net charge-off rates for our home loan and total consumer banking portfolios were 0.07% and 1.65% , respectively, for the year ended December 31, 2017 compared to 0.20% and 1.49% , respectively, for the year ended December 31, 2016 . (3) 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 2.39% and 0.91% , respectively, as of December 31, 2017 compared to 3.81% and 0.90% , respectively, as of December 31, 2016 .
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 December 31, 2017 and 2016 based on selected key risk characteristics. Table 4.7 : Home Loan Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type December 31, 2017 Loans PCI Loans (1) Total Home Loans (Dollars in millions) Amount % of Total Amount % of Total Amount % of Total Origination year: (2) < 2008 $ 1,586 9.0 % $ 6,919 39.2 % $ 8,505 48.2 % 2009 62 0.4 769 4.4 831 4.8 2010 64 0.4 1,078 6.1 1,142 6.5 2011 113 0.6 1,181 6.7 1,294 7.3 2012 673 3.8 178 1.0 851 4.8 2013 381 2.2 46 0.3 427 2.5 2014 467 2.6 25 0.1 492 2.7 2015 905 5.1 28 0.2 933 5.3 2016 1,604 9.1 23 0.1 1,627 9.2 2017 1,503 8.5 28 0.2 1,531 8.7 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % Geographic concentration: California $ 987 5.6 % $ 2,747 15.6 % $ 3,734 21.2 % New York 1,427 8.1 514 2.9 1,941 11.0 Maryland 608 3.4 618 3.5 1,226 6.9 Virginia 532 3.0 502 2.8 1,034 5.8 Illinois 163 0.9 813 4.6 976 5.5 New Jersey 389 2.2 542 3.1 931 5.3 Texas 811 4.6 71 0.4 882 5.0 Louisiana 826 4.7 17 0.1 843 4.8 Florida 186 1.1 582 3.3 768 4.4 Arizona 91 0.5 577 3.3 668 3.8 Other 1,338 7.6 3,292 18.7 4,630 26.3 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % Lien type: 1 st lien $ 6,364 36.1 % $ 10,054 57.0 % $ 16,418 93.1 % 2 nd lien 994 5.6 221 1.3 1,215 6.9 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % Interest rate type: Fixed rate $ 3,722 21.1 % $ 1,505 8.5 % $ 5,227 29.6 % Adjustable rate 3,636 20.6 8,770 49.8 12,406 70.4 Total $ 7,358 41.7 % $ 10,275 58.3 % $ 17,633 100.0 % December 31, 2016 Loans PCI Loans (1) Total Home Loans (Dollars in millions) Amount % of Total Amount % of Total Amount % of Total Origination year: (2) < 2008 $ 2,166 10.0 % $ 9,684 44.9 % $ 11,850 54.9 % 2009 80 0.4 1,088 5.0 1,168 5.4 2010 82 0.4 1,562 7.2 1,644 7.6 2011 139 0.6 1,683 7.8 1,822 8.4 2012 969 4.5 268 1.2 1,237 5.7 2013 465 2.2 59 0.2 524 2.4 2014 557 2.6 31 0.2 588 2.8 2015 1,024 4.7 30 0.2 1,054 4.9 2016 1,674 7.8 23 0.1 1,697 7.9 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % Geographic concentration: California $ 976 4.5 % $ 4,017 18.6 % $ 4,993 23.1 % New York 1,343 6.2 693 3.2 2,036 9.4 Maryland 585 2.7 824 3.9 1,409 6.6 Illinois 108 0.5 1,110 5.1 1,218 5.6 Virginia 490 2.3 714 3.3 1,204 5.6 New Jersey 379 1.8 733 3.4 1,112 5.2 Louisiana 962 4.5 23 0.1 985 4.6 Florida 159 0.7 772 3.6 931 4.3 Arizona 89 0.4 799 3.7 888 4.1 Texas 725 3.4 98 0.4 823 3.8 Other 1,340 6.2 4,645 21.5 5,985 27.7 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % Lien type: 1 st lien $ 6,182 28.7 % $ 14,159 65.5 % $ 20,341 94.2 % 2 nd lien 974 4.5 269 1.3 1,243 5.8 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % Interest rate type: Fixed rate $ 3,394 15.8 % $ 1,822 8.4 % $ 5,216 24.2 % Adjustable rate 3,762 17.4 12,606 58.4 16,368 75.8 Total $ 7,156 33.2 % $ 14,428 66.8 % $ 21,584 100.0 % __________ (1) PCI loan balances with an origination date in the years subsequent to 2012 represent refinancing of previously acquired home loans. (2) Modified loans are reported in the origination year of the initial borrowing.
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Schedule of Concentration of Risk, by Risk Factor	The following table presents the geographic concentration and internal risk ratings of our commercial loan portfolio as of December 31, 2017 and 2016 . Table 4.8 : Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating December 31, 2017 (Dollars in millions) Commercial and Multifamily Real Estate % of Total Commercial and Industrial % of Total Small-Ticket Commercial Real Estate % of Total Total Commercial Banking % of Total Geographic concentration: (1) Northeast $ 14,969 57.3 % $ 7,774 20.4 % $ 250 62.4 % $ 22,993 35.7 % Mid-Atlantic 2,675 10.2 3,922 10.3 15 3.8 6,612 10.2 South 3,719 14.2 14,739 38.8 22 5.5 18,480 28.6 Other 4,787 18.3 11,590 30.5 113 28.3 16,490 25.5 Total $ 26,150 100.0 % $ 38,025 100.0 % $ 400 100.0 % $ 64,575 100.0 % Internal risk rating: (2) Noncriticized $ 25,609 98.0 % $ 35,161 92.5 % $ 392 97.9 % $ 61,162 94.7 % Criticized performing 478 1.8 2,170 5.7 1 0.3 2,649 4.1 Criticized nonperforming 38 0.1 239 0.6 7 1.8 284 0.4 PCI loans 25 0.1 455 1.2 0 0.0 480 0.8 Total $ 26,150 100.0 % $ 38,025 100.0 % $ 400 100.0 % $ 64,575 100.0 % December 31, 2016 (Dollars in millions) Commercial and Multifamily Real Estate % of Total (1) Commercial and Industrial % of Total Small-Ticket Commercial Real Estate % of Total Total Commercial Banking % of Total Geographic concentration: (1) Northeast $ 15,714 59.0 % $ 9,628 24.2 % $ 298 61.7 % $ 25,640 38.3 % Mid-Atlantic 3,024 11.4 3,450 8.7 16 3.3 6,490 9.7 South 4,032 15.2 15,193 38.1 34 7.0 19,259 28.8 Other 3,839 14.4 11,553 29.0 135 28.0 15,527 23.2 Total $ 26,609 100.0 % $ 39,824 100.0 % $ 483 100.0 % $ 66,916 100.0 % Internal risk rating: (2) Noncriticized $ 26,309 98.9 % $ 36,046 90.5 % $ 473 97.9 % $ 62,828 93.9 % Criticized performing 242 0.9 2,205 5.5 6 1.3 2,453 3.7 Criticized nonperforming 30 0.1 988 2.5 4 0.8 1,022 1.5 PCI loans 28 0.1 585 1.5 0 0.0 613 0.9 Total $ 26,609 100.0 % $ 39,824 100.0 % $ 483 100.0 % $ 66,916 100.0 % __________ (1) 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. (2) Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset c ategories defined by bank regulatory authorities.

Allowance for Loan and Lease 34

Allowance for Loan and Lease Losses (Tables)	12 Months Ended
	Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Allowance for Credit Losses on Financing Receivables	The table below presents the components of our allowance for loan and lease losses by portfolio segment and impairment methodology as of December 31, 2017 and 2016 . See “ Note 1—Summary of Significant Accounting Policies ” for further discussion of allowance methodologies for each of the loan portfolios. Table 5.2 : Components of Allowance for Loan and Lease Losses by Impairment Methodology December 31, 2017 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated $ 5,356 $ 1,158 $ 529 $ 1 $ 7,044 Asset-specific 292 53 76 0 421 PCI loans 0 31 6 0 37 Total allowance for loan and lease losses $ 5,648 $ 1,242 $ 611 $ 1 $ 7,502 Loans held for investment: Collectively evaluated $ 113,948 $ 64,080 $ 63,237 $ 58 $ 241,323 Asset-specific 812 705 858 0 2,375 PCI loans 2 10,293 480 0 10,775 Total loans held for investment $ 114,762 $ 75,078 $ 64,575 $ 58 $ 254,473 Allowance coverage ratio (1) 4.92 % 1.65 % 0.95 % 1.72 % 2.95 % December 31, 2016 (Dollars in millions) Credit Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Collectively evaluated $ 4,367 $ 1,016 $ 622 $ 2 $ 6,007 Asset-specific 239 57 169 0 465 PCI loans 0 29 2 0 31 Total allowance for loan and lease losses $ 4,606 $ 1,102 $ 793 $ 2 $ 6,503 Loans held for investment: Collectively evaluated $ 104,835 $ 57,862 $ 64,794 $ 64 $ 227,555 Asset-specific 715 736 1,509 0 2,960 PCI loans 2 14,456 613 0 15,071 Total loans held for investment $ 105,552 $ 73,054 $ 66,916 $ 64 $ 245,586 Allowance coverage ratio (1) 4.36 % 1.51 % 1.19 % 3.13 % 2.65 % __________ (1) Allowance coverage ratio is calculated by dividing the period-end allowance for loan and lease losses by period-end loans held for investment within the specified loan category. The table below summarizes changes in the allowance for loan and lease losses and reserve for unfunded lending commitments by portfolio segment for the years ended December 31, 2017, 2016 and 2015 . Table 5.1 : Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity (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 Charge-offs (4,028 ) (1,082 ) (76 ) (7 ) (5,193 ) Recoveries 1,110 351 29 8 1,498 Net charge-offs (2,918 ) (731 ) (47 ) 1 (3,695 ) Provision (benefit) for loan and lease losses 3,417 819 256 (2 ) 4,490 Allowance build (release) for loan and lease losses 499 88 209 (1 ) 795 Other changes (2) (49 ) 1 0 0 (48 ) Balance as of December 31, 2015 3,654 868 604 4 5,130 Reserve for unfunded lending commitments: Balance as of December 31, 2014 0 7 106 0 113 Provision for losses on unfunded lending commitments 0 0 46 0 46 Other changes (2) 0 0 9 0 9 Balance as of December 31, 2015 0 7 161 0 168 Combined allowance and reserve as of December 31, 2015 $ 3,654 $ 875 $ 765 $ 4 $ 5,298 Allowance for loan and lease losses: Balance as of December 31, 2015 $ 3,654 $ 868 $ 604 $ 4 $ 5,130 Charge-offs (5,019 ) (1,226 ) (307 ) (3 ) (6,555 ) Recoveries 1,066 406 15 6 1,493 Net charge-offs (3,953 ) (820 ) (292 ) 3 (5,062 ) Provision (benefit) for loan and lease losses 4,926 1,055 515 (5 ) 6,491 Allowance build (release) for loan and lease losses 973 235 223 (2 ) 1,429 Other changes (2) (21 ) (1 ) (34 ) 0 (56 ) Balance as of December 31, 2016 4,606 1,102 793 2 6,503 Reserve for unfunded lending commitments: Balance as of December 31, 2015 0 7 161 0 168 Benefit for losses on unfunded lending commitments 0 0 (32 ) 0 (32 ) Balance as of December 31, 2016 0 7 129 0 136 Combined allowance and reserve as of December 31, 2016 $ 4,606 $ 1,109 $ 922 $ 2 $ 6,639 (Dollars in millions) Credit Card Consumer Commercial Banking Other (1) Total Allowance for loan and lease losses: Balance as of December 31, 2016 $ 4,606 $ 1,102 $ 793 $ 2 $ 6,503 Charge-offs (6,321 ) (1,677 ) (481 ) (34 ) (8,513 ) Recoveries 1,267 639 16 29 1,951 Net charge-offs (5,054 ) (1,038 ) (465 ) (5 ) (6,562 ) Provision for loan and lease losses 6,066 1,180 313 4 7,563 Allowance build (release) for loan and lease losses 1,012 142 (152 ) (1 ) 1,001 Other changes (2) 30 (2 ) (30 ) 0 (2 ) Balance as of December 31, 2017 5,648 1,242 611 1 7,502 Reserve for unfunded lending commitments: Balance as of December 31, 2016 0 7 129 0 136 Benefit for losses on unfunded lending commitments 0 0 (12 ) 0 (12 ) Balance as of December 31, 2017 0 7 117 0 124 Combined allowance and reserve as of December 31, 2017 $ 5,648 $ 1,249 $ 728 $ 1 $ 7,626 __________ (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.
Schedule of Loss sharing arrangement impact	The table below summarizes the changes in the estimated reimbursements from these partners for the years ended December 31, 2017, 2016 and 2015 . Table 5.3 : Summary of Loss Sharing Arrangements Impacts Year Ended December 31, (Dollars in millions) 2017 2016 2015 Estimated reimbursements from loss sharing partners: Balance as of beginning of the period $ 228 $ 194 $ 143 Amounts charged to partners and impacting net charge-offs (285 ) (229 ) (189 ) Amounts estimated to be charged to partners and impacting provision for credit losses 437 263 240 Balance as of end of the period $ 380 $ 228 $ 194

Variable Interest Entities an35

Variable Interest Entities and Securitizations (Tables)	12 Months Ended
	Dec. 31, 2017
Variable Interest Entities and Securitization [Abstract]
Carrying Amount of Assets and Liabilities of Variable Interest Entities	The tables below present a summary of certain VIEs in which we had continuing involvement or held a variable interest, aggregated based on VIEs with similar characteristics as of December 31, 2017 and 2016 . We separately present information for consolidated and unconsolidated VIEs. Table 6.1 : Carrying Amount of Consolidated and Unconsolidated VIEs December 31, 2017 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) $ 34,976 $ 20,651 $ 0 $ 0 $ 0 Home loan securitizations 0 0 455 390 1,057 Total securitization-related VIEs 34,976 20,651 455 390 1,057 Other VIEs: (2) Affordable housing entities 226 10 4,175 1,284 4,175 Entities that provide capital to low-income and rural communities 1,498 129 0 0 0 Other 0 0 318 0 318 Total other VIEs 1,724 139 4,493 1,284 4,493 Total VIEs $ 36,700 $ 20,790 $ 4,948 $ 1,674 $ 5,550 December 31, 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) $ 33,550 $ 19,662 $ 0 $ 0 $ 0 Home loan securitizations 0 0 201 27 1,276 Total securitization-related VIEs 33,550 19,662 201 27 1,276 Other VIEs: (2) Affordable housing entities 174 9 3,862 1,093 3,862 Entities that provide capital to low-income and rural communities 927 127 0 0 0 Other 0 0 187 0 187 Total other VIEs 1,101 136 4,049 1,093 4,049 Total VIEs $ 34,651 $ 19,798 $ 4,250 $ 1,120 $ 5,325 __________ (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) In certain investment structures, we consolidate a VIE which in turn holds as its primary asset an investment in an unconsolidated VIE. In these instances, we disclose the carrying amount of assets and liabilities on our consolidated balance sheets in the unconsolidated VIEs to avoid duplicating our exposure, as the unconsolidated VIEs are generally the operating entities generating the exposure. The carrying amount of assets and liabilities included in the unconsolidated VIE columns above related to these investment structures were $2.2 billion of assets and $901 million of liabilities as of December 31, 2017 and $1.9 billion of assets and $618 million of liabilities as of December 31, 2016 .
External Debt and Receivable Balances of Securitization Programs	The table below presents our continuing involvement in certain securitization-related VIEs as of December 31, 2017 and 2016 . Table 6.2 : Continuing Involvement in Securitization-Related VIEs Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing December 31, 2017: Securities held by third-party investors $ 20,010 $ 1,224 $ 42 $ 508 Receivables in the trust 35,667 1,266 35 511 Cash balance of spread or reserve accounts 0 8 N/A 116 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes No No December 31, 2016: Securities held by third-party investors $ 18,826 $ 1,499 $ 56 $ 697 Receivables in the trust 31,762 1,549 50 702 Cash balance of spread or reserve accounts 0 8 N/A 130 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes No No

Goodwill and Intangible Assets

Goodwill and Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Components of Goodwill, Intangible Assets and MSRs	The table below presents our goodwill, intangible assets and MSRs as of December 31, 2017 and 2016 . Goodwill is presented separately, while intangible assets and MSRs are included in other assets on our consolidated balance sheets. Table 7.1 : Components of Goodwill, Intangible Assets and MSRs December 31, 2017 (Dollars in millions) Carrying Accumulated Amortization Net Remaining Goodwill $ 14,533 N/A $ 14,533 N/A Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,105 $ (1,844 ) 261 3.6 years Core deposit intangibles 1,149 (1,133 ) 16 1.0 years Other (1) 300 (156 ) 144 7.8 years Total intangible assets 3,554 (3,133 ) 421 4.9 years Total goodwill and intangible assets $ 18,087 $ (3,133 ) $ 14,954 MSRs: Consumer MSRs (2) $ 92 N/A $ 92 Commercial MSRs (2) 355 $ (126 ) 229 Total MSRs $ 447 $ (126 ) $ 321 December 31, 2016 (Dollars in millions) Carrying Accumulated Amortization Net Remaining Goodwill $ 14,519 N/A $ 14,519 N/A Intangible assets: PCCR intangibles 2,151 $ (1,715 ) 436 4.4 years Core deposit intangibles 1,391 (1,345 ) 46 2.0 years Other (1) 314 (131 ) 183 8.7 years Total intangible assets 3,856 (3,191 ) 665 5.4 years Total goodwill and intangible assets $ 18,375 $ (3,191 ) $ 15,184 MSRs: Consumer MSRs (2) $ 80 N/A $ 80 Commercial MSRs (2) 276 $ (82 ) 194 Total MSRs $ 356 $ (82 ) $ 274 __________ (1) Primarily consists of intangibles for sponsorship relationships, brokerage relationship intangibles, partnership and other contract intangibles and trade name intangibles. (2) Consumer MSRs are carried at fair value and commercial MSRs are accounted for under the amortization method on our consolidated balance sheets. We recorded $44 million and $31 million of amortization expense for the years ended December 31, 2017 and 2016 , respectively.
Goodwill Attributable to Business Segments	The following table presents changes in the carrying amount of goodwill as well as goodwill attributable to each of our business segments as of December 31, 2017 and 2016 . We did not recognize any goodwill impairment during 2017, 2016 or 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 36 0 18 54 Other adjustments (1) (15 ) 0 0 (15 ) Balance as of December 31, 2016 5,018 4,600 4,901 14,519 Acquisitions 6 0 0 6 Other adjustments (1) 8 0 0 8 Balance as of December 31, 2017 $ 5,032 $ 4,600 $ 4,901 $ 14,533 __________ (1) Represents foreign currency translation adjustments.
Schedule of Finite-Lived Intangible Assets Amortization Expenses and Future Amortization Expense	The following table summarizes the actual amortization expense recorded for the years ended December 31, 2017 , 2016 and 2015 and the estimated future amortization expense for intangible assets as of December 31, 2017 : Table 7.3 : Amortization Expense (Dollars in millions) Amortization Actual for the year ended December 31, 2015 $ 430 2016 386 2017 245 Estimated future amounts for the year ended December 31, 2018 176 2019 108 2020 57 2021 27 2022 19 Thereafter 29 Total estimated future amounts $ 416

Premises, Equipment & Lease C37

Premises, Equipment & Lease Commitments (Tables)	12 Months Ended
	Dec. 31, 2017
Property, Plant and Equipment and Lease Commitments [Abstract]
Schedule of Property, Plant and Equipment	Useful lives for premises and equipment are estimated as follows: Premises and Equipment Useful Lives Buildings and improvement 5-39 years Furniture and equipment 3-10 years Computer software 3-5 years Leasehold improvements Lesser of useful life or the remaining The following table presents our premises and equipment as of December 31, 2017 and 2016 : Table 8.1 : Components of Premises and Equipment December 31, (Dollars in millions) 2017 2016 Land $ 406 $ 423 Buildings and improvements 3,302 2,958 Furniture and equipment 1,901 1,834 Computer software 1,753 1,681 In progress 902 591 Total premises and equipment, gross 8,264 7,487 Less: Accumulated depreciation and amortization (4,231 ) (3,812 ) Total premises and equipment, net $ 4,033 $ 3,675
Schedule of Future Minimum Rental Payments for Operating Leases	Future minimum rental commitments as of December 31, 2017 , for all non-cancellable operating leases with initial or remaining terms of one year or more are as follows: Table 8.2 : Lease Commitments (Dollars in millions) Estimated Future 2018 $ 332 2019 316 2020 300 2021 276 2022 251 Thereafter 1,177 Total $ 2,652

Deposits and Borrowings (Tables

Deposits and Borrowings (Tables)	12 Months Ended
	Dec. 31, 2017
Deposits and Borrowings [Abstract]
Components of Deposits, Short-term Borrowings and Long-term Debt	The following tables summarize the components of our deposits, short-term borrowings and long-term debt as of December 31, 2017 and 2016 . Our total short-term borrowings consist of federal funds purchased and securities loaned or sold under agreements to repurchase. Our long-term debt consists of borrowings with an original contractual maturity of greater than one year. The carrying value presented below for these borrowings include unamortized debt premiums and discounts, net of debt issuance costs and fair value hedge accounting adjustments. Table 9.1 : Components of Deposits, Short-Term Borrowings and Long-Term Debt (Dollars in millions) December 31, December 31, Deposits: Non-interest-bearing deposits $ 26,404 $ 25,502 Interest-bearing deposits (1) 217,298 211,266 Total deposits $ 243,702 $ 236,768 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 576 $ 992 Total short-term borrowings $ 576 $ 992 December 31, 2017 (Dollars in millions) Maturity Dates Stated Interest Rates Weighted- Average Interest Rate Carrying Value December 31, Long-term debt: Securitized debt obligations 2018 - 2025 1.33 - 2.75% 1.89 $ 20,010 $ 18,826 Senior and subordinated notes: Fixed unsecured senior debt 2018 - 2027 1.50 - 4.75 2.72 22,776 17,546 Floating unsecured senior debt 2018 - 2023 1.83 - 2.57 2.27 3,446 1,353 Total unsecured senior debt 2.66 26,222 18,899 Fixed unsecured subordinated debt 2019 - 2026 3.38 - 8.80 4.09 4,533 4,532 Total senior and subordinated notes 30,755 23,431 Other long-term borrowings: FHLB advances 2018 - 2023 1.38 - 5.36 1.45 8,609 17,179 Other borrowings 2018 - 2035 1.00 - 16.75 7.40 331 32 Total other long-term borrowings 8,940 17,211 Total long-term debt $ 59,705 $ 59,468 Total short-term borrowings and long-term debt $ 60,281 $ 60,460 __________ (1) Includes $1.3 billion and $894 million of time deposits in denominations in excess of the $250,000 federal insurance limit as of December 31, 2017 and 2016, respectively.
Schedule of Maturity Profile of Borrowings and Debt	The following table presents the carrying value of our interest-bearing time deposits, securitized debt obligations and other debt by remaining contractual maturity as of December 31, 2017 . Table 9.2 : Maturity Profile of Borrowings (Dollars in millions) 2018 2019 2020 2021 2022 Thereafter Total Interest-bearing time deposits $ 9,025 $ 7,147 $ 5,395 $ 3,851 $ 4,104 $ 158 $ 29,680 Securitized debt obligations 2,666 6,828 5,289 1,698 2,552 977 20,010 Federal funds purchased and securities loaned or sold under agreements to repurchase 576 — — — — — 576 Senior and subordinated notes 4,690 5,667 4,360 3,445 2,518 10,075 30,755 Other borrowings 230 66 8,603 3 2 36 8,940 Total $ 17,187 $ 19,708 $ 23,647 $ 8,997 $ 9,176 $ 11,246 $ 89,961

