Capital One Financial (COF) 10-Q 1 Nov 18 2018 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	9 Months Ended
	Sep. 30, 2018shares
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q3
Trading Symbol	COF
Entity Registrant Name	CAPITAL ONE FINANCIAL CORP
Entity Central Index Key	927,628
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Emerging Growth Company	false
Entity Small Business	false
Entity Common Stock, Shares Outstanding	473,656,501

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Interest income:
Loans, including loans held for sale	$ 6,247	$ 5,960	$ 18,370	$ 17,255
Investment securities	593	431	1,584	1,280
Other	55	29	174	83
Total interest income	6,895	6,420	20,128	18,618
Interest expense:
Deposits	681	410	1,842	1,145
Securitized debt obligations	127	85	358	236
Senior and subordinated notes	288	194	828	522
Other borrowings	13	31	45	68
Total interest expense	1,109	720	3,073	1,971
Net interest income	5,786	5,700	17,055	16,647
Provision for credit losses	1,268	1,833	4,218	5,625
Net interest income after provision for credit losses	4,518	3,867	12,837	11,022
Non-interest income:
Interchange fees, Net	714	662	2,080	1,908
Service charges and other customer-related fees	410	414	1,233	1,203
Net securities gains (losses)	(196)	68	(189)	64
Other	248	141	884	402
Total non-interest income	1,176	1,285	4,008	3,577
Non-interest expense:
Salaries and associate benefits	1,432	1,524	4,382	4,378
Occupancy and equipment	515	471	1,508	1,416
Marketing	504	379	1,343	1,210
Professional services	275	297	719	823
Communications and data processing	311	294	934	871
Amortization of intangibles	44	61	131	184
Other	692	541	1,753	1,533
Total non-interest expense	3,773	3,567	10,770	10,415
Income from continuing operations before income taxes	1,921	1,585	6,075	4,184
Income tax provision	420	448	1,314	1,205
Income from continuing operations, net of tax	1,501	1,137	4,761	2,979
Income (loss) from discontinued operations, net of tax	1	(30)	(7)	(26)
Net income	1,502	1,107	4,754	2,953
Dividends and undistributed earnings allocated to participating securities	(9)	(8)	(32)	(21)
Preferred stock dividends	(53)	(52)	(185)	(185)
Net income available to common stockholders	$ 1,440	$ 1,047	$ 4,537	$ 2,747
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 3.01	$ 2.22	$ 9.40	$ 5.73
Income (loss) from discontinued operations (in dollars per share)	0	(0.06)	(0.01)	(0.05)
Net income per basic common share (in dollars per share)	3.01	2.16	9.39	5.68
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	2.99	2.20	9.33	5.68
Income (loss) from discontinued operations (in dollars per share)	0	(0.06)	(0.01)	(0.05)
Net income per diluted common share (in dollars per share)	2.99	2.14	9.32	5.63
Dividends declared and paid per common share (in dollars per share)	$ 0.40	$ 0.40	$ 1.20	$ 1.20

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Statement of Comprehensive Income [Abstract]
Net income	$ 1,502	$ 1,107	$ 4,754	$ 2,953
After Tax
Net unrealized gains (losses) on securities available for sale	(23)	10	(673)	195
Net changes in securities held to maturity	8	26	441	72
Net unrealized losses on cash flow hedges	(81)	(17)	(512)	(38)
Foreign currency translation adjustments	13	38	(4)	86
Other	(1)	4	(2)	12
Other comprehensive income (loss), net of tax	(84)	61	(750)	327
Comprehensive income	$ 1,418	$ 1,168	$ 4,004	$ 3,280

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Cash and cash equivalents:
Cash and due from banks	$ 4,547	$ 4,458
Interest-bearing deposits and other short-term investments	6,335	9,582
Total cash and cash equivalents	10,882	14,040
Restricted cash for securitization investors	746	312
Investment Securities:
Securities available for sale	47,384	37,655
Securities held to maturity	34,631	28,984
Total investments securities	82,015	66,639
Loans held for investment:
Total loans held for investment	238,761	254,473
Allowance for loan and lease losses	(7,219)	(7,502)
Net loans held for investment	231,542	246,971
Loans held for sale, at lower of cost or fair value	1,402	971
Premises and equipment, net	4,149	4,033
Interest receivable	1,518	1,536
Goodwill	14,513	14,533
Other assets	16,142	16,658
Total assets	362,909	365,693
Liabilities:
Interest payable	391	413
Deposits:
Non-interest-bearing deposits	24,839	26,404
Interest-bearing deposits	222,356	217,298
Total deposits	247,195	243,702
Securitized debt obligations	18,649	20,010
Other debt:
Federal funds purchased and securities loaned or sold under agreements to repurchase	384	576
Senior and subordinated notes	31,291	30,755
Other borrowings	1,881	8,940
Total other debt	33,556	40,271
Other liabilities	12,480	12,567
Total liabilities	312,271	316,963
Stockholders’ equity:
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 4,475,000 shares issued and outstanding as of both September 30, 2018 and December 31, 2017)	0	0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 666,908,695 and 661,724,927 shares issued as of September 30, 2018 and December 31, 2017, respectively, 473,656,501 and 485,525,340 shares outstanding as of September 30, 2018 and December 31, 2017, respectively)	7	7
Additional paid-in capital, net	31,978	31,656
Retained earnings	34,883	30,700
Accumulated other comprehensive loss	(1,877)	(926)
Treasury stock, at cost (par value $.01 per share; 193,252,194 and 176,199,587 shares as of September 30, 2018 and December 31, 2017, respectively)	(14,353)	(12,707)
Total stockholders’ equity	50,638	48,730
Total liabilities and stockholders’ equity	362,909	365,693
Unsecuritized loans held for investment
Loans held for investment:
Total loans held for investment	204,796	218,806
Loans held in consolidated trusts
Loans held for investment:
Total loans held for investment	$ 33,965	$ 35,667

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - $ / shares	Sep. 30, 2018	Dec. 31, 2017
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	666,908,695	661,724,927
Common stock, shares outstanding	473,656,501	485,525,340
Treasury stock, par value	$ 0.01	$ 0.01
Treasury stock, common, shares	193,252,194	176,199,587

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY - 9 months ended Sep. 30, 2018 - USD ($) $ in Millions	Total	Preferred Stock	Common Stock	Additional Paid-In Capital	Retained Earnings	Accumulated Other Comprehensive Loss	Treasury Stock
Beginning balance at Dec. 31, 2017	$ 48,730	$ 0	$ 7	$ 31,656	$ 30,700	$ (926)	$ (12,707)
Beginning balance (shares) at Dec. 31, 2017		4,475,000	661,724,927
Increase (Decrease) in Stockholders' Equity [Roll Forward]
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification	0				201	(201)
Comprehensive income (loss)	4,004				4,754	(750)
Common Stock Dividends, Shares			31,034
Dividends, Common Stock	(584)		$ 0		(587)
Dividends, Share-based Compensation, Stock				3
Cash dividends - preferred series	(185)				(185)
Purchases of treasury stock	(1,646)						(1,646)
Issuances of common stock and restricted stock, shares, net of forfeitures			3,568,766
Issuances of common stock and restricted stock, value, net of forfeitures	137		$ 0	137
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			1,583,968
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	38		$ 0	38
Compensation expense for restricted stock awards, restricted stock units and stock options	144			144
Ending balance at Sep. 30, 2018	$ 50,638	$ 0	$ 7	$ 31,978	$ 34,883	$ (1,877)	$ (14,353)
Ending balance (shares) at Sep. 30, 2018		4,475,000	666,908,695

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017
Operating activities:
Income from continuing operations, net of tax	$ 4,761	$ 2,979
Income (loss) from discontinued operations, net of tax	(7)	(26)
Net income	4,754	2,953
Adjustments to reconcile net income to net cash from operating activities:
Provision for credit losses	4,218	5,625
Depreciation and amortization, net	1,721	1,719
Deferred tax benefit	149	(321)
Net securities gains (losses)	189	(64)
Gain on sales of loans	(539)	(42)
Stock-based compensation expense	153	164
Other	(51)	(4)
Loans held for sale:
Originations and purchases	(6,285)	(6,776)
Proceeds from sales and paydowns	5,707	6,387
Changes in operating assets and liabilities:
Changes in interest receivable	18	(47)
Changes in other assets	(118)	781
Changes in interest payable	(22)	(27)
Changes in other liabilities	(856)	(198)
Net change from discontinued operations	0	(59)
Net cash from operating activities	9,038	10,091
Securities available for sale:
Purchases	(11,136)	(9,565)
Proceeds from paydowns and maturities	5,839	5,493
Proceeds from sales	3,512	5,793
Securities held to maturity:
Purchases	(16,373)	(4,731)
Proceeds from paydowns and maturities	1,839	1,894
Loans:
Net changes in loans held for investment	9,646	(7,690)
Principal recoveries of loans previously charged off	1,927	1,469
Net purchases of premises and equipment	(669)	(776)
Net cash from acquisition activities	0	(3,220)
Net cash from other investing activities	(456)	(412)
Net cash from investing activities	(5,871)	(11,745)
Financing activities:
Changes in deposits	3,667	2,268
Issuance of securitized debt obligations	997	2,991
Maturities and paydowns of securitized debt obligations	(2,248)	(7,233)
Issuance of senior and subordinated notes and long-term FHLB advances	5,977	27,784
Maturities and paydowns of senior and subordinated notes and long-term FHLB advances	(12,958)	(26,871)
Changes in other borrowings	914	(210)
Common stock:
Net proceeds from issuances	137	124
Dividends paid	(584)	(585)
Preferred stock:
Dividends paid	(185)	(185)
Purchases of treasury stock	(1,646)	(236)
Proceeds from share-based payment activities	38	102
Net cash from financing activities	(5,891)	(2,051)
Changes in cash, cash equivalents and restricted cash for securitization investors	(2,724)	(3,705)
Cash, cash equivalents and restricted cash for securitization investors, beginning of the period	14,352	12,493
Cash, cash equivalents and restricted cash for securitization investors, end of the period	11,628	8,788
Non-cash items:
Net transfers from loans held for investment to loans held for sale	779	449
Securitized debt obligations assumed in acquisition	0	2,484
Interest paid	2,881	2,080
Income tax paid	$ 375	$ 779

Summary of Significant Accounti

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2018
Accounting Policies [Abstract]
Summary of Significant Accounting Policies	NOTE 1—SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES The Company Capital One Financial Corporation, a Delaware Corporation established in 1994 and headquartered in McLean, Virginia, is a diversified financial services holding company with banking and non-banking subsidiaries. Capital One Financial Corporation and its subsidiaries (the “Company”) offer a broad array of financial products and services to consumers, small businesses and commercial clients through branches, the internet and other distribution channels. As of September 30, 2018 , 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 organized for management reporting purposes into three major business segments, which are defined primarily 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 13—Business Segments and Revenue from Contracts with Customers .” Basis of Presentation and Use of Estimates The accompanying unaudited interim consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP”). The preparation of the consolidated 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 judgments, actual amounts or results could differ from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information. Certain prior period amounts have been reclassified to conform to the current period presentation. These unaudited interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements, and related notes thereto, included in Capital One Financial Corporation’s 2017 Annual Report on Form 10-K (“2017 Form 10-K”). Newly Adopted Accounting Standards Accounting Implications of the Tax Cuts and Jobs Act In March 2018, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2018-05, Income Taxes (Topic 740): Amendments to SEC Paragraphs Pursuant to SEC Staff Accounting Bulletin No. 118 . This ASU codifies into existing U.S. GAAP the SEC Staff views expressed in Staff Accounting Bulletin No. 118, Income Tax Accounting Implications of the Tax Cuts and Jobs Act . This guidance addresses situations where an entity’s accounting for the income tax effects of the Tax Act is incomplete upon issuance of the entity’s financial statements for the reporting period in which the Tax Act was enacted. In accordance with this guidance, we included certain provisional amounts for these effects in our consolidated financial statements as of and for the year ended December 31, 2017. See “MD&A—Accounting Changes and Developments” in our 2017 Form 10-K for more information. Excluding our accounting for the repatriation tax, we have completed our accounting for the income tax effects of the Tax Act. We continue to assess regulatory guidance and other information related to the repatriation tax, and expect to finalize our assessment and record any required adjustments to the related provisional amounts by December 2018. We did not have any significant measurement period adjustments in the three or nine months ended September 30, 2018. Reclassification of Certain Tax Effects from Accumulated Other Comprehensive Income In February 2018, the FASB issued ASU No. 2018-02, Income Statement—Reporting Comprehensive Income (Topic 220): Reclassification of Certain Tax Effects from Accumulated Other Comprehensive Income. U.S. GAAP requires the effects of changes in tax rates and laws on deferred tax balances to be recorded in income tax from continuing operations in the period of enactment. This requirement applies even in situations in which the related income tax effects of items in accumulated other comprehensive income (“AOCI”) were originally recognized in other comprehensive income (rather than in income from continuing operations), which results in certain tax effects being stranded in AOCI. This ASU allows a one-time reclassification from AOCI to retained earnings for stranded tax effects resulting from the Tax Act. Additionally, this ASU requires entities to disclose their accounting policy for releasing stranded tax effects from AOCI, for which ours is to release the effects using a portfolio approach. This ASU provides entities the option to apply the guidance retrospectively or in the period of adoption. We early adopted this ASU in the first quarter of 2018, resulting in a decrease to AOCI and an increase to retained earnings of $173 million . Our reclassification included the effects of the reduction in the federal corporate income tax rate enacted by the Tax Act and the resulting impacts on the federal benefit of deducting state income taxes. Targeted Improvements to Accounting for Hedging Activities In August 2017, the FASB issued ASU No. 2017-12, Derivatives and Hedging (Topic 815): Targeted Improvements to Accounting for Hedging Activities . This ASU amends hedge accounting guidance to better align hedge accounting with risk management activities, while reducing the complexity of applying and reporting on hedge accounting. Under this ASU, the concept of separately measuring and reporting hedge ineffectiveness has been eliminated and entities are required to present the earnings effect of the hedging instrument in the same income statement line item in which the earnings effect of the hedged item is reported. 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 permits 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 ASU in the first quarter of 2018 under the prescribed modified retrospective transition method. As permitted by this ASU, and in order to optimize the investment portfolio management for capital and risk management considerations, we made a one-time election to transfer $9.0 billion of held to maturity securities eligible to be hedged under the “last-of-layer” method to the available for sale category, resulting in an increase to AOCI of $107 million . See “ Note 3—Investment Securities ” and “ Note 9—Derivative Instruments and Hedging Activities ” for additional information on the impacts of the transfer, as well as the disclosures required under the new guidance. Classification of Certain Cash Receipts and Cash Payments In August 2016, the FASB issued ASU No. 2016-15, Statement of Cash Flows (Topic 230): Classification of Certain Cash Receipts and Cash Payments. This ASU clarifies certain issues related to classification within the statement of cash flows with the objective of reducing existing diversity in practice. We adopted this ASU in the first quarter of 2018 under the retrospective transition method and our adoption did not have a material impact on our consolidated financial statements. Recognition and Measurement of Financial Assets and Financial Liabilities In January 2016, the FASB issued ASU No. 2016-01, Financial Instruments-Overall (Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities. The primary impact of this ASU to us is the requirement to measure 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 measurement alternative can be elected). We adopted this ASU in the first quarter of 2018 under the modified retrospective method and our adoption did not have a material impact on our consolidated financial statements. Revenue from Contracts with Customers In May 2014, the FASB issued ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606) . Topic 606 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. Topic 606, 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 under the modified retrospective transition method and our adoption did not have a material impact on our consolidated financial statements. See “ Note 13—Business Segments and Revenue from Contracts with Customers ” for the new disclosures required under this guidance. Recently Issued but Not Yet Adopted Accounting Standards Implementation Costs Incurred in a Cloud Computing Arrangement In August 2018, the FASB issued ASU No. 2018-15, Intangibles—Goodwill and Other— Internal-Use Software (Subtopic 350-40): Customer’s Accounting for Implementation Costs Incurred in a Cloud Computing Arrangement That Is a Service Contract. This ASU aligns the requirements for capitalizing implementation costs incurred in a hosting arrangement that is a service contract with the requirements for capitalizing implementation costs incurred to develop or obtain internal-use software (and hosting arrangements that include an internal-use software license). The accounting for the service element of a hosting arrangement that is a service contract is not affected by the amendments in this ASU. This guidance is effective for us on January 1, 2020, with early adoption permitted, using either the retrospective or prospective method of adoption. We are currently evaluating the impact of adopting this standard. Premium Amortization on Purchased Callable Debt Securities In March 2017, the FASB issued ASU No. 2017-08, Receivables—Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities. This ASU shortens 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. This guidance is effective for us on January 1, 2019, with early adoption permitted, using the modified retrospective method of adoption. We do not expect the adoption of this guidance to have a material impact on our consolidated financial statements and plan to adopt the standard on its effective date. Simplifying the Test for Goodwill Impairment In January 2017, the FASB issued ASU No. 2017-04, Intangibles—Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment . The guidance in this ASU 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 do not expect the adoption of this guidance to have a material impact on our consolidated financial statements and plan to adopt the standard on its effective date. Measurement of Credit Losses on Financial Instruments In June 2016, the FASB issued ASU No. 2016-13, Financial Instruments—Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments . This ASU 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. This ASU 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 ASU No. 2016-02, Leases (Topic 842). This ASU 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. We plan to adopt the standard on its effective date using the modified retrospective method of adoption without restating prior periods. We also expect to elect the practical expedients which provide that entities need not reassess whether existing contracts contain a lease, lease classification of existing leases, or the treatment of initial direct costs on existing leases. We are currently in the process of completing our review of lease contracts, evaluating other contracts for potential embedded leases, implementing a new lease accounting and administration software solution, and establishing new processes and internal controls. 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

Business Developments and Disco

Business Developments and Discontinued Operations	9 Months Ended
	Sep. 30, 2018
Mergers, Acquisitions, Restructuring and Dispositions Disclosures [Abstract]
Business Developments and Discontinued Operations	NOTE 2—BUSINESS DEVELOPMENTS AND DISCONTINUED OPERATIONS Business Developments Consumer Home Loan Portfolio Sale We sold the substantial majority of our consumer home loan portfolio and the related servicing in the second quarter of 2018, and transferred the remaining consumer home loan portfolio of $398 million to loans held for sale as of June 30, 2018. These actions resulted in a net gain of approximately $400 million in the second quarter of 2018, including a benefit for credit losses of $46 million, which was reflected in the Other category. In the third quarter of 2018, we sold substantially all of the remaining consumer home loan portfolio and recognized a gain of $99 million in the Other category. 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 decisions within our Consumer Banking business to cease new originations of home loan lending products in the fourth quarter of 2017 , to sell our online retail brokerage business in the first quarter of 2018 and to sell substantially all of our consumer home loan portfolio in the second and third quarters of 2018. 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. There was no restructuring charge recognized in the third quarter of 2018 . For the nine months ended September 30, 2018 , we recognized restructuring charges of $34 million , which are reflected in the Other category of our business segment results. We had a liability of $20 million associated with restructuring activities, which is recorded in other liabilities on our consolidated balance sheets as of September 30, 2018 . We recognized restructuring charges of $108 million for both the three and nine months ended September 30, 2017 . As of September 30, 2018 , our online retail brokerage business had liabilities held for sale primarily consisting of customer deposits of $1.5 billion . When the transaction closes, we will transfer these customer deposits and an equal cash amount to the third-party purchaser. 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. Income from discontinued operations, net of tax, was $1 million in the third quarter of 2018, compared to a loss of $30 million in the third quarter of 2017 . Loss from discontinued operations, net of tax, was $7 million and $26 million for the nine months ended September 30, 2018 and 2017 , respectively. As of September 30, 2018 , we had no significant continuing involvement in the operations of our wholesale mortgage banking unit. In the fourth quarter of 2017, we entered into an agreement with the third-party servicer under which we assumed the obligation to exercise the remaining clean-up calls as they become due on certain manufactured housing securitization transactions. See “ Note 6—Variable Interest Entities and Securitizations ” and “ Note 14—Commitments, Contingencies, Guarantees and Others

Investment Securities

Investment Securities	9 Months Ended
	Sep. 30, 2018
Investments, Debt and Equity Securities [Abstract]
Investment Securities	NOTE 3—INVESTMENT SECURITIES Our investment securities 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 96% and 95% of our total investment securities as of September 30, 2018 and December 31, 2017 , respectively. In the first quarter of 2018, we made a one-time transfer of held to maturity securities with a carrying value of $9.0 billion to available for sale as a result of our adoption of ASU No. 2017-12. See “ Note 1—Summary of Significant Accounting Policies ” and “ Note 10—Stockholders’ Equity ” for more information. The table below presents an overview of our investment securities portfolio as of September 30, 2018 and December 31, 2017 . Table 3.1 : Overview of Investment Securities Portfolio (Dollars in millions) September 30, 2018 December 31, 2017 Securities available for sale, at fair value $ 47,384 $ 37,655 Securities held to maturity, at carrying value 34,631 28,984 Total investment securities $ 82,015 $ 66,639 The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale as of September 30, 2018 and December 31, 2017 . Table 3.2 : Investment Securities Available for Sale September 30, 2018 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 6,012 $ 24 $ (28 ) $ 6,008 RMBS: Agency 34,134 32 (1,170 ) 32,996 Non-agency 1,495 375 (1 ) 1,869 Total RMBS 35,629 407 (1,171 ) 34,865 Agency CMBS 5,008 9 (94 ) 4,923 Other ABS 277 0 (2 ) 275 Other securities (2) 1,319 4 (10 ) 1,313 Total investment securities available for sale $ 48,245 $ 444 $ (1,305 ) $ 47,384 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 __________ (1) Includes non-credit-related OTTI that is recorded in AOCI of $1 million as of both September 30, 2018 and December 31, 2017 . Substantially all of this amount is related to non-agency RMBS. (2) Includes primarily supranational bonds and foreign government bonds. The table below presents the amortized cost, carrying value, gross unrealized gains and losses, and fair value of securities held to maturity as of September 30, 2018 and December 31, 2017 . In the first quarter of 2018, we made a one-time transfer of held to maturity securities with a carrying value of $9.0 billion to available for sale as a result of our adoption of ASU No. 2017-12. These securities had $535 million pre-tax ( $407 million after-tax) of unrealized losses in AOCI prior to the transfer. See “ Note 10—Stockholders’ Equity ” for more information. Table 3.3 : Investment Securities Held to Maturity September 30, 2018 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value Agency RMBS $ 31,511 $ (246 ) $ 31,265 $ 112 $ (714 ) $ 30,663 Agency CMBS 3,380 (14 ) 3,366 6 (135 ) 3,237 Total investment securities held to maturity $ 34,891 $ (260 ) $ 34,631 $ 118 $ (849 ) $ 33,900 December 31, 2017 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI 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 Investment Securities in a Gross Unrealized Loss Position The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of September 30, 2018 and December 31, 2017 . Table 3.4 : Securities in a Gross Unrealized Loss Position September 30, 2018 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 $ 732 $ (12 ) $ 329 $ (16 ) $ 1,061 $ (28 ) RMBS: Agency 13,960 (471 ) 13,717 (699 ) 27,677 (1,170 ) Non-agency 19 0 15 (1 ) 34 (1 ) Total RMBS 13,979 (471 ) 13,732 (700 ) 27,711 (1,171 ) Agency CMBS 2,246 (47 ) 1,053 (47 ) 3,299 (94 ) Other ABS 65 (1 ) 128 (1 ) 193 (2 ) Other securities 751 (7 ) 132 (3 ) 883 (10 ) Total investment securities available for sale in a gross unrealized loss position $ 17,773 $ (538 ) $ 15,374 $ (767 ) $ 33,147 $ (1,305 ) 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 ) As of September 30, 2018 , the amortized cost of approximately 1,380 securities available for sale exceeded their fair value by $1.3 billion , of which $767 million related to securities that had been in a loss position for 12 months or longer. As of September 30, 2018 , the carrying value of approximately 450 securities classified as held to maturity exceeded their fair value by $849 million . 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 September 30, 2018 . 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 September 30, 2018 (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 $ 446 $ 770 $ 4,792 $ 0 $ 6,008 RMBS (1) : Agency 6 27 504 32,459 32,996 Non-agency 0 0 0 1,869 1,869 Total RMBS 6 27 504 34,328 34,865 Agency CMBS (1) 10 1,845 1,492 1,576 4,923 Other ABS (1) 14 238 0 23 275 Other securities 190 591 532 0 1,313 Total securities available for sale $ 666 $ 3,471 $ 7,320 $ 35,927 $ 47,384 Amortized cost of securities available for sale $ 670 $ 3,516 $ 7,330 $ 36,729 $ 48,245 Weighted-average yield for securities available for sale 1.48 % 2.24 % 2.36 % 2.78 % 2.66 % Carrying value of securities held to maturity: Agency RMBS (1) $ 0 $ 0 $ 53 $ 31,212 $ 31,265 Agency CMBS (1) 0 72 388 2,906 3,366 Total securities held to maturity $ 0 $ 72 $ 441 $ 34,118 $ 34,631 Fair value of securities held to maturity $ 0 $ 72 $ 418 $ 33,410 $ 33,900 Weighted-average yield for securities held to maturity 0.00 % 3.53 % 2.83 % 3.29 % 3.28 % __________ (1) As of September 30, 2018 , weighted-average expected maturities of RMBS, CMBS and other ABS are 6.8 years , 5.3 years and 1.0 year , 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 September 30, 2018 , we had the intent to sell securities with unrealized losses of $200 million and accordingly recognized that amount as OTTI in earnings. We do not intend to sell, nor believe that we will be required to sell, any other 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 for the three and nine months ended September 30, 2018 and 2017 . We also present the proceeds from the sale of securities available for sale for the periods indicated. We did not sell any investment securities that are classified as held to maturity. Table 3.6 : Realized Gains (Losses) on Securities and OTTI Recognized in Earnings Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2018 2017 2018 2017 Realized gains (losses): Gross realized gains $ 4 $ 118 $ 12 $ 123 Gross realized losses 0 (49 ) (1 ) (54 ) Net realized gains 4 69 11 69 OTTI recognized in earnings: Credit-related OTTI 0 (1 ) 0 (2 ) Intent-to-sell OTTI (200 ) 0 (200 ) (3 ) Total OTTI recognized in earnings (200 ) (1 ) (200 ) (5 ) Net securities gains (losses) $ (196 ) $ 68 $ (189 ) $ 64 Total proceeds from sales $ 2,454 $ 2,670 $ 3,512 $ 5,793 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 $140 million and $147 million as of September 30, 2018 and 2017 , respectively. Securities Pledged and Received As part of our liquidity management strategy, we pledge securities to secure borrowings from counterparties including Federal Home Loan Banks (“FHLB”). We also pledge securities to secure trust and public deposits and for other purposes as required or permitted by law. We pledged securities available for sale with a fair value of $785 million and $2.8 billion as of September 30, 2018 and December 31, 2017 , respectively. We also pledged securities held to maturity with a carrying value of $15.5 billion and $5.7 billion as of September 30, 2018 and December 31, 2017 , respectively. We accepted pledges of securities with a fair value of $1 million as of both September 30, 2018 and December 31, 2017 , 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 September 30, 2018 and December 31, 2017 . Table 3.7 : Outstanding Balance and Carrying Value of Purchased Credit-Impaired Debt Securities (Dollars in millions) September 30, 2018 December 31, 2017 Outstanding balance $ 1,860 $ 2,131 Carrying value 1,650 1,843 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 three and nine months ended September 30, 2018 . Table 3.8 : Changes in the Accretable Yield of Purchased Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended September 30, 2018 Nine Months Ended September 30, 2018 Accretable yield, beginning of period $ 768 $ 826 Accretion recognized in earnings (37 ) (115 ) Reduction due to payoffs, disposals, transfers and other 0 (3 ) Net reclassifications from nonaccretable difference 42 65 Accretable yield, end of period $ 773 $ 773