Derivative Instruments and He39

Derivative Instruments and Hedging Activities (Tables)	12 Months Ended
	Dec. 31, 2017
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 as of December 31, 2017 and 2016 , 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 presented on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and any associated cash collateral received or pledged. Table 10.1 : Derivative Assets and Liabilities at Fair Value December 31, 2017 December 31, 2016 Notional or Contractual Amount Derivative (1)(4) Notional or Contractual Amount Derivative (1) (Dollars in millions) Assets Liabilities Assets Liabilities Derivatives designated as accounting hedges: Interest rate contracts: Fair value hedges $ 56,604 $ 102 $ 164 $ 40,480 $ 295 $ 569 Cash flow hedges 77,300 30 125 50,400 151 287 Total interest rate contracts 133,904 132 289 90,880 446 856 Foreign exchange contracts: Cash flow hedges 6,086 19 75 5,620 108 9 Net investment hedges 3,036 1 164 2,396 163 0 Total foreign exchange contracts 9,122 20 239 8,016 271 9 Total derivatives designated as accounting hedges 143,026 152 528 98,896 717 865 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs (2) 1,033 7 1 1,696 17 21 Customer accommodation 48,520 848 727 39,474 670 530 Other interest rate exposures (2) 2,824 33 7 1,105 33 8 Total interest rate contracts 52,377 888 735 42,275 720 559 Other contracts 1,209 0 5 1,767 57 14 Total derivatives not designated as accounting hedges 53,586 888 740 44,042 777 573 Total derivatives $ 196,612 $ 1,040 $ 1,268 $ 142,938 $ 1,494 $ 1,438 Less: netting adjustment (3) (275 ) (662 ) (539 ) (336 ) Total derivative assets/liabilities $ 765 $ 606 $ 955 $ 1,102 __________ (1) Derivative assets and liabilities presented above exclude valuation adjustments related to non-performance risk. As of December 31, 2017 and 2016 , the cumulative CVA balances were $2 million and $6 million , respectively, and the cumulative DVA balances were less than $1 million as of both December 31, 2017 and 2016 . (2) MSR contracts include interest rate swaps and to-be-announced contracts. Other interest rate exposures include mortgage-related derivatives. (3) 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 10.2 for additional information. (4) Reflects an increase of derivative assets of $38 million and a reduction of derivative liabilities of $724 million on our consolidated balance sheets as of December 31, 2017 as a result of adoption of the CME variation margin rule change in
Offsetting Assets	The following table presents as of December 31, 2017 and 2016 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 10.2 : 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 December 31, 2017 Derivative assets (1)(2) $ 1,040 $ (202 ) $ (73 ) $ 765 $ 0 $ 765 As of December 31, 2016 Derivative assets (2) 1,494 (152 ) (387 ) 955 (11 ) 944
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 December 31, 2017 Derivative liabilities (1)(2) $ 1,268 $ (202 ) $ (460 ) $ 606 $ 0 $ 606 Repurchase agreements (3) 576 0 0 576 (576 ) 0 As of December 31, 2016 Derivative liabilities (2) 1,438 (152 ) (184 ) 1,102 0 1,102 Repurchase agreements 992 0 0 992 (992 ) 0 __________ (1) Reflects an increase of derivative assets of $38 million and a reduction of derivative liabilities of $724 million on our consolidated balance sheets as of December 31, 2017 as a result of adoption of the CME variation margin rule change in the second quarter of 2017. (2) We received cash collateral from derivative counterparties totaling $91 million and $448 million as of December 31, 2017 and 2016 , respectively. We also received securities from derivative counterparties with a fair value of $1 million and $16 million as of December 31, 2017 and 2016 , respectively, which we have the ability to re-pledge. We posted $966 million and $1.5 billion of cash collateral as of December 31, 2017 and 2016 , respectively. (3) Represents customer repurchase agreements that mature the next business day. As of December 31, 2017 , we pledged collateral with a fair value of $588 million 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)	related to derivatives designated as fair value hedges and free-standing derivatives for the years ended December 31, 2017, 2016 and 2015 . These gains or losses are included as a component of other non-interest income in our consolidated statements of income. Accrued interest income or expense on fair value hedges is recorded in net interest income or expense in our consolidated statements of income and is excluded from this table. Table 10.3 : Gains and Losses on Fair Value Hedges and Free-Standing Derivatives Year Ended December 31, (Dollars in millions) 2017 2016 2015 Derivatives designated as fair value hedges: Fair value interest rate contracts: Gains (losses) recognized in earnings on derivatives $ (212 ) $ (613 ) $ (66 ) Gains (losses) recognized in earnings on hedged items 216 603 75 Net fair value hedge ineffectiveness gains (losses) 4 (10 ) 9 Derivatives not designated as accounting hedges: Interest rate contracts covering: MSRs 3 (1 ) 3 Customer accommodation 38 37 21 Other interest rate exposures 58 68 44 Total interest rate contracts 99 104 68 Other contracts 0 (9 ) (2 ) Total gains on derivatives not designated as accounting hedges 99 95 66 Net derivative gains recognized in earnings $ 103 $ 85 $ 75
Cash Flow Hedging and Net Investment Hedging
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss)	The following table shows the net gains (losses) related to derivatives designated as cash flow hedges and net investment hedges for the years ended December 31, 2017, 2016 and 2015 . Table 10.4 : Gains and Losses on Derivatives Designated as Cash Flow Hedges and Net Investment Hedges Year Ended December 31, (Dollars in millions) 2017 2016 2015 Gains (losses) recorded in AOCI: Cash flow hedges: Interest rate contracts $ (113 ) $ (6 ) $ 301 Foreign exchange contracts 18 3 (17 ) Subtotal (95 ) (3 ) 284 Net investment hedges: Foreign exchange contracts (143 ) 280 83 Net derivatives gains (losses) recognized in AOCI $ (238 ) $ 277 $ 367 Gains (losses) recorded in earnings: Cash flow hedges: Gains (losses) reclassified from AOCI into earnings: Interest rate contracts (1) $ 91 $ 192 $ 190 Foreign exchange contracts (2) 17 3 (16 ) Subtotal 108 195 174 Gains (losses) recognized in earnings due to ineffectiveness: Interest rate contracts (2) 2 (4 ) 2 Net derivative gains (losses) recognized in earnings $ 110 $ 191 $ 176 __________ (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)	12 Months Ended
	Dec. 31, 2017
Equity [Abstract]
Schedule of Preferred Stock	The following table summarizes the Company’s preferred stock issued and outstanding as of December 31, 2017 and 2016 . Table 11.1 : Preferred Stock Issued and Outstanding (1) 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 December 31, 2017 December 31, 2016 Series B 6.00% Non-Cumulative August 20, 2012 September 1, 2017 6.00% Quarterly $ 1,000 875,000 $ 853 $ 853 Series C 6.25% Non-Cumulative June 12, 2014 September 1, 2019 6.25 Quarterly 1,000 500,000 484 484 Series D 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; Semi-Annually through 5/31/2020; Quarterly thereafter 1,000 1,000,000 988 988 Series F 6.20% Non-Cumulative August 24, 2015 December 1, 2020 6.20 Quarterly 1,000 500,000 484 484 Series G 5.20% Non-Cumulative July 29, 2016 December 1, 2021 5.20 Quarterly 1,000 600,000 583 583 Series H 6.00% Non-Cumulative November 29, 2016 December 1, 2021 6.00 Quarterly 1,000 500,000 483 483 Total $ 4,360 $ 4,360 __________ (1) Except for Series E, 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 years ended December 31, 2017, 2016 and 2015 . Table 11.2 : Accumulated Other Comprehensive Income (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Other Total AOCI as of December 31, 2014 $ 410 $ (821 ) $ 10 $ (8 ) $ (21 ) $ (430 ) Other comprehensive income (loss) before reclassifications (268 ) 0 284 (135 ) (5 ) (124 ) Amounts reclassified from AOCI into earnings 20 96 (174 ) 0 (4 ) (62 ) Net other comprehensive income (loss) (248 ) 96 110 (135 ) (9 ) (186 ) AOCI as of December 31, 2015 162 (725 ) 120 (143 ) (30 ) (616 ) Other comprehensive income (loss) before reclassifications (172 ) 0 (3 ) (79 ) 7 (247 ) Amounts reclassified from AOCI into earnings 6 104 (195 ) 0 (1 ) (86 ) Net other comprehensive income (loss) (166 ) 104 (198 ) (79 ) 6 (333 ) AOCI as of December 31, 2016 (4 ) (621 ) (78 ) (222 ) (24 ) (949 ) Other comprehensive income (loss) before reclassifications 62 0 (95 ) 84 30 81 Amounts reclassified from AOCI into earnings (41 ) 97 (108 ) 0 (6 ) (58 ) Net other comprehensive income (loss) 21 97 (203 ) 84 24 23 AOCI as of December 31, 2017 $ 17 $ (524 ) $ (281 ) $ (138 ) $ 0 $ (926 )
Reclassifications from AOCI	The following table presents the impacts on net income of amounts reclassified from each component of AOCI for the years ended December 31, 2017, 2016 and 2015 . Table 11.3 : Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Year Ended December 31, AOCI Components Affected Income Statement Line Item 2017 2016 2015 Securities available for sale: Non-interest income $ 65 $ (10 ) $ (32 ) Income tax provision (benefit) 24 (4 ) (12 ) Net income (loss) 41 (6 ) (20 ) Securities held to maturity: Interest income (150 ) (164 ) (151 ) Income tax benefit (53 ) (60 ) (55 ) Net income loss (97 ) (104 ) (96 ) Cash flow hedges: Interest rate contracts: Interest income 145 306 303 Foreign exchange contracts: Interest income 27 6 (5 ) Non-interest income 1 (2 ) (21 ) Income from continuing operations before income taxes 173 310 277 Income tax provision 65 115 103 Net income 108 195 174 Other: Non-interest income and non-interest expense 9 2 5 Income tax provision 3 1 1 Net income 6 1 4 Total reclassifications $ 58 $ 86 $ 62
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 years ended December 31, 2017, 2016 and 2015 . Table 11.4 : Other Comprehensive Income (Loss) Year Ended December 31, 2017 2016 2015 (Dollars in millions) Before Tax Provision After Tax Before Tax Provision After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ 23 $ 2 $ 21 $ (254 ) $ (88 ) $ (166 ) $ (393 ) $ (145 ) $ (248 ) Net changes in securities held to maturity 150 53 97 164 60 104 151 55 96 Net unrealized gains (losses) on cash flow hedges (325 ) (122 ) (203 ) (315 ) (117 ) (198 ) 175 65 110 Foreign currency translation adjustments 3 (81 ) 84 86 165 (79 ) (86 ) 49 (135 ) Other 38 14 24 10 4 6 (14 ) (5 ) (9 ) Other comprehensive income (loss) $ (111 ) $ (134 ) $ 23 $ (309 ) $ 24 $ (333 ) $ (167 ) $ 19 $ (186 )

Regulatory and Capital Adequa41

Regulatory and Capital Adequacy (Tables)	12 Months Ended
	Dec. 31, 2017
Banking and Thrift [Abstract]
Schedule of Comparison of Capital Ratios	The following table provides a comparison of our regulatory capital amounts and ratios under the Basel III Standardized Approach subject to the applicable transition provisions, the regulatory minimum capital adequacy ratios and the PCA well-capitalized level for each ratio,where applicable, as of December 31, 2017 and 2016 . Table 12.1 : Capital Ratios Under Basel III (1) December 31, 2017 December 31, 2016 (Dollars in millions) Capital Amount Capital Minimum Well- Capital Amount Capital Minimum Well- Capital One Financial Corp: Common equity Tier 1 capital (2) $ 30,036 10.3 4.5 N/A $ 28,803 10.1 4.5 N/A Tier 1 capital (3) 34,396 11.8 6.0 6.0 33,162 11.6 6.0 6.0 Total capital (4) 41,962 14.4 8.0 10.0 40,817 14.3 8.0 10.0 Tier 1 leverage (5) 34,396 9.9 4.0 N/A 33,162 9.9 4.0 N/A Supplementary leverage (6) 34,396 8.4 N/A N/A 33,162 8.6 N/A N/A COBNA: Common equity Tier 1 capital (2) 14,791 14.3 4.5 6.5 11,568 12.0 4.5 6.5 Tier 1 capital (3) 14,791 14.3 6.0 8.0 11,568 12.0 6.0 8.0 Total capital (4) 17,521 16.9 8.0 10.0 14,230 14.8 8.0 10.0 Tier 1 leverage (5) 14,791 12.7 4.0 5.0 11,568 10.8 4.0 5.0 Supplementary leverage (6) 14,791 10.4 N/A N/A 11,568 8.9 N/A N/A CONA: Common equity Tier 1 capital (2) 23,771 12.2 4.5 6.5 20,670 10.6 4.5 6.5 Tier 1 capital (3) 23,771 12.2 6.0 8.0 20,670 10.6 6.0 8.0 Total capital (4) 26,214 13.4 8.0 10.0 23,117 11.8 8.0 10.0 Tier 1 leverage (5) 23,771 8.6 4.0 5.0 20,670 7.7 4.0 5.0 Supplementary leverage (6) 23,771 7.7 N/A N/A 20,670 6.9 N/A N/A __________ (1) Capital ratios are calculated based on the Basel III Standardized Approach framework, subject to applicable transition provisions, such as the inclusion of the unrealized gains and losses on securities available for sale included in AOCI and adjustments related to intangible assets other than goodwill. The inclusion of AOCI and the adjustments related to intangible assets are phased-in at 60% for 2016, 80% for 2017 and 100% for 2018. Capital ratios that are not applicable are denoted by “N/A.” (2) Common equity Tier 1 capital ratio is a regulatory capital measure calculated based on common equity Tier 1 capital divided by risk-weighted assets. (3) Tier 1 capital ratio is a regulatory capital measure calculated based on Tier 1 capital divided by risk-weighted assets. (4) Total capital ratio is a regulatory capital measure calculated based on total capital divided by risk-weighted assets. (5) Tier 1 leverage ratio is a regulatory capital measure calculated based on Tier 1 capital divided by adjusted average assets. (6) Supplementary leverage ratio is a regulatory capital measure calculated based on Tier 1 capital divided by total leverage exposure.

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	12 Months Ended
	Dec. 31, 2017
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. Dividends and undistributed earnings allocated to participating securities represent the undistributed earnings allocated to participating securities using the two-class method permitted by U.S. GAAP for computing earnings per share. Table 13.1 : Computation of Basic and Diluted Earnings per Common Share Year Ended December 31, (Dollars and shares in millions, except per share data) 2017 2016 2015 Income from continuing operations, net of tax $ 2,117 $ 3,770 $ 4,012 Income (loss) from discontinued operations, net of tax (135 ) (19 ) 38 Net income 1,982 3,751 4,050 Dividends and undistributed earnings allocated to participating securities (13 ) (24 ) (20 ) Preferred stock dividends (265 ) (214 ) (158 ) Net income available to common stockholders $ 1,704 $ 3,513 $ 3,872 Total weighted-average basic shares outstanding 484.2 504.9 541.8 Effect of dilutive securities: Stock options 2.5 2.0 2.6 Other contingently issuable shares 1.2 1.3 1.3 Warrants (1) 0.7 1.6 2.3 Total effect of dilutive securities 4.4 4.9 6.2 Total weighted-average diluted shares outstanding 488.6 509.8 548.0 Basic earnings per common share: Net income from continuing operations $ 3.80 $ 7.00 $ 7.08 Income (loss) from discontinued operations (0.28 ) (0.04 ) 0.07 Net income per basic common share $ 3.52 $ 6.96 $ 7.15 Diluted earnings per common share: (2) Net income from continuing operations $ 3.76 $ 6.93 $ 7.00 Income (loss) from discontinued operations (0.27 ) (0.04 ) 0.07 Net income per diluted common share $ 3.49 $ 6.89 $ 7.07 __________ (1) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program (“TARP”). There were 1.3 million warrants to purchase common stock outstanding as of December 31, 2017 and 4.1 million warrants to purchase common stock outstanding as of both December 31, 2016 and 2015 . (2) Excluded from the computation of diluted earnings per share were 233,000 shares related to options with exercise prices ranging from $82.08 to $86.34 , 1.7 million shares related to options with exercise prices ranging from $63.73 to $88.81 and 1.9 million shares related to options with exercise prices ranging from $70.96 to $88.81 for the years ended December 31, 2017, 2016 and 2015 , respectively, because their inclusion would be anti-dilutive.

Stock-Based Compensation Plans

Stock-Based Compensation Plans (Tables)	12 Months Ended
	Dec. 31, 2017
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Summary of Stock Option Activity	The following table presents a summary of 2017 activity for stock options and the balance of stock options exercisable as of December 31, 2017 . Table 14.1 : Summary of Stock Options Activity (Shares in thousands, and intrinsic value in millions) Shares Weighted- Weighted- Aggregate Outstanding as of January 1, 2017 6,985 $ 48.03 Granted 345 86.34 Exercised (2,431 ) 51.04 Forfeited (133 ) 75.48 Expired 0 0.00 Outstanding as of December 31, 2017 4,766 $ 48.50 4.1 years $ 243 Exercisable as of December 31, 2017 3,992 $ 43.33 3.3 years $ 225
Summary of Stock Options Cash Flow Impact	The following table presents the cash received from the exercise of stock options under all stock-based incentive arrangements, and the actual income tax benefit for the tax deductions from the exercise of the stock options. Table 14.2 : Stock Options Cash Flow Impact Year Ended December 31, (Dollars in millions) 2017 2016 2015 Cash received for options exercised $ 122 $ 135 $ 64 Tax benefit 34 12 9
Weighted Average Assumptions Used to value Stock Options Granted	The following table presents the weighted-average assumptions used to value stock options granted during 2017 , 2016 and 2015 . Dividend yield represents the expected dividend rate over the life of the option, and expected option lives are calculated based on historical activities. Table 14.3 : Assumptions Used to Value Stock Options Granted Year Ended December 31, 2017 2016 2015 Dividend yield 1.85 % 2.07 % 1.82 % Volatility (1) 27.00 30.00 24.00 Risk-free interest rate (U.S. Treasury yield curve) 2.30 1.64 1.55 Expected option lives 6.6 years 6.6 years 6.3 years __________ (1) The volatility assumption for 2017 and 2016 grants was based on the implied volatility of exchange-traded options and the historical volatility of common stock. The volatility assumption for 2015 grants was based on the implied volatility of exchange-traded options and warrants.
Summary of Activity for Restricted Stock Awards and Units	The following table presents a summary of 2017 activity for RSAs and RSUs. Table 14.4 : Summary of Restricted Stock Awards and Units Restricted Stock Awards Restricted Stock Units (Shares/units in thousands) Shares Weighted-Average Units Weighted-Average Unvested as of January 1, 2017 67 $ 63.34 3,258 $ 66.72 Granted 0 N/A 1,475 86.20 Vested (38 ) 64.21 (1,223 ) 69.03 Forfeited (13 ) 69.39 (131 ) 75.22 Unvested as of December 31, 2017 16 $ 56.39 3,379 $ 74.06
Schedule of Activity for Performance Share and Performance Units	The following table presents a summary of 2017 activity for PSAs and PSUs. Table 14.5 : Summary of Performance Share Awards and Units Performance Share Awards Performance Share Units (Shares/units in thousands) Shares Weighted-Average Units Weighted-Average Unvested as of January 1, 2017 6 $ 70.96 2,077 $ 69.40 Granted (1) 0 0.00 985 82.48 Vested (1) (6 ) 70.96 (985 ) 70.05 Forfeited 0 0.00 (159 ) 74.34 Unvested as of December 31, 2017 0 $ 0.00 1,918 $ 75.38 __________ (1) Granted and vested include adjustments for achievement of specific performance goals for performance share units granted in prior periods.

Employee Benefit Plans (Tables)

Employee Benefit Plans (Tables)	12 Months Ended
	Dec. 31, 2017
Retirement Benefits [Abstract]
Schedule of Changes in Benefit Obligation and Plan Assets	The following table sets forth, on an aggregated basis, changes in the benefit obligation and plan assets, the funded status and how the funded status is recognized on our consolidated balance sheets. Table 15.1 : Changes in Benefit Obligation and Plan Assets Defined Pension Other Postretirement (Dollars in millions) 2017 2016 2017 2016 Change in benefit obligation: Accumulated benefit obligation as of January 1, $ 180 $ 185 $ 39 $ 45 Service cost 2 2 0 0 Interest cost 7 7 2 2 Benefits paid (18 ) (14 ) (3 ) (3 ) Net actuarial loss (gain) 7 0 (3 ) (5 ) Accumulated benefit obligation as of December 31, $ 178 $ 180 $ 35 $ 39 Change in plan assets: Fair value of plan assets as of January 1, $ 226 $ 222 $ 6 $ 5 Actual return on plan assets 37 17 1 1 Employer contributions 1 1 2 3 Benefits paid (18 ) (14 ) (3 ) (3 ) Fair value of plan assets as of December 31, $ 246 $ 226 $ 6 $ 6 Over (under) funded status as of December 31, $ 68 $ 46 $ (29 ) $ (33 )
Schedule of Amounts Recognized in Balance Sheet	Defined Pension Other Postretirement (Dollars in millions) 2017 2016 2017 2016 Balance sheet presentation as of December 31, Other assets $ 80 $ 57 $ 0 $ 0 Other liabilities (12 ) (11 ) (29 ) (33 ) Net amount recognized as of December 31, $ 68 $ 46 $ (29 ) $ (33 )
Schedule of Net Periodic Benefit Costs and Other Amounts Recognized in Other Comprehensive Income	The following table presents the components of net periodic benefit costs and other amounts recognized in other comprehensive income. Table 15.2 : Components of Net Periodic Benefit Cost Year Ended December 31, 2017 2016 2015 2017 2016 2015 (Dollars in millions) Defined Pension Other Postretirement Components of net periodic benefit cost: Service cost $ 2 $ 2 $ 1 $ 0 $ 0 $ 0 Interest cost 7 7 8 2 2 2 Expected return on plan assets (14 ) (14 ) (15 ) 0 0 0 Amortization of transition obligation, prior service credit and net actuarial loss (gain) 1 1 1 (6 ) (6 ) (4 ) Net periodic benefit gain $ (4 ) $ (4 ) $ (5 ) $ (4 ) $ (4 ) $ (2 ) Changes recognized in other comprehensive income, pretax: Net actuarial gain (loss) $ 16 $ 4 $ (5 ) $ 4 $ 5 $ 7 Reclassification adjustments for amounts recognized in net periodic benefit cost 1 1 1 (6 ) (6 ) (4 ) Total gain (loss) recognized in other comprehensive income $ 17 $ 5 $ (4 ) $ (2 ) $ (1 ) $ 3
Schedule of Pre-Tax Amounts in Accumulated Other Comprehensive Income	Pre-tax amounts recognized in AOCI that have not yet been recognized as a component of net periodic benefit cost consist of the following: Table 15.3 : Amounts Recognized in AOCI December 31, 2017 2016 2017 2016 (Dollars in millions) Defined Pension Other Postretirement Prior service cost $ 0 $ 0 $ (2 ) $ (2 ) Net actuarial gain (loss) (49 ) (66 ) 10 12 Accumulated other comprehensive income (loss) $ (49 ) $ (66 ) $ 8 $ 10
Schedule Of Weighted Average Assumptions Used in Accounting for Plans	The following table presents weighted-average assumptions used in the accounting for the plans: Table 15.4 : Assumptions Used in the Accounting for the Plans December 31, 2017 2016 2015 2017 2016 2015 Defined Pension Other Postretirement Assumptions for benefit obligations at measurement date: Discount rate 3.5 4.0 4.2 3.5 4.0 4.2 Assumptions for periodic benefit cost for the year ended: Discount rate 4.0 4.2 3.9 4.0 4.2 3.9 Expected long-term rate of return on plan assets 6.5 6.5 6.5 6.5 6.5 6.5 Assumptions for year-end valuations: Health care cost trend rate assumed for next year: Pre-age 65 N/A N/A N/A 6.5 6.7 7.0 Post-age 65 N/A N/A N/A 6.5 6.8 7.1 Rate to which the cost trend rate is assumed to decline (the ultimate trend rate) N/A N/A N/A 4.5 4.5 4.5 Year the rate reaches the ultimate trend rate N/A N/A N/A 2037 2037 2037
Schedule of Effect of One-Percentage-Point Change in Assumed Health Care Cost Trend Rates	The following table presents the effect of a one-percent change in the assumed health care cost trend rate on our accumulated postretirement benefit obligation. There were insignificant effects on total service and interest cost for the years ended December 31, 2017, 2016 and 2015 . Table 15.5 : Sensitivity Analysis Year Ended December 31, 2017 2016 (Dollars in millions) 1% Increase 1% Decrease 1% Increase 1% Decrease Effect on year-end postretirement benefit obligation $ 3 $ (3 ) $ 4 $ (4 )
Schedule of Allocation of Plan Assets	The following table presents the plan asset allocations as of December 31, 2017 and 2016. Common collective trusts primarily consist of domestic and international equity securities. Table 15.6 : Plan Assets December 31, 2017 2016 Common collective trusts 60 % 62 % Corporate bonds (Standard & Poor’s (“S&P”) rating of A or higher) 6 6 Corporate bonds (S&P rating of lower than A) 14 12 Government securities 13 13 Mortgage-backed securities 5 5 Municipal bonds 0 1 Money market fund 2 1 Total 100 % 100 % Table 15.7 : Plan Assets Measured at Fair Value on a Recurring Basi s December 31, 2017 (Dollars in millions) Fair Value Measurement Using Level 2 Assets at Fair Value Plan assets, at fair value: Corporate bonds (S&P rating of A or higher) $ 16 $ 16 Corporate bonds (S&P rating of lower than A) 35 35 Government securities 33 33 Mortgage-backed securities 12 12 Municipal bonds 1 1 Money market fund 4 4 Plan assets in fair value hierarchy 101 101 Plan assets not classified in fair value hierarchy: Common collective trusts 151 Total plan assets, at fair value $ 252 December 31, 2016 (Dollars in millions) Fair Value Measurement Using Level 2 Assets at Fair Value Plan assets, at fair value: Corporate bonds (S&P rating of A or higher) $ 15 $ 15 Corporate bonds (S&P rating of lower than A) 29 29 Government securities 31 31 Mortgage-backed securities 11 11 Municipal bonds 1 1 Money market fund 2 2 Plan assets in fair value hierarchy 89 89 Plan assets not classified in fair value hierarchy: Common collective trusts 143 Total plan assets, at fair value $ 232
Schedule of Expected Future Benefit Payments	The following benefit payments, which reflect expected future service, as appropriate, are expected to be paid: Table 15.8 : Expected Future Benefits Payments (Dollars in millions) Pension Postretirement 2018 $ 12 $ 3 2019 12 3 2020 11 3 2021 12 2 2022 11 2 2023-2027 51 10

Income Taxes (Tables)