Loans

Loans	9 Months Ended
	Sep. 30, 2018
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 and retail banking loans and in prior periods also consisted of home loans. Commercial banking loans consist of commercial and multifamily real estate, commercial and industrial, and small-ticket commercial real estate loans. We sold substantially all of our consumer home loan portfolio and the related servicing during the first nine months of 2018. Credit Quality September 30, 2018 and December 31, 2017 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1 : Loan Portfolio Composition and Aging Analysis September 30, 2018 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card $ 97,700 $ 1,202 $ 877 $ 1,785 $ 3,864 $ 0 $ 101,564 International card businesses 8,783 136 78 124 338 0 9,121 Total credit card 106,483 1,338 955 1,909 4,202 0 110,685 Consumer Banking: Auto 52,542 2,384 1,186 310 3,880 0 56,422 Retail banking 2,857 19 11 15 45 5 2,907 Total consumer banking 55,399 2,403 1,197 325 3,925 5 59,329 Commercial Banking: Commercial and multifamily real estate 29,018 2 20 1 23 23 29,064 Commercial and industrial 38,835 26 25 104 155 335 39,325 Total commercial lending 67,853 28 45 105 178 358 68,389 Small-ticket commercial real estate 352 3 0 3 6 0 358 Total commercial banking 68,205 31 45 108 184 358 68,747 Other loans 0 0 0 0 0 0 0 Total loans (1) $ 230,087 $ 3,772 $ 2,197 $ 2,342 $ 8,311 $ 363 $ 238,761 % of Total loans 96.37 % 1.58 % 0.92 % 0.98 % 3.48 % 0.15 % 100.00 % 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 % __________ (1) Loans, other than PCI loans, include unamortized premiums and discounts, and unamortized deferred fees and costs totaling $803 million and $773 million as of September 30, 2018 and December 31, 2017 , respectively. We pledged loan collateral of $16.5 billion and $27.3 billion to secure a portion of our FHLB borrowing capacity of $20.4 billion and $21.0 billion as of September 30, 2018 and December 31, 2017 , respectively. We also pledged loan collateral of $6.7 billion and $9.1 billion to secure our Federal Reserve Discount Window borrowing capacity of $5.5 billion and $7.4 billion as of September 30, 2018 and December 31, 2017, respectively. In addition to loans pledged, we securitized a portion of our credit card loans, see “ Note 6—Variable Interest Entities and Securitizations September 30, 2018 and December 31, 2017 . 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” in our 2017 Form 10-K 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 September 30, 2018 December 31, 2017 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 1,785 N/A $ 2,093 N/A International card businesses 118 $ 20 128 $ 24 Total credit card 1,903 20 2,221 24 Consumer Banking: Auto 0 396 0 376 Home loan 0 0 0 176 Retail banking 0 33 0 35 Total consumer banking 0 429 0 587 Commercial Banking: Commercial and multifamily real estate $ 0 $ 37 $ 12 $ 38 Commercial and industrial 5 217 0 239 Total commercial lending 5 254 12 277 Small-ticket commercial real estate 0 5 0 7 Total commercial banking 5 259 12 284 Other loans 0 0 0 4 Total $ 1,908 $ 708 $ 2,233 $ 899 % of Total loans held for investment 0.80 % 0.30 % 0.88 % 0.35 % 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 September 30, 2018 and December 31, 2017 . Table 4.3 : Credit Card Risk Profile by Geographic Region September 30, 2018 December 31, 2017 (Dollars in millions) Amount % of Total Amount % of Total Domestic credit card: California $ 11,012 9.9 % $ 11,475 10.0 % Texas 7,699 7.0 7,847 6.8 New York 7,049 6.4 7,389 6.4 Florida 6,648 6.0 6,790 5.9 Illinois 4,520 4.1 4,734 4.1 Pennsylvania 4,313 3.9 4,550 4.0 Ohio 3,723 3.4 3,929 3.4 New Jersey 3,457 3.1 3,621 3.2 Michigan 3,381 3.1 3,523 3.1 Other 49,762 44.9 51,435 44.8 Total domestic credit card 101,564 91.8 105,293 91.7 International card businesses: Canada 6,119 5.5 6,286 5.5 United Kingdom 3,002 2.7 3,183 2.8 Total international card businesses 9,121 8.2 9,469 8.3 Total credit card $ 110,685 100.0 % $ 114,762 100.0 % the three and nine months ended September 30, 2018 and 2017 . Table 4.4 : Credit Card Net Charge-Offs Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: (1) Domestic credit card (2) $ 1,094 4.35 % $ 1,087 4.64 % $ 3,581 4.78 % $ 3,455 4.96 % International card businesses 43 1.92 68 3.08 193 2.85 227 3.60 Total credit card (2) $ 1,137 4.15 $ 1,155 4.51 $ 3,774 4.62 $ 3,682 4.85 __________ (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 annualized net charge-offs by average loans held for investment for the period for each loan category. Net charge-offs and net charge-off rate are impacted periodically by fluctuations in recoveries, including loan sales. (2) Our consumer banking loan portfolio consists of auto and retail banking loans and in prior periods also consisted of home 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 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 as of September 30, 2018 and December 31, 2017 . Table 4.5 : Consumer Banking Risk Profile by Geographic Region September 30, 2018 December 31, 2017 (Dollars in millions) Amount % of Total Amount % of Total Auto: Texas $ 7,282 12.3 % $ 7,040 9.4 % California 6,351 10.7 6,099 8.1 Florida 4,618 7.8 4,486 6.0 Georgia 2,709 4.6 2,726 3.6 Ohio 2,503 4.2 2,318 3.1 Louisiana 2,208 3.7 2,236 3.0 Illinois 2,190 3.7 2,181 2.9 Pennsylvania 2,167 3.7 2,014 2.7 Other 26,394 44.4 24,891 33.1 Total auto 56,422 95.1 53,991 71.9 Retail banking: New York 856 1.5 955 1.3 Louisiana 793 1.3 953 1.3 Texas 649 1.1 717 0.9 New Jersey 197 0.3 221 0.3 Maryland 164 0.3 187 0.2 Virginia 138 0.2 154 0.2 Other 110 0.2 267 0.4 Total retail banking 2,907 4.9 3,454 4.6 Total home loan 0 0.0 17,633 23.5 Total consumer banking $ 59,329 100.0 % $ 75,078 100.0 % the three and nine months ended September 30, 2018 and 2017 , as well as nonperforming loans as of September 30, 2018 and December 31, 2017 . Table 4.6 : Consumer Banking Net Charge-Offs and Nonperforming Loans Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 243 1.73 % $ 257 1.96 % $ 633 1.53 % $ 671 1.77 % Home loan 0 0.00 1 0.02 (1 ) (0.02 ) 5 0.03 Retail banking 19 2.62 18 2.10 51 2.18 50 1.91 Total consumer banking $ 262 1.77 $ 276 1.47 $ 683 1.36 $ 726 1.30 September 30, 2018 December 31, 2017 (Dollars in millions) Amount Rate (2) Amount Rate (2) Nonperforming loans: Auto $ 396 0.70 % $ 376 0.70 % Home loan 0 0.00 176 1.00 Retail banking 33 1.13 35 1.00 Total consumer banking $ 429 0.72 $ 587 0.78 __________ (1) Net charge-off (recovery) rate is calculated by dividing annualized net charge-offs (recoveries) by average loans held for investment for the period for each loan category . (2) 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. Generally, loans 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 are also generally 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 September 30, 2018 and December 31, 2017 . Table 4.7 : Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating September 30, 2018 (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 $ 16,412 56.5 % $ 7,768 19.8 % $ 221 61.7 % $ 24,401 35.5 % Mid-Atlantic 3,087 10.6 4,461 11.3 13 3.6 7,561 11.0 South 4,166 14.3 14,653 37.3 21 5.9 18,840 27.4 Other 5,399 18.6 12,443 31.6 103 28.8 17,945 26.1 Total $ 29,064 100.0 % $ 39,325 100.0 % $ 358 100.0 % $ 68,747 100.0 % Internal risk rating: (2) Noncriticized $ 28,363 97.6 % $ 37,212 94.5 % $ 351 98.0 % $ 65,926 95.9 % Criticized performing 641 2.2 1,561 4.0 2 0.6 2,204 3.2 Criticized nonperforming 37 0.1 217 0.6 5 1.4 259 0.4 PCI loans 23 0.1 335 0.9 0 0.0 358 0.5 Total $ 29,064 100.0 % $ 39,325 100.0 % $ 358 100.0 % $ 68,747 100.0 % 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 % __________ (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) The following table presents information on our impaired loans as of September 30, 2018 and December 31, 2017 , and for the three and nine months ended September 30, 2018 and 2017 . Impaired loans include loans modified in troubled debt restructurings (“TDRs”), all nonperforming commercial loans and nonperforming home loans with a specific impairment. Impaired loans without an allowance generally represent loans that have been charged down to the fair value of the underlying collateral for which we believe no additional losses have been incurred, or where the fair value of the underlying collateral meets or exceeds the loan’s amortized cost. PCI loans are excluded from the following tables. Table 4.8 : Impaired Loans September 30, 2018 (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 $ 665 $ 0 $ 665 $ 193 $ 472 $ 653 International card businesses 190 0 190 92 98 184 Total credit card (1) 855 0 855 285 570 837 Consumer Banking: Auto (2) 295 53 348 24 324 468 Retail banking 49 8 57 8 49 62 Total consumer banking 344 61 405 32 373 530 Commercial Banking: Commercial and multifamily real estate 85 1 86 6 80 87 Commercial and industrial 485 78 563 79 484 623 Total commercial lending 570 79 649 85 564 710 Small-ticket commercial real estate 6 0 6 0 6 8 Total commercial banking 576 79 655 85 570 718 Total $ 1,775 $ 140 $ 1,915 $ 402 $ 1,513 $ 2,085 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 Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Average Interest Average Interest Average Interest Average Interest Credit Card: Domestic credit card $ 659 $ 15 $ 601 $ 16 $ 653 $ 47 $ 593 $ 47 International card businesses 186 3 160 3 182 9 150 8 Total credit card (1) 845 18 761 19 835 56 743 55 Consumer Banking: Auto (2) 366 11 485 13 411 35 498 39 Home loan 0 0 288 2 114 1 316 4 Retail banking 59 0 60 0 60 1 59 1 Total consumer banking 425 11 833 15 585 37 873 44 Commercial Banking: Commercial and multifamily real estate 67 1 152 1 86 2 132 3 Commercial and industrial 583 6 1,130 5 658 16 1,220 13 Total commercial lending 650 7 1,282 6 744 18 1,352 16 Small-ticket commercial real estate 5 0 8 0 6 0 7 0 Total commercial banking 655 7 1,290 6 750 18 1,359 16 Total $ 1,925 $ 36 $ 2,884 $ 40 $ 2,170 $ 111 $ 2,975 $ 115 __________ (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 $1.8 billion and $2.2 billion as of September 30, 2018 and December 31, 2017 , respectively. TDRs classified as performing in our credit card and consumer banking loan portfolios totaled $1.1 billion and $1.3 billion as of September 30, 2018 and December 31, 2017 , respectively. TDRs classified as performing in our commercial loan portfolio totaled $395 million and $574 million as of September 30, 2018 and December 31, 2017 , respectively. Commitments to lend additional funds on loans modified in TDRs totaled $259 million and $241 million as of September 30, 2018 and December 31, 2017 the three and nine months ended September 30, 2018 and 2017 . Table 4.9 : Troubled Debt Restructurings Total Loans (1) Three Months Ended September 30, 2018 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 105 100 % 16.01 % 0 % 0 0 % $ 0 International card businesses 46 100 26.95 0 0 0 0 Total credit card 151 100 19.35 0 0 0 0 Consumer Banking: Auto (3) 47 51 3.88 85 9 1 0 Retail banking 0 100 10.45 5 12 0 0 Total consumer banking 47 52 3.93 85 9 1 0 Commercial Banking: Commercial and multifamily real estate 22 0 0.00 61 3 0 0 Commercial and industrial 50 0 0.00 13 8 0 0 Total commercial lending 72 0 0.00 28 5 0 0 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 73 0 0.00 28 5 0 0 Total $ 271 65 17.26 22 8 0 $ 0 Total Loans (1) Nine Months Ended September 30, 2018 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 314 100 % 15.88 % 0 % 0 0 % $ 0 International card businesses 139 100 26.87 0 0 0 0 Total credit card 453 100 19.25 0 0 0 0 Consumer Banking: Auto (3) 153 55 3.91 87 8 1 1 Home loan 6 28 1.78 83 214 0 0 Retail banking 6 14 11.09 48 6 0 0 Total consumer banking 165 53 3.94 86 15 1 1 Commercial Banking: Commercial and multifamily real estate 41 0 0.00 79 5 0 0 Commercial and industrial 147 0 1.19 47 14 0 0 Total commercial lending 188 0 1.19 54 11 0 0 Small-ticket commercial real estate 3 0 0.00 0 0 0 0 Total commercial banking 191 0 1.19 53 11 0 0 Total $ 809 67 16.79 30 14 0 $ 1 Total Loans (1) Three Months Ended September 30, 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 $ 107 100 % 14.51 % 0 % 0 0 % $ 0 International card businesses 41 100 26.71 0 0 0 0 Total credit card 148 100 17.85 0 0 0 0 Consumer Banking: Auto (3) 104 35 3.78 99 5 0 0 Home loan 3 19 1.35 53 292 0 0 Retail banking 7 13 9.30 82 10 0 0 Total consumer banking 114 33 3.88 97 9 0 0 Commercial Banking: Commercial and multifamily real estate 3 0 0.00 100 6 0 0 Commercial and industrial 202 24 0.24 96 18 0 0 Total commercial lending 205 24 0.24 96 18 0 0 Small-ticket commercial real estate 1 0 0.00 12 0 0 0 Total commercial banking 206 24 0.24 96 18 0 0 Total $ 468 50 11.91 66 15 0 $ 0 Total Loans (1) Nine Months Ended September 30, 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 $ 291 100 % 14.25 % 0 % 0 0 % $ 0 International card businesses 124 100 26.46 0 0 0 0 Total credit card 415 100 17.90 0 0 0 0 Consumer Banking: Auto (3) 240 44 3.83 96 6 3 7 Home loan 17 49 2.44 79 234 2 0 Retail banking 13 21 5.56 73 10 0 0 Total consumer banking 270 44 3.77 94 18 3 7 Commercial Banking: Commercial and multifamily real estate 29 7 0.02 26 5 0 0 Commercial and industrial 483 15 0.81 59 18 0 0 Total commercial lending 512 15 0.79 57 18 0 0 Small-ticket commercial real estate 2 0 0.00 5 0 0 0 Total commercial banking 514 15 0.79 57 18 0 0 Total $ 1,199 51 13.04 45 18 0 $ 7 __________ (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. TDRs—Subsequent Defaults of Completed TDR Modifications The following table presents the type, number and recorded investment 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 4.10 : TDRs—Subsequent Defaults Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Number of Amount Number of Amount Number of Amount Number of Amount Credit Card: Domestic credit card 13,983 $ 29 13,528 $ 28 44,528 $ 93 39,555 $ 79 International card businesses 15,104 25 13,015 24 44,397 78 38,201 67 Total credit card 29,087 54 26,543 52 88,925 171 77,756 146 Consumer Banking: Auto 1,907 20 2,288 26 5,507 62 7,000 81 Home loan 0 0 5 0 3 1 24 6 Retail banking 12 2 9 1 21 2 29 4 Total consumer banking 1,919 22 2,302 27 5,531 65 7,053 91 Commercial Banking: Commercial and multifamily real estate 1 3 0 0 1 3 0 0 Commercial and industrial 5 34 141 103 18 79 176 211 Total commercial lending 6 37 141 103 19 82 176 211 Small-ticket commercial real estate 0 0 0 0 0 0 2 1 Total commercial banking 6 37 141 103 19 82 178 212 Total 31,012 $ 113 28,986 $ 182 94,475 $ 318 84,987 $ 449