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2017
Income Tax Disclosure [Abstract]
Schedule of Significant Components of Provision for Income Taxes Attributable to Continuing Operations	The following table presents significant components of the provision for income taxes attributable to continuing operations: Table 16.1 : Significant Components of the Provision for Income Taxes Attributable to Continuing Operations Year Ended December 31, (Dollars in millions) 2017 2016 2015 Current income tax provision: Federal taxes $ 1,585 $ 2,087 $ 1,991 State taxes 223 209 207 International taxes 133 104 73 Total current provision $ 1,941 $ 2,400 $ 2,271 Deferred income tax provision (benefit): Federal taxes $ 1,509 $ (621 ) $ (368 ) State taxes (69 ) (63 ) (39 ) International taxes (6 ) (2 ) 5 Total deferred provision (benefit) 1,434 (686 ) (402 ) Total income tax provision $ 3,375 $ 1,714 $ 1,869
Schedule of Effective Income Tax Rate	The following table presents the reconciliation of the U.S. federal statutory income tax rate to effective income tax rate applicable to income from continuing operations for the years ended December 31, 2017 , 2016 and 2015 : Table 16.2 : Effective Income Tax Rate Year Ended December 31, 2017 2016 2015 Income tax at U.S. federal statutory tax rate 35.0 % 35.0 % 35.0 % Impacts of the Tax Act 32.2 N/A N/A State taxes, net of federal benefit 2.2 1.9 1.9 Low-income housing, new markets and other tax credits (5.8 ) (4.9 ) (4.0 ) Tax-exempt interest and other nontaxable income (1.5 ) (1.4 ) (1.3 ) Other, net (0.6 ) 0.7 0.2 Effective income tax rate 61.5 % 31.3 % 31.8 %
Schedule of Significant Components of Deferred Tax Assets and Liabilities	The following table presents significant components of our deferred tax assets and liabilities as of December 31, 2017 and 2016 . The valuation allowance below represents the adjustment of certain state deferred tax assets and net operating loss carryforwards to the amount we have determined is more likely than not to be realized. Table 16.3 : Significant Components of Deferred Tax Assets and Liabilities (Dollars in millions) December 31, 2017 December 31, 2016 Deferred tax assets: Allowance for loan and lease losses $ 1,768 $ 2,350 Rewards programs 936 1,348 Security and loan valuations 424 869 Net operating loss and tax credit carryforwards 244 188 Compensation and employee benefits 208 276 Goodwill and intangibles 201 294 Unearned income 130 186 Net unrealized losses on derivatives 104 35 Representation and warranty reserve 8 234 Other assets 278 270 Subtotal 4,301 6,050 Valuation allowance (226 ) (179 ) Total deferred tax assets 4,075 5,871 (Dollars in millions) December 31, 2017 December 31, 2016 Deferred tax liabilities: Original issue discount 703 1,012 Fixed assets and leases 168 221 Loan fees and expenses 68 84 Mortgage servicing rights 57 67 Other liabilities 215 177 Total deferred tax liabilities 1,211 1,561 Net deferred tax assets $ 2,864 $ 4,310
Schedule of Reconciliation of Change in Unrecognized Tax Benefits	The following table presents the accrued balance of tax, interest and penalties related to unrecognized tax benefits: Table 16.4 : Reconciliation of the Change in Unrecognized Tax Benefits (Dollars in millions) Gross Accrued Gross Tax, Balance as of January 1, 2015 $ 107 $ 36 $ 143 Additions for tax positions related to prior years 38 8 46 Reductions for tax positions related to prior years due to IRS and other settlements (15 ) (11 ) (26 ) Balance as of December 31, 2015 130 33 163 Additions for tax positions related to prior years 0 6 6 Reductions for tax positions related to prior years due to IRS and other settlements (45 ) (15 ) (60 ) Balance as of December 31, 2016 85 24 109 Additions for tax positions related to prior years 5 7 12 Reductions for tax positions related to prior years due to IRS and other settlements (4 ) (2 ) (6 ) Balance as of December 31, 2017 $ 86 $ 29 $ 115 Portion of balance at December 31, 2017 that, if recognized, would impact the effective income tax rate $ 68 $ 23 $ 91

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	12 Months Ended
	Dec. 31, 2017
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 December 31, 2017 and 2016 . Table 17.1 : Assets and Liabilities Measured at Fair Value on a Recurring Basis December 31, 2017 Fair Value Measurements Using Netting Adjustments (1) (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 5,171 $ 0 $ 0 $ — $ 5,171 RMBS 0 27,178 614 — 27,792 CMBS 0 3,161 14 — 3,175 Other ABS 0 512 0 — 512 Other securities 320 680 5 — 1,005 Total securities available for sale 5,491 31,531 633 — 37,655 Other assets: Derivative assets (2) 1 1,002 37 (275 ) 765 Other (3) 281 0 264 — 545 Total assets $ 5,773 $ 32,533 $ 934 $ (275 ) $ 38,965 Liabilities: Other liabilities: Derivative liabilities (2) $ 1 $ 1,243 $ 24 $ (662 ) $ 606 Total liabilities $ 1 $ 1,243 $ 24 $ (662 ) $ 606 December 31, 2016 Fair Value Measurements Using Netting Adjustments (1) (Dollars in millions) Level 1 Level 2 Level 3 Total Assets: Securities available for sale: U.S. Treasury securities $ 5,065 $ 0 $ 0 $ — $ 5,065 RMBS 0 28,731 518 — 29,249 CMBS 0 4,937 51 — 4,988 Other ABS 0 714 0 — 714 Other securities 295 417 9 — 721 Total securities available for sale 5,360 34,799 578 — 40,737 Other assets: Derivative assets (2) 7 1,440 47 (539 ) 955 Other (3) 219 0 281 — 500 Total assets $ 5,586 $ 36,239 $ 906 $ (539 ) $ 42,192 Liabilities: Other liabilities: Derivative liabilities (2) $ 12 $ 1,397 $ 29 $ (336 ) $ 1,102 Total liabilities $ 12 $ 1,397 $ 29 $ (336 ) $ 1,102 __________ (1) Represents balance sheet netting of derivative assets and liabilities, and related payable and receivables for cash collateral held or placed with the same counterparty. See “ Note 10—Derivative Instruments and Hedging Activities ” for additional information. (2) Does not reflect $2 million and $5 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of December 31, 2017 and 2016 , respectively. Non-performance risk is included in the derivative assets and liabilities which are part of other assets and liabilities on the consolidated balance sheets and offset through non-interest income in the consolidated statements of income. (3) Other includes consumer MSRs of $92 million a nd $80 million , retained interests in securitizat ions of $172 million an d $201 million and deferred compensation plan assets of $281 million and $219 million as of December 31, 2017 and 2016 , respectively.
Schedule of Level 3 Inputs Reconciliation	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 years ended December 31, 2017, 2016 and 2015. When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period. Generally, transfers into Level 3 were primarily driven by the usage of unobservable assumptions in the pricing of these financial instruments as evidenced by wider pricing variations among pricing vendors and transfers out of Level 3 were primarily driven by the usage of assumptions corroborated by market observable information as evidenced by tighter pricing among multiple pricing sources. Table 17.2 : Level 3 Recurring Fair Value Rollforward Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Year Ended December 31, 2017 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2017 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, December 31, 2017 Securities available for sale: RMBS $ 518 $ 90 $ (24 ) $ 0 $ (116 ) $ 0 $ (92 ) $ 572 $ (334 ) $ 614 $ 19 CMBS 51 0 0 110 (50 ) 0 (4 ) 0 (93 ) 14 0 Other securities 9 0 0 0 0 0 (4 ) 0 0 5 0 Total securities available for sale 578 90 (24 ) 110 (166 ) 0 (100 ) 572 (427 ) 633 19 Other assets: Consumer MSRs 80 (5 ) 0 0 (3 ) 27 (7 ) 0 0 92 (5 ) Retained interest in securitizations 201 (29 ) 0 0 0 0 0 0 0 172 (29 ) Net derivative assets (liabilities) (2) 18 0 0 0 0 46 (44 ) 0 (7 ) 13 0 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Year Ended December 31, 2016 Total Gains (Losses) (Realized/Unrealized) Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held as of December 31, 2016 (1) (Dollars in millions) Balance, Included in Net Income (1) ) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, December 31, 2016 Securities available for sale: RMBS $ 504 $ 31 $ 9 $ 110 $ 0 $ 0 $ (98 ) $ 380 $ (418 ) $ 518 $ 32 CMBS 97 0 0 266 0 0 (14 ) 64 (362 ) 51 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 22 9 420 0 0 (122 ) 444 (810 ) 578 32 Other assets: Consumer MSRs 68 (5 ) 0 0 0 23 (6 ) 0 0 80 (5 ) Retained interest in securitizations 211 (10 ) 0 0 0 0 0 0 0 201 (10 ) Net derivative assets (liabilities) (2) 30 (5 ) 0 0 0 36 (33 ) 0 (10 ) 18 (5 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Year Ended December 31, 2015 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2015 Included in Net Income (1) ) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, Securities available for sale: Corporate debt securities guaranteed by U.S. government agencies $ 333 $ (1 ) $ 6 $ 0 $ (226 ) $ 0 $ (12 ) $ 0 $ (100 ) $ 0 $ 0 RMBS 561 35 (3 ) 0 0 0 (63 ) 343 (369 ) 504 36 CMBS 228 0 (1 ) 138 0 0 (52 ) 0 (216 ) 97 0 Other ABS 65 1 (2 ) 0 (20 ) 0 0 0 (44 ) 0 0 Other securities 18 0 0 4 0 0 (8 ) 0 0 14 0 Total securities available for sale 1,205 35 0 142 (246 ) 0 (135 ) 343 (729 ) 615 36 Other assets: Consumer MSRs 53 (1 ) 0 0 0 22 (6 ) 0 0 68 (1 ) Retained interest in securitizations 221 (10 ) 0 0 0 0 0 0 0 211 (10 ) Net derivative assets (liabilities) (2) 23 5 0 0 0 29 (23 ) 0 (4 ) 30 5 __________ (1) Gains (losses) related to Level 3 securities available for sale, consumer MSRs, retained interests in securitizations, and derivative assets and liabilities are included as a component of non-interest income in our consolidated statements of income. (2) Includes derivative assets and liabilities of $37 million and $24 million , respectively, as of December 31, 2017, $47 million and $29 million , respectively, as of December 31, 2016, and $57 million and $27 million , respectively, as of December 31, 2015.
Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis Quantitative Information	The following table presents the significant unobservable inputs used to determine the fair values of our Level 3 financial instruments on a recurring basis. We utilize multiple vendor pricing services to obtain fair value for our securities. Several of our vendor pricing services are only able to provide unobservable input information for a limited number of securities due to software licensing restrictions. Other vendor 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. The unobservable input information for all other Level 3 financial instruments is based on the assumptions used in our internal valuation models. Table 17.3 : Quantitative Information about Level 3 Fair Value Measurements Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Securities available for sale: RMBS $ 614 Discounted cash flows (vendor pricing) Yield 2-9% 5% CMBS 14 Discounted cash flows (vendor pricing) Yield 3% 3% Other securities 5 Discounted cash flows Yield 2% 2% Other assets: Consumer MSRs 92 Discounted cash flows Total prepayment rate 7-30% 16% Retained interests in securitization (1) 172 Discounted cash flows Life of receivables (months) 6-79 N/A Net derivative assets (liabilities) 13 Discounted cash flows Swap rates 2% 2% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2016 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Securities available for sale: RMBS $ 518 Discounted cash flows (vendor pricing) Yield 0-15% 5% CMBS 51 Discounted cash flows (vendor pricing) Yield 2% 2% Other securities 9 Discounted cash flows Yield 1-2% 1% Other assets: Consumer MSRs 80 Discounted cash flows Total prepayment rate 8-20% 15% Retained interests in securitization (1) 201 Discounted cash flows Life of receivables (months) Voluntary prepayment rate 6-87 N/A Net derivative assets (liabilities) 18 Discounted cash flows Swap rates 2% 2% __________ (1) Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs.
Schedule of Assets Measured at Fair Value on Nonrecurring Basis	The following table presents the carrying value of the assets measured at fair value on a nonrecurring basis and still held as of December 31, 2017 and 2016 , and for which a nonrecurring fair value measurement was recorded during the year then ended: Table 17.4 : Nonrecurring Fair Value Measurements December 31, 2017 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 182 $ 182 Loans held for sale 177 1 178 Other assets (1) 0 35 35 Total $ 177 $ 218 $ 395 December 31, 2016 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 587 $ 587 Loans held for sale 157 0 157 Other assets (1) 0 83 83 Total $ 157 $ 670 $ 827 __________ (1) Other assets includes foreclosed property and repossessed assets of $17 million and long-lived assets held for sale of $18 million as of December 31, 2017 , compared to foreclosed property and repossessed assets of $43 million and long-lived assets held for sale of $40 million as of December 31, 2016 .
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 December 31, 2017 , 2016 and 2015 . Table 17.5 : Nonrecurring Fair Value Measurements Included in Earnings Total Gains (Losses) Year Ended December 31, (Dollars in millions) 2017 2016 2015 Loans held for investment $ (100 ) $ (230 ) $ (80 ) Loans held for sale (3 ) (2 ) (1 ) Other assets (1) (12 ) (19 ) (45 ) Total $ (115 ) $ (251 ) $ (126 ) __________ (1) Other assets includes losses related to foreclosed property, repossessed assets and long-lived assets held for sale.
Schedule of Fair Value of Financial Instruments	The following table presents the carrying value and estimated fair value, including the level within the fair value hierarchy, of our financial instruments that are not measured at fair value on a recurring basis on our consolidated balance sheets as of December 31, 2017 and 2016 . Table 17.6 : Fair Value of Financial Instruments December 31, 2017 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 14,040 $ 14,040 $ 4,458 $ 9,582 $ 0 Restricted cash for securitization investors 312 312 312 0 0 Securities held to maturity 28,984 29,437 200 29,217 20 Net loans held for investment 246,971 251,468 0 0 251,468 Loans held for sale 971 952 0 949 3 Interest receivable 1,536 1,536 0 1,536 0 Other investments (1) 1,689 1,689 0 1,680 9 Financial liabilities: Deposits 243,702 243,732 26,404 217,328 0 Securitized debt obligations 20,010 20,122 0 20,122 0 Senior and subordinated notes 30,755 31,392 0 31,392 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 576 576 0 576 0 Other borrowings (2) 8,892 8,892 0 8,892 0 Interest payable 413 413 0 413 0 December 31, 2016 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 9,976 $ 9,976 $ 4,185 $ 5,791 $ 0 Restricted cash for securitization investors 2,517 2,517 2,517 0 0 Securities held to maturity 25,712 26,196 199 25,962 35 Net loans held for investment 239,083 242,935 0 0 242,935 Loans held for sale 1,043 1,038 0 1,038 0 Interest receivable 1,351 1,351 0 1,351 0 Other investments (1) 2,029 2,029 0 2,020 9 Financial liabilities: Deposits 236,768 237,082 25,502 211,580 0 Securitized debt obligations 18,826 18,920 0 18,920 0 Senior and subordinated notes 23,431 23,774 0 23,774 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 992 992 0 992 0 Other borrowings 17,211 17,180 0 17,180 0 Interest payable 327 327 0 327 0 __________ (1) Other investments includes FHLB, Federal Reserve stock and cost method investments. These investments are included in other assets on our consolidated balance sheets. (2) Other borrowings excludes capital lease obligations.

Business Segments (Tables)

Business Segments (Tables)	12 Months Ended
	Dec. 31, 2017
Segment Reporting [Abstract]
Schedule of Segment Results and Reconciliation	The following tables present our business segment results for the years ended December 31, 2017, 2016 and 2015 , selected balance sheet data as of December 31, 2017 , 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 18.1 : Segment Results and Reconciliation Year Ended December 31, 2017 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 13,648 $ 6,380 $ 2,261 $ 171 $ 22,460 Non-interest income 3,325 749 708 (5 ) 4,777 Total net revenue 16,973 7,129 2,969 166 27,237 Provision for credit losses 6,066 1,180 301 4 7,551 Non-interest expense 7,916 4,233 1,603 442 14,194 Income (loss) from continuing operations before income taxes 2,991 1,716 1,065 (280 ) 5,492 Income tax provision 1,071 626 389 1,289 3,375 Income (loss) from continuing operations, net of tax $ 1,920 $ 1,090 $ 676 $ (1,569 ) $ 2,117 Loans held for investment $ 114,762 $ 75,078 $ 64,575 $ 58 $ 254,473 Deposits 0 185,842 33,938 23,922 243,702 Year Ended December 31, 2016 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 12,635 $ 5,829 $ 2,216 $ 193 $ 20,873 Non-interest income 3,380 733 578 (63 ) 4,628 Total net revenue 16,015 6,562 2,794 130 25,501 Provision (benefit) for credit losses 4,926 1,055 483 (5 ) 6,459 Non-interest expense 7,703 4,139 1,407 309 13,558 Income (loss) from continuing operations before income taxes 3,386 1,368 904 (174 ) 5,484 Income tax provision (benefit) 1,226 498 329 (339 ) 1,714 Income from continuing operations, net of tax $ 2,160 $ 870 $ 575 $ 165 $ 3,770 Loans held for investment $ 105,552 $ 73,054 $ 66,916 $ 64 $ 245,586 Deposits 0 181,917 33,866 20,985 236,768 Year Ended December 31, 2015 (Dollars in millions) Credit Card Consumer Banking Commercial (1) Other (1) Consolidated Total Net interest income $ 11,161 $ 5,755 $ 1,865 $ 53 $ 18,834 Non-interest income 3,421 710 487 (39 ) 4,579 Total net revenue 14,582 6,465 2,352 14 23,413 Provision (benefit) for credit losses 3,417 819 302 (2 ) 4,536 Non-interest expense 7,502 4,026 1,156 312 12,996 Income (loss) from continuing operations before income taxes 3,663 1,620 894 (296 ) 5,881 Income tax provision (benefit) 1,309 586 324 (350 ) 1,869 Income from continuing operations, net of tax $ 2,354 $ 1,034 $ 570 $ 54 $ 4,012 Loans held for investment $ 96,125 $ 70,372 $ 63,266 $ 88 $ 229,851 Deposits 0 172,702 34,257 10,762 217,721 __________ (1) Some of our 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 (35% for all periods presented), with offsetting reductions to the Other category.

Commitments, Contingencies, G48

Commitments, Contingencies, Guarantees, and Others (Tables)	12 Months Ended
	Dec. 31, 2017
Commitments and Contingencies Disclosure [Abstract]
Schedule of Letter of Credit and Other Loan Commitments [Table Text Block]	The following table presents contractual amount and carrying value of our unfunded lending commitments as of December 31, 2017 and 2016 . The carrying value represents our reserve and deferred revenue on legally binding commitments. Table 19.1 : Unfunded Lending Commitments: Contractual Amount and Carrying Value Contractual Amount Carrying Value (Dollars in millions) December 31, December 31, December 31, December 31, Standby letter of credit and commercial letter of credit (1) $ 2,046 $ 1,936 $ 43 $ 42 Credit card lines 351,481 312,864 N/A N/A Other loan commitments (2) 31,840 28,402 84 98 Total unfunded lending commitments $ 385,367 $ 343,202 $ 127 $ 140 __________ (1) These financial guarantees have expiration dates ranging from 2018 to 2025 as of December 31, 2017 . (2) Includes $1.0 billion and $699 million of advised lines of credit as of December 31, 2017 and 2016 , respectively.

Capital One Financial Corpora49

Capital One Financial Corporation (Parent Company Only) (Tables)	12 Months Ended
	Dec. 31, 2017
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Condensed Income Statement	Table 20.1 : Parent Company Statements of Income Year Ended December 31, (Dollars in millions) 2017 2016 2015 Interest income $ 178 $ 120 $ 120 Interest expense 381 258 185 Dividends from subsidiaries 300 3,936 450 Non-interest income (loss) 19 (13 ) 10 Non-interest expense 34 48 178 Income before income taxes and equity in undistributed earnings of subsidiaries 82 3,737 217 Income tax provision (benefit) (103 ) (79 ) (67 ) Equity in undistributed earnings of subsidiaries 1,797 (65 ) 3,766 Net income 1,982 3,751 4,050 Other comprehensive income (loss), net of tax 23 (333 ) (186 ) Comprehensive income $ 2,005 $ 3,418 $ 3,864
Condensed Balance Sheet	Table 20.2 : Parent Company Balance Sheets December 31, (Dollars in millions) 2017 2016 Assets: Cash and cash equivalents $ 8,196 $ 7,296 Investments in subsidiaries 54,712 48,297 Loans to subsidiaries 548 592 Securities available for sale 907 901 Other assets 729 672 Total assets $ 65,092 $ 57,758 Liabilities: Senior and subordinated notes $ 14,392 $ 8,304 Borrowings from subsidiaries 1,633 1,610 Accrued expenses and other liabilities 337 330 Total liabilities 16,362 10,244 Total stockholders’ equity 48,730 47,514 Total liabilities and stockholders’ equity $ 65,092 $ 57,758
Condensed Cash Flow Statement	Table 20.3 : Parent Company Statements of Cash Flows Year Ended December 31, (Dollars in millions) 2017 2016 2015 Operating activities: Net income $ 1,982 $ 3,751 $ 4,050 Adjustments to reconcile net income to net cash provided by operating activities: Equity in undistributed earnings of subsidiaries (1,797 ) 65 (3,766 ) Other operating activities 327 (10 ) (300 ) Net cash from operating activities 512 3,806 (16 ) Investing activities: Net payments (to) from subsidiaries (4,956 ) (163 ) (172 ) Proceeds from paydowns and maturities of securities available for sale 130 71 65 Changes in loans to subsidiaries 44 (71 ) 973 Net cash from investing activities (4,782 ) (163 ) 866 Financing activities: Borrowings: Changes in borrowings from subsidiaries 23 19 18 Issuance of senior and subordinated notes 6,948 1,487 2,487 Proceeds from paydowns and maturities of senior and subordinated notes (804 ) (1,750 ) (2,625 ) Common stock: Net proceeds from issuances 164 131 111 Dividends paid (780 ) (812 ) (816 ) Preferred stock: Net proceeds from issuances 0 1,066 1,472 Dividends paid (265 ) (214 ) (158 ) Purchases of treasury stock (240 ) (3,661 ) (2,441 ) Proceeds from share-based payment activities 124 142 85 Net cash from financing activities 5,170 (3,592 ) (1,867 ) Changes in cash and cash equivalents 900 51 (1,017 ) Cash and cash equivalents at beginning of year 7,296 7,245 8,262 Cash and cash equivalents at end of year $ 8,196 $ 7,296 $ 7,245

Summary of Significant Accoun50

Summary of Significant Accounting Policies - Segments (Details)	12 Months Ended
	Dec. 31, 2017Segment
Accounting Policies [Abstract]
Number of Operating Segments	3
Number of Reporting Units	4

Summary of Significant Accoun51

Summary of Significant Accounting Policies - Loans and Allowance for Loan and Lease Losses (Details)	12 Months Ended
	Dec. 31, 2017
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for delinquency status of financing receivables	30 days
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loan origination fees and direct loan origination costs amortization period	12 months
Threshold period past due for write-off of financing receivable	180 days
Credit Card Portfolio Segment [Member] | Privileges Revoked
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for write-off of financing receivable	120 days
Credit Card Portfolio Segment [Member] | Notification of Death
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for write-off of financing receivable	60 days
Credit Card Portfolio Segment [Member] | Chapter Seven Bankruptcy
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for write-off of financing receivable	30 days
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Consumer Portfolio Segment [Member] | Notification of Death
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for nonperforming status of financing receivables	60 days
Consumer Portfolio Segment [Member] | Auto
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for nonperforming status of financing receivables	120 days
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for nonperforming status of financing receivables	180 days
Consumer Portfolio Segment [Member] | Small Business Banking Loans | Maximum
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for nonperforming status of financing receivables	120 days
Consumer Portfolio Segment [Member] | Other Consumer Loans
Loans and Leases Receivable Disclosure [Line Items]
Threshold Period Following Bankruptcy Notice for Write-off of Financing Receivable	40 days
Consumer Portfolio Segment [Member] | Auto and home loan [Member]
Loans and Leases Receivable Disclosure [Line Items]
Threshold Period Following Bankruptcy Notice for Write-off of Financing Receivable	60 days
Consumer Portfolio Segment [Member] | Auto and home loan [Member] | Chapter Seven Bankruptcy
Loans and Leases Receivable Disclosure [Line Items]
Threshold period past due for nonperforming status of financing receivables	60 days

Summary of Significant Accoun52

Summary of Significant Accounting Policies - Useful Lives for Premises and Equipment (Details)	12 Months Ended
	Dec. 31, 2017
Buildings and improvements | Minimum
Property, Plant and Equipment [Line Items]
Useful Lives, years	5 years
Buildings and improvements | Maximum
Property, Plant and Equipment [Line Items]
Useful Lives, years	39 years
Furniture and equipment | Minimum
Property, Plant and Equipment [Line Items]
Useful Lives, years	3 years
Furniture and equipment | Maximum
Property, Plant and Equipment [Line Items]
Useful Lives, years	10 years
Computers and software | Minimum
Property, Plant and Equipment [Line Items]
Useful Lives, years	3 years
Computers and software | Maximum
Property, Plant and Equipment [Line Items]
Useful Lives, years	5 years

Summary of Significant Accoun53

Summary of Significant Accounting Policies - Customer Rewards Reserve and Revenue Recognition (Details) - USD ($) $ in Billions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Loans and Leases Receivable Disclosure [Line Items]
Customer Reward Program	$ 3.9	$ 3.6
Minimum
Loans and Leases Receivable Disclosure [Line Items]
Partnership Agreement Initial Term	2 years
Maximum
Loans and Leases Receivable Disclosure [Line Items]
Partnership Agreement Initial Term	10 years
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loan Commitment and Origination Fees and Discounts or Premiums, Amortization Period	12 months

Summary of Significant Accoun54

Summary of Significant Accounting Policies Summary of Significant Accounting Policies - Arrangements (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Reduction in Interest Income	$ (23,388)	$ (21,203)	$ (18,785)
Collaborative Arrangement [Member]
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Reduction in Interest Income	$ (1,200)	$ (1,200)	$ (1,100)
Minimum [Member]
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Partnership Agreement Initial Term	2 years
Maximum [Member]
Collaborative Arrangements and Non-collaborative Arrangement Transactions [Line Items]
Partnership Agreement Initial Term	10 years

Summary of Significant Accoun55

Summary of Significant Accounting Policies Recently issued but not yet adopted ASU (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Operating Leases, Future Minimum Payments Due	$ 2,652
Tax Cuts and Jobs Act of 2017, reclassification from AOCI to retained earnings, tax effect	170
Securities held to maturity, at carrying value	28,984	$ 25,712
Accumulated other comprehensive loss	(926)	$ (949)	$ (616)	$ (430)
Accounting Standards Update 2017-12
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Securities held to maturity, at carrying value	9,000
Accumulated other comprehensive loss	$ 107

Business Developments and Dis56

Business Developments and Discontinued Operations - Business Developments (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Business Acquisition [Line Items]
Payments to Acquire Businesses, Net of Cash Acquired	$ 3,187	$ 629	$ 9,314
Cabela [Member]
Business Acquisition [Line Items]
Payments to Acquire Businesses, Net of Cash Acquired	3,200
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Assets	5,900
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Credit Card Receivables	5,700
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Liabilities	2,600
Business combination, recognized identifiable assets acquired and liabilities assumed, securitized debt obligation	$ 2,500

Business Developments and Dis57

Business Developments and Discontinued Operations - Restructuring Activities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Mergers, Acquisitions, Restructuring and Dispositions Disclosures [Abstract]
Restructuring Charges	$ 184	$ 0	$ 120
Restructuring Reserve	$ 124

Business Developments and Dis58

Business Developments and Discontinued Operations - Discontinued Operations (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income (loss) from discontinued operations, net of tax	$ (135)	$ (19)	$ 38
Wholesale Mortgage Banking Unit [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Income (loss) from discontinued operations before income taxes	(215)	(30)	60
Income tax provision (benefit)	(80)	(11)	22
Income (loss) from discontinued operations, net of tax	(135)	$ (19)	$ 38
Representation and Warranty Liability [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loss Contingency, Loss in Period	$ 169