Allowance for Loan and Lease Lo

Allowance for Loan and Lease Losses	9 Months Ended
	Sep. 30, 2018
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” in our 2017 Form 10-K 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 three and nine months ended September 30, 2018 and 2017 . Table 5.1 : Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity Three Months Ended September 30, 2018 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Balance as of June 30, 2018 $ 5,624 $ 1,120 $ 624 $ 0 $ 7,368 Charge-offs (1,528 ) (469 ) (48 ) 1 (2,044 ) Recoveries 391 207 21 0 619 Net charge-offs (1,137 ) (262 ) (27 ) 1 (1,425 ) Provision (benefit) for loan and lease losses 1,031 185 60 (1 ) 1,275 Allowance build (release) for loan and lease losses (106 ) (77 ) 33 0 (150 ) Other changes (1) 2 0 (1 ) 0 1 Balance as of September 30, 2018 5,520 1,043 656 0 7,219 Reserve for unfunded lending commitments: Balance as of June 30, 2018 0 5 112 0 117 Benefit for losses on unfunded lending commitments 0 (1 ) (6 ) 0 (7 ) Balance as of September 30, 2018 0 4 106 0 110 Combined allowance and reserve as of September 30, 2018 $ 5,520 $ 1,047 $ 762 $ 0 $ 7,329 Nine Months Ended September 30, 2018 (Dollars in millions) Credit Card Consumer Banking (2) Commercial Banking Other (2) Total Allowance for loan and lease losses: Balance as of December 31, 2017 $ 5,648 $ 1,242 $ 611 $ 1 $ 7,502 Charge-offs (5,032 ) (1,314 ) (76 ) (7 ) (6,429 ) Recoveries 1,258 631 37 1 1,927 Net charge-offs (3,774 ) (683 ) (39 ) (6 ) (4,502 ) Provision (benefit) for loan and lease losses 3,658 538 85 (49 ) 4,232 Allowance build (release) for loan and lease losses (116 ) (145 ) 46 (55 ) (270 ) Other changes (1)(2) (12 ) (54 ) (1 ) 54 (13 ) Balance as of September 30, 2018 5,520 1,043 656 0 7,219 Reserve for unfunded lending commitments: Balance as of December 31, 2017 0 7 117 0 124 Benefit for losses on unfunded lending commitments 0 (3 ) (11 ) 0 (14 ) Balance as of September 30, 2018 0 4 106 0 110 Combined allowance and reserve as of September 30, 2018 $ 5,520 $ 1,047 $ 762 $ 0 $ 7,329 Three Months Ended September 30, 2017 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of June 30, 2017 $ 5,210 $ 1,199 $ 758 $ 3 $ 7,170 Charge-offs (1,471 ) (435 ) (168 ) (36 ) (2,110 ) Recoveries 316 159 5 24 504 Net charge-offs (1,155 ) (276 ) (163 ) (12 ) (1,606 ) Provision for loan and lease losses 1,466 292 75 11 1,844 Allowance build (release) for loan and lease losses 311 16 (88 ) (1 ) 238 Other changes (1) 13 (2 ) (1 ) 0 10 Balance as of September 30, 2017 5,534 1,213 669 2 7,418 Reserve for unfunded lending commitments: Balance as of June 30, 2017 0 7 132 0 139 Provision (benefit) for losses on unfunded lending commitments 0 1 (12 ) 0 (11 ) Balance as of September 30, 2017 0 8 120 0 128 Combined allowance and reserve as of September 30, 2017 $ 5,534 $ 1,221 $ 789 $ 2 $ 7,546 Nine Months Ended September 30, 2017 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of December 31, 2016 $ 4,606 $ 1,102 $ 793 $ 2 $ 6,503 Charge-offs (4,644 ) (1,189 ) (334 ) (36 ) (6,203 ) Recoveries 962 463 12 32 1,469 Net charge-offs (3,682 ) (726 ) (322 ) (4 ) (4,734 ) Provision for loan and lease losses 4,580 839 210 4 5,633 Allowance build (release) for loan and lease losses 898 113 (112 ) 0 899 Other changes (1) 30 (2 ) (12 ) 0 16 Balance as of September 30, 2017 5,534 1,213 669 2 7,418 Reserve for unfunded lending commitments: Balance as of December 31, 2016 0 7 129 0 136 Provision (benefit) for losses on unfunded lending commitments 0 1 (9 ) 0 (8 ) Balance as of September 30, 2017 0 8 120 0 128 Combined allowance and reserve as of September 30, 2017 $ 5,534 $ 1,221 $ 789 $ 2 $ 7,546 __________ (1) Represents foreign currency translation adjustments and the net impact of loan transfers and sales where applicable. (2) In the second quarter of 2018, we sold the substantial majority of our consumer home loan portfolio and the related servicing. We also transferred the remaining portfolio to loans held for sale as of June 30, 2018. The impact of these actions included a benefit for credit losses of $46 million which is reflected in the Other category. (3) Includes the legacy loan portfolio of our discontinued GreenPoint mortgage operations. 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 September 30, 2018 and December 31, 2017 . See “Note 1—Summary of Significant Accounting Policies” in our 2017 Form 10-K 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 September 30, 2018 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Allowance for loan and lease losses: Collectively evaluated $ 5,235 $ 1,011 $ 571 $ 6,817 Asset-specific 285 32 85 402 Total allowance for loan and lease losses $ 5,520 $ 1,043 $ 656 $ 7,219 Loans held for investment: Collectively evaluated $ 109,830 $ 58,936 $ 67,734 $ 236,500 Asset-specific 855 388 655 1,898 PCI loans 0 5 358 363 Total loans held for investment $ 110,685 $ 59,329 $ 68,747 $ 238,761 Allowance coverage ratio (1) 4.99 % 1.76 % 0.95 % 3.02 % 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 % __________ (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, that qualify for net accounting treatment, in which our partner agrees to share a portion of the credit losses. 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” in our 2017 Form 10-K for further discussion of our card partnership agreements. The table below summarizes the changes in the estimated reimbursements from these partners for the three and nine months ended September 30, 2018 and 2017 . Table 5.3 : Summary of Loss Sharing Arrangements Impacts (Dollars in millions) Estimated Reimbursements from Loss Sharing Partners Balance as of June 30, 2018 $ 392 Amounts due from partners which reduced net charge-offs (97 ) Amounts estimated to be charged to partners which reduced provision for credit losses 81 Balance as of September 30, 2018 $ 376 Balance as of June 30, 2017 $ 263 Amounts due from partners which reduced net charge-offs (66 ) Amounts estimated to be charged to partners which reduced provision for credit losses 135 Balance as of September 30, 2017 $ 332 (Dollars in millions) Estimated Reimbursements from Loss Sharing Partners Balance as of December 31, 2017 $ 380 Amounts due from partners which reduced net charge-offs (286 ) Amounts estimated to be charged to partners which reduced provision for credit losses 282 Balance as of September 30, 2018 $ 376 Balance as of December 31, 2016 $ 228 Amounts due from partners which reduced net charge-offs (198 ) Amounts estimated to be charged to partners which reduced provision for credit losses 302 Balance as of September 30, 2017 $ 332

Variable Interest Entities and

Variable Interest Entities and Securitizations	9 Months Ended
	Sep. 30, 2018
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 variable interest entities (“VIEs”). Our primary involvement with VIEs has been related to our securitization transactions in which we transferred assets from our balance sheet to securitization trusts. We have primarily securitized credit card loans, 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 September 30, 2018 and December 31, 2017 . We separately present information for consolidated and unconsolidated VIEs. Table 6.1 : Carrying Amount of Consolidated and Unconsolidated VIEs September 30, 2018 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) $ 33,755 $ 19,339 $ 0 $ 0 $ 0 Home loan securitizations 0 0 237 101 601 Total securitization-related VIEs 33,755 19,339 237 101 601 Other VIEs: (2) Affordable housing entities 233 11 4,071 1,260 4,071 Entities that provide capital to low-income and rural communities 1,763 122 0 0 0 Other 0 0 303 0 303 Total other VIEs 1,996 133 4,374 1,260 4,374 Total VIEs $ 35,751 $ 19,472 $ 4,611 $ 1,361 $ 4,975 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 __________ (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 $879 million of liabilities as of September 30, 2018 and $2.2 billion of assets and $901 million of liabilities as of December 31, 2017 . 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 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 CMBS by the GSEs. We also hold RMBS, CMBS and ABS in our investment securities 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. We may have exposure associated with contractual obligations to repurchase previously transferred loans due to breaches of representations and warranties. See “ Note 14—Commitments, Contingencies, Guarantees and Others ” for more information related to our mortgage representation and warranty exposure. Our maximum exposure to loss as a result of our involvement with these VIEs is the carrying value of mortgage servicing rights (“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 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. The table below presents our continuing involvement in certain securitization-related VIEs as of September 30, 2018 and December 31, 2017 . Table 6.2 : Continuing Involvement in Securitization-Related VIEs Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing September 30, 2018: Securities held by third-party investors $ 18,649 $ 1,037 $ 33 $ 303 Receivables in the trust 33,965 1,072 26 305 Cash balance of spread or reserve accounts 0 8 N/A 109 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes No No 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 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 September 30, 2018 and December 31, 2017 , 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 adjustable-rate mortgage (“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 $1.0 billion and $1.2 billion as of September 30, 2018 and December 31, 2017 , 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 including 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 9—Derivative Instruments and Hedging Activities ” for further details on these derivatives. GreenPoint Mortgage Home Equity Lines of Credit (“HELOCs”) Our discontinued wholesale mortgage banking unit, GreenPoint Mortgage Funding, Inc. (“GreenPoint”), previously sold HELOCs in whole loan sales that were subsequently securitized by third parties. GreenPoint acquired residual interests in certain of those securitization trusts. We do not consolidate these trusts because we either lack the power to direct the activities that most significantly impact the economic performance of the trusts or because we do not have the right to receive benefits or the obligation to absorb losses that could potentially be significant to the trusts. As the residual interest holder, GreenPoint is required to fund advances on the HELOCs when certain performance triggers are met due to deterioration in asset performance. On behalf of GreenPoint, we have funded cumulative advances of $30 million as of both September 30, 2018 and December 31, 2017 . We also have unfunded commitments of $3 million and $4 million related to those interests for our non-consolidated VIEs as of September 30, 2018 and December 31, 2017 , respectively. GreenPoint Credit Manufactured Housing We previously 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 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 $305 million and $511 million as of September 30, 2018 and December 31, 2017 , respectively. In the fourth quarter of 2017, we entered into an agreement with the third-party servicer under which we assumed the obligation to exercise the remaining clean-up calls as they become due on certain securitization transactions, and 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 recognized loans held for sale and a corresponding liability on our consolidated balance sheets. We recorded $75 million and $283 million of these loan receivables, with the corresponding liability, which is included as a component of other debt, as of September 30, 2018 and December 31, 2017 , respectively. 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 as of both September 30, 2018 and December 31, 2017 . 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 $5 million and $10 million as of September 30, 2018 and December 31, 2017 , respectively. Other VIEs Affordable Housing Entities As part of our community reinvestment initiatives, we invest in private investment funds that make equity investments in multi-family affordable housing properties. We receive affordable housing tax credits for these investments. The activities of these entities are financed with a combination of invested equity capital and debt. We account for certain of our investments in qualified affordable housing projects using the proportional amortization method if certain criteria are met. The proportional amortization method amortizes the cost of the investment over the period in which the investor expects to receive tax credits and other tax benefits, and the resulting amortization is recognized as a component of income tax expense attributable to continuing operations. For the nine months ended September 30, 2018 and 2017 , we recognized amortization of $365 million and $347 million , respectively, and tax credits of $468 million and $388 million , respectively, associated with these investments within income tax provision. The carrying value of our equity investments in these qualified affordable housing projects was $4.0 billion and $3.9 billion as of September 30, 2018 and December 31, 2017 , 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 as of both September 30, 2018 and December 31, 2017 . 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 $4.1 billion and $4.2 billion as of September 30, 2018 and December 31, 2017 , 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 $11.0 billion and $11.5 billion as of September 30, 2018 and December 31, 2017 , respectively. Entities that Provide Capital to Low-Income and Rural Communities We hold variable interests in entities (“Investor Entities”) that invest in community development entities (“CDEs”) that provide debt financing to businesses and non-profit entities in low-income and rural communities. Variable interests in the CDEs held by the consolidated Investor Entities are also our variable interests. The activities of the Investor Entities are financed with a combination of invested equity capital and debt. The activities of the CDEs are financed solely with invested equity capital. We receive federal and state tax credits for these investments. We consolidate the VIEs in which we have the power to direct the activities that most significantly impact the VIE’s economic performance and where we have the obligation to absorb losses or right to receive benefits that could be potentially significant to the VIE. We have also consolidated other investments and CDEs that are not considered to be VIEs, but where we hold a controlling financial interest. The assets of the VIEs that we consolidated, which totaled approximately $1.8 billion and $1.5 billion as of September 30, 2018 and December 31, 2017 , 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 $303 million and $318 million as of September 30, 2018 and December 31, 2017

Goodwill and Intangible Assets

Goodwill and Intangible Assets	9 Months Ended
	Sep. 30, 2018
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 September 30, 2018 and December 31, 2017 . 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 September 30, 2018 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,513 N/A $ 14,513 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,086 $ (1,920 ) 166 Core deposit intangibles 1,149 (1,145 ) 4 Other (1) 280 (161 ) 119 Total intangible assets 3,515 (3,226 ) 289 Total goodwill and intangible assets $ 18,028 $ (3,226 ) $ 14,802 Commercial MSRs (2) $ 431 $ (166 ) $ 265 December 31, 2017 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,533 N/A $ 14,533 Intangible assets: PCCR intangibles 2,105 $ (1,844 ) 261 Core deposit intangibles 1,149 (1,133 ) 16 Other (1) 300 (156 ) 144 Total intangible assets 3,554 (3,133 ) 421 Total goodwill and intangible assets $ 18,087 $ (3,133 ) $ 14,954 MSRs: Consumer MSRs (3) $ 92 N/A $ 92 Commercial MSRs (2) 355 $ (126 ) 229 Total MSRs $ 447 $ (126 ) $ 321 __________ (1) Primarily consists of intangibles for sponsorship relationships, brokerage relationship intangibles, partnership and other contract intangibles and trade name intangibles. (2) Commercial MSRs are accounted for under the amortization method on our consolidated balance sheets. (3) Consumer MSRs were carried at fair value on our consolidated balance sheets as of December 31, 2017. In the first quarter of 2018, we sold the substantial majority of these MSRs. Amortization expense for amortizable intangible assets, which is presented separately in our consolidated statements of income, totaled $44 million and $131 million for the three and nine months ended September 30, 2018 , respectively, and $61 million and $184 million for the three and nine months ended September 30, 2017 , 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 September 30, 2018 and December 31, 2017 . Table 7.2 : Goodwill Attributable to Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2017 $ 5,032 $ 4,600 $ 4,901 $ 14,533 Reductions in goodwill related to divestitures 0 0 (17 ) (17 ) Other adjustments (1) (3 ) 0 0 (3 ) Balance as of September 30, 2018 $ 5,029 $ 4,600 $ 4,884 $ 14,513 __________ (1)

Deposits and Borrowings

Deposits and Borrowings	9 Months Ended
	Sep. 30, 2018
Deposits and Borrowings [Abstract]
Deposits and Borrowings	NOTE 8—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 September 30, 2018 and December 31, 2017 . Our total short-term borrowings consist of federal funds purchased, securities loaned or sold under agreements to repurchase, and short-term FHLB advances. 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 8.1 : Components of Deposits, Short-Term Borrowings and Long-Term Debt (Dollars in millions) September 30, December 31, Deposits: Non-interest-bearing deposits $ 24,839 $ 26,404 Interest-bearing deposits (1) 222,356 217,298 Total deposits (2) $ 247,195 $ 243,702 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 384 $ 576 FHLB advances 1,250 0 Total short-term borrowings $ 1,634 $ 576 September 30, 2018 December 31, (Dollars in millions) Maturity Dates Stated Interest Rates Weighted- Average Interest Rate Carrying Value Carrying Value Long-term debt: Securitized debt obligations 2018-2025 1.33 - 3.01% 2.19 % $ 18,649 $ 20,010 Senior and subordinated notes: Fixed unsecured senior debt 2018-2028 1.85 - 4.75 3.01 23,531 22,776 Floating unsecured senior debt 2019-2023 2.74 - 3.49 3.11 3,347 3,446 Total unsecured senior debt 3.02 26,878 26,222 Fixed unsecured subordinated debt 2019-2026 3.38 - 8.80 4.09 4,413 4,533 Total senior and subordinated notes 31,291 30,755 Other long-term borrowings: FHLB advances 2018-2023 2.15 - 5.36 2.16 501 8,609 Other borrowings 2018-2035 1.00 - 17.50 6.77 130 331 Total other long-term borrowings 631 8,940 Total long-term debt $ 50,571 $ 59,705 Total short-term borrowings and long-term debt $ 52,205 $ 60,281 __________ (1) Includes $3.4 billion and $1.3 billion of time deposits in denominations in excess of the $250,000 federal insurance limit as of September 30, 2018 and December 31, 2017 , respectively. (2) Includes approximately $ 1.5 billion of held for sale deposits as of September 30, 2018 associated with the anticipated sale of our online retail brokerage business.

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	9 Months Ended
	Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities	NOTE 9—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES Use of Derivatives We manage asset and liability positions and market risk exposure 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. In addition to interest rate and foreign currency swaps, we may also 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 also offer various interest rate, commodity and foreign exchange derivatives as an accommodation to our customers within our Commercial Banking business, and offset the majority of such exposure through derivative transactions with other counterparties. We execute our derivative contracts in both 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 London Clearing House (“LCH”), which are often referred to as “central clearinghouses.” 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 equal to the amount reported as a derivative asset on our balance sheet, assuming no recoveries of underlying collateral. We 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. For CME-cleared OTC derivatives, we characterize variation margin cash payments as settlements. Effective January 16, 2018, LCH amended its rulebook to legally characterize variation margin payments as settlements. We adopted this rule change in the first quarter of 2018. As a result, the balances for LCH-cleared derivatives are reduced to reflect the settlement of these positions. We also enter into legally enforceable master netting agreements and collateral agreements, where possible, with certain derivative counterparties to mitigate the risk of default on a bilateral basis. 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 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 and presented in the same line item as the earnings effect of the hedged item on our consolidated statements of income. 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. Those amounts are reclassified into earnings in the same period or periods during which the forecasted transactions impact earnings and are presented in the same line item on our consolidated statements of income as the earnings effect of the hedged items. Our cash flow hedges use interest rate swaps and floors that are intended to hedge the variability in interest receipts or interest payments on some of our variable-rate assets or liabilities. We also enter into foreign currency forward derivative contracts to hedge our exposure to variability in cash flows related to intercompany borrowings denominated in 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 under the forward method. • Free-Standing Derivatives: Our free-standing derivatives primarily consist of our customer accommodation derivatives and other economic hedges. The customer accommodation derivatives and the related offsetting contracts are mainly interest rate and commodity contracts. We use derivatives to economically hedge the risk of changes in the fair value of mortgage loan origination and purchase commitments as well as other interests held. 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 September 30, 2018 and December 31, 2017 , which are segregated by derivatives that are designated as accounting hedges and those that are not, and are further segregated by type of contract within those two categories. The total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and any associated cash collateral received or pledged. Derivative assets and liabilities are included in other assets and other liabilities, respectively, on our consolidated balance sheets. Table 9.1 : Derivative Assets and Liabilities at Fair Value September 30, 2018 December 31, 2017 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 $ 59,615 $ 48 $ 16 $ 56,604 $ 102 $ 164 Cash flow hedges 76,650 11 108 77,300 30 125 Total interest rate contracts 136,265 59 124 133,904 132 289 Foreign exchange contracts: Cash flow hedges 5,800 50 41 6,086 19 75 Net investment hedges 2,559 104 3 3,036 1 164 Total foreign exchange contracts 8,359 154 44 9,122 20 239 Total derivatives designated as accounting hedges 144,624 213 168 143,026 152 528 Derivatives not designated as accounting hedges: Customer accommodation: Interest rate contracts 48,205 131 437 39,429 316 221 Commodity contracts 10,129 1,048 1,031 8,111 518 496 Foreign exchange and other contracts 1,565 14 12 980 14 10 Total customer accommodation 59,899 1,193 1,480 48,520 848 727 Other interest rate exposures (2) 6,744 35 10 3,857 40 8 Other contracts 1,252 0 11 1,209 0 5 Total derivatives not designated as accounting hedges 67,895 1,228 1,501 53,586 888 740 Total derivatives $ 212,519 $ 1,441 $ 1,669 $ 196,612 $ 1,040 $ 1,268 Less: netting adjustment (3) (436 ) (990 ) (275 ) (662 ) Total derivative assets/liabilities $ 1,005 $ 679 $ 765 $ 606 __________ (1) Derivative assets and liabilities presented above exclude valuation adjustments related to non-performance risk. As of September 30, 2018 and December 31, 2017 , the cumulative CVA balances were $5 million and $2 million , respectively, and the cumulative DVA balances were less than $1 million as of both September 30, 2018 and December 31, 2017 . (2) Other interest rate exposures include mortgage-related derivatives, interest rate swaps and to-be-announced 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. (4) Reflects a reduction in derivative assets of $640 million and a reduction in derivative liabilities of $724 million on our consolidated balance sheets as a result of adopting the LCH variation margin rule change in the first quarter of 2018. The following table summarizes the carrying value of our hedged assets and liabilities in fair value hedges and the associated cumulative basis adjustments included in those carrying values as of September 30, 2018 . Table 9.2 : Hedged Items in Fair Value Hedging Relationships September 30, 2018 Carrying Amount Assets/(Liabilities) Cumulative Amount of Basis Adjustments Included in the Carrying Amount (Dollars in millions) Total Assets/(Liabilities) Discontinued-Hedging Relationships Line item on our consolidated balance sheets in which the hedged item is included: Investment securities available for sale (1)(2) $ 15,653 $ (246 ) $ (2 ) Interest-bearing deposits (13,436 ) 398 0 Securitized debt obligations (7,130 ) 248 109 Senior and subordinated notes (27,170 ) 802 393 __________ (1) These amounts include the amortized cost basis of our investment securities designated in hedging relationships for which the hedged item is the last layer expected to be remaining at the end of the hedging relationship. As of September 30, 2018 , the amortized cost basis of this portfolio was $10.1 billion , the amount of the designated hedged items was $4.4 billion , and the cumulative basis adjustment associated with these hedges was $59 million . (2) Carrying value represents amortized cost. 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 posting and daily variation margin settlement with the central clearinghouses. Acceptable types of collateral are typically in the form of cash or high quality liquid securities. The exchange of collateral is dependent upon the fair value of the derivative instruments as well as the fair value of the pledged collateral. When valuing collateral, an estimate of the variation in price and liquidity over time is subtracted in the form of a “haircut” to discount the value of the collateral pledged. The following table presents as of September 30, 2018 and December 31, 2017 the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amounts permitted under U.S. GAAP. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts shown are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of over-collateralization are not shown. Table 9.3 : Offsetting of Financial Assets and Financial Liabilities Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Held Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Received Net Exposure As of September 30, 2018 Derivative assets (1)(2) $ 1,441 $ (230 ) $ (206 ) $ 1,005 $ 0 $ 1,005 As of December 31, 2017 Derivative assets (1) 1,040 (202 ) (73 ) 765 0 765 Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Pledged Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Pledged Net Exposure As of September 30, 2018 Derivative liabilities (1)(2) $ 1,669 $ (230 ) $ (760 ) $ 679 $ 0 $ 679 Repurchase agreements (3) 384 0 0 384 (384 ) 0 As of December 31, 2017 Derivative liabilities (1) 1,268 (202 ) (460 ) 606 0 606 Repurchase agreements 576 0 0 576 (576 ) 0 __________ (1) We received cash collateral from derivative counterparties totaling $242 million and $91 million as of September 30, 2018 and December 31, 2017 , respectively. We also received securities from derivative counterparties with a fair value of $1 million as of both September 30, 2018 and December 31, 2017 , respectively, which we have the ability to re-pledge. We posted $1.3 billion and $966 million of cash collateral as of September 30, 2018 and December 31, 2017 , respectively. (2) Reflects a reduction in derivative assets of $640 million and a reduction in derivative liabilities of $724 million on our consolidated balance sheets as a result of adopting the LCH variation margin rule change in the first quarter of 2018. (3) Represents customer repurchase agreements that mature the next business day. As of September 30, 2018 , we pledged collateral with a fair value of $392 million under these customer repurchase agreements, which were primarily agency RMBS securities. Income Statement and AOCI Presentation Fair Value and Cash Flow Hedges The net gains (losses) recognized in our consolidated statements of income related to derivatives in fair value and cash flow hedging relationships are presented below for the three and nine months ended September 30, 2018 and 2017 . Prior period amounts were not reclassified to conform to the current period presentation. Table 9.4 : Effects of Fair Value and Cash Flow Hedge Accounting Three Months Ended September 30, 2018 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 593 $ 6,247 $ 55 $ (681 ) $ (127 ) $ (288 ) $ 248 Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives (5 ) 0 0 (25 ) (21 ) (8 ) 0 Gains (losses) recognized on derivatives 77 0 0 (14 ) (4 ) (148 ) 0 Gains (losses) recognized on hedged items (1) (79 ) 0 0 16 5 136 0 Net income (expense) recognized on fair value hedges (7 ) 0 0 (23 ) (20 ) (20 ) 0 Cash flow hedging relationships: (2) Interest rate contracts: Realized gains (losses) reclassified from AOCI into net income (5 ) (31 ) 0 0 0 0 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income 0 0 14 0 0 0 0 Net income (expense) recognized on cash flow hedges $ (5 ) $ (31 ) $ 14 $ 0 $ 0 $ 0 $ 0 Nine Months Ended September 30, 2018 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 1,584 $ 18,370 $ 174 $ (1,842 ) $ (358 ) $ (828 ) $ 884 Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives (22 ) 0 0 (48 ) (44 ) 6 0 Gains (losses) recognized on derivatives 260 0 0 (211 ) (122 ) (659 ) 0 Gains (losses) recognized on hedged items (1) (259 ) 0 0 203 118 610 0 Net income (expense) recognized on fair value hedges (21 ) 0 0 (56 ) (48 ) (43 ) 0 Cash flow hedging relationships: (2) Interest rate contracts: Realized gains (losses) reclassified from AOCI into net income (9 ) (40 ) 0 0 0 0 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income 0 0 33 0 0 0 (1 ) Net income (expense) recognized on cash flow hedges $ (9 ) $ (40 ) $ 33 $ 0 $ 0 $ 0 $ (1 ) _________ (1) Includes amortization expense of $19 million and $25 million for the three and nine months ended September 30, 2018 , respectively, related to basis adjustments of the discontinued hedges. (2) See “ Note 10—Stockholders’ Equity ” for the effects of cash flow and net investment hedges on AOCI and amounts reclassified to net income, net of tax. (Dollars in millions) Three Months Ended September 30, 2017 Nine Months Ended September 30, 2017 Derivatives designated as fair value hedges: Fair value interest rate contracts: Gains (losses) recognized in net income on derivatives $ (23 ) $ 70 Gains (losses) recognized in net income on hedged items 19 (74 ) Net fair value hedge ineffectiveness gains (losses) (4 ) (4 ) Derivatives designated as cash flow hedges: Gains (losses) reclassified from AOCI into net income: Interest rate contracts 15 76 Foreign exchange contracts 5 13 Subtotal 20 89 Gains (losses) recognized in net income due to ineffectiveness: Interest rate contracts 0 3 Net derivative gains (losses) recognized in net income $ 20 $ 92 In the next 12 months, we expect to reclassify to earnings net after-tax losses of $200 million recorded in AOCI as of September 30, 2018 . 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 5 years as of September 30, 2018 . 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. Free-Standing Derivatives The net impacts to our consolidated statements of income related to free-standing derivatives are presented below for the three and nine months ended September 30, 2018 and 2017 . These gains or losses are recognized in other non-interest income on our consolidated statements of income. Table 9.5 : Gains (Losses) on Free-Standing Derivatives Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2018 2017 2018 2017 Gains (losses) recognized in other non-interest income: Customer accommodation: Interest rate contracts $ 4 $ 5 $ 18 $ 14 Commodity contracts 0 5 8 10 Foreign exchange and other contracts 1 1 5 3 Total customer accommodation 5 11 31 27 Other interest rate exposures 11 25 32 49 Other contracts (2 ) 0 (22 ) 0 Total $ 14 $ 36 $ 41 $ 76