Investment Securities - Schedul

Investment Securities - Schedule of Investment Portfolio (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Investments, Debt and Equity Securities [Abstract]
Securities available for sale, at fair value	$ 37,655	$ 40,737
Securities held to maturity, at carrying value	28,984	25,712
Total investments securities	$ 66,639	$ 66,449

Investment Securities - Additio

Investment Securities - Additional Information (Details) $ in Millions	Dec. 31, 2017USD ($)Security	Dec. 31, 2016USD ($)	Dec. 31, 2017USD ($)Security	Dec. 31, 2016USD ($)	Dec. 31, 2015USD ($)
Schedule of Available-for-sale Securities [Line Items]
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	$ 147	$ 207	$ 147	$ 207	$ 199
Number of sale securities exceeding amortized cost over fair value | Security	920		920
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (458)	(535)	$ (458)	(535)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	$ (373)	(116)	$ (373)	(116)
Securities held to maturity | Security	250		250
Fair value of securities pledged	$ 2,800	1,900	$ 2,800	1,900
Carrying value of securities pledged	5,700	8,100	5,700	8,100
Fair value of securities pledged, accepted	1	16	1	16
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	$ (182)	$ (199)	(182)	(199)
Investment Securities Portfolio | US Treasury and Government
Schedule of Available-for-sale Securities [Line Items]
Percentage of portfolio	95.00%	91.00%
Residential Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (403)	$ (421)	(403)	(421)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	(336)	(90)	(336)	(90)
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			1	9
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	(1)	(9)	(1)	(9)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	$ (1)	$ (7)	$ (1)	$ (7)

Investment Securities - Sched61

Investment Securities - Schedule of Available-for-Sale Securities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Investment securities available for sale:
Total Amortized Cost	$ 37,628	$ 40,733
Gross Unrealized Gains	485	539
Gross Unrealized Losses	(458)	(535)
Securities available for sale, at fair value	37,655	40,737
U.S. Treasury securities
Investment securities available for sale:
Total Amortized Cost	5,168	5,103
Gross Unrealized Gains	11	11
Gross Unrealized Losses	(8)	(49)
Securities available for sale, at fair value	5,171	5,065
RMBS
Investment securities available for sale:
Total Amortized Cost	27,735	29,179
Gross Unrealized Gains	460	491
Gross Unrealized Losses	(403)	(421)
Securities available for sale, at fair value	27,792	29,249
RMBS | Agency
Investment securities available for sale:
Total Amortized Cost	26,013	26,830
Gross Unrealized Gains	67	109
Gross Unrealized Losses	(402)	(412)
Securities available for sale, at fair value	25,678	26,527
RMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost	1,722	2,349
Gross Unrealized Gains	393	382
Gross Unrealized Losses	(1)	(9)
Securities available for sale, at fair value	2,114	2,722
Non-credit OTTI losses related to non-agency RMBS	1	9
CMBS
Investment securities available for sale:
Total Amortized Cost		5,011
Gross Unrealized Gains		35
Gross Unrealized Losses		(58)
Securities available for sale, at fair value		4,988
CMBS | Agency
Investment securities available for sale:
Total Amortized Cost	3,209	3,335
Gross Unrealized Gains	10	14
Gross Unrealized Losses	(44)	(45)
Securities available for sale, at fair value	3,175	3,304
CMBS | Non-Agency
Investment securities available for sale:
Total Amortized Cost		1,676
Gross Unrealized Gains		21
Gross Unrealized Losses		(13)
Securities available for sale, at fair value		1,684
Other ABS
Investment securities available for sale:
Total Amortized Cost	513	714
Gross Unrealized Gains	0	1
Gross Unrealized Losses	(1)	(1)
Securities available for sale, at fair value	512	714
Other securities
Investment securities available for sale:
Total Amortized Cost	1,003	726
Gross Unrealized Gains	4	1
Gross Unrealized Losses	(2)	(6)
Securities available for sale, at fair value	$ 1,005	$ 721

Investment Securities - Investm

Investment Securities - Investment Securities Held to Maturity (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$ 29,823	$ 26,701
Unrealized Losses Recorded in AOCI	(839)	(989)
Carrying Value	28,984	25,712
Gross Unrealized Gains	635	683
Gross Unrealized Losses	(182)	(199)
Fair Value	29,437	26,196
U.S. Treasury securities
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	200	199
Unrealized Losses Recorded in AOCI	0	0
Carrying Value	200	199
Gross Unrealized Gains	0	0
Gross Unrealized Losses	0	0
Fair Value	200	199
Agency | RMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	25,741	23,022
Unrealized Losses Recorded in AOCI	(761)	(897)
Carrying Value	24,980	22,125
Gross Unrealized Gains	565	606
Gross Unrealized Losses	(150)	(158)
Fair Value	25,395	22,573
Agency | CMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	3,882	3,480
Unrealized Losses Recorded in AOCI	(78)	(92)
Carrying Value	3,804	3,388
Gross Unrealized Gains	70	77
Gross Unrealized Losses	(32)	(41)
Fair Value	$ 3,842	$ 3,424

Investment Securities - Sched63

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	$ 11,614	$ 21,141
Less than 12 Months, Gross Unrealized Losses	(85)	(419)
12 Months or Longer, Fair Value	14,516	5,905
12 Months or Longer, Gross Unrealized Losses	(373)	(116)
Total Fair Value	26,130	27,046
Total Gross Unrealized Losses	(458)	(535)
U.S. Treasury securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	2,031	1,060
Less than 12 Months, Gross Unrealized Losses	(8)	(49)
12 Months or Longer, Fair Value	0	0
12 Months or Longer, Gross Unrealized Losses	0	0
Total Fair Value	2,031	1,060
Total Gross Unrealized Losses	(8)	(49)
RMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	8,202	17,027
Less than 12 Months, Gross Unrealized Losses	(67)	(331)
12 Months or Longer, Fair Value	13,185	5,010
12 Months or Longer, Gross Unrealized Losses	(336)	(90)
Total Fair Value	21,387	22,037
Total Gross Unrealized Losses	(403)	(421)
RMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	8,192	16,899
Less than 12 Months, Gross Unrealized Losses	(67)	(329)
12 Months or Longer, Fair Value	13,175	4,865
12 Months or Longer, Gross Unrealized Losses	(335)	(83)
Total Fair Value	21,367	21,764
Total Gross Unrealized Losses	(402)	(412)
RMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	10	128
Less than 12 Months, Gross Unrealized Losses	0	(2)
12 Months or Longer, Fair Value	10	145
12 Months or Longer, Gross Unrealized Losses	(1)	(7)
Total Fair Value	20	273
Total Gross Unrealized Losses	(1)	(9)
CMBS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value		2,450
Less than 12 Months, Gross Unrealized Losses		(32)
12 Months or Longer, Fair Value		874
12 Months or Longer, Gross Unrealized Losses		(26)
Total Fair Value		3,324
Total Gross Unrealized Losses		(58)
CMBS | Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	880	1,624
Less than 12 Months, Gross Unrealized Losses	(8)	(21)
12 Months or Longer, Fair Value	1,236	745
12 Months or Longer, Gross Unrealized Losses	(36)	(24)
Total Fair Value	2,116	2,369
Total Gross Unrealized Losses	(44)	(45)
CMBS | Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value		826
Less than 12 Months, Gross Unrealized Losses		(11)
12 Months or Longer, Fair Value		129
12 Months or Longer, Gross Unrealized Losses		(2)
Total Fair Value		955
Total Gross Unrealized Losses		(13)
Other ABS
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	130	187
Less than 12 Months, Gross Unrealized Losses	0	(1)
12 Months or Longer, Fair Value	95	21
12 Months or Longer, Gross Unrealized Losses	(1)	0
Total Fair Value	225	208
Total Gross Unrealized Losses	(1)	(1)
Other securities
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Fair Value	371	417
Less than 12 Months, Gross Unrealized Losses	(2)	(6)
12 Months or Longer, Fair Value	0	0
12 Months or Longer, Gross Unrealized Losses	0	0
Total Fair Value	371	417
Total Gross Unrealized Losses	$ (2)	$ (6)

Investment Securities - Sched64

Investment Securities - Schedule of Contractual Maturities and Weighted-Average Yields of Securities (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Securities available for sale
Due in 1 year or less	$ 624
Due after 1 year through 5 years	2,517
Due after 5 years through 10 years	5,711
Due 10 Years	28,803
Available-for-sale Securities	37,655	$ 40,737
Amortized cost of securities available for sale
Due in 1 year or less	624
Available-for-sale Securities, Debt Maturities, Rolling Year Two Through Five, Amortized Cost Basis	2,515
Due after 5 years through 10 years	5,706
Due 10 Years	28,783
Total Amortized Cost	$ 37,628	40,733
Weighted average yield for securities available for sale
Due in 1 Year or Less	1.13%
Due 1 Year through 5 Years	1.88%
Due 5 Years through 10 Years	2.05%
Due 10 Years	2.65%
Total weighted average yield	2.49%
Carrying value of securities held to maturity
Due in 1 year or less	$ 200
Due 1 year through 5 years	987
Due after 5 years through 10 years	359
Due after 10 years	27,438
Carrying Value	28,984	25,712
Fair value of securities held to maturity
Due in 1 Year or Less	200
Due 1 Year through 5 Years	1,031
Due 5 Years through 10 Years	366
Due 10 Years	27,840
Fair Value	$ 29,437	26,196
Weighted average yield for securities held to maturity
Due in 1 Year or Less	1.11%
Due 1 Year through 5 Years	2.37%
Due 5 Years through 10 Years	2.87%
Due 10 Years	2.77%
Total weighted average yield	2.75%
U.S. Treasury securities
Carrying value of securities held to maturity
Due in 1 year or less	$ 200
Due 1 year through 5 years	0
Due after 5 years through 10 years	0
Due after 10 years	0
Carrying Value	200	199
Fair value of securities held to maturity
Fair Value	200	199
U.S. Treasury securities
Securities available for sale
Due in 1 year or less	200
Due after 1 year through 5 years	1,238
Due after 5 years through 10 years	3,733
Due 10 Years	0
Available-for-sale Securities	5,171	5,065
Amortized cost of securities available for sale
Total Amortized Cost	5,168	5,103
RMBS
Securities available for sale
Due in 1 year or less	4
Due after 1 year through 5 years	45
Due after 5 years through 10 years	507
Due 10 Years	27,236
Available-for-sale Securities	27,792	29,249
Amortized cost of securities available for sale
Total Amortized Cost	$ 27,735	29,179
Weighted average yield for securities held to maturity
Weighted-average expected life	5 years 6 days
RMBS | Agency
Securities available for sale
Due in 1 year or less	$ 4
Due after 1 year through 5 years	45
Due after 5 years through 10 years	507
Due 10 Years	25,122
Available-for-sale Securities	25,678	26,527
Amortized cost of securities available for sale
Total Amortized Cost	26,013	26,830
Carrying value of securities held to maturity
Due in 1 year or less	0
Due 1 year through 5 years	0
Due after 5 years through 10 years	120
Due after 10 years	24,860
Carrying Value	24,980	22,125
Fair value of securities held to maturity
Fair Value	25,395	22,573
RMBS | Non-Agency
Securities available for sale
Due in 1 year or less	0
Due after 1 year through 5 years	0
Due after 5 years through 10 years	0
Due 10 Years	2,114
Available-for-sale Securities	2,114	2,722
Amortized cost of securities available for sale
Total Amortized Cost	$ 1,722	2,349
CMBS
Securities available for sale
Available-for-sale Securities		4,988
Amortized cost of securities available for sale
Total Amortized Cost		5,011
Weighted average yield for securities held to maturity
Weighted-average expected life	4 years 4 months 6 days
CMBS | Agency
Securities available for sale
Due in 1 year or less	$ 19
Due after 1 year through 5 years	592
Due after 5 years through 10 years	1,123
Due 10 Years	1,441
Available-for-sale Securities	3,175	3,304
Amortized cost of securities available for sale
Total Amortized Cost	3,209	3,335
Carrying value of securities held to maturity
Due in 1 year or less	0
Due 1 year through 5 years	987
Due after 5 years through 10 years	239
Due after 10 years	2,578
Carrying Value	3,804	3,388
Fair value of securities held to maturity
Fair Value	3,842	3,424
CMBS | Non-Agency
Securities available for sale
Available-for-sale Securities		1,684
Amortized cost of securities available for sale
Total Amortized Cost		1,676
Other ABS
Securities available for sale
Due in 1 year or less	172
Due after 1 year through 5 years	310
Due after 5 years through 10 years	0
Due 10 Years	30
Available-for-sale Securities	512	714
Amortized cost of securities available for sale
Total Amortized Cost	$ 513	714
Weighted average yield for securities held to maturity
Weighted-average expected life	1 year 6 days
Other securities
Securities available for sale
Due in 1 year or less	$ 229
Due after 1 year through 5 years	332
Due after 5 years through 10 years	348
Due 10 Years	96
Available-for-sale Securities	1,005	721
Amortized cost of securities available for sale
Total Amortized Cost	$ 1,003	$ 726

Investment Securities - Sched65

Investment Securities - Schedule of Gross Realized Gains and Losses on Available-for-Sale Securities and OTTI Recognized in Earnings (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Realized gains (losses):
Gross realized gains	$ 144	$ 12	$ 23
Gross realized losses	(74)	(6)	(25)
Net realized gains (losses)	70	6	(2)
OTTI recognized in earnings:
Credit-related OTTI	(2)	(11)	(25)
Intent to Sell OTTI	(3)	(6)	(5)
Total OTTI recognized in earnings	(5)	(17)	(30)
Net securities gains (losses)	65	(11)	(32)
Proceeds from sales	$ 8,181	$ 4,146	$ 4,379

Investment Securities - Sched66

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Outstanding Balance and Carrying Value of Acquired Securities
Outstanding balance	$ 2,131	$ 2,899
Carrying value	$ 1,843	$ 2,277

Investment Securities - Sched67

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Changes in Accretable Yield of Acquired Securities [Roll Forward]
Accretable yield beginning balance	$ 1,173	$ 1,237	$ 1,250
Accretion recognized in earnings	(182)	(206)	(240)
Reduction due to payoffs, disposals, transfers and other	(157)	(2)	(1)
Net reclassifications from (to) nonaccretable difference	(8)	144	228
Accretable yield ending balance	$ 826	$ 1,173	$ 1,237

Loans - Additional Information

Loans - Additional Information (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Uncollectible Portion of Billed Finance Charges and Fees		$ 1,400	$ 1,100	$ 732
Finance Charge And Fees Reserves	$ 491	491	402
Loans held for sale, at lower of cost or fair value	971	971	1,043
Payments for Origination of Mortgage Loans Held-for-sale		8,400	7,600	$ 6,400
Mortgage loans in process of foreclosure	149	149	382
Loans and Leases Receivable, Impaired, Commitment to Lend	241	$ 241	$ 208
Loans Sold Percent Retained Servicing		100.00%	100.00%	100.00%
Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	2,200	$ 2,200	$ 2,500
Home loan | Other Assets
Loans and Leases Receivable Disclosure [Line Items]
Real estate acquired through foreclosure	39	39	69
Consumer Portfolio Segment [Member] | Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	1,300	1,300	1,100
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	$ 574	574	487
Consumer Home Loan [Member]
Loans and Leases Receivable Disclosure [Line Items]
Threshold Period Past Due for Entering Foreclosure Process Status of Financing Receivables	120 days
Federal Home Loan Bank Advances [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans Pledged as Collateral	$ 27,300	27,300	29,300
Line of Credit Facility, Remaining Borrowing Capacity	$ 21,000	$ 21,000	$ 24,900

Loans - Loan Portfolio Composit

Loans - Loan Portfolio Composition and Aging Analysis (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 234,834	$ 222,480
Past due	8,864	8,035
Loans held for investment	$ 254,473	$ 245,586	$ 229,851
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Financing Receivable, Percent Current	92.29%	90.59%
Total Delinquent Loans (as percent)	3.48%	3.27%
Total Loans (as percent)	100.00%	100.00%
Loans and Leases Receivable, Deferred Income	$ 773	$ 558
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	110,182	101,394
Past due	4,578	4,156
Loans held for investment	114,762	105,552
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	60,775	55,190
Past due	4,010	3,408
Loans held for investment	75,078	73,054
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	50,151	44,762
Past due	3,840	3,154
Loans held for investment	53,991	47,916
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	7,235	6,951
Past due	123	205
Loans held for investment	17,633	21,584
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	3,389	3,477
Past due	47	49
Loans held for investment	3,454	3,554
Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	63,823	65,840
Past due	272	463
Loans held for investment	64,575	66,916
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	63,430	65,367
Past due	265	453
Loans held for investment	64,175	66,433
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	26,018	26,536
Past due	107	45
Loans held for investment	26,150	26,609
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	37,412	38,831
Past due	158	408
Loans held for investment	38,025	39,824
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	393	473
Past due	7	10
Loans held for investment	400	483
Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	54	56
Past due	4	8
Loans held for investment	58	64
Receivables Acquired with Deteriorated Credit Quality [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 10,775	$ 15,071
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Loans (as percent)	4.23%	6.14%
Receivables Acquired with Deteriorated Credit Quality [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 2	$ 2
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	10,293	14,456
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	10,275	14,428
Receivables Acquired with Deteriorated Credit Quality [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	18	28
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	480	613
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	480	613
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	25	28
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	455	585
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
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	$ 3,945	$ 3,466
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.55%	1.41%
Financing Receivables, 30 to 59 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,355	$ 1,277
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2,544	2,107
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2,483	2,041
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	37	44
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	24	22
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	44	79
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	42	72
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	41	45
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1	27
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2	7
Financing Receivables, 30 to 59 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2	3
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,166	$ 1,920
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.85%	0.78%
Financing Receivables, 60 to 89 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 996	$ 918
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,081	917
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,060	890
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	16	20
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	5	7
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	88	85
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	87	84
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	17	0
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	70	84
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1	1
Financing Receivables, 60 to 89 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1	0
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,753	$ 2,649
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.08%	1.08%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,227	$ 1,961
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	385	384
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	297	223
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	70	141
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	18	20
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	140	299
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	136	297
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	49	0
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	87	297
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	4	2
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1	5
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	101,072	93,279
Past due	4,219	3,839
Loans held for investment	105,293	97,120
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	2	2
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	1,211	1,153
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	915	846
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	2,093	1,840
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	9,110	8,115
Past due	359	317
Loans held for investment	9,469	8,432
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	144	124
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	81	72
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	$ 134	$ 121

Loans - 90+ Day Delinquent Loan

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 2,233	$ 1,936
Nonperforming Loans	$ 899	$ 1,599
Percent 90 days past due and still accruing	0.88%	0.79%
Financing Receivable, Nonaccrual, Percent Past Due	0.35%	0.65%
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 2,221	$ 1,936
Nonperforming Loans	24	42
Credit Card Portfolio Segment [Member] | Geographic Distribution, Domestic [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	2,093	1,840
Credit Card Portfolio Segment [Member] | Geographic Distribution, Foreign [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	128	96
Nonperforming Loans	24	42
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	$ 587	$ 527
Financing Receivable, Nonaccrual, Percent Past Due	0.78%	0.72%
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 376	$ 223
Financing Receivable, Nonaccrual, Percent Past Due	0.70%	0.47%
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 176	$ 273
Financing Receivable, Nonaccrual, Percent Past Due	1.00%	1.26%
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 35	$ 31
Financing Receivable, Nonaccrual, Percent Past Due	1.00%	0.86%
Commercial Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 12	$ 0
Nonperforming Loans		1,022
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	12	0
Nonperforming Loans	277	1,018
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	12	0
Nonperforming Loans	38	30
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	239	988
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	7	4
Other
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	$ 4	$ 8

Loans - Credit Card_ Risk Profi

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 254,473	$ 245,586	$ 229,851
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 114,762	$ 105,552
Percentage of portfolio	100.00%	100.00%
Credit Card Portfolio Segment [Member] | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 11,475	$ 11,068
Percentage of portfolio	10.00%	10.50%
Credit Card Portfolio Segment [Member] | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,847	$ 7,227
Percentage of portfolio	6.80%	6.80%
Credit Card Portfolio Segment [Member] | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,389	$ 7,090
Percentage of portfolio	6.40%	6.70%
Credit Card Portfolio Segment [Member] | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,790	$ 6,540
Percentage of portfolio	5.90%	6.20%
Credit Card Portfolio Segment [Member] | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,734	$ 4,492
Percentage of portfolio	4.10%	4.30%
Credit Card Portfolio Segment [Member] | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,550	$ 4,048
Percentage of portfolio	4.00%	3.80%
Credit Card Portfolio Segment [Member] | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,929	$ 3,654
Percentage of portfolio	3.40%	3.50%
Credit Card Portfolio Segment [Member] | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,621	$ 3,488
Percentage of portfolio	3.20%	3.30%
Credit Card Portfolio Segment [Member] | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,523	$ 3,164
Percentage of portfolio	3.10%	3.00%
Credit Card Portfolio Segment [Member] | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 51,435	$ 46,349
Percentage of portfolio	44.80%	43.90%
Credit Card Portfolio Segment [Member] | Canada
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,286	$ 5,594
Percentage of portfolio	5.50%	5.30%
Credit Card Portfolio Segment [Member] | United Kingdom
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,183	$ 2,838
Percentage of portfolio	2.80%	2.70%
Credit Card Portfolio Segment [Member] | Geographic Distribution, Domestic [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 105,293	$ 97,120
Percentage of portfolio	91.70%	92.00%
Credit Card Portfolio Segment [Member] | Geographic Distribution, Foreign [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 9,469	$ 8,432
Percentage of portfolio	8.30%	8.00%

Loans - Credit Card_ Net Charge

Loans - Credit Card: Net Charge-Offs (Detail) - Credit Card Portfolio Segment [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 5,054	$ 3,953	$ 2,918
Percentage annualized net charge-off by average loans held for investment	4.88%	4.09%
Percentage Annualized Net Charge-Offs by Average Loans Held for Investment, Excluding Loans Acquired Impact	4.95%
Geographic Distribution, Domestic [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 4,739	$ 3,681
Percentage annualized net charge-off by average loans held for investment	4.99%	4.16%
Percentage Annualized Net Charge-Offs by Average Loans Held for Investment, Excluding Loans Acquired Impact	5.07%
Geographic Distribution, Foreign [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 315	$ 272
Percentage annualized net charge-off by average loans held for investment	3.69%	3.33%

Loans - Consumer Banking_ Risk

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 254,473	$ 245,586	$ 229,851
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 75,078	$ 73,054
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Auto
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 53,991	$ 47,916
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 53,991	$ 47,916
Percentage of portfolio	71.90%	65.60%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,040	$ 6,304
Percentage of portfolio	9.40%	8.60%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,099	$ 5,448
Percentage of portfolio	8.10%	7.50%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,486	$ 3,985
Percentage of portfolio	6.00%	5.50%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Georgia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,726	$ 2,506
Percentage of portfolio	3.60%	3.40%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,236	$ 2,159
Percentage of portfolio	3.00%	3.00%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,318	$ 2,017
Percentage of portfolio	3.10%	2.80%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,181	$ 2,065
Percentage of portfolio	2.90%	2.80%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 26,905	$ 23,432
Percentage of portfolio	35.80%	32.00%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,633	$ 21,584
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,633	$ 21,584
Percentage of portfolio	23.50%	29.50%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 882	$ 823
Percentage of portfolio	1.20%	1.10%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,734	$ 4,993
Percentage of portfolio	5.00%	6.80%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 976	$ 1,218
Percentage of portfolio	1.30%	1.70%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,909	$ 8,789
Percentage of portfolio	9.20%	12.00%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,941	$ 2,036
Percentage of portfolio	2.60%	2.80%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,226	$ 1,409
Percentage of portfolio	1.60%	1.90%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,034	$ 1,204
Percentage of portfolio	1.40%	1.70%
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 931	$ 1,112
Percentage of portfolio	1.20%	1.50%
Consumer Portfolio Segment [Member] | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,454	$ 3,554
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,454	$ 3,554
Percentage of portfolio	4.60%	4.90%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 717	$ 756
Percentage of portfolio	0.90%	1.00%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 953	$ 1,010
Percentage of portfolio	1.30%	1.40%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 267	$ 263
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 955	$ 941
Percentage of portfolio	1.30%	1.30%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 187	$ 190
Percentage of portfolio	0.20%	0.30%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 154	$ 156
Percentage of portfolio	0.20%	0.20%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 221	$ 238
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	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Nonperforming Loans	$ 899	$ 1,599
Financing Receivable, Nonaccrual, Percent Past Due	0.35%	0.65%
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 1,038	$ 820	$ 731
Percentage annualized net charge-off by average loans held for investment	1.39%	1.15%
Nonperforming Loans	$ 587	$ 527
Financing Receivable, Nonaccrual, Percent Past Due	0.78%	0.72%
Percentage Annualized Net Charge-Offs by Average Loans Held for Investment, Excluding Loans Acquired Impact	1.65%	1.49%
Nonperforming loans, excluding acquired loans (as percent)	0.91%	0.90%
Consumer Portfolio Segment [Member] | Auto
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 957	$ 752
Percentage annualized net charge-off by average loans held for investment	1.86%	1.69%
Nonperforming Loans	$ 376	$ 223
Financing Receivable, Nonaccrual, Percent Past Due	0.70%	0.47%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 15	$ 14
Percentage annualized net charge-off by average loans held for investment	0.08%	0.06%
Nonperforming Loans	$ 176	$ 273
Financing Receivable, Nonaccrual, Percent Past Due	1.00%	1.26%
Percentage Annualized Net Charge-Offs by Average Loans Held for Investment, Excluding Loans Acquired Impact	0.07%	0.20%
Nonperforming loans, excluding acquired loans (as percent)	2.39%	3.81%
Consumer Portfolio Segment [Member] | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 66	$ 54
Percentage annualized net charge-off by average loans held for investment	1.92%	1.53%
Nonperforming Loans	$ 35	$ 31
Financing Receivable, Nonaccrual, Percent Past Due	1.00%	0.86%