Stockholders' Equity

Stockholders' Equity	9 Months Ended
	Sep. 30, 2018
Equity [Abstract]
Stockholders' Equity	NOTE 10—STOCKHOLDERS’ EQUITY Preferred Stock The following table summarizes the Company’s preferred stock issued and outstanding as of September 30, 2018 and December 31, 2017 . Table 10.1 : 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 September 30, 2018 December 31, 2017 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 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 for sale to held to maturity. The following table includes the AOCI impacts from the adoption of accounting standards and the changes in AOCI by component for the three and nine months ended September 30, 2018 and 2017 . See “ Note 1—Summary of Significant Accounting Policies ” for more information. Table 10.2 : Accumulated Other Comprehensive Income Three Months Ended September 30, 2018 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of June 30, 2018 $ (630 ) $ (204 ) $ (775 ) $ (155 ) $ (29 ) $ (1,793 ) Other comprehensive income (loss) before reclassifications (172 ) 0 (99 ) 13 (1 ) (259 ) Amounts reclassified from AOCI into earnings 149 8 18 0 0 175 Net other comprehensive income (loss) (23 ) 8 (81 ) 13 (1 ) (84 ) AOCI as of September 30, 2018 $ (653 ) $ (196 ) $ (856 ) $ (142 ) $ (30 ) $ (1,877 ) Nine Months Ended September 30, 2018 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of December 31, 2017 $ 17 $ (524 ) $ (281 ) $ (138 ) $ 0 $ (926 ) Cumulative effects from adoption of new accounting standards 3 (113 ) (63 ) 0 (28 ) (201 ) Transfer of securities held to maturity to available for sale (2) (325 ) 407 0 0 0 82 Other comprehensive loss before reclassifications (491 ) 0 (525 ) (4 ) 0 (1,020 ) Amounts reclassified from AOCI into earnings 143 34 13 0 (2 ) 188 Net other comprehensive income (loss) (673 ) 441 (512 ) (4 ) (2 ) (750 ) AOCI as of September 30, 2018 $ (653 ) $ (196 ) $ (856 ) $ (142 ) $ (30 ) $ (1,877 ) Three Months Ended September 30, 2017 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of June 30, 2017 $ 181 $ (575 ) $ (99 ) $ (174 ) $ (16 ) $ (683 ) Other comprehensive income before reclassifications 52 0 3 38 5 98 Amounts reclassified from AOCI into earnings (42 ) 26 (20 ) 0 (1 ) (37 ) Net other comprehensive income (loss) 10 26 (17 ) 38 4 61 AOCI as of September 30, 2017 $ 191 $ (549 ) $ (116 ) $ (136 ) $ (12 ) $ (622 ) Nine Months Ended September 30, 2017 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of December 31, 2016 $ (4 ) $ (621 ) $ (78 ) $ (222 ) $ (24 ) $ (949 ) Other comprehensive income before reclassifications 235 0 51 86 16 388 Amounts reclassified from AOCI into earnings (40 ) 72 (89 ) 0 (4 ) (61 ) Net other comprehensive income (loss) 195 72 (38 ) 86 12 327 AOCI as of September 30, 2017 $ 191 $ (549 ) $ (116 ) $ (136 ) $ (12 ) $ (622 ) __________ (1) Includes other comprehensive gain of $28 million and loss of $49 million for the three months ended September 30, 2018 and 2017 , respectively, and other comprehensive gain of $91 million and loss of $129 million for the nine months ended September 30, 2018 and 2017 , respectively, from hedging instruments designated as net investment hedges. (2) In the first quarter of 2018, we made a one-time transfer of held to maturity securities with a carrying value of $9.0 billion to available for sale as a result of our adoption of ASU No. 2017-12. This transfer resulted in an after-tax gain of $82 million ( $107 million pre-tax) to AOCI. The following table presents the impacts on net income of amounts reclassified from each component of AOCI for the three and nine months ended September 30, 2018 and 2017 . Table 10.3 : Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Three Months Ended September 30, Nine Months Ended September 30, AOCI Components Affected Income Statement Line Item 2018 2017 2018 2017 Securities available for sale: Non-interest income $ (196 ) $ 68 $ (188 ) $ 64 Income tax provision (benefit) (47 ) 26 (45 ) 24 Net income/(loss) (149 ) 42 (143 ) 40 Securities held to maturity: (1) Interest income (10 ) (40 ) (44 ) (113 ) Income tax benefit (2 ) (14 ) (10 ) (41 ) Net loss (8 ) (26 ) (34 ) (72 ) Cash flow hedges: Interest rate contracts: Interest income (36 ) 25 (49 ) 122 Foreign exchange contracts: Interest income 13 6 33 19 Non-interest income 0 1 (1 ) 1 Income (loss) from continuing operations before income taxes (23 ) 32 (17 ) 142 Income tax provision (benefit) (5 ) 12 (4 ) 53 Net income/(loss) (18 ) 20 (13 ) 89 Other: Non-interest income and non-interest expense 1 3 3 7 Income tax provision 1 2 1 3 Net income 0 1 2 4 Total reclassifications $ (175 ) $ 37 $ (188 ) $ 61 __________ (1) The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of premium or discount created from the transfer of securities from available for sale to held to maturity, which occurred at fair value. These unrealized gains or losses will be amortized over the remaining life of the security with no expected impact on future net income. The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2018 and 2017 . Table 10.4 : Other Comprehensive Income (Loss) Three Months Ended September 30, 2018 2017 (Dollars in millions) Before Tax Provision After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ (31 ) $ (8 ) $ (23 ) $ 16 $ 6 $ 10 Net changes in securities held to maturity 10 2 8 40 14 26 Net unrealized losses on cash flow hedges (107 ) (26 ) (81 ) (29 ) (12 ) (17 ) Foreign currency translation adjustments (1) 22 9 13 11 (27 ) 38 Other (1 ) 0 (1 ) 7 3 4 Other comprehensive income (loss) $ (107 ) $ (23 ) $ (84 ) $ 45 $ (16 ) $ 61 Nine Months Ended September 30, 2018 2017 (Dollars in millions) Before Tax Provision After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ (888 ) $ (215 ) $ (673 ) $ 299 $ 104 $ 195 Net changes in securities held to maturity 579 138 441 113 41 72 Net unrealized losses on cash flow hedges (674 ) (162 ) (512 ) (61 ) (23 ) (38 ) Foreign currency translation adjustments (1) 25 29 (4 ) 12 (74 ) 86 Other (3 ) (1 ) (2 ) 19 7 12 Other comprehensive income (loss) $ (961 ) $ (211 ) $ (750 ) $ 382 $ 55 $ 327 __________ (1)

Earnings Per Common Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 2018
Earnings Per Share [Abstract]
Earnings Per Common Share	NOTE 11—EARNINGS PER COMMON SHARE The following table sets forth the computation of basic and diluted earnings per common share. Table 11.1 : Computation of Basic and Diluted Earnings per Common Share Three Months Ended September 30, Nine Months Ended September 30, (Dollars and shares in millions, except per share data) 2018 2017 2018 2017 Income from continuing operations, net of tax $ 1,501 $ 1,137 $ 4,761 $ 2,979 Income (loss) from discontinued operations, net of tax 1 (30 ) (7 ) (26 ) Net income 1,502 1,107 4,754 2,953 Dividends and undistributed earnings allocated to participating securities (9 ) (8 ) (32 ) (21 ) Preferred stock dividends (53 ) (52 ) (185 ) (185 ) Net income available to common stockholders $ 1,440 $ 1,047 $ 4,537 $ 2,747 Total weighted-average basic shares outstanding 477.8 484.9 483.2 483.7 Effect of dilutive securities: Stock options 1.5 2.2 1.8 2.5 Other contingently issuable shares 1.1 1.2 1.1 1.2 Warrants (1) 0.5 0.7 0.6 0.7 Total effect of dilutive securities 3.1 4.1 3.5 4.4 Total weighted-average diluted shares outstanding 480.9 489.0 486.7 488.1 Basic earnings per common share: Net income from continuing operations $ 3.01 $ 2.22 $ 9.40 $ 5.73 Loss from discontinued operations 0.00 (0.06 ) (0.01 ) (0.05 ) Net income per basic common share $ 3.01 $ 2.16 $ 9.39 $ 5.68 Diluted earnings per common share: (2) Net income from continuing operations $ 2.99 $ 2.20 $ 9.33 $ 5.68 Loss from discontinued operations 0.00 (0.06 ) (0.01 ) (0.05 ) Net income per diluted common share $ 2.99 $ 2.14 $ 9.32 $ 5.63 __________ (1) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program. There were 836 thousand and 1.4 million warrants to purchase common stock outstanding as of September 30, 2018 and 2017 , respectively. (2) There were no anti-dilutive shares excluded from the computation of dilutes earnings per share for the three months ended September 30, 2018 . Excluded from the computation of diluted earnings per share were 44 thousand shares related to awards for the nine months ended September 30, 2018 because their inclusion would be anti-dilutive. Also excluded from the computation of diluted earnings per share were 304 thousand shares related to options with exercise prices ranging from $82.08 to $86.34 , and 279 thousand shares related to options with exercise prices ranging from $82.08 to $86.34 for the three and nine months ended September 30, 2017

Fair Value Measurement

Fair Value Measurement	9 Months Ended
	Sep. 30, 2018
Fair Value Disclosures [Abstract]
Fair Value Measurement	NOTE 12—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 Level 1 prices, such as quoted price for similar assets or liabilities, quoted prices in markets that are not active, or other inputs that are observable or can be corroborated by observable market data for 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. The determination and classification of financial instruments in the fair value hierarchy is performed at the end of each reporting period. We consider all available information, including observable market data, indications of market liquidity and orderliness, and our understanding of the valuation techniques and significant inputs. For additional information on the valuation techniques used in estimating the fair value of our financial assets and liabilities on a recurring or nonrecurring basis and for estimating the fair value for financial instruments that are not recorded at fair value, see “Note 17—Fair Value Measurement” in our 2017 Form 10-K. Fair Value Governance and Control We have a governance framework and a number of key controls that are intended to ensure that our fair value measurements are appropriate and reliable. Our governance framework provides for independent oversight and segregation of duties. Our control processes include review and approval of new transaction types, price verification and review of valuation judgments, methods, models, process controls and results. Groups independent of our trading and investing functions 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. Assets and Liabilities Measured at Fair Value on a Recurring Basis The following table displays our assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis as of September 30, 2018 and December 31, 2017 . During the nine months ended September 30, 2018 , we had minimal movements between Levels 1 and 2. Table 12.1 : Assets and Liabilities Measured at Fair Value on a Recurring Basis September 30, 2018 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 $ 6,008 $ 0 $ 0 — $ 6,008 RMBS 0 34,346 519 — 34,865 CMBS 0 4,912 11 — 4,923 Other ABS 0 275 0 — 275 Other securities 190 1,123 0 — 1,313 Total securities available for sale 6,198 40,656 530 — 47,384 Other assets: Derivative assets (2) 0 1,387 54 $ (436 ) 1,005 Other (3) 293 0 162 — 455 Total assets $ 6,491 $ 42,043 $ 746 $ (436 ) $ 48,844 Liabilities: Other liabilities: Derivative liabilities (2) $ 0 $ 1,628 $ 41 $ (990 ) $ 679 Total liabilities $ 0 $ 1,628 $ 41 $ (990 ) $ 679 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 __________ (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 9—Derivative Instruments and Hedging Activities ” for additional information. (2) Does not reflect $4 million and $2 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2018 and December 31, 2017 , 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) As of September 30, 2018 , other includes retained interests in securitizations of $162 million , deferred compensation plan assets of $292 million and equity securities of $1 million . As of December 31, 2017 , other includes consumer MSRs of $92 million , retained interests in securitizations of $172 million and deferred compensation plan assets of $281 million . 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 three and nine months ended September 30, 2018 and 2017 . 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 12.2 : Level 3 Recurring Fair Value Rollforward Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2018 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, July 1, 2018 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: RMBS $ 442 $ 7 $ 2 $ 0 $ 0 $ 0 $ (16 ) $ 130 $ (46 ) $ 519 $ 8 CMBS 11 0 0 0 0 0 0 0 0 11 0 Other securities 5 0 0 0 0 0 (5 ) 0 0 0 0 Total securities available for sale 458 7 2 0 0 0 (21 ) 130 (46 ) 530 8 Other assets: Retained interests in securitizations 164 (2 ) 0 0 0 0 0 0 0 162 (2 ) Net derivative assets (liabilities) (2) (5 ) (2 ) 0 0 0 18 2 0 0 13 (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2018 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2018 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, September 30, 2018 Securities available for sale: RMBS $ 614 $ 25 $ 9 $ 0 $ 0 $ 0 $ (58 ) $ 195 $ (266 ) $ 519 $ 25 CMBS 14 0 0 0 0 0 (3 ) 0 0 11 0 Other securities 5 0 0 0 0 0 (5 ) 0 0 0 0 Total securities available for sale 633 25 9 0 0 0 (66 ) 195 (266 ) 530 25 Other assets: Consumer MSRs 92 3 0 0 (97 ) 2 0 0 0 0 0 Retained interests in securitizations 172 (10 ) 0 0 0 0 0 0 0 162 (10 ) Net derivative assets (liabilities) (2) 13 (26 ) 0 0 0 25 0 0 1 13 (26 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2017 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, July 1, 2017 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, September 30, 2017 Securities available for sale: RMBS $ 429 $ 65 $ (37 ) $ 0 $ (111 ) $ 0 $ (23 ) $ 222 $ (25 ) $ 520 $ 5 CMBS 17 0 0 50 0 0 (1 ) 0 0 66 0 Other securities 9 0 0 0 0 0 0 0 0 9 0 Total securities available for sale 455 65 (37 ) 50 (111 ) 0 (24 ) 222 (25 ) 595 5 Other assets: Consumer MSRs 85 1 0 0 0 6 (2 ) 0 0 90 1 Retained interests in securitizations 188 (10 ) 0 0 0 0 0 0 0 178 (10 ) Net derivative assets (liabilities) (2) 25 (2 ) 0 0 0 18 (13 ) 0 (1 ) 27 (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 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, September 30, 2017 Securities available for sale: RMBS $ 518 $ 82 $ (19 ) $ 0 $ (116 ) $ 0 $ (69 ) $ 434 $ (310 ) $ 520 $ 17 CMBS 51 0 0 110 0 0 (3 ) 0 (92 ) 66 0 Other securities 9 0 0 0 0 0 0 0 0 9 0 Total securities available for sale 578 82 (19 ) 110 (116 ) 0 (72 ) 434 (402 ) 595 17 Other assets: Consumer MSRs 80 (3 ) 0 0 0 18 (5 ) 0 0 90 (3 ) Retained interests in securitizations 201 (23 ) 0 0 0 0 0 0 0 178 (23 ) Net derivative assets (liabilities) (2) 18 (1 ) 0 0 0 45 (28 ) 0 (7 ) 27 (1 ) __________ (1) Gains (losses) on securities available for sale, retained interests in securitizations and consumer MSRs are reported as a component of non-interest income in our consolidated statements of income. Gains (losses) on derivatives are included as a component of net interest income or non-interest income in our consolidated statements of income. (2) Includes derivative assets and liabilities of $54 million and $41 million , respectively, as of September 30, 2018 , and $57 million and $30 million , respectively, as of September 30, 2017 . 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 12.3 : Quantitative Information about Level 3 Fair Value Measurements Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at September 30, 2018 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Securities available for sale: RMBS $ 519 Discounted cash flows (vendor pricing) Yield 2-10% 5% CMBS 11 Discounted cash flows (vendor pricing) Yield 4% 4% Other assets: Retained interests in securitization (1) 162 Discounted cash flows Life of receivables (months) 1-56 N/A Net derivative assets (liabilities) 13 Discounted cash flows Swap rates 3% 3% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2017 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) Voluntary prepayment rate 6-79 N/A Net derivative assets (liabilities) 13 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 September 30, 2018 and December 31, 2017 , and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended. Table 12.4 : Nonrecurring Fair Value Measurements September 30, 2018 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 131 $ 131 Loans held for sale 254 0 254 Other assets (1) 0 92 92 Total $ 254 $ 223 $ 477 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 __________ (1) As of September 30, 2018 , other assets included equity investments accounted for under measurement alternative of $17 million , foreclosed property and repossessed assets of $61 million and long-lived assets held for sale of $14 million . As of December 31, 2017, other assets included foreclosed property and repossessed assets of $17 million and long-lived assets held for sale of $18 million . In the above table, loans held for investment are generally 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. The non-recoverable rate ranged from 0% to 51% , with a weighted average of 27% , and from 0% to 77% , with a weighted average of 21% , as of September 30, 2018 and December 31, 2017 , respectively. The significant unobservable inputs and related quantitative information related to fair value of the other assets are not meaningful to disclose as they vary significantly across properties and collateral. The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at September 30, 2018 and 2017 . Table 12.5 : Nonrecurring Fair Value Measurements Included in Earnings Total Gains (Losses) Nine Months Ended September 30, (Dollars in millions) 2018 2017 Loans held for investment $ (99 ) $ (237 ) Loans held for sale (5 ) (5 ) Other assets (1) (57 ) (7 ) Total $ (161 ) $ (249 ) __________ (1) Other assets include fair value adjustments related to equity investments accounted for under the measurement alternative, 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 September 30, 2018 and December 31, 2017 . Table 12.6 : Fair Value of Financial Instruments September 30, 2018 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 10,882 $ 10,882 $ 4,547 $ 6,335 $ 0 Restricted cash for securitization investors 746 746 746 0 0 Securities held to maturity 34,631 33,901 0 33,833 68 Net loans held for investment 231,542 234,635 0 0 234,635 Loans held for sale 1,402 1,421 0 1,421 0 Interest receivable 1,518 1,518 0 1,518 0 Other investments (1) 1,415 1,415 0 1,415 0 Financial liabilities: Deposits with defined maturities 34,618 34,552 0 34,552 0 Securitized debt obligations 18,649 18,735 0 18,735 0 Senior and subordinated notes 31,291 31,787 0 31,787 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 384 384 0 384 0 Other borrowings (2) 1,826 1,826 0 1,826 0 Interest payable 391 391 0 391 0 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 __________ (1) Other investments as of September 30, 2018 include FHLB and Federal Reserve stock. Other investments as of December 31, 2017 include FHLB and Federal Reserve stock, as well as cost method investments. These investments are included in other assets on our consolidated balance sheets. (2)