Loans - Home Loan_ Risk Profile

Loans - Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 254,473	$ 245,586	$ 229,851
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 75,078	$ 73,054
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,633	$ 21,584
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,633	$ 21,584
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | Origination during or before 2008
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 8,505	$ 11,850
Percentage of portfolio	48.20%	54.90%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2009
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 831	$ 1,168
Percentage of portfolio	4.80%	5.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2010
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,142	$ 1,644
Percentage of portfolio	6.50%	7.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2011
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,294	$ 1,822
Percentage of portfolio	7.30%	8.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2012
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 851	$ 1,237
Percentage of portfolio	4.80%	5.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2013
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 427	$ 524
Percentage of portfolio	2.50%	2.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2014
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 492	$ 588
Percentage of portfolio	2.70%	2.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 933	$ 1,054
Percentage of portfolio	5.30%	4.90%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2016
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,627	$ 1,697
Percentage of portfolio	9.20%	7.90%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Origination Year Concentration Risk | 2017
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,531
Percentage of portfolio	8.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,633	$ 21,584
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,734	$ 4,993
Percentage of portfolio	21.20%	23.10%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,941	$ 2,036
Percentage of portfolio	11.00%	9.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,226	$ 1,409
Percentage of portfolio	6.90%	6.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 976	$ 1,218
Percentage of portfolio	5.50%	5.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,034	$ 1,204
Percentage of portfolio	5.80%	5.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 931	$ 1,112
Percentage of portfolio	5.30%	5.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 843	$ 985
Percentage of portfolio	4.80%	4.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 768	$ 931
Percentage of portfolio	4.40%	4.30%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | TEXAS
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 882	$ 823
Percentage of portfolio	5.00%	3.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | ARIZONA
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 668	$ 888
Percentage of portfolio	3.80%	4.10%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,630	$ 5,985
Percentage of portfolio	26.30%	27.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Lien Type Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,633	$ 21,584
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Lien Type Concentration Risk | 1st lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 16,418	$ 20,341
Percentage of portfolio	93.10%	94.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Lien Type Concentration Risk | 2nd lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,215	$ 1,243
Percentage of portfolio	6.90%	5.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Interest Rate Type Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,633	$ 21,584
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Interest Rate Type Concentration Risk | Fixed rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,227	$ 5,216
Percentage of portfolio	29.60%	24.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Interest Rate Type Concentration Risk | Adjustable rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 12,406	$ 16,368
Percentage of portfolio	70.40%	75.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,358	$ 7,156
Percentage of portfolio	41.70%	33.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | Origination during or before 2008
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,586	$ 2,166
Percentage of portfolio	9.00%	10.00%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2009
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 62	$ 80
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2010
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 64	$ 82
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2011
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 113	$ 139
Percentage of portfolio	0.60%	0.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2012
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 673	$ 969
Percentage of portfolio	3.80%	4.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2013
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 381	$ 465
Percentage of portfolio	2.20%	2.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2014
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 467	$ 557
Percentage of portfolio	2.60%	2.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 905	$ 1,024
Percentage of portfolio	5.10%	4.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2016
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,604	$ 1,674
Percentage of portfolio	9.10%	7.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Origination Year Concentration Risk | 2017
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,503
Percentage of portfolio	8.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,358	$ 7,156
Percentage of portfolio	41.70%	33.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 987	$ 976
Percentage of portfolio	5.60%	4.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,427	$ 1,343
Percentage of portfolio	8.10%	6.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 608	$ 585
Percentage of portfolio	3.40%	2.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 163	$ 108
Percentage of portfolio	0.90%	0.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 532	$ 490
Percentage of portfolio	3.00%	2.30%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 389	$ 379
Percentage of portfolio	2.20%	1.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 826	$ 962
Percentage of portfolio	4.70%	4.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 186	$ 159
Percentage of portfolio	1.10%	0.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | TEXAS
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 811	$ 725
Percentage of portfolio	4.60%	3.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | ARIZONA
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 91	$ 89
Percentage of portfolio	0.50%	0.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,338	$ 1,340
Percentage of portfolio	7.60%	6.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Lien Type Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,358	$ 7,156
Percentage of portfolio	41.70%	33.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Lien Type Concentration Risk | 1st lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,364	$ 6,182
Percentage of portfolio	36.10%	28.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Lien Type Concentration Risk | 2nd lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 994	$ 974
Percentage of portfolio	5.60%	4.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,358	$ 7,156
Percentage of portfolio	41.70%	33.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Fixed rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,722	$ 3,394
Percentage of portfolio	21.10%	15.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Loans excluding Acquired Loans | Interest Rate Type Concentration Risk | Adjustable rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,636	$ 3,762
Percentage of portfolio	20.60%	17.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 10,275	$ 14,428
Percentage of portfolio	58.30%	66.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | Origination during or before 2008
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,919	$ 9,684
Percentage of portfolio	39.20%	44.90%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2009
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 769	$ 1,088
Percentage of portfolio	4.40%	5.00%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2010
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,078	$ 1,562
Percentage of portfolio	6.10%	7.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2011
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,181	$ 1,683
Percentage of portfolio	6.70%	7.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2012
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 178	$ 268
Percentage of portfolio	1.00%	1.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2013
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 46	$ 59
Percentage of portfolio	0.30%	0.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2014
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 25	$ 31
Percentage of portfolio	0.10%	0.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 28	$ 30
Percentage of portfolio	0.20%	0.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2016
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 23	$ 23
Percentage of portfolio	0.10%	0.10%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Origination Year Concentration Risk | 2017
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 28
Percentage of portfolio	0.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 10,275	$ 14,428
Percentage of portfolio	58.30%	66.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,747	$ 4,017
Percentage of portfolio	15.60%	18.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 514	$ 693
Percentage of portfolio	2.90%	3.20%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 618	$ 824
Percentage of portfolio	3.50%	3.90%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 813	$ 1,110
Percentage of portfolio	4.60%	5.10%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 502	$ 714
Percentage of portfolio	2.80%	3.30%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 542	$ 733
Percentage of portfolio	3.10%	3.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17	$ 23
Percentage of portfolio	0.10%	0.10%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 582	$ 772
Percentage of portfolio	3.30%	3.60%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | TEXAS
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 71	$ 98
Percentage of portfolio	0.40%	0.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | ARIZONA
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 577	$ 799
Percentage of portfolio	3.30%	3.70%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,292	$ 4,645
Percentage of portfolio	18.70%	21.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Lien Type Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 10,275	$ 14,428
Percentage of portfolio	58.30%	66.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Lien Type Concentration Risk | 1st lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 10,054	$ 14,159
Percentage of portfolio	57.00%	65.50%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Lien Type Concentration Risk | 2nd lien
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 221	$ 269
Percentage of portfolio	1.30%	1.30%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Interest Rate Type Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 10,275	$ 14,428
Percentage of portfolio	58.30%	66.80%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Interest Rate Type Concentration Risk | Fixed rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,505	$ 1,822
Percentage of portfolio	8.50%	8.40%
Consumer Portfolio Segment [Member] | Home loan | Home Loans Receivable | Acquired Loans | Interest Rate Type Concentration Risk | Adjustable rate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 8,770	$ 12,606
Percentage of portfolio	49.80%	58.40%

Loans - Commercial Banking_ Ris

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 254,473	$ 245,586	$ 229,851
Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	10,775	15,071
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 64,575	$ 66,916
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 480	$ 613
Commercial Banking | Commercial and multifamily real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 26,150	$ 26,609
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and multifamily real estate | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 25	$ 28
Commercial Banking | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 38,025	$ 39,824
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and industrial | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 455	$ 585
Commercial Banking | Small-ticket commercial real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 400	$ 483
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Small-ticket commercial real estate | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment		$ 0
Commercial Banking | Loans Receivable | Geographic Concentration Risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22,993	$ 25,640
Percentage of portfolio	35.70%	38.30%
Commercial Banking | Loans Receivable | Geographic Concentration Risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,612	$ 6,490
Percentage of portfolio	10.20%	9.70%
Commercial Banking | Loans Receivable | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 18,480	$ 19,259
Percentage of portfolio	28.60%	28.80%
Commercial Banking | Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 16,490	$ 15,527
Percentage of portfolio	25.50%	23.20%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 480	$ 613
Percentage of portfolio	0.80%	0.90%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 61,162	$ 62,828
Percentage of portfolio	94.70%	93.90%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,649	$ 2,453
Percentage of portfolio	4.10%	3.70%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 284	$ 1,022
Percentage of portfolio	0.40%	1.50%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Geographic Concentration Risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 14,969	$ 15,714
Percentage of portfolio	57.30%	59.00%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Geographic Concentration Risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,675	$ 3,024
Percentage of portfolio	10.20%	11.40%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,719	$ 4,032
Percentage of portfolio	14.20%	15.20%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,787	$ 3,839
Percentage of portfolio	18.30%	14.40%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 25	$ 28
Percentage of portfolio	0.10%	0.10%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 25,609	$ 26,309
Percentage of portfolio	98.00%	98.90%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 478	$ 242
Percentage of portfolio	1.80%	0.90%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 38	$ 30
Percentage of portfolio	0.10%	0.10%
Commercial Banking | Loans Receivable | Commercial and industrial | Geographic Concentration Risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,774	$ 9,628
Percentage of portfolio	20.40%	24.20%
Commercial Banking | Loans Receivable | Commercial and industrial | Geographic Concentration Risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,922	$ 3,450
Percentage of portfolio	10.30%	8.70%
Commercial Banking | Loans Receivable | Commercial and industrial | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 14,739	$ 15,193
Percentage of portfolio	38.80%	38.10%
Commercial Banking | Loans Receivable | Commercial and industrial | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 11,590	$ 11,553
Percentage of portfolio	30.50%	29.00%
Commercial Banking | Loans Receivable | Commercial and industrial | Internal Risk Rating Concentration Risk | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 455	$ 585
Percentage of portfolio	1.20%	1.50%
Commercial Banking | Loans Receivable | Commercial and industrial | Internal Risk Rating Concentration Risk | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 35,161	$ 36,046
Percentage of portfolio	92.50%	90.50%
Commercial Banking | Loans Receivable | Commercial and industrial | Internal Risk Rating Concentration Risk | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,170	$ 2,205
Percentage of portfolio	5.70%	5.50%
Commercial Banking | Loans Receivable | Commercial and industrial | Internal Risk Rating Concentration Risk | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 239	$ 988
Percentage of portfolio	0.60%	2.50%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Geographic Concentration Risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 250	$ 298
Percentage of portfolio	62.40%	61.70%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Geographic Concentration Risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15	$ 16
Percentage of portfolio	3.80%	3.30%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22	$ 34
Percentage of portfolio	5.50%	7.00%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 113	$ 135
Percentage of portfolio	28.30%	28.00%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Receivables Acquired with Deteriorated Credit Quality [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 0	$ 0
Percentage of portfolio	0.00%	0.00%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 392	$ 473
Percentage of portfolio	97.90%	97.90%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1	$ 6
Percentage of portfolio	0.30%	1.30%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7	$ 4
Percentage of portfolio	1.80%	0.80%
Operating Segments [Member] | Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 64,575	$ 66,916	$ 63,266

Loans - Impaired Loans, Excludi

Loans - Impaired Loans, Excluding Acquired Loans (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Impaired Financing Receivable:
With an Allowance	$ 2,052	$ 2,660
Without an Allowance	393	507
Total Recorded Investment	2,445	3,167
Related Allowance	421	465
Net Recorded Investment	2,024	2,702
Unpaid Principal Balance	2,882	3,591
Average Recorded Investment	2,868	2,930	$ 2,138
Interest Income Recognized	155	177	163
Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	812	715
Without an Allowance	0	0
Total Recorded Investment	812	715
Related Allowance	292	239
Net Recorded Investment	520	476
Unpaid Principal Balance	792	695
Average Recorded Investment	756	673	674
Interest Income Recognized	74	68	67
Credit Card Portfolio Segment [Member] | Geographic Distribution, Domestic [Member]
Impaired Financing Receivable:
With an Allowance	639	581
Without an Allowance	0	0
Total Recorded Investment	639	581
Related Allowance	208	174
Net Recorded Investment	431	407
Unpaid Principal Balance	625	566
Average Recorded Investment	602	540	539
Interest Income Recognized	63	58	57
Credit Card Portfolio Segment [Member] | Geographic Distribution, Foreign [Member]
Impaired Financing Receivable:
With an Allowance	173	134
Without an Allowance	0	0
Total Recorded Investment	173	134
Related Allowance	84	65
Net Recorded Investment	89	69
Unpaid Principal Balance	167	129
Average Recorded Investment	154	133	135
Interest Income Recognized	11	10	10
Consumer Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	606	609
Without an Allowance	169	334
Total Recorded Investment	775	943
Related Allowance	53	57
Net Recorded Investment	722	886
Unpaid Principal Balance	1,094	1,336
Average Recorded Investment	853	924	882
Interest Income Recognized	59	93	88
Consumer Portfolio Segment [Member] | Auto
Impaired Financing Receivable:
With an Allowance	363	316
Without an Allowance	118	207
Total Recorded Investment	481	523
Related Allowance	30	24
Net Recorded Investment	451	499
Unpaid Principal Balance	730	807
Average Recorded Investment	495	501	462
Interest Income Recognized	53	86	82
Consumer Portfolio Segment [Member] | Home loan
Impaired Financing Receivable:
With an Allowance	192	241
Without an Allowance	41	117
Total Recorded Investment	233	358
Related Allowance	15	19
Net Recorded Investment	218	339
Unpaid Principal Balance	298	464
Average Recorded Investment	299	361	364
Interest Income Recognized	5	5	4
Consumer Portfolio Segment [Member] | Retail banking
Impaired Financing Receivable:
With an Allowance	51	52
Without an Allowance	10	10
Total Recorded Investment	61	62
Related Allowance	8	14
Net Recorded Investment	53	48
Unpaid Principal Balance	66	65
Average Recorded Investment	59	62	56
Interest Income Recognized	1	2	2
Commercial Banking
Impaired Financing Receivable:
With an Allowance	634	1,336
Without an Allowance	224	173
Total Recorded Investment	858	1,509
Related Allowance	76	169
Net Recorded Investment	782	1,340
Unpaid Principal Balance	996	1,560
Average Recorded Investment	1,259	1,333	582
Interest Income Recognized	22	16	8
Commercial Banking | Total commercial lending
Impaired Financing Receivable:
With an Allowance	627	1,332
Without an Allowance	224	173
Total Recorded Investment	851	1,505
Related Allowance	76	169
Net Recorded Investment	775	1,336
Unpaid Principal Balance	987	1,556
Average Recorded Investment	1,252	1,326	575
Interest Income Recognized	22	16	8
Commercial Banking | Commercial and multifamily real estate
Impaired Financing Receivable:
With an Allowance	138	83
Without an Allowance	2	29
Total Recorded Investment	140	112
Related Allowance	13	7
Net Recorded Investment	127	105
Unpaid Principal Balance	143	112
Average Recorded Investment	134	111	109
Interest Income Recognized	4	3	3
Commercial Banking | Commercial and industrial
Impaired Financing Receivable:
With an Allowance	489	1,249
Without an Allowance	222	144
Total Recorded Investment	711	1,393
Related Allowance	63	162
Net Recorded Investment	648	1,231
Unpaid Principal Balance	844	1,444
Average Recorded Investment	1,118	1,215	466
Interest Income Recognized	18	13	5
Commercial Banking | Small-ticket commercial real estate
Impaired Financing Receivable:
With an Allowance	7	4
Without an Allowance	0	0
Total Recorded Investment	7	4
Related Allowance	0	0
Net Recorded Investment	7	4
Unpaid Principal Balance	9	4
Average Recorded Investment	7	7	7
Interest Income Recognized	$ 0	$ 0	$ 0

Loans - TDR Disclosures in Prog

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 1,520	$ 1,654	$ 1,095
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	575	450	414
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	356	422	419
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Total Loans Modified	324	356	347
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Total Loans Modified	19	48	48
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	13	18	24
Commercial Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	589	782	262
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Total Loans Modified	586	781	261
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	29	38	12
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Total Loans Modified	557	743	249
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 3	$ 1	$ 1
Reduced Interest Rate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	55.00%	41.00%	54.00%
Average Rate Reduction	13.19%	12.42%	12.42%
Reduced Interest Rate | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%
Average Rate Reduction	18.02%	17.09%	16.26%
Reduced Interest Rate | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	44.00%	46.00%	42.00%
Average Rate Reduction	3.79%	3.73%	3.44%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	44.00%	44.00%	41.00%
Average Rate Reduction	3.82%	3.91%	3.49%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	48.00%	64.00%	61.00%
Average Rate Reduction	2.77%	2.25%	2.70%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	22.00%	23.00%	18.00%
Average Rate Reduction	5.77%	7.89%	6.88%
Reduced Interest Rate | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	18.00%	4.00%	0.00%
Average Rate Reduction	0.79%	0.09%	0.67%
Reduced Interest Rate | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	18.00%	4.00%	0.00%
Average Rate Reduction	0.79%	0.09%	0.67%
Reduced Interest Rate | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	7.00%	0.00%	0.00%
Average Rate Reduction	0.02%	0.00%	0.00%
Reduced Interest Rate | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	19.00%	5.00%	0.00%
Average Rate Reduction	0.80%	0.09%	0.67%
Reduced Interest Rate | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%
Average Rate Reduction	0.00%	0.00%	0.00%
Term Extension
Financing Receivable, Modifications [Line Items]
% of TDR Activity	44.00%	46.00%	36.00%
Average Term Extension (Months)	16 months	27 months	29 months
Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months
Term Extension | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	93.00%	75.00%	71.00%
Average Term Extension (Months)	16 months	38 months	36 months
Term Extension | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	95.00%	74.00%	69.00%
Average Term Extension (Months)	6 months	7 months	8 months
Term Extension | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	78.00%	87.00%	79.00%
Average Term Extension (Months)	233 months	243 months	231 months
Term Extension | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	73.00%	68.00%	87.00%
Average Term Extension (Months)	10 months	10 months	6 months
Term Extension | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	57.00%	57.00%	36.00%
Average Term Extension (Months)	16 months	19 months	8 months
Term Extension | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	57.00%	57.00%	36.00%
Average Term Extension (Months)	16 months	19 months	8 months
Term Extension | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	26.00%	67.00%	86.00%
Average Term Extension (Months)	5 months	6 months	14 months
Term Extension | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	59.00%	57.00%	34.00%
Average Term Extension (Months)	17 months	20 months	7 months
Term Extension | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	4.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months
Balance Reduction
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	9.00%	10.00%
Gross Balance Reduction	$ 7	$ 108	$ 94
Balance Reduction | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0
Balance Reduction | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	2.00%	22.00%	26.00%
Gross Balance Reduction	$ 7	$ 79	$ 93
Balance Reduction | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	2.00%	25.00%	30.00%
Gross Balance Reduction	$ 7	$ 78	$ 93
Balance Reduction | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity	2.00%	2.00%	7.00%
Gross Balance Reduction	$ 0	$ 0	$ 0
Balance Reduction | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	9.00%	0.00%
Gross Balance Reduction	$ 0	$ 1	$ 0
Balance Reduction | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	8.00%	1.00%
Gross Balance Reduction	$ 0	$ 29	$ 1
Balance Reduction | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	8.00%	1.00%
Gross Balance Reduction	$ 0	$ 29	$ 1
Balance Reduction | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	32.00%	18.00%
Gross Balance Reduction	$ 0	$ 3	$ 1
Balance Reduction | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	7.00%	0.00%
Gross Balance Reduction	$ 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%
Gross Balance Reduction	$ 0	$ 0	$ 0
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 406	$ 312	$ 293
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%
Average Rate Reduction	14.50%	13.19%	12.28%
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%
Average Term Extension (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%
Gross Balance Reduction	$ 0	$ 0	$ 0
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 169	$ 138	$ 121
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%
Average Rate Reduction	26.51%	25.87%	25.88%
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%
Average Term Extension (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%
Gross Balance Reduction	$ 0	$ 0	$ 0

Loans - TDR - Subsequent Defaul

Loans - TDR - Subsequent Defaults of Completed TDR Modifications (Detail) $ in Millions	12 Months Ended
	Dec. 31, 2017USD ($)Contract	Dec. 31, 2016USD ($)Contract	Dec. 31, 2015USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	116,523	91,597	85,393
Total Loans | $	$ 594	$ 550	$ 274
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	106,762	82,748	76,696
Total Loans | $	$ 204	$ 155	$ 152
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	9,515	8,691	8,687
Total Loans | $	$ 120	$ 112	$ 103
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	9,446	8,587	8,647
Total Loans | $	$ 109	$ 96	$ 99
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	28	56	14
Total Loans | $	$ 7	$ 7	$ 2
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	41	48	26
Total Loans | $	$ 4	$ 9	$ 2
Commercial Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	246	158	10
Total Loans | $	$ 270	$ 283	$ 19
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	244	151	7
Total Loans | $	$ 269	$ 282	$ 19
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	1	0
Total Loans | $	$ 0	$ 1	$ 0
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	244	150	7
Total Loans | $	$ 269	$ 281	$ 19
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	2	7	3
Total Loans | $	$ 1	$ 1	$ 0
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	55,121	42,250	42,808
Total Loans | $	$ 111	$ 73	$ 71
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	51,641	40,498	33,888
Total Loans | $	$ 93	$ 82	$ 81

Loans - Outstanding Balance and

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$ 11,855	$ 16,506
Carrying value	10,767	15,074
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	37	31
Provision for credit losses for Acquired Loans	$ 6	$ 6

Loans - Changes in Accretable Y

Loans - Changes in Accretable Yield on Acquired Loans (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	$ 3,177	$ 3,483	$ 4,653
Addition due to acquisition			123
Accretion recognized in earnings	(594)	(711)	(817)
Reclassifications from/(to) nonaccretable differences		138	26
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield, Reclassifications (to) from Nonaccretable Difference	(3)
Changes in accretable yield for non-credit related changes in expected cash flows	(412)	267	(502)
Accretable yield, ending balance	$ 2,168	$ 3,177	$ 3,483

Allowance for Loan and Lease 82

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	$ 6,503
Balance at end of the period	7,502	$ 6,503
Total Allowance
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	6,503	5,130	$ 4,383
Charge-offs	(8,513)	(6,555)	(5,193)
Recoveries	1,951	1,493	1,498
Net charge-offs	(6,562)	(5,062)	(3,695)
Provision (benefit) for loan and lease losses	7,563	6,491	4,490
Allowance build (release) for loan and lease losses	1,001	1,429	795
Other changes	(2)	(56)	(48)
Balance at end of the period	7,502	6,503	5,130
Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	136	168	113
Provision (benefit) for loan and lease losses	(12)	(32)	46
Other changes			9
Balance at end of the period	124	136	168
Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	6,639	5,298
Balance at end of the period	7,626	6,639	5,298
Credit Card Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,606	3,654	3,204
Charge-offs	(6,321)	(5,019)	(4,028)
Recoveries	1,267	1,066	1,110
Net charge-offs	(5,054)	(3,953)	(2,918)
Provision (benefit) for loan and lease losses	6,066	4,926	3,417
Allowance build (release) for loan and lease losses	1,012	973	499
Other changes	30	(21)	(49)
Balance at end of the period	5,648	4,606	3,654
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
Provision (benefit) for loan and lease losses	0	0	0
Other changes			0
Balance at end of the period	0	0	0
Credit Card Portfolio Segment [Member] | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4,606	3,654
Balance at end of the period	5,648	4,606	3,654
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	1,102	868	779
Charge-offs	(1,677)	(1,226)	(1,082)
Recoveries	639	406	351
Net charge-offs	(1,038)	(820)	(731)
Provision (benefit) for loan and lease losses	1,180	1,055	819
Allowance build (release) for loan and lease losses	142	235	88
Other changes	(2)	(1)	1
Balance at end of the period	1,242	1,102	868
Consumer Portfolio Segment [Member] | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	7	7	7
Provision (benefit) for loan and lease losses	0	0	0
Other changes			0
Balance at end of the period	7	7	7
Consumer Portfolio Segment [Member] | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	1,109	875
Balance at end of the period	1,249	1,109	875
Commercial Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	793	604	395
Charge-offs	(481)	(307)	(76)
Recoveries	16	15	29
Net charge-offs	(465)	(292)	(47)
Provision (benefit) for loan and lease losses	313	515	256
Allowance build (release) for loan and lease losses	(152)	223	209
Other changes	(30)	(34)	0
Balance at end of the period	611	793	604
Commercial Banking | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	129	161	106
Provision (benefit) for loan and lease losses	(12)	(32)	46
Other changes			9
Balance at end of the period	117	129	161
Commercial Banking | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	922	765
Balance at end of the period	728	922	765
Other
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	2	4	5
Charge-offs	(34)	(3)	(7)
Recoveries	29	6	8
Net charge-offs	(5)	3	1
Provision (benefit) for loan and lease losses	4	(5)	(2)
Allowance build (release) for loan and lease losses	(1)	(2)	(1)
Other changes	0	0	0
Balance at end of the period	1	2	4
Other | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	0	0	0
Provision (benefit) for loan and lease losses	0	0	0
Other changes			0
Balance at end of the period	0	0	0
Other | Combined Allowance & Unfunded Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	2	4
Balance at end of the period	$ 1	$ 2	$ 4

Allowance for Loan and Lease 83

Allowance for Loan and Lease Losses - Components of Allowance for Loan and Lease Losses by Impairment Methodology (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 7,044	$ 6,007
Asset-specific	421	465
Total allowance for loan and lease losses	7,502	6,503
Loans held for investment by impairment methodology:
Collectively evaluated	241,323	227,555
Asset-specific	2,375	2,960
Loans held for investment	$ 254,473	$ 245,586	$ 229,851
Allowance as a percentage of period-end loans held for investment	2.95%	2.65%
Credit Card Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 5,356	$ 4,367
Asset-specific	292	239
Total allowance for loan and lease losses	5,648	4,606	3,654	$ 3,204
Loans held for investment by impairment methodology:
Collectively evaluated	113,948	104,835
Asset-specific	812	715
Loans held for investment	$ 114,762	$ 105,552
Allowance as a percentage of period-end loans held for investment	4.92%	4.36%
Consumer Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 1,158	$ 1,016
Asset-specific	53	57
Total allowance for loan and lease losses	1,242	1,102	868	779
Loans held for investment by impairment methodology:
Collectively evaluated	64,080	57,862
Asset-specific	705	736
Loans held for investment	$ 75,078	$ 73,054
Allowance as a percentage of period-end loans held for investment	1.65%	1.51%
Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 529	$ 622
Asset-specific	76	169
Total allowance for loan and lease losses	611	793	604	395
Loans held for investment by impairment methodology:
Collectively evaluated	63,237	64,794
Asset-specific	858	1,509
Loans held for investment	$ 64,575	$ 66,916
Allowance as a percentage of period-end loans held for investment	0.95%	1.19%
Other
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 1	$ 2
Asset-specific	0	0
Total allowance for loan and lease losses	1	2	$ 4	$ 5
Loans held for investment by impairment methodology:
Collectively evaluated	58	64
Asset-specific	0	0
Loans held for investment	$ 58	$ 64
Allowance as a percentage of period-end loans held for investment	1.72%	3.13%
Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	$ 37	$ 31
Loans held for investment by impairment methodology:
Loans held for investment	10,775	15,071
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	2	2
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	31	29
Loans held for investment by impairment methodology:
Loans held for investment	10,293	14,456
Receivables Acquired with Deteriorated Credit Quality [Member] | Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	6	2
Loans held for investment by impairment methodology:
Loans held for investment	480	613
Receivables Acquired with Deteriorated Credit Quality [Member] | Other
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses	0	0
Loans held for investment by impairment methodology:
Loans held for investment	$ 0	$ 0

Allowance for Loan and Lease 84

Allowance for Loan and Lease Losses Allowance for Loan and Lease Losses - Loss Sharing Arrangements (Details) - Loss Sharing Agreement [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Expected reimbursement from loss sharing partners	$ 380	$ 228	$ 194	$ 143
Amounts charged to partners and impacting net charge-offs	(285)	(229)	(189)
Impact to provision for credit losses	$ 437	$ 263	$ 240

Variable Interest Entities an85

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	$ 36,700	$ 34,651
Carrying Amount of Liabilities, Consolidated	20,790	19,798
Carrying Amount of Assets, Unconsolidated	4,948	4,250
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,674	1,120
Maximum exposure to loss	5,550	5,325
Affordable housing entities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	226	174
Carrying Amount of Liabilities, Consolidated	10	9
Carrying Amount of Assets, Unconsolidated	4,175	3,862
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,284	1,093
Variable Interest Entities, nonconsolidated, Carrying amount of Assets included in certain investment structures	2,200	1,900
Variable Interest Entities, nonconsolidated, Carrying amount of liabilities included in certain investment structures	901	618
Maximum exposure to loss	4,175	3,862
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	1,498	927
Carrying Amount of Liabilities, Consolidated	129	127
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	318	187
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0	0
Maximum exposure to loss	318	187
Total Other VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	1,724	1,101
Carrying Amount of Liabilities, Consolidated	139	136
Carrying Amount of Assets, Unconsolidated	4,493	4,049
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,284	1,093
Maximum exposure to loss	4,493	4,049
Credit card loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,976	33,550
Carrying Amount of Liabilities, Consolidated	20,651	19,662
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	455	201
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	390	27
Maximum exposure to loss	1,057	1,276
Total securitization-related VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	34,976	33,550
Carrying Amount of Liabilities, Consolidated	20,651	19,662
Carrying Amount of Assets, Unconsolidated	455	201
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	390	27
Maximum exposure to loss	$ 1,057	$ 1,276

Variable Interest Entities an86

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Variable Interest Entity, Primary Beneficiary
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, non-mortgage	$ 20,010	$ 18,826
Receivables in the trust, non-mortgage	35,667	31,762
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	1,224	1,499
Receivables in the trust, mortgage	1,266	1,549
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	42	56
Receivables in the trust, mortgage	35	50
Variable Interest Entity, Not Primary Beneficiary | GPMH [Member]
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, mortgage	508	697
Receivables in the trust, mortgage	511	702
Cash balance of spread or reserve accounts, mortgage	$ 116	$ 130

Variable Interest Entities an87

Variable Interest Entities and Securitizations - Additional Information (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Funded HELOCs advances	$ 30	$ 30
Unfunded commitment on residual interests on trusts	4	5
Loans Receivable Held-for-sale, Net, Not Part of Disposal Group	971	1,043
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,674	1,120
Amortization Method Qualified Affordable Housing Project Investments, Amortization	582	393
Affordable Housing Tax Credits And Other Tax Benefits, Amount	504	444
Amortization Method Qualified Affordable Housing Project Investments	3,900	3,800
Qualified Affordable Housing Project Investments, Commitment	1,400	1,200
Variable Interest Entity, Consolidated, Carrying Amount, Assets	36,700	34,651
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets	4,948	4,250
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	$ 5,550	5,325
Minimum
Variable Interest Entity [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid	2,018
Maximum
Variable Interest Entity [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid	2,020
Affordable housing entities
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	$ 1,284	1,093
Total assets of the unconsolidated VIE investment funds	11,500	11,500
Variable Interest Entity, Consolidated, Carrying Amount, Assets	226	174
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets	4,175	3,862
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	4,175	3,862
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0	0
Variable Interest Entity, Consolidated, Carrying Amount, Assets	1,498	927
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets	0	0
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	0	0
Other
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0	0
Variable Interest Entity, Consolidated, Carrying Amount, Assets	0	0
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets	318	187
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	318	187
GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	10	8
GPMH [Member]
Variable Interest Entity [Line Items]
Loans Receivable Held-for-sale, Net, Not Part of Disposal Group	283
Variable Interest Entity, Not Primary Beneficiary | Option- ARM
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Liabilities Incurred	1,224	1,499
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding	1,266	1,549
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Liabilities Incurred	42	56
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding	35	50
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding		702
Letters of credit funded	75	85
Variable Interest Entity, Not Primary Beneficiary | GPMH [Member]
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Liabilities Incurred	508	697
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding	$ 511	$ 702

Goodwill and Intangible Asset88

Goodwill and Intangible Assets - Components (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Schedule of Intangible Assets by Major Class [Line Items]
Goodwill, Gross	$ 14,533	$ 14,519
Goodwill	14,533	14,519	$ 14,480
Intangible Assets, Gross (Excluding Goodwill)	3,554	3,856
Accumulated Amortization	(3,133)	(3,191)
Intangible Assets, Net (Excluding Goodwill)	421	665
Intangible Assets Gross Including Goodwill	18,087	18,375
Total goodwill and other intangible assets, Net Carrying Value	14,954	15,184
Commercial MSRs, Gross	355	276
Commercial MSR, Accumulated Amortization	(126)	(82)
Consumer MSRs	92	80
Total MSRs, Gross	447	356
Servicing Asset at Amortized Cost	229	194
Total MSRs, Net	321	274
Servicing Asset at Amortized Cost, Amortization	$ 44	$ 31
Finite-Lived Intangible Assets, Remaining Amortization Period	4 years 11 months 6 days	5 years 5 months 6 days
PCCR intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	$ 2,105	$ 2,151
Accumulated Amortization	(1,844)	(1,715)
Intangible Assets, Net (Excluding Goodwill)	$ 261	$ 436
Finite-Lived Intangible Assets, Remaining Amortization Period	3 years 7 months 6 days	4 years 5 months 6 days
Core deposit intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	$ 1,149	$ 1,391
Accumulated Amortization	(1,133)	(1,345)
Intangible Assets, Net (Excluding Goodwill)	$ 16	$ 46
Finite-Lived Intangible Assets, Remaining Amortization Period	1 year 6 days	2 years 6 days
Other Intangible Assets [Member]
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	$ 300	$ 314
Accumulated Amortization	(156)	(131)
Intangible Assets, Net (Excluding Goodwill)	$ 144	$ 183
Finite-Lived Intangible Assets, Remaining Amortization Period	7 years 9 months 6 days	8 years 8 months 6 days

Goodwill and Intangible Asset89

Goodwill and Intangible Assets - Additional Information (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Amortization of Intangible Assets	$ 245	$ 386	$ 430
Impairment of Intangible Assets	0		0
Goodwill accumulated impairment	0	0
Goodwill impairment loss	$ 0	0	$ 0
Impairment of Intangible Assets, Indefinite-lived (Excluding Goodwill)		$ 17

Goodwill and Intangible Asset90

Goodwill and Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 14,519	$ 14,480
Goodwill, Acquired During Period	6	54
Other adjustments	8	(15)
Goodwill, Ending Balance	14,533	14,519
Commercial Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,901	4,883
Goodwill, Acquired During Period	0	18
Other adjustments	0	0
Goodwill, Ending Balance	4,901	4,901
Credit Card
Goodwill [Roll Forward]
Goodwill, Beginning Balance	5,018	4,997
Goodwill, Acquired During Period	6	36
Other adjustments	8	(15)
Goodwill, Ending Balance	5,032	5,018
Consumer Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,600	4,600
Goodwill, Acquired During Period	0	0
Other adjustments	0	0
Goodwill, Ending Balance	$ 4,600	$ 4,600

Goodwill and Intangible Asset91

Goodwill and Intangible Assets - Actual and Estimated Future Amortization Expense (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Amortization of Intangible Assets	$ 245	$ 386	$ 430
Estimated future amounts for the year ended December 31,
2,018	176
2,019	108
2,020	57
2,021	27
2,022	19
Thereafter	29
Net Carrying Amount	$ 416

Premises, Equipment & Lease C92

Premises, Equipment & Lease Commitments Premises, Equipment & Lease Commitments - Additional Information (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Property, Plant and Equipment and Lease Commitments [Abstract]
Depreciation	$ 662	$ 710	$ 638
Total rent expenses from continuing operations	307	$ 330	$ 276
Minimum sublease rental income due in future years	$ 175

Premises, Equipment & Lease C93

Premises, Equipment & Lease Commitments Premises, Equipment & Lease Commitments - Components of Premises and Equipment (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Property, Plant and Equipment [Line Items]
Total premises and equipment, gross	$ 8,264	$ 7,487
Less: Accumulated depreciation and amortization	(4,231)	(3,812)
Total premises and equipment, net	4,033	3,675
Land
Property, Plant and Equipment [Line Items]
Total premises and equipment, gross	406	423
Buildings and improvements
Property, Plant and Equipment [Line Items]
Total premises and equipment, gross	3,302	2,958
Furniture and equipment
Property, Plant and Equipment [Line Items]
Total premises and equipment, gross	1,901	1,834
Computer software
Property, Plant and Equipment [Line Items]
Total premises and equipment, gross	1,753	1,681
In progress
Property, Plant and Equipment [Line Items]
Total premises and equipment, gross	$ 902	$ 591

Premises, Equipment & Lease C94

Premises, Equipment & Lease Commitments Premises, Equipment & Lease Commitments - Future Minimum Rental Commitments (Details) $ in Millions	Dec. 31, 2017USD ($)
Operating Leases, Future Minimum Payments Due, Fiscal Year Maturity [Abstract]
2,018	$ 332
2,019	316
2,020	300
2,021	276
2,022	251
Thereafter	1,177
Total	$ 2,652

Deposits and Borrowings - Depos

Deposits and Borrowings - Deposits and Short-term Borrowings (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Deposits:
Non-interest-bearing deposits	$ 26,404	$ 25,502
Interest-bearing deposits	217,298	211,266
Total deposits	243,702	236,768	$ 217,721
Short-term Debt [Line Items]
Short-term borrowings	576	992
Federal funds purchased and securities loaned or sold under agreements to repurchase
Short-term Debt [Line Items]
Short-term borrowings	$ 576	$ 992

Deposits and Borrowings - Long-

Deposits and Borrowings - Long-Term Debt (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Debt Instrument [Line Items]
Time Deposits, at or Above FDIC Insurance Limit	$ 1,300	$ 894
Long-term Debt and Capital Lease Obligations	59,705	59,468
Debt and Capital Lease Obligations	$ 60,281	60,460
Securitized debt obligations
Debt Instrument [Line Items]
Weighted average interest rate	1.89%
Long-term debt	$ 20,010	18,826
Total senior and subordinated notes
Debt Instrument [Line Items]
Long-term debt	$ 30,755	23,431
Senior notes | Total unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.66%
Long-term debt	$ 26,222	18,899
Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.72%
Long-term debt	$ 22,776	17,546
Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	2.27%
Long-term debt	$ 3,446	1,353
Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Weighted average interest rate	4.09%
Long-term debt	$ 4,533	4,532
FHLB advances
Debt Instrument [Line Items]
Weighted average interest rate	1.45%
Long-term debt	$ 8,609	17,179
Capital Lease Obligation and GPMH
Debt Instrument [Line Items]
Weighted average interest rate	7.40%
Long-term debt	$ 331	32
FHLB Advance Capital Lease Obligation and GPMH
Debt Instrument [Line Items]
Long-term debt	$ 8,940	$ 17,211
Minimum [Member] | Securitized debt obligations
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	1.33%
Minimum [Member] | Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	1.50%
Minimum [Member] | Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	1.83%
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	1.38%
Minimum [Member] | Capital Lease Obligation and GPMH
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	1.00%
Maximum [Member] | Securitized debt obligations
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	2.75%
Maximum [Member] | Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	4.75%
Maximum [Member] | Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	2.75%
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	5.36%
Maximum [Member] | Capital Lease Obligation and GPMH
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	16.75%

Deposits and Borrowings Deposit

Deposits and Borrowings Deposits and Borrowings - Schedule of Maturity Profile of Borrowing and Debt (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Time Deposits, Fiscal Year Maturity:
2,018	$ 9,025
2,019	7,147
2,020	5,395
2,021	3,851
2,022	4,104
Thereafter	158
Total	29,680
Debt Fiscal Year Maturity:
Secured Debt	20,010	$ 18,826
Total, Fiscal Year Maturity:
2,018	17,187
2,019	19,708
2,020	23,647
2,021	8,997
2,022	9,176
Thereafter	11,246
Total	89,961
Senior and Subordinated Notes
Debt Fiscal Year Maturity:
Total	30,755
other borrowings [Member]
Time Deposits, Fiscal Year Maturity:
Long-term Debt, Maturities, Repayments of Principal in Next Twelve Months	230
Senior and Subordinated Notes
Time Deposits, Fiscal Year Maturity:
Long-term Debt, Maturities, Repayments of Principal in Next Twelve Months	4,690
Debt Fiscal Year Maturity:
2,019	5,667
2,020	4,360
2,021	3,445
2,022	2,518
Thereafter	10,075
Long-term Debt	30,755	23,431
Securitized debt obligations
Time Deposits, Fiscal Year Maturity:
Long-term Debt, Maturities, Repayments of Principal in Next Twelve Months	2,666
Debt Fiscal Year Maturity:
2,019	6,828
2,020	5,289
2,021	1,698
2,022	2,552
Thereafter	977
Long-term Debt	20,010	18,826
FHLB Advance Capital Lease Obligation and GPMH
Debt Fiscal Year Maturity:
2,019	66
2,020	8,603
2,021	3
2,022	2
Thereafter	36
Long-term Debt	8,940	$ 17,211
Federal funds purchased and securities loaned or sold under agreements to repurchase
Debt Fiscal Year Maturity:
Short-term debt, maturities, next 12 months	$ 576

Derivative Instruments and He98

Derivative Instruments and Hedging Activities - Additional Information (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Increase in derivative assets due to CME Rulebook change	$ 38
Cumulative counterparty credit risk valuation adjustment	2	$ 6
Cumulative credit risk valuation adjustment related to our credit quality (less than $1 million)	1	$ 1
Loss (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	$ (17)
Maximum length of time over which forecasted transactions were hedged, years	6 years
Decrease in derivative liabilities due to CME Rulebook change	$ 724

Derivative Instruments and He99

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Cumulative counterparty credit risk valuation adjustment	$ 2	$ 6
Notional or Contractual Amount	196,612	142,938
Derivative Assets, Gross Amount	1,040	1,494
Derivative Liabilities, Gross Amount	1,268	1,438
Derivative Asset, Netting Adjustment	(275)	(539)
Derivative Liability, Netting Adjustment	(662)	(336)
Derivative Assets	765	955
Derivative Liability	606	1,102
Cumulative credit risk valuation adjustment related to our credit quality (less than $1 million	1	1
Increase in derivative assets due to CME Rulebook change	38
Decrease in derivative liabilities due to CME Rulebook change	724
Derivatives designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	143,026	98,896
Derivative Assets, Gross Amount	152	717
Derivative Liabilities, Gross Amount	528	865
Derivatives designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	133,904	90,880
Derivative Assets, Gross Amount	132	446
Derivative Liabilities, Gross Amount	289	856
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	56,604	40,480
Derivative Assets, Gross Amount	102	295
Derivative Liabilities, Gross Amount	164	569
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	77,300	50,400
Derivative Assets, Gross Amount	30	151
Derivative Liabilities, Gross Amount	125	287
Derivatives designated as accounting hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	9,122	8,016
Derivative Assets, Gross Amount	20	271
Derivative Liabilities, Gross Amount	239	9
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	6,086	5,620
Derivative Assets, Gross Amount	19	108
Derivative Liabilities, Gross Amount	75	9
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	3,036	2,396
Derivative Assets, Gross Amount	1	163
Derivative Liabilities, Gross Amount	164	0
Derivatives not designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	53,586	44,042
Derivative Assets, Gross Amount	888	777
Derivative Liabilities, Gross Amount	740	573
Derivatives not designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	52,377	42,275
Derivative Assets, Gross Amount	888	720
Derivative Liabilities, Gross Amount	735	559
Derivatives not designated as accounting hedges | Interest rate contracts | MSRs
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,033	1,696
Derivative Assets, Gross Amount	7	17
Derivative Liabilities, Gross Amount	1	21
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	48,520	39,474
Derivative Assets, Gross Amount	848	670
Derivative Liabilities, Gross Amount	727	530
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,824	1,105
Derivative Assets, Gross Amount	33	33
Derivative Liabilities, Gross Amount	7	8
Derivatives not designated as accounting hedges | Other contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,209	1,767
Derivative Assets, Gross Amount	0	57
Derivative Liabilities, Gross Amount	$ 5	$ 14

Derivative Instruments and H100

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative, Collateral, Obligation to Return Cash	$ 91	$ 448
Derivative assets(1)(2)
Derivative Assets, Gross Amount	1,040	1,494
Derivative Asset, Offsetting Financial Instruments	(202)	(152)
Derivative Assets, Offsetting Cash Collateral	(73)	(387)
Derivative Assets	765	955
Derivative Asset, Securities Not Netted	0	(11)
Net Exposure	765	944
Derivative, Collateral, Obligation to Return Securities	1	16
Derivative, Collateral, Right to Reclaim Cash	$ 966	$ 1,500

Derivative Instruments and H101

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Derivative liabilities(1)(2)
Derivative Liabilities, Gross Amount	$ 1,268	$ 1,438
Derivative Liability, Offsetting Financial Instruments	(202)	(152)
Derivative Liability, Offsetting Cash Collateral	(460)	(184)
Derivative Liability	606	1,102
Derivative Liability, Securities Collateral Not Netted	0	0
Net Exposure	606	1,102
Repurchase agreements(3)
Gross Amounts	576	992
Securities Sold under Agreements to Repurchase, Asset	0	0
Repurchase Agreement, Collateral, Right To Reclaim Cash, Offset	0	0
Net Amounts as Recognized	576	992
Offsetting Amounts Not Netted, Collateral Pledged	(576)	(992)
Net Exposure	0	0
Securities Sold under Agreements to Repurchase, Fair Value of Collateral	588
Derivative, Collateral, Obligation to Return Cash	91	448
Derivative, Collateral, Obligation to Return Securities	1	16
Derivative, Collateral, Right to Reclaim Cash	$ 966	$ 1,500

Derivative Instruments and H102

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	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains recognized in earnings	$ 103	$ 85	$ 75
Derivatives designated as accounting hedges | Fair value hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recognized in earnings on derivatives	(212)	(613)	(66)
Gains (losses) recognized in earnings on hedged items	216	603	75
Net fair value hedge ineffectiveness gains (losses)	4	(10)	9
Derivatives not designated as accounting hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	99	95	66
Derivatives not designated as accounting hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	99	104	68
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	(1)	3
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	38	37	21
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	58	68	44
Derivatives not designated as accounting hedges | Other contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	$ 0	$ (9)	$ (2)

Derivative Instruments and H103

Derivative Instruments and Hedging Activities - Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges and Net Investment Hedges (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	$ (238)	$ 277	$ 367
Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Net derivative gains recognized in earnings	103	85	75
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	(95)	(3)	284
Gains (losses) reclassified from AOCI into earnings	108	195	174
Net derivative gains recognized in earnings	110	191	176
Cash flow hedges | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	(113)	(6)	301
Cash flow hedges | Interest rate contracts | Interest Income (Expense)
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) reclassified from AOCI into earnings	91	192	190
Cash flow hedges | Interest rate contracts | Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recognized in earnings due to ineffectiveness	2	(4)	2
Cash flow hedges | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	18	3	(17)
Cash flow hedges | Foreign exchange contracts | Other Non-Interest Income
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) reclassified from AOCI into earnings	17	3	(16)
Net investment hedges | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recorded in AOCI	$ (143)	$ 280	$ 83

Stockholders' Equity - Schedule

Stockholders' Equity - Schedule of Preferred Stock (Details) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2017USD ($)$ / sharesshares	Dec. 31, 2016USD ($)
Class of Stock [Line Items]
Depository Share, Percent Interest in Preferred Stock	0.025
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 4,360	$ 4,360
Series B Preferred Stock
Class of Stock [Line Items]
Preferred Stock, Dividend Rate, Percentage	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]
Preferred Stock, Dividend Rate, Percentage	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]
Preferred Stock, Dividend Rate, Percentage	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]
Preferred Stock, Dividend Rate, Percentage	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]
Preferred Stock, Dividend Rate, Percentage	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]
Preferred Stock, Dividend Rate, Percentage	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	583
Series H Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Dividend Rate, Percentage	6.00%
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	$ 483	$ 483

Stockholders' Equity - Change i

Stockholders' Equity - Change in AOCI Gain (Loss) by Component (Net of Tax) (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	$ (949)	$ (616)	$ (430)
Other comprehensive income (loss) before reclassifications	81	(247)	(124)
Net realized (gains) losses reclassified from AOCI into earnings	(58)	(86)	(62)
Other comprehensive income (loss), net of tax	23	(333)	(186)
AOCI ending balance	(926)	(949)	(616)
Accumulated Net Unrealized Investment Gain (Loss) | Available-for-sale Securities
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(4)	162	410
Other comprehensive income (loss) before reclassifications	62	(172)	(268)
Net realized (gains) losses reclassified from AOCI into earnings	(41)	6	20
Other comprehensive income (loss), net of tax	21	(166)	(248)
AOCI ending balance	17	(4)	162
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(621)	(725)	(821)
Other comprehensive income (loss) before reclassifications	0	0	0
Net realized (gains) losses reclassified from AOCI into earnings	97	104	96
Other comprehensive income (loss), net of tax	97	104	96
AOCI ending balance	(524)	(621)	(725)
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(78)	120	10
Other comprehensive income (loss) before reclassifications	(95)	(3)	284
Net realized (gains) losses reclassified from AOCI into earnings	(108)	(195)	(174)
Other comprehensive income (loss), net of tax	(203)	(198)	110
AOCI ending balance	(281)	(78)	120
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(222)	(143)	(8)
Other comprehensive income (loss) before reclassifications	84	(79)	(135)
Net realized (gains) losses reclassified from AOCI into earnings	0	0	0
Other comprehensive income (loss), net of tax	84	(79)	(135)
AOCI ending balance	(138)	(222)	(143)
Other
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(24)	(30)	(21)
Other comprehensive income (loss) before reclassifications	30	7	(5)
Net realized (gains) losses reclassified from AOCI into earnings	(6)	(1)	(4)
Other comprehensive income (loss), net of tax	24	6	(9)
AOCI ending balance	$ 0	$ (24)	$ (30)

Stockholders' Equity - Reclassi

Stockholders' Equity - Reclassifications from AOCI (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income	$ 22,460	$ 20,873	$ 18,834
Non-interest income	542	541	491
Income from continuing operations before income taxes	5,492	5,484	5,881
Income tax provision (benefit)	3,375	1,714	1,869
Net income	1,982	3,751	4,050
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	58	86	62
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income [Member] | Available-for-sale Securities
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	65	(10)	(32)
Income tax provision (benefit)	24	(4)	(12)
Net income	41	(6)	(20)
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	(150)	(164)	(151)
Income tax provision (benefit)	(53)	(60)	(55)
Net income	(97)	(104)	(96)
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	173	310	277
Income tax provision (benefit)	65	115	103
Net income	108	195	174
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	145	306	303
Cash Flow Hedges | Reclassification out of Accumulated Other Comprehensive Income [Member] | Foreign exchange contracts
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income	27	6	(5)
Non-interest income	1	(2)	(21)
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	9	2	5
Income tax provision (benefit)	3	1	1
Net income	$ 6	$ 1	$ 4

Stockholders' Equity - Componen

Stockholders' Equity - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Before Tax
Net unrealized gains (losses) on securities available for sale	$ 23	$ (254)	$ (393)
Net changes in securities held to maturity	150	164	151
Net unrealized gains (losses) on cash flow hedges	(325)	(315)	175
Foreign currency translation adjustments	3	86	(86)
Other	38	10	(14)
Other comprehensive income before taxes	(111)	(309)	(167)
Provision (Benefit)
Net unrealized gains (losses) on securities available for sale	2	(88)	(145)
Net changes in securities held to maturity	53	60	55
Net unrealized gains (losses) on cash flow hedges	(122)	(117)	65
Foreign currency translation adjustments	(81)	165	49
Other	14	4	(5)
Other comprehensive income (loss), provision (benefit)	(134)	24	19
After Tax
Net unrealized gains (losses) on securities available for sale	21	(166)	(248)
Net changes in securities held to maturity	97	104	96
Net unrealized gains (losses) on cash flow hedges	(203)	(198)	110
Foreign currency translation adjustments	84	(79)	(135)
Other	24	6	(9)
Other comprehensive income (loss), net of tax	$ 23	$ (333)	$ (186)

Regulatory and Capital Adequ108

Regulatory and Capital Adequacy - Schedule of Comparison of Capital Ratios (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Common equity Tier 1 capital:
Common equity Tier 1 Capital	$ 30,036	$ 28,803
Common equity Tier 1 capital, capital ratio	10.30%	10.10%
Common equity Tier 1 capital, minimum capital adequacy	4.50%	4.50%
Tier 1 risk-based capital:
Tier 1 capital	$ 34,396	$ 33,162
Tier 1 capital, capital ratio	11.80%	11.60%
Tier 1 capital, minimum capital adequacy	6.00%	6.00%
Tier 1 capital, well-capitalized	6.00%	6.00%
Total risk-based capital:
Total capital	$ 41,962	$ 40,817
Total capital, capital ratio	14.40%	14.30%
Total capital, minimum capital adequacy	8.00%	8.00%
Total capital, well-capitalized	10.00%	10.00%
Tier 1 leverage capital:
Tier 1 leverage capital	$ 34,396	$ 33,162
Tier 1 leverage, capital ratio	9.90%	9.90%
Tier 1 leverage, minimum capital adequacy	4.00%	4.00%
Tier one capital under BaselIII standardized approach	$ 34,396	$ 33,162
Basel III Supplementary Leverage Ratio	8.40%	8.60%
Capital One Bank (USA), N.A.
Common equity Tier 1 capital:
Common equity Tier 1 Capital	$ 14,791	$ 11,568
Common equity Tier 1 capital, capital ratio	14.30%	12.00%
Common equity Tier 1 capital, minimum capital adequacy	4.50%	4.50%
Common equity Tie 1 capital, well capitalized	6.50%	6.50%
Tier 1 risk-based capital:
Tier 1 capital	$ 14,791	$ 11,568
Tier 1 capital, capital ratio	14.30%	12.00%
Tier 1 capital, minimum capital adequacy	6.00%	6.00%
Tier 1 capital, well-capitalized	8.00%	8.00%
Total risk-based capital:
Total capital	$ 17,521	$ 14,230
Total capital, capital ratio	16.90%	14.80%
Total capital, minimum capital adequacy	8.00%	8.00%
Total capital, well-capitalized	10.00%	10.00%
Tier 1 leverage capital:
Tier 1 leverage capital	$ 14,791	$ 11,568
Tier 1 leverage, capital ratio	12.70%	10.80%
Tier 1 leverage, minimum capital adequacy	4.00%	4.00%
Tier 1 leverage, well-capitalized	5.00%	5.00%
Tier one capital under BaselIII standardized approach	$ 14,791	$ 11,568
Basel III Supplementary Leverage Ratio	10.40%	8.90%
Capital One, N.A.
Common equity Tier 1 capital:
Common equity Tier 1 Capital	$ 23,771	$ 20,670
Common equity Tier 1 capital, capital ratio	12.20%	10.60%
Common equity Tier 1 capital, minimum capital adequacy	4.50%	4.50%
Common equity Tie 1 capital, well capitalized	6.50%	6.50%
Tier 1 risk-based capital:
Tier 1 capital	$ 23,771	$ 20,670
Tier 1 capital, capital ratio	12.20%	10.60%
Tier 1 capital, minimum capital adequacy	6.00%	6.00%
Tier 1 capital, well-capitalized	8.00%	8.00%
Total risk-based capital:
Total capital	$ 26,214	$ 23,117
Total capital, capital ratio	13.40%	11.80%
Total capital, minimum capital adequacy	8.00%	8.00%
Total capital, well-capitalized	10.00%	10.00%
Tier 1 leverage capital:
Tier 1 leverage capital	$ 23,771	$ 20,670
Tier 1 leverage, capital ratio	8.60%	7.70%
Tier 1 leverage, minimum capital adequacy	4.00%	4.00%
Tier 1 leverage, well-capitalized	5.00%	5.00%
Tier one capital under BaselIII standardized approach	$ 23,771	$ 20,670
Basel III Supplementary Leverage Ratio	7.70%	6.90%

Regulatory and Capital Adequ109

Regulatory and Capital Adequacy Regulatory and Capital Adequacy - Additional Information (Details) - USD ($) $ in Billions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basel III Transition Provisions, Inclusion of AOCI and Intangible Asset Adjustments		80.00%	60.00%
Forecast
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Basel III Transition Provisions, Inclusion of AOCI and Intangible Asset Adjustments	100.00%
Capital One Bank (USA), N.A.
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Statutory Accounting Practices, Statutory Amount Available for Dividend Payments		$ 4
Capital One, N.A.
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Statutory Accounting Practices, Statutory Amount Available for Dividend Payments		$ 1.6

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	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Earnings Per Share [Abstract]
Income from continuing operations, net of tax	$ 2,117	$ 3,770	$ 4,012
Income (loss) from discontinued operations, net of tax	(135)	(19)	38
Net income	1,982	3,751	4,050
Dividends and undistributed earnings allocated to participating securities	(13)	(24)	(20)
Preferred stock dividends	(265)	(214)	(158)
Net income available to common stockholders	$ 1,704	$ 3,513	$ 3,872
Total weighted-average basic shares outstanding	484.2	504.9	541.8
Effect of dilutive securities:
Stock options	2.5	2	2.6
Other contingently issuable shares	1.2	1.3	1.3
Warrants	0.7	1.6	2.3
Total effect of dilutive securities	4.4	4.9	6.2
Total weighted-average diluted shares outstanding	488.6	509.8	548
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 3.80	$ 7	$ 7.08
Income (loss) from discontinued operations (in dollars per share)	(0.28)	(0.04)	0.07
Net income per basic common share (in dollars per share)	3.52	6.96	7.15
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	3.76	6.93	7
Income (loss) from discontinued operations (in dollars per share)	(0.27)	(0.04)	0.07
Net income per diluted common share (in dollars per share)	$ 3.49	$ 6.89	$ 7.07

Earnings Per Common Share - Add

Earnings Per Common Share - Additional Information (Detail) - $ / shares	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 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)	233,000	1,700,000	1,900,000
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range, Lower Range Limit	$ 82.08	$ 63.73	$ 70.96
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range, Upper Range Limit	$ 86.34	$ 88.81	$ 88.81
Warrant
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Class of Warrant or Right, Outstanding	1,300,000	4,100,000

Stock-Based Compensation Pla112

Stock-Based Compensation Plans - Summary of Stock Options Activity (Details) - Amended and Restated 2004 Stock Incentive Plan $ / shares in Units, shares in Thousands, $ in Millions	12 Months Ended
	Dec. 31, 2017USD ($)$ / sharesshares
Shares Subject to Options (in shares)
Outstanding as of beginning of the period | shares	6,985
Granted | shares	345
Exercised | shares	(2,431)
Forfeited | shares	(133)
Expired | shares	0
Outstanding as of end of the period | shares	4,766
Exercisable as of end of the period | shares	3,992
Weighted- Average Exercise Price (in dollars per share)
Outstanding as of beginning of the period | $ / shares	$ 48.03
Granted | $ / shares	86.34
Exercised | $ / shares	51.04
Forfeited | $ / shares	75.48
Expired | $ / shares	0
Outstanding as of end of the period | $ / shares	48.50
Exercisable as of end of the period | $ / shares	$ 43.33
Weighted-Average Remaining Contractual Term, Outstanding at end of period, years	4 years 1 month
Weighted-Average Remaining contractual Term Exercisable, at end of period years	3 years 3 months
Aggregate Intrinsic Value, Outstanding, at end of period | $	$ 243
Aggregate Intrinsic Value, Exercisable, at end of period | $	$ 225

Stock-Based Compensation Pla113

Stock-Based Compensation Plans Stock-Based Compensation Plans - Stock Options Cash Flow Impact (Details) - Amended and Restated 2004 Stock Incentive Plan - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Cash received for options exercised	$ 122	$ 135	$ 64
Employee Service Share-based Compensation, Tax Benefit from Exercise of Stock Options	$ 34	$ 12	$ 9

Stock-Based Compensation Pla114

Stock-Based Compensation Plans - Weighted Average Assumptions used to Value Stock Options Granted (Details) - Amended and Restated 2004 Stock Incentive Plan	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions and Methodology [Abstract]
Dividend yield (percent)	1.85%	2.07%	1.82%
Volatility (percent)	27.00%	30.00%	24.00%
Risk-free interest rate (percent)	2.30%	1.64%	1.55%
Expected option lives (in years)	6 years 7 months	6 years 7 months	6 years 3 months

Stock-Based Compensation Pla115

Stock-Based Compensation Plans - Summary of Activity for Restricted Stock Awards and Restricted Stock Units (Details) - Amended and Restated 2004 Stock Incentive Plan - $ / shares shares in Thousands	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Restricted Stock
Shares/Units
Unvested as of beginning of the period	67
Granted	0
Vested	(38)
Forfeited	(13)
Unvested as of end of period	16	67
Weighted Average Grant Date Fair Value per Share (in dollars per share)
Unvested as of beginning of the period	$ 63.34
Vested	64.21
Forfeited	69.39
Unvested as of end of the period	$ 56.39	$ 63.34
Restricted Stock Units (RSUs)
Shares/Units
Unvested as of beginning of the period	3,258
Granted	1,475
Vested	(1,223)
Forfeited	(131)
Unvested as of end of period	3,379	3,258
Weighted Average Grant Date Fair Value per Share (in dollars per share)
Unvested as of beginning of the period	$ 66.72
Granted	86.20	$ 65.19	$ 76.15
Vested	69.03
Forfeited	75.22
Unvested as of end of the period	$ 74.06	$ 66.72

Stock-Based Compensation Pla116

Stock-Based Compensation Plans - Summary of Activity for Performance Share and Performance Units (Details) - $ / shares shares in Thousands	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Performance Share Units
Weighted Average Grant Date Fair Value per Share (in dollars per share)
Granted	$ 82.48	$ 62.89	$ 65.98
Amended and Restated 2004 Stock Incentive Plan | Performance Shares Awards
Shares/Units
Unvested as of beginning of the period	6
Granted	0
Vested	(6)
Forfeited	0
Unvested as of end of period	0	6
Weighted Average Grant Date Fair Value per Share (in dollars per share)
Unvested as of beginning of the period	$ 70.96
Granted	0
Vested	70.96
Forfeited	0
Unvested as of end of the period	$ 0	$ 70.96
Amended and Restated 2004 Stock Incentive Plan | Performance Share Units
Shares/Units
Unvested as of beginning of the period	2,077
Granted	985
Vested	(985)
Forfeited	(159)
Unvested as of end of period	1,918	2,077
Weighted Average Grant Date Fair Value per Share (in dollars per share)
Unvested as of beginning of the period	$ 69.40
Granted	82.48
Vested	70.05
Forfeited	74.34
Unvested as of end of the period	$ 75.38	$ 69.40

Stock-Based Compensation Pla117

Stock-Based Compensation Plans - Additional Information (Details) $ / shares in Units, shares in Millions, $ in Millions	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017USD ($)plan$ / sharesshares	Dec. 31, 2016USD ($)$ / shares	Dec. 31, 2015USD ($)$ / shares
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of active stock plans | plan		1
Shares authorized under plans (in shares) | shares		55
Shares available for grant under plans (in shares) | shares		15
Compensation expense from award		$ 244	$ 239	$ 161
Recognized tax benefit from stock-based compensation arrangements		$ 92	$ 89	$ 61
Percentage of company's match on Associate Stock Purchase Plan contributions by employees (percent)		17.65%
Performance Share Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares		$ 82.48	$ 62.89	$ 65.98
Amended and Restated 2004 Stock Incentive Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercises in Period, Intrinsic Value		$ 92	$ 31	$ 23
Amended and Restated 2004 Stock Incentive Plan | Employee Stock Option
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Maximum contractual term (Years)		10 years
Award vesting period (in years)		3 years
Weighted-average fair value of options granted (in dollars per share) | $ / shares		$ 21.48	$ 16.36	$ 15.11
Unrecognized compensation expense related to unvested awards, options		$ 2
Weighted-average period of recognition of unrecognized compensation costs (Years)		9 months
Amended and Restated 2004 Stock Incentive Plan | Restricted Stock
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period (in years)		3 years
Total fair value of awards vested		$ 3	$ 21	$ 28
Unrecognized compensation expense related to unvested awards, awards other than options		$ 0
Amended and Restated 2004 Stock Incentive Plan | Restricted Stock Units (RSUs)
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Weighted-average period of recognition of unrecognized compensation costs (Years)		1 year 8 months
Total fair value of awards vested		$ 110	$ 42	$ 27
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares		$ 86.20	$ 65.19	$ 76.15
Unrecognized compensation expense related to unvested awards, awards other than options		$ 116
Amended and Restated 2004 Stock Incentive Plan | Performance Shares Awards
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period (in years)		3 years
Weighted-average period of recognition of unrecognized compensation costs (Years)		1 year
Total fair value of awards vested		$ 1	$ 11	$ 30
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares		$ 0
Unrecognized compensation expense related to unvested awards, awards other than options		$ 0
Performance vesting period (in years)		3 years
Amended and Restated 2004 Stock Incentive Plan | Performance Shares Awards | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Potential annual reduction in vesting based on performance (percent)		50.00%
Percentage of target award opportunities		0.00%
Amended and Restated 2004 Stock Incentive Plan | Performance Shares Awards | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Potential annual reduction in vesting based on performance (percent)		100.00%
Percentage of target award opportunities		150.00%
Amended and Restated 2004 Stock Incentive Plan | Performance Share Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Total fair value of awards vested		$ 90	54	74
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares		$ 82.48
Unrecognized compensation expense related to unvested awards, awards other than options		$ 32
Amended and Restated 2004 Stock Incentive Plan | Cash-Settled Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Unrecognized compensation expense related to unvested awards, awards other than options		0
Cash payments to settle awards		$ 42	36	70
Amended and Restated 2004 Stock Incentive Plan | Cash-Settled Units | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of common stock trading days required under vesting condition		15 days
Amended and Restated 2004 Stock Incentive Plan | Cash-Settled Units | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of common stock trading days required under vesting condition		20 days
Associate Stock Purchase Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares authorized under plans (in shares) | shares		33
Shares available for grant under plans (in shares) | shares		18
Compensation expense from award		$ 23	$ 18	$ 16
Share Based Compensation Arrangement By Share Based Payment Award, Minimum Employee Subscription Rate		1.00%
Maximum percentage of monthly base pay eligible for the purchase plan		15.00%
Dividend Reinvestment Stock Purchase Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares authorized under plans (in shares) | shares		8
Shares available for grant under plans (in shares) | shares		7
Subsequent Event [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Percentage of company's match on Associate Stock Purchase Plan contributions by employees (percent)	15.00%

Employee Benefit Plans - Define

Employee Benefit Plans - Defined Contribution Plan (Details) $ in Millions	12 Months Ended
	Dec. 31, 2017USD ($)age	Dec. 31, 2016USD ($)	Dec. 31, 2015USD ($)
Defined Contribution Plan Disclosure [Line Items]
Defined contribution plan, cost | $	$ 282	$ 252	$ 234
Associate Savings Plan
Defined Contribution Plan Disclosure [Line Items]
Defined contribution plan, age eligible to participate | age	18

Employee Benefit Plans - Def119

Employee Benefit Plans - Defined Benefit Plan and Other Postretirement Benefit Plans Narrative (Details) $ in Millions	Dec. 31, 2017USD ($)
Defined Pension Benefits
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Expected Amortization of Gain (Loss), Next Fiscal Year	$ (1)
Contributions are expected to be made	1
Other Postretirement Benefits
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Expected Amortization of Gain (Loss), Next Fiscal Year	5
Contributions are expected to be made	$ 2
Domestic Equity
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	39.00%
International Equity
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	16.00%
Fixed Income Securities
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	45.00%
Minimum [Member] | Domestic Equity
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	34.00%
Minimum [Member] | International Equity
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	11.00%
Minimum [Member] | Fixed Income Securities
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	35.00%
Maximum [Member] | Domestic Equity
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	44.00%
Maximum [Member] | International Equity
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	21.00%
Maximum [Member] | Fixed Income Securities
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Plan Assets, Target Allocation, Percentage	55.00%

Employee Benefit Plans - Schedu

Employee Benefit Plans - Schedule of Changes in Benefit Obligation and Plan Assets (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Change in plan assets:
Fair value of plan assets as of January 1,	$ 89
Fair value of plan assets as of December 31,	101	$ 89
Defined Pension Benefits
Change in benefit obligation:
Accumulated benefit obligation as of January 1,	180	185
Service cost	2	2	$ 1
Interest cost	7	7	8
Benefits paid	(18)	(14)
Net actuarial loss (gain)	7	0
Accumulated benefit obligation as of December 31,	178	180	185
Change in plan assets:
Fair value of plan assets as of January 1,	226	222
Actual return on plan assets	37	17
Employer contributions	1	1
Benefits paid	(18)	(14)
Fair value of plan assets as of December 31,	246	226	222
Over (under) funded status as of December 31,	68	46
Other Postretirement Benefits
Change in benefit obligation:
Accumulated benefit obligation as of January 1,	39	45
Service cost	0	0	0
Interest cost	2	2	2
Benefits paid	(3)	(3)
Net actuarial loss (gain)	(3)	(5)
Accumulated benefit obligation as of December 31,	35	39	45
Change in plan assets:
Fair value of plan assets as of January 1,	6	5
Actual return on plan assets	1	1
Employer contributions	2	3
Benefits paid	(3)	(3)
Fair value of plan assets as of December 31,	6	6	$ 5
Over (under) funded status as of December 31,	$ (29)	$ (33)

Employee Benefit Plans - Sch121

Employee Benefit Plans - Schedule of Amounts Recognized in Balance Sheet (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Defined Pension Benefits
Defined Benefit Plan Disclosure [Line Items]
Other assets	$ 80	$ 57
Other liabilities	(12)	(11)
Net amount recognized as of December 31,	68	46
Other Postretirement Benefits
Defined Benefit Plan Disclosure [Line Items]
Other assets	0	0
Other liabilities	(29)	(33)
Net amount recognized as of December 31,	$ (29)	$ (33)

Employee Benefit Plans - Sch122

Employee Benefit Plans - Schedule of Net Periodic Benefit Costs and Other Amounts Recognized in Other Comprehensive Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Defined Pension Benefits
Defined Benefit Plan, Net Periodic Benefit Cost (Credit) [Abstract]
Service cost	$ 2	$ 2	$ 1
Interest cost	7	7	8
Expected return on plan assets	(14)	(14)	(15)
Amortization of transition obligation, prior service credit, and net actuarial loss (gain)	1	1	1
Net periodic benefit gain	(4)	(4)	(5)
Other Comprehensive Income (Loss), Defined Benefit Plan, Gain (Loss) Arising During Period, before Tax	16	4	(5)
Other Comprehensive (Income) Loss, Defined Benefit Plan, Reclassification Adjustment from AOCI, before Tax	1	1	1
Other Comprehensive (Income) Loss, Defined Benefit Plan, after Reclassification Adjustment, before Tax	17	5	(4)
Other Postretirement Benefits
Defined Benefit Plan, Net Periodic Benefit Cost (Credit) [Abstract]
Service cost	0	0	0
Interest cost	2	2	2
Expected return on plan assets	0	0	0
Amortization of transition obligation, prior service credit, and net actuarial loss (gain)	(6)	(6)	(4)
Net periodic benefit gain	(4)	(4)	(2)
Other Comprehensive Income (Loss), Defined Benefit Plan, Gain (Loss) Arising During Period, before Tax	4	5	7
Other Comprehensive (Income) Loss, Defined Benefit Plan, Reclassification Adjustment from AOCI, before Tax	(6)	(6)	(4)
Other Comprehensive (Income) Loss, Defined Benefit Plan, after Reclassification Adjustment, before Tax	$ (2)	$ (1)	$ 3

Employee Benefit Plans - Sch123

Employee Benefit Plans - Schedule of Pre-Tax Amounts Recognized in Accumulated Other Comprehensive Income (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Defined Pension Benefits
Defined Benefit Plan, Accumulated Other Comprehensive (Income) Loss, before Tax [Abstract]
Prior service cost	$ 0	$ 0
Net actuarial gain (loss)	(49)	(66)
Accumulated other comprehensive (loss) income	(49)	(66)
Other Postretirement Benefits
Defined Benefit Plan, Accumulated Other Comprehensive (Income) Loss, before Tax [Abstract]
Prior service cost	(2)	(2)
Net actuarial gain (loss)	10	12
Accumulated other comprehensive (loss) income	$ 8	$ 10

Employee Benefit Plans - Sch124

Employee Benefit Plans - Schedule of Weighted-Average Assumptions Used in Calculating Net Periodic Benefit Costs (Details)	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Defined Pension Benefits
Assumptions for benefit obligations at measurement date:
Discount rate	3.50%	4.00%	4.20%
Assumptions for periodic benefit cost for the year ended:
Discount rate	4.00%	4.20%	3.90%
Expected long-term rate of return on plan assets	6.50%	6.50%	6.50%
Other Postretirement Benefits
Assumptions for benefit obligations at measurement date:
Discount rate	3.50%	4.00%	4.20%
Assumptions for periodic benefit cost for the year ended:
Discount rate	4.00%	4.20%	3.90%
Expected long-term rate of return on plan assets	6.50%	6.50%	6.50%
Assumptions for year-end valuations:
Health care cost trend rate assumed for next year, pre-age 65	6.50%	6.70%	7.00%
Health care cost trend rate assumed for next year, post-age 65	6.50%	6.80%	7.10%
Rate to which the cost trend rate is assumed to decline (the ultimate trend rate)	4.50%	4.50%	4.50%
Year the rate reaches the ultimate trend rate	2,037	2,037	2,037

Employee Benefit Plans - Sch125

Employee Benefit Plans - Schedule of Effect of One-Percentage Point Change in Assumed Health Care Cost Trend Rate (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
Defined Benefit Plan, Effect of One-Percentage Point Change in Assumed Health Care Cost Trend Rate [Abstract]
Effect of one percentage point increase on accumulated postretirement benefit obligation	$ 3	$ 4
Effect of one percentage point decrease on accumulated postretirement benefit obligation	$ (3)	$ (4)

Employee Benefit Plans - Sch126

Employee Benefit Plans - Schedule of Allocation of Plan Assets (Details)	Dec. 31, 2017	Dec. 31, 2016
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	100.00%	100.00%
Common collective trusts
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	60.00%	62.00%
Corporate bonds (S&P rating of A or higher)
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	6.00%	6.00%
Corporate bonds (S&P rating of lower than A)
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	14.00%	12.00%
US Treasury and Government
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	13.00%	13.00%
Mortgage-backed securities
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	5.00%	5.00%
Municipal bonds
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	0.00%	1.00%
Money market fund
Defined Benefit Plan Disclosure [Line Items]
Plan asset allocation percentage	2.00%	1.00%

Employee Benefit Plans - Sch127

Employee Benefit Plans - Schedule of Fair Value of Plan Assets Measured on a Recurring Basis (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	$ 101	$ 89
Corporate bonds (S&P rating of A or higher)
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	16	15
Corporate bonds (S&P rating of lower than A)
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	35	29
Government securities
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	33	31
Mortgage-backed securities
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	12	11
Municipal bonds
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	1	1
Money market fund
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	4	2
Common collective trusts
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	151	143
Total plan assets, at fair value
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	252	232
Level 2
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	101	89
Level 2 | Corporate bonds (S&P rating of A or higher)
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	16	15
Level 2 | Corporate bonds (S&P rating of lower than A)
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	35	29
Level 2 | Government securities
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	33	31
Level 2 | Mortgage-backed securities
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	12	11
Level 2 | Municipal bonds
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	1	1
Level 2 | Money market fund
Defined Benefit Plan Disclosure [Line Items]
Assets in fair value hierarchy	$ 4	$ 2

Employee Benefit Plans - Sch128

Employee Benefit Plans - Schedule of Expected Future Benefit Payments (Details) $ in Millions	Dec. 31, 2017USD ($)
Defined Pension Benefits
Defined Benefit Plan, Expected Future Benefit Payment [Abstract]
2,018	$ 12
2,019	12
2,020	11
2,021	12
2,022	11
2023-2027	51
Other Postretirement Benefits
Defined Benefit Plan, Expected Future Benefit Payment [Abstract]
2,018	3
2,019	3
2,020	3
2,021	2
2,022	2
2023-2027	$ 10

Income Taxes - Schedule of Sign

Income Taxes - Schedule of Significant Components of Provision for Income Taxes Attributable to Continuing Operations (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Current income tax provision:
Federal taxes	$ 1,585	$ 2,087	$ 1,991
State taxes	223	209	207
International taxes	133	104	73
Total current provision	1,941	2,400	2,271
Deferred income tax (benefit) provision:
Federal taxes	1,509	(621)	(368)
State taxes	(69)	(63)	(39)
International taxes	(6)	(2)	5
Total deferred (benefit) provision	1,434	(686)	(402)
Income tax provision (benefit)	$ 3,375	$ 1,714	$ 1,869

Income Taxes - Schedule of Effe

Income Taxes - Schedule of Effective Income Tax Rate (Details)	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Income tax at U.S. federal statutory tax rate	35.00%	35.00%	35.00%
Effective income tax rate reconciliation, Impact of the Tax Act	32.20%
State taxes, net of federal benefit	2.20%	1.90%	1.90%
Low-income housing, new markets tax credits, and other credits	(5.80%)	(4.90%)	(4.00%)
Other foreign tax differences, net	(1.50%)	(1.40%)	(1.30%)
Other, net	(0.60%)	0.70%	0.20%
Effective tax rate	61.50%	31.30%	31.80%

Income Taxes - Schedule of S131

Income Taxes - Schedule of Significant Components of Deferred Tax Assets and Liabilities (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Deferred tax assets:
Allowance for loan and lease losses	$ 1,768	$ 2,350
Rewards programs	936	1,348
Security and loan valuations	424	869
Net operating loss and tax credit carryforwards	244	188
Compensation and employee benefits	208	276
Goodwill and intangibles	201	294
Unearned income	130	186
Net unrealized losses on derivatives	104	35
Representation and warranty reserve	8	234
Other assets	278	270
Subtotal	4,301	6,050
Valuation allowance	(226)	(179)
Total deferred tax assets	4,075	5,871
Deferred tax liabilities:
Original issue discount	703	1,012
Fixed assets and leases	168	221
Deferred tax liabilities, loan fees and expenses	68	84
Deferred Tax Liabilities, Mortgage Servicing Rights	57	67
Other liabilities	215	177
Total deferred tax liabilities	1,211	1,561
Net deferred tax assets	$ 2,864	$ 4,310

Income Taxes - Schedule of Reco

Income Taxes - Schedule of Reconciliation of Change in Unrecognized Tax Benefits (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Gross Unrecognized Tax Benefits
Reconciliation of Unrecognized Tax Benefits, Excluding Amounts Pertaining to Examined Tax Returns [Roll Forward]
Beginning balance	$ 85	$ 130	$ 107
Additions for tax positions related to prior years	5	0	38
Reductions for tax positions related to prior years due to IRS and other settlements	(4)	(45)	(15)
Ending balance	86	85	130
Portion of balance at December 31, that, if recognized, would impact the effective income tax rate	68
Accrued Interest and Penalties
Reconciliation of Unrecognized Tax Benefits, Excluding Amounts Pertaining to Examined Tax Returns [Roll Forward]
Beginning balance	24	33	36
Additions for tax positions related to prior years	7	6	8
Reductions for tax positions related to prior years due to IRS and other settlements	(2)	(15)	(11)
Ending balance	29	24	33
Portion of balance at December 31, that, if recognized, would impact the effective income tax rate	23
Gross Tax, Interest and Penalties
Reconciliation of Unrecognized Tax Benefits, Excluding Amounts Pertaining to Examined Tax Returns [Roll Forward]
Beginning balance	109	163	143
Additions for tax positions related to prior years	12	6	46
Reductions for tax positions related to prior years due to IRS and other settlements	(6)	(60)	(26)
Ending balance	115	$ 109	$ 163
Portion of balance at December 31, that, if recognized, would impact the effective income tax rate	$ 91

Income Taxes - Additional Infor

Income Taxes - Additional Information (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Additional Information [Line Items]
Tax Cuts and Jobs Act of 2017, Incomplete Accounting, Change in Tax Rate, Deferred Tax Asset, Provisional Income Tax Expense (Benefit)	$ (1,600)
Pre-tax earnings from foreign operations	410	$ 287	$ 288
Other Comprehensive Income (Loss), Tax, Portion Attributable to Parent	(134)	24	19
Adjustment to Additional Paid in Capital, Income Tax Effect from Share-based Compensation, Net	0	33	(7)
Accrued interest and penalties expense (benefit) related to income taxes included in income tax expense	(5)	5	$ 3
Provisional liability accrued for repatriation of undistributed foreign earnings	125
Undistributed earnings of foreign subsidiaries	1,500
Amount of unrecognized deferred tax liability, bad debt reserve for tax purposes of qualified lender	69
Bad debt reserve for tax purposes of qualified lender	287
Tax Cuts and Jobs Act of 2017, Incomplete Accounting, Transition Tax for Accumulated Foreign Earnings, Provisional Income Tax Expense (Benefit)	(125)
Tax Cuts and Jobs Act of 2017, Incomplete Accounting, Change in Tax Rate, Affordable Housing Tax Credits, Provisional Income Tax Expense (Benefit)	(76)
Internal Revenue Service (IRS)
Additional Information [Line Items]
Operating Loss Carryforwards	15	19
State and Local Jurisdiction
Additional Information [Line Items]
Operating Loss Carryforwards	$ 241	$ 182

Fair Value Measurement - Schedu

Fair Value Measurement - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Securities available for sale:
Securities available for sale	$ 37,655	$ 40,737
Other assets:
Derivative Assets, Gross Amount	1,040	1,494
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	(275)	(539)
Consumer MSRs	92	80
Liabilities:
Derivative Liabilities, Gross Amount	1,268	1,438
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	(662)	(336)
Derivative Credit Risk Valuation Adjustment, Derivative Assets (Liabilities)	2	5
Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	37,655	40,737
Other assets:
Derivative Assets, Gross Amount	765	955
Other Assets Fair Value, Amount	545	500
Total assets	38,965	42,192
Liabilities:
Derivative Liabilities, Gross Amount	606	1,102
Total liabilities	606	1,102
Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	5,491	5,360
Other assets:
Derivative Assets, Gross Amount	1	7
Other Assets Fair Value, Amount	281	219
Deferred Compensation Plan Assets	281	219
Total assets	5,773	5,586
Liabilities:
Derivative Liabilities, Gross Amount	1	12
Total liabilities	1	12
Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	31,531	34,799
Other assets:
Derivative Assets, Gross Amount	1,002	1,440
Other Assets Fair Value, Amount	0	0
Total assets	32,533	36,239
Liabilities:
Derivative Liabilities, Gross Amount	1,243	1,397
Total liabilities	1,243	1,397
Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	633	578
Other assets:
Derivative Assets, Gross Amount	37	47	$ 57
Other Assets Fair Value, Amount	264	281
Consumer MSRs	92	80
Retained interests in securitizations	172	201
Total assets	934	906
Liabilities:
Derivative Liabilities, Gross Amount	24	29	$ 27
Total liabilities	24	29
US Treasury securities | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	5,171	5,065
US Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	5,171	5,065
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	27,792	29,249
RMBS | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	0	0
RMBS | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	27,178	28,731
RMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	614	518
CMBS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	3,175	4,988
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	3,161	4,937
CMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	14	51
Other ABS | Fair Value, Measurements, Recurring [Member]
Securities available for sale:
Securities available for sale	512	714
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	512	714
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	1,005	721
Other securities | Fair Value, Measurements, Recurring [Member] | Level 1
Securities available for sale:
Securities available for sale	320	295
Other securities | Fair Value, Measurements, Recurring [Member] | Level 2
Securities available for sale:
Securities available for sale	680	417
Other securities | Fair Value, Measurements, Recurring [Member] | Level 3
Securities available for sale:
Securities available for sale	$ 5	$ 9

Fair Value Measurement Fair Val

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	$ 1,040	$ 1,494
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	1,268	1,438
Available-for-sale Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	578	615	$ 1,205
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	90	22	35
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	(24)	9	0
Purchases	110	420	142
Sales	(166)	0	(246)
Issuances	0	0	0
Settlements	(100)	(122)	(135)
Transfers Into Level 3	572	444	343
Transfers Out of Level 3	(427)	(810)	(729)
Ending balance	633	578	615
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	19	32	36
Corporate debt securities guaranteed by U.S. government agencies
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance		0	333
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income			(1)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI			6
Purchases			0
Sales			(226)
Issuances			0
Settlements			(12)
Transfers Into Level 3			0
Transfers Out of Level 3			(100)
Ending balance			0
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held			0
RMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	518	504	561
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	90	31	35
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	(24)	9	(3)
Purchases	0	110	0
Sales	(116)	0	0
Issuances	0	0	0
Settlements	(92)	(98)	(63)
Transfers Into Level 3	572	380	343
Transfers Out of Level 3	(334)	(418)	(369)
Ending balance	614	518	504
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	19	32	36
CMBS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	51	97	228
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	(1)
Purchases	110	266	138
Sales	(50)	0	0
Issuances	0	0	0
Settlements	(4)	(14)	(52)
Transfers Into Level 3	0	64	0
Transfers Out of Level 3	(93)	(362)	(216)
Ending balance	14	51	97
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0
Other ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	0	0	65
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income		0	1
Total Gains or (Losses) (Realized/Unrealized), Included in OCI		0	(2)
Purchases		30	0
Sales		0	(20)
Issuances		0	0
Settlements		0	0
Transfers Into Level 3		0	0
Transfers Out of Level 3		(30)	(44)
Ending balance		0	0
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held		0	0
Other securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	9	14	18
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	(9)	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0
Purchases	0	14	4
Sales	0	0	0
Issuances	0	0	0
Settlements	(4)	(10)	(8)
Transfers Into Level 3	0	0	0
Transfers Out of Level 3	0	0	0
Ending balance	5	9	14
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0
Consumer MSRs
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	80	68	53
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(5)	(5)	(1)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0
Purchases	0	0	0
Sales	(3)	0	0
Issuances	27	23	22
Settlements	(7)	(6)	(6)
Transfers Into Level 3	0	0	0
Transfers Out of Level 3	0	0	0
Ending balance	92	80	68
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	(5)	(5)	(1)
Retained interest in securitizations
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	201	211	221
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(29)	(10)	(10)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	0	0	0
Transfers Into Level 3	0	0	0
Transfers Out of Level 3	0	0	0
Ending balance	172	201	211
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	(29)	(10)	(10)
Net derivative assets (liabilities)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	18	30	23
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	(5)	5
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0
Purchases	0	0	0
Sales	0	0	0
Issuances	46	36	29
Settlements	(44)	(33)	(23)
Transfers Into Level 3	0	0	0
Transfers Out of Level 3	(7)	(10)	(4)
Ending balance	13	18	30
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	(5)	5
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	765	955
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	606	1,102
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	37	47	57
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	$ 24	$ 29	$ 27

Fair Value Measurement - Sch136

Fair Value Measurement - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) $ in Millions	12 Months Ended
	Dec. 31, 2017USD ($)$ / SecurityLoan	Dec. 31, 2016USD ($)$ / SecurityLoan
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 37,655	$ 40,737
Consumer MSRs	92	80
Fair Value, Measurements, Recurring [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	37,655	40,737
Fair Value, Measurements, Recurring [Member] | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	27,792	29,249
Fair Value, Measurements, Recurring [Member] | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	3,175	4,988
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	633	578
Consumer MSRs	92	80
Retained interests in securitizations	172	201
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 614	$ 518
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	0.00%
Voluntary prepayment rate (percent)	0.00%	0.00%
Default rate (percent)	0.00%	0.00%
Loss severity (percent)	0.00%	9.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	9.00%	15.00%
Voluntary prepayment rate (percent)	15.00%	30.00%
Default rate (percent)	8.00%	16.00%
Loss severity (percent)	90.00%	87.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | RMBS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	5.00%	5.00%
Voluntary prepayment rate (percent)	4.00%	4.00%
Default rate (percent)	3.00%	4.00%
Loss severity (percent)	62.00%	57.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 14	$ 51
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	3.00%	2.00%
Voluntary 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)	3.00%	2.00%
Voluntary prepayment rate (percent)	0.00%	0.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | CMBS | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	3.00%	2.00%
Voluntary prepayment rate (percent)	0.00%	0.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Securities available for sale	$ 5	$ 9
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	1.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Foreign government bonds | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Yield (percent)	2.00%	1.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Consumer MSRs	$ 92	$ 80
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	7.00%	8.00%
Discount rate (percent)	14.00%	15.00%
Option adjusted spread rate (percent)	2.00%	5.80%
Servicing cost ($ per loan) | $ / SecurityLoan	75	75
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	30.00%	20.00%
Discount rate (percent)	14.00%	15.00%
Option adjusted spread rate (percent)	15.00%	15.00%
Servicing cost ($ per loan) | $ / SecurityLoan	100	100
Fair Value, Measurements, Recurring [Member] | Level 3 | Consumer MSRs | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Total prepayment rate (percent)	16.00%	15.00%
Discount rate (percent)	14.00%	15.00%
Option adjusted spread rate (percent)	4.58%	6.36%
Servicing cost ($ per loan) | $ / SecurityLoan	76	76
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Retained interests in securitizations	$ 172	$ 201
Fair Value, Measurements, Recurring [Member] | Level 3 | Retained interest in securitizations | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Life of receivables (months)	6 months	6 months
Voluntary prepayment rate (percent)	2.00%	2.00%
Default rate (percent)	1.00%	1.00%
Loss severity (percent)	3.00%	7.00%
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)	79 months	87 months
Voluntary prepayment rate (percent)	12.00%	11.00%
Default rate (percent)	6.00%	6.00%
Loss severity (percent)	115.00%	102.00%
Discount rate (percent)	10.00%	11.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Net derivative assets (liabilities)
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis with Unobservable Inputs	$ 13	$ 18
Fair Value, Measurements, Recurring [Member] | Level 3 | Net derivative assets (liabilities) | Discounted cash flows | Minimum
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Net derivative assets (liabilities) | Discounted cash flows | Maximum
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%
Fair Value, Measurements, Recurring [Member] | Level 3 | Net derivative assets (liabilities) | Discounted cash flows | Weighted Average
Fair Value Inputs [Abstract]
Swap rates (percent)	2.00%	2.00%

Fair Value Measurement - Sch137

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
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	949	1,038
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	251,468	242,935
Loans held for sale	3	0
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	182	587
Loans held for sale	178	157
Other Assets, Fair Value Disclosure	35	83
Total	395	827
Nonrecurring | Other Assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Foreclosed Properties and Repossessed Assets	17	43
Long Lived Assets Held for Sale	18	40
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	177	157
Other Assets, Fair Value Disclosure	0	0
Total	177	157
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	182	587
Loans held for sale	1	0
Other Assets, Fair Value Disclosure	35	83
Total	$ 218	$ 670

Fair Value Measurement - Additi

Fair Value Measurement - Additional Information (Detail) - Level 3 - Loans Held for Investment - Appraisal Value	Dec. 31, 2017	Dec. 31, 2016
Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	0.00%	0.00%
Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	77.00%	73.00%
Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Non-recoverable rate	21.00%	16.00%

Fair Value Measurement - Sch139

Fair Value Measurement - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Assets:
Loans held for investment	$ (100)	$ (230)	$ (80)
Loans held for sale	(3)	(2)	(1)
Other assets	(12)	(19)	(45)
Total	$ (115)	$ (251)	$ (126)

Fair Value Measurement - Sch140

Fair Value Measurement - Schedule of Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Financial assets:
Securities held to maturity	$ 29,437	$ 26,196
Level 1
Financial assets:
Cash and cash equivalents	4,458	4,185
Restricted cash for securitization investors	312	2,517
Securities held to maturity	200	199
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Other investments	0	0
Financial liabilities:
Deposits	26,404	25,502
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
Level 2
Financial assets:
Cash and cash equivalents	9,582	5,791
Restricted cash for securitization investors	0	0
Securities held to maturity	29,217	25,962
Net loans held for investment	0	0
Loans held for sale	949	1,038
Interest receivable	1,536	1,351
Other investments	1,680	2,020
Financial liabilities:
Deposits	217,328	211,580
Securitized debt obligations	20,122	18,920
Senior and subordinated notes	31,392	23,774
Federal funds purchased and securities loaned or sold under agreements to repurchase	576	992
Other borrowings	8,892	17,180
Interest payable	413	327
Level 3
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities held to maturity	20	35
Net loans held for investment	251,468	242,935
Loans held for sale	3	0
Interest receivable	0	0
Other investments	9	9
Financial liabilities:
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	0	0
Other borrowings	0	0
Interest payable	0	0
Carrying Value
Financial assets:
Cash and cash equivalents	14,040	9,976
Restricted cash for securitization investors	312	2,517
Securities held to maturity	28,984	25,712
Net loans held for investment	246,971	239,083
Loans held for sale	971	1,043
Interest receivable	1,536	1,351
Other investments	1,689	2,029
Financial liabilities:
Deposits	243,702	236,768
Securitized debt obligations	20,010	18,826
Senior and subordinated notes	30,755	23,431
Federal funds purchased and securities loaned or sold under agreements to repurchase	576	992
Other borrowings	8,892	17,211
Interest payable	413	327
Estimated Fair Value
Financial assets:
Cash and cash equivalents	14,040	9,976
Restricted cash for securitization investors	312	2,517
Securities held to maturity	29,437	26,196
Net loans held for investment	251,468	242,935
Loans held for sale	952	1,038
Interest receivable	1,536	1,351
Other investments	1,689	2,029
Financial liabilities:
Deposits	243,732	237,082
Securitized debt obligations	20,122	18,920
Senior and subordinated notes	31,392	23,774
Federal funds purchased and securities loaned or sold under agreements to repurchase	576	992
Other borrowings	8,892	17,180
Interest payable	$ 413	$ 327

Business Segments - Additional

Business Segments - Additional Information (Detail) $ in Millions	12 Months Ended
	Dec. 31, 2017USD ($)Segment
Segment Reporting Information [Line Items]
Number of Operating Segments | Segment	3
Commercial Banking | Minimum
Segment Reporting Information [Line Items]
Customer Net Revenue Range	$ 20
Commercial Banking | Maximum
Segment Reporting Information [Line Items]
Customer Net Revenue Range	$ 2,000

Business Segments - Schedule of

Business Segments - Schedule of Segment Results and Reconciliation (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Segment Reporting Information [Line Items]
Net interest income	$ 22,460	$ 20,873	$ 18,834
Non-interest income	4,777	4,628	4,579
Total net revenue	27,237	25,501	23,413
Provision for loan, lease and other losses	7,551	6,459	4,536
Total non-interest expense	14,194	13,558	12,996
Income from continuing operations before income taxes	5,492	5,484	5,881
Income tax provision (benefit)	3,375	1,714	1,869
Income from continuing operations, net of tax	2,117	3,770	4,012
Loans held for investment	254,473	245,586	229,851
Total deposits	$ 243,702	$ 236,768	$ 217,721
Effective income tax rate	35.00%	35.00%	35.00%
Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Net interest income	$ 13,648	$ 12,635	$ 11,161
Non-interest income	3,325	3,380	3,421
Total net revenue	16,973	16,015	14,582
Provision for loan, lease and other losses	6,066	4,926	3,417
Total non-interest expense	7,916	7,703	7,502
Income from continuing operations before income taxes	2,991	3,386	3,663
Income tax provision (benefit)	1,071	1,226	1,309
Income from continuing operations, net of tax	1,920	2,160	2,354
Loans held for investment	114,762	105,552	96,125
Total deposits	0	0	0
Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income	6,380	5,829	5,755
Non-interest income	749	733	710
Total net revenue	7,129	6,562	6,465
Provision for loan, lease and other losses	1,180	1,055	819
Total non-interest expense	4,233	4,139	4,026
Income from continuing operations before income taxes	1,716	1,368	1,620
Income tax provision (benefit)	626	498	586
Income from continuing operations, net of tax	1,090	870	1,034
Loans held for investment	75,078	73,054	70,372
Total deposits	185,842	181,917	172,702
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Net interest income	2,261	2,216	1,865
Non-interest income	708	578	487
Total net revenue	2,969	2,794	2,352
Provision for loan, lease and other losses	301	483	302
Total non-interest expense	1,603	1,407	1,156
Income from continuing operations before income taxes	1,065	904	894
Income tax provision (benefit)	389	329	324
Income from continuing operations, net of tax	676	575	570
Loans held for investment	64,575	66,916	63,266
Total deposits	33,938	33,866	34,257
Other
Segment Reporting Information [Line Items]
Net interest income	171	193	53
Non-interest income	(5)	(63)	(39)
Total net revenue	166	130	14
Provision for loan, lease and other losses	4	(5)	(2)
Total non-interest expense	442	309	312
Income from continuing operations before income taxes	(280)	(174)	(296)
Income tax provision (benefit)	1,289	(339)	(350)
Income from continuing operations, net of tax	(1,569)	165	54
Loans held for investment	58	64	88
Total deposits	$ 23,922	$ 20,985	$ 10,762

Commitments, Contingencies, 143

Commitments, Contingencies, Guarantees, and Others Commitments, Contingencies, Guarantees, and Others - Schedule of letter of credit and other loan commitments (Detail) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
Loss Contingencies [Line Items]
Letter of Credit Issued Contractual Amount and Unused Commitment to Extend Credit	$ 385,367	$ 343,202
Off-balance Sheet Lending Commitment Carrying Value	127	140
Credit Card Portfolio Segment [Member]
Loss Contingencies [Line Items]
Unused Commitments to Extend Credit	351,481	312,864
Other Portfolio Segments, Excluding Credit Card
Loss Contingencies [Line Items]
Unused Commitments to Extend Credit	31,840	28,402
Off-balance Sheet Lending Commitment Carrying Value	84	98
Advised Line of Credit	1,000	699
Letter of Credit [Member]
Loss Contingencies [Line Items]
Line of Credit Facility, Maximum Borrowing Capacity	2,046	1,936
Off-balance Sheet Lending Commitment Carrying Value	$ 43	$ 42

Commitments, Contingencies, 144

Commitments, Contingencies, Guarantees, and Others - Guarantees, Loss Sharing, U.K Cross Sell (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016
GPMH [Member]
Loss Contingencies [Line Items]
Loss contingency accrual	$ 78
Insurance Claims [Member]
Loss Contingencies [Line Items]
Loss contingency accrual	249	$ 238
Loss accrual increase (decrease)	130
Loss Contingency, Range of Possible Loss, Portion Not Accrued	150
Loss Sharing Agreement
Loss Contingencies [Line Items]
Guarantee Obligation	$ 60	$ 48

Commitments, Contingencies, 145

Commitments, Contingencies, Guarantees, and Others - Litigation (Details) $ in Millions	1 Months Ended		3 Months Ended	12 Months Ended
	Jul. 31, 2012USD ($)	Feb. 28, 2009USD ($)ContractMortgageLoan	Jul. 31, 2012USD ($)trustsummon	Dec. 31, 2017USD ($)
Loss Contingencies [Line Items]
Loss contingency, estimate of possible loss				$ 550
Pending Litigation | Interchange Litigation
Loss Contingencies [Line Items]
Litigation Settlement, Attributable to Reporting Entity and Third Party, Percent of Transactions	0.10%
Litigation settlement, attributable to reporting entity and third party	$ 6,600
Litigation settlement, attributable to reporting entity and third party, period of payment of settlement	8 months
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
Representation and Warranty Liability [Member]
Loss Contingencies [Line Items]
Loss Contingency Accrual, Payments				540
Loss Contingency, Loss in Period				$ 169

Capital One Financial Corpor146

Capital One Financial Corporation (Parent Company Only) - Statements of Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Condensed Income Statements, Captions [Line Items]
Interest from temporary investments	$ 25,222	$ 22,891	$ 20,459
Interest expense	2,762	2,018	1,625
Non-interest income	4,777	4,628	4,579
Non-interest expense	14,194	13,558	12,996
Income tax (benefit)	3,375	1,714	1,869
Net income	1,982	3,751	4,050
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	2,005	3,418	3,864
Parent Company
Condensed Income Statements, Captions [Line Items]
Interest from temporary investments	178	120	120
Interest expense	381	258	185
Dividends from Subsidiaries	300	3,936	450
Non-interest income	19	(13)	10
Non-interest expense	34	48	178
Income before income taxes and equity in undistributed earnings of subsidiaries	82	3,737	217
Income tax (benefit)	(103)	(79)	(67)
Income (loss) from subsidiary including discontinued operations, net of tax	1,797	(65)	3,766
Net income	1,982	3,751	4,050
Other Comprehensive Income (Loss), Net of Tax	23	(333)	(186)
Comprehensive Income (Loss), Net of Tax, Attributable to Parent	$ 2,005	$ 3,418	$ 3,864

Capital One Financial Corpor147

Capital One Financial Corporation (Parent Company Only) - Balance Sheets (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Assets:
Cash and cash equivalents	$ 14,040	$ 9,976
Securities available for sale	37,655	40,737
Other assets	16,658	18,420
Total assets	365,693	357,033
Liabilities:
Senior and subordinated notes	30,755	23,431
Other borrowings	8,940	17,211
Accrued expenses and other liabilities	12,567	11,964
Total liabilities	316,963	309,519
Stockholders’ equity:
Total stockholders’ equity	48,730	47,514	$ 47,284	$ 45,053
Total liabilities and stockholders’ equity	365,693	357,033
Parent Company
Assets:
Cash and cash equivalents	8,196	7,296	$ 7,245	$ 8,262
Investment in subsidiaries	54,712	48,297
Loans to subsidiaries	548	592
Securities available for sale	907	901
Other assets	729	672
Total assets	65,092	57,758
Liabilities:
Senior and subordinated notes	14,392	8,304
Other borrowings	1,633	1,610
Accrued expenses and other liabilities	337	330
Total liabilities	16,362	10,244
Stockholders’ equity:
Total stockholders’ equity	48,730	47,514
Total liabilities and stockholders’ equity	$ 65,092	$ 57,758

Capital One Financial Corpor148

Capital One Financial Corporation (Parent Company Only) - Statements of Cash Flows (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Operating activities:
Net income	$ 1,982	$ 3,751	$ 4,050
Adjustments to reconcile net income (loss) to net cash provided by operating activities:
Net cash from operating activities	14,182	11,856	10,127
Investing activities:
Purchase of securities available for sale	(12,412)	(14,154)	(12,200)
Net cash from investing activities	(15,541)	(25,630)	(29,726)
Common Stock
Net proceeds from issuances	164	131	111
Dividends paid	(780)	(812)	(816)
Preferred Stock
Net proceeds from issuances	0	1,066	1,472
Dividends paid	(265)	(214)	(158)
Purchases of treasury stock	(240)	(3,661)	(2,441)
Proceeds from share-based payment activities	124	142	85
Net cash from financing activities	3,218	17,227	21,163
Cash, cash equivalents and restricted cash for securitization investors, beginning of the period	9,976
Cash, cash equivalents and restricted cash for securitization investors, ending of the period	14,040	9,976
Parent Company
Operating activities:
Net income	1,982	3,751	4,050
Adjustments to reconcile net income (loss) to net cash provided by operating activities:
Equity in undistributed earnings of subsidiaries	(1,797)	65	(3,766)
Other operating activities	327	(10)	(300)
Net cash from operating activities	512	3,806	(16)
Investing activities:
Net payments (to) from subsidiaries	(4,956)	(163)	(172)
Proceeds from paydowns and maturities of securities available for sale	130	71	65
Changes in loans to subsidiaries	44	(71)	973
Net cash from investing activities	(4,782)	(163)	866
Financing activities:
Changes in borrowings from subsidiaries	23	19	18
Proceeds from issuance of senior notes and sub notes	6,948	1,487	2,487
Proceeds from paydowns and maturities of senior and subordinated notes	(804)	(1,750)	(2,625)
Common Stock
Net proceeds from issuances	164	131	111
Dividends paid	(780)	(812)	(816)
Preferred Stock
Net proceeds from issuances	0	1,066	1,472
Dividends paid	(265)	(214)	(158)
Purchases of treasury stock	(240)	(3,661)	(2,441)
Proceeds from share-based payment activities	124	142	85
Net cash from financing activities	5,170	(3,592)	(1,867)
Changes in cash and cash equivalents	900	51	(1,017)
Cash, cash equivalents and restricted cash for securitization investors, beginning of the period	7,296	7,245	8,262
Cash, cash equivalents and restricted cash for securitization investors, ending of the period	$ 8,196	$ 7,296	$ 7,245