Business Segments and Revenue f

Business Segments and Revenue from Contracts with Customers	9 Months Ended
	Sep. 30, 2018
Segment Reporting [Abstract]
Business Segments	NOTE 13—BUSINESS SEGMENTS AND REVENUE FROM CONTRACTS WITH CUSTOMERS Our principal operations are organized into three major business segments, which are defined primarily 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, asset/liability management by our centralized Corporate Treasury group and residual tax expense or benefit to arrive at the consolidated effective tax rate that is not assessed to our primary business segments, are included in the Other category. Basis of Presentation We report the results of each of our business segments on a continuing operations basis. See “ Note 2—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. We provide additional information on the allocation methodologies used to derive our business segment results in “Note 18—Business Segments” in our 2017 Form 10-K. Segment Results and Reconciliation We may periodically change our business segments or reclassify business segment results based on modifications to our management reporting methodologies or changes in organizational alignment. In the first quarter of 2018, we made a change in how revenue is measured in our Commercial Banking business to include the tax benefits of losses on certain tax-advantaged investments. These tax benefits are included in revenue on a taxable-equivalent basis within our Commercial Banking business, with an offsetting reduction in the Other category. This change in measurement of our Commercial Banking revenue did not have any impact to the consolidated financial statements. The following tables present our business segment results for the three and nine months ended September 30, 2018 and 2017 , selected balance sheet data as of September 30, 2018 and 2017 , and a reconciliation of our total business segment results to our reported consolidated net income from continuing operations, loans held for investment and deposits. Table 13.1 : Segment Results and Reconciliation Three Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2)(3) Consolidated Net interest income $ 3,596 $ 1,636 $ 539 $ 15 $ 5,786 Non-interest income 893 155 189 (61 ) 1,176 Total net revenue (loss) 4,489 1,791 728 (46 ) 6,962 Provision (benefit) for credit losses 1,031 184 54 (1 ) 1,268 Non-interest expense 2,103 979 408 283 3,773 Income (loss) from continuing operations before income taxes 1,355 628 266 (328 ) 1,921 Income tax provision (benefit) 315 146 62 (103 ) 420 Income (loss) from continuing operations, net of tax $ 1,040 $ 482 $ 204 $ (225 ) $ 1,501 Loans held for investment $ 110,685 $ 59,329 $ 68,747 $ 0 $ 238,761 Deposits 0 196,635 30,474 20,086 247,195 Nine Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2)(3) Consolidated Net interest income $ 10,550 $ 4,860 $ 1,624 $ 21 $ 17,055 Non-interest income 2,634 504 585 285 4,008 Total net revenue 13,184 5,364 2,209 306 21,063 Provision (benefit) for credit losses 3,658 535 74 (49 ) 4,218 Non-interest expense 6,046 2,942 1,220 562 10,770 Income (loss) from continuing operations before income taxes 3,480 1,887 915 (207 ) 6,075 Income tax provision (benefit) 810 440 213 (149 ) 1,314 Income (loss) from continuing operations, net of tax $ 2,670 $ 1,447 $ 702 $ (58 ) $ 4,761 Loans held for investment $ 110,685 $ 59,329 $ 68,747 $ 0 $ 238,761 Deposits 0 196,635 30,474 20,086 247,195 Three Months Ended September 30, 2017 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 3,440 $ 1,649 $ 560 $ 51 $ 5,700 Non-interest income 865 192 179 49 1,285 Total net revenue 4,305 1,841 739 100 6,985 Provision for credit losses 1,466 293 63 11 1,833 Non-interest expense 1,961 1,051 394 161 3,567 Income (loss) from continuing operations before income taxes 878 497 282 (72 ) 1,585 Income tax provision (benefit) 306 181 103 (142 ) 448 Income from continuing operations, net of tax $ 572 $ 316 $ 179 $ 70 $ 1,137 Loans held for investment $ 109,130 $ 75,564 $ 67,670 $ 58 $ 252,422 Deposits 0 184,719 32,783 21,560 239,062 Nine Months Ended September 30, 2017 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 10,080 $ 4,744 $ 1,695 $ 128 $ 16,647 Non-interest income 2,478 570 520 9 3,577 Total net revenue 12,558 5,314 2,215 137 20,224 Provision for credit losses 4,580 840 201 4 5,625 Non-interest expense 5,808 3,152 1,166 289 10,415 Income (loss) from continuing operations before income taxes 2,170 1,322 848 (156 ) 4,184 Income tax provision (benefit) 774 482 310 (361 ) 1,205 Income from continuing operations, net of tax $ 1,396 $ 840 $ 538 $ 205 $ 2,979 Loans held for investment $ 109,130 $ 75,564 $ 67,670 $ 58 $ 252,422 Deposits 0 184,719 32,783 21,560 239,062 __________ (1) Some of our commercial investments generate tax-exempt income, tax credits or other tax benefits. Accordingly, we present our Commercial Banking revenue and yields on a taxable-equivalent basis, calculated using the federal statutory tax rate (21% and 35% for all periods presented in 2018 and 2017, respectively) and state taxes where applicable, with offsetting reductions to the Other category. (2) In the first quarter of 2018, we made a change in how revenue is measured in our Commercial Banking business to include the tax benefits of losses on certain tax-advantaged investments. These tax benefits are included in revenue on a taxable-equivalent basis within our Commercial Banking business, with an offsetting reduction to the Other category. In addition, all revenue presented on a taxable-equivalent basis in our Commercial Banking business was impacted by the reduction of the federal tax rate set forth in the Tax Act. The net impact of the measurement change and the reduction of the federal tax rate was a decrease of $30 million and $86 million in revenue in our Commercial Banking business in the third quarter and first nine months of 2018, respectively, with an offsetting impact to the Other category. (3) In the second quarter of 2018, we sold the substantial majority of our consumer home loan portfolio and the related servicing. We also transferred the remaining portfolio to loans held for sale as of June 30, 2018. These actions resulted in a net gain of $400 million in the second quarter of 2018, including a benefit for credit losses of $46 million , which is reflected in the Other category. In the third quarter of 2018, we sold substantially all of the remaining consumer home loan portfolio and recognized a gain of $99 million in the Other category. Revenue from Contracts with Customers In the first quarter of 2018, we adopted ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606) under the modified retrospective transition method. The majority of our revenue from contracts with customers consists of interchange fees in our Credit Card business and service charges on deposits and other customer-related fees in our Consumer Banking and Commercial Banking businesses. Revenue from contracts with customers is included in non-interest income in our consolidated statements of income. The following table presents revenue from contracts with customers and a reconciliation to non-interest income by business segment for the three and nine months ended September 30, 2018 . Table 13.2: Revenue from Contracts with Customers and Reconciliation to Segments Results Three Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 661 $ 46 $ 8 $ (1 ) $ 714 Service charges and other customer-related fees (6 ) 117 33 0 144 Total contract revenue 655 163 41 (1 ) 858 Revenue from other sources 238 (8 ) 148 (60 ) 318 Total non-interest income $ 893 $ 155 $ 189 $ (61 ) $ 1,176 Nine Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 1,924 $ 135 $ 23 $ (2 ) $ 2,080 Service charges and other customer-related fees (2 ) 367 100 (1 ) 464 Total contract revenue 1,922 502 123 (3 ) 2,544 Revenue from other sources 712 2 462 288 1,464 Total non-interest income $ 2,634 $ 504 $ 585 $ 285 $ 4,008 __________ (1) Some of our commercial investments generate tax-exempt income, tax credits or other tax benefits. Accordingly, we present our Commercial Banking revenue and yields on a taxable-equivalent basis, calculated using the federal statutory tax rate of 21% and state taxes where applicable, with offsetting reclassifications to the Other category. (2)

Commitments, Contingencies, Gua

Commitments, Contingencies, Guarantees, and Others	9 Months Ended
	Sep. 30, 2018
Commitments and Contingencies Disclosure [Abstract]
Commitments, Contingencies, Guarantees and Others	NOTE 14—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 September 30, 2018 and December 31, 2017 . The carrying value represents our reserve and deferred revenue on legally binding commitments. Table 14.1 : Unfunded Lending Commitments: Contractual Amount and Carrying Value Contractual Amount Carrying Value (Dollars in millions) September 30, December 31, September 30, December 31, Credit card lines $ 343,321 $ 351,481 N/A N/A Other loan commitments (1) 33,292 31,840 $ 86 $ 84 Standby letters of credit and commercial letters of credit (2) 1,820 2,046 26 43 Total unfunded lending commitments $ 378,433 $ 385,367 $ 112 $ 127 __________ (1) Includes $1.3 billion and $1.0 billion of advised lines of credit as of September 30, 2018 and December 31, 2017 , respectively. (2) These financial guarantees have expiration dates ranging from 2019 to 2025 as of September 30, 2018 . 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 $55 million and $60 million as of September 30, 2018 and December 31, 2017 , respectively. In the fourth quarter of 2017, we entered into an agreement with our third-party servicer under which we assumed the obligation to exercise the remaining clean-up calls as they become due on certain securitization transactions related to our discontinued manufactured housing operations of GreenPoint Credit, LLC, a subsidiary of GreenPoint. We also 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 recognized loans held for sale and a corresponding liability on our consolidated balance sheets. Based on the current information and estimates, we expect that we will incur losses associated with this exposure and have recorded a liability of $22 million and $78 million as of September 30, 2018 and December 31, 2017 , respectively. 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 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 $118 million and $249 million as of September 30, 2018 and December 31, 2017 , respectively. For the three months ended September 30, 2018 , no additions were made to our reserve. 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 September 30, 2018 is approximately $100 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 September 30, 2018 is approximately $750 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 putative class of retail merchants filed antitrust lawsuits against MasterCard and Visa and several issuing banks, including Capital One, seeking both injunctive relief and monetary damages for an alleged conspiracy by defendants to fix the level of interchange fees. Other merchants have asserted similar claims in separate lawsuits, and while these separate cases did not name any issuing banks, Visa, MasterCard and issuers, including Capital One, have entered settlement and judgment sharing agreements allocating the liabilities of any judgment or settlement arising from all interchange-related cases. The lawsuits were consolidated before the U.S. District Court for the Eastern District of New York for certain purposes and were settled in 2012. The class settlement, however, was invalidated by the United States Court of Appeals for the Second Circuit in June 2016, and the suit was separated into separate class actions seeking injunctive and monetary relief, respectively. In addition, numerous merchant groups opted out of the 2012 settlement and have pursued their own claims. The claims by the injunctive relief class have not been resolved, but the parties reached a new settlement agreement with the monetary damages class in August 2018, whereby the class would receive up to approximately $6.2 billion collectively from the defendants in exchange for a release of their claims, depending on the percentage of class plaintiffs who opt out. Court proceedings are underway for approval of that settlement. Visa and MasterCard have also settled several of the opt-out cases, which required non-material payments from issuing banks, including Capital One. Visa created a litigation escrow account following its IPO of stock in 2008 that funds settlements for its member banks, and any settlements related to MasterCard-allocated losses have either already been paid or 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 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 subject to an open consent order with the Office of the Comptroller of the Currency (“OCC”) dated July 10, 2015 concerning regulatory deficiencies in our anti-money laundering (“AML”) program. In October 2018, Capital One agreed to a civil monetary penalty of $100 million to resolve the monetary component of the AML consent order. This amount was fully accrued in the third quarter of 2018. Capital One continues to be investigated by the New York District Attorney’s Office (“NYDA”), the Department of Justice (“DOJ”) and the Financial Crimes Enforcement Network (“FinCEN”) of the U.S. Department of Treasury primarily with respect to certain former check casher clients of the Commercial Banking business and Capital One’s AML program. Capital One is cooperating with all agencies involved in the investigation. We are in discussions with FinCEN to explore a potential regulatory resolution of its investigation. Other Pending and Threatened Litigation

Summary of Significant Accoun_2

Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2018
Accounting Policies [Abstract]
Basis of Presentation	The accompanying unaudited interim 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 the consolidated 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 judgments, actual amounts or results could differ from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information. Certain prior period amounts have been reclassified to conform to the current period presentation.
New Accounting Standards Adopted	Newly Adopted Accounting Standards Accounting Implications of the Tax Cuts and Jobs Act In March 2018, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update (“ASU”) No. 2018-05, Income Taxes (Topic 740): Amendments to SEC Paragraphs Pursuant to SEC Staff Accounting Bulletin No. 118 . This ASU codifies into existing U.S. GAAP the SEC Staff views expressed in Staff Accounting Bulletin No. 118, Income Tax Accounting Implications of the Tax Cuts and Jobs Act . This guidance addresses situations where an entity’s accounting for the income tax effects of the Tax Act is incomplete upon issuance of the entity’s financial statements for the reporting period in which the Tax Act was enacted. In accordance with this guidance, we included certain provisional amounts for these effects in our consolidated financial statements as of and for the year ended December 31, 2017. See “MD&A—Accounting Changes and Developments” in our 2017 Form 10-K for more information. Excluding our accounting for the repatriation tax, we have completed our accounting for the income tax effects of the Tax Act. We continue to assess regulatory guidance and other information related to the repatriation tax, and expect to finalize our assessment and record any required adjustments to the related provisional amounts by December 2018. We did not have any significant measurement period adjustments in the three or nine months ended September 30, 2018. Reclassification of Certain Tax Effects from Accumulated Other Comprehensive Income In February 2018, the FASB issued ASU No. 2018-02, Income Statement—Reporting Comprehensive Income (Topic 220): Reclassification of Certain Tax Effects from Accumulated Other Comprehensive Income. U.S. GAAP requires the effects of changes in tax rates and laws on deferred tax balances to be recorded in income tax from continuing operations in the period of enactment. This requirement applies even in situations in which the related income tax effects of items in accumulated other comprehensive income (“AOCI”) were originally recognized in other comprehensive income (rather than in income from continuing operations), which results in certain tax effects being stranded in AOCI. This ASU allows a one-time reclassification from AOCI to retained earnings for stranded tax effects resulting from the Tax Act. Additionally, this ASU requires entities to disclose their accounting policy for releasing stranded tax effects from AOCI, for which ours is to release the effects using a portfolio approach. This ASU provides entities the option to apply the guidance retrospectively or in the period of adoption. We early adopted this ASU in the first quarter of 2018, resulting in a decrease to AOCI and an increase to retained earnings of $173 million . Our reclassification included the effects of the reduction in the federal corporate income tax rate enacted by the Tax Act and the resulting impacts on the federal benefit of deducting state income taxes. Targeted Improvements to Accounting for Hedging Activities In August 2017, the FASB issued ASU No. 2017-12, Derivatives and Hedging (Topic 815): Targeted Improvements to Accounting for Hedging Activities . This ASU amends hedge accounting guidance to better align hedge accounting with risk management activities, while reducing the complexity of applying and reporting on hedge accounting. Under this ASU, the concept of separately measuring and reporting hedge ineffectiveness has been eliminated and entities are required to present the earnings effect of the hedging instrument in the same income statement line item in which the earnings effect of the hedged item is reported. 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 permits 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 ASU in the first quarter of 2018 under the prescribed modified retrospective transition method. As permitted by this ASU, and in order to optimize the investment portfolio management for capital and risk management considerations, we made a one-time election to transfer $9.0 billion of held to maturity securities eligible to be hedged under the “last-of-layer” method to the available for sale category, resulting in an increase to AOCI of $107 million . See “ Note 3—Investment Securities ” and “ Note 9—Derivative Instruments and Hedging Activities ” for additional information on the impacts of the transfer, as well as the disclosures required under the new guidance. Classification of Certain Cash Receipts and Cash Payments In August 2016, the FASB issued ASU No. 2016-15, Statement of Cash Flows (Topic 230): Classification of Certain Cash Receipts and Cash Payments. This ASU clarifies certain issues related to classification within the statement of cash flows with the objective of reducing existing diversity in practice. We adopted this ASU in the first quarter of 2018 under the retrospective transition method and our adoption did not have a material impact on our consolidated financial statements. Recognition and Measurement of Financial Assets and Financial Liabilities In January 2016, the FASB issued ASU No. 2016-01, Financial Instruments-Overall (Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities. The primary impact of this ASU to us is the requirement to measure 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 measurement alternative can be elected). We adopted this ASU in the first quarter of 2018 under the modified retrospective method and our adoption did not have a material impact on our consolidated financial statements. Revenue from Contracts with Customers In May 2014, the FASB issued ASU No. 2014-09, Revenue from Contracts with Customers (Topic 606) . Topic 606 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. Topic 606, 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 under the modified retrospective transition method and our adoption did not have a material impact on our consolidated financial statements. See “ Note 13—Business Segments and Revenue from Contracts with Customers ” for the new disclosures required under this guidance. Recently Issued but Not Yet Adopted Accounting Standards Implementation Costs Incurred in a Cloud Computing Arrangement In August 2018, the FASB issued ASU No. 2018-15, Intangibles—Goodwill and Other— Internal-Use Software (Subtopic 350-40): Customer’s Accounting for Implementation Costs Incurred in a Cloud Computing Arrangement That Is a Service Contract. This ASU aligns the requirements for capitalizing implementation costs incurred in a hosting arrangement that is a service contract with the requirements for capitalizing implementation costs incurred to develop or obtain internal-use software (and hosting arrangements that include an internal-use software license). The accounting for the service element of a hosting arrangement that is a service contract is not affected by the amendments in this ASU. This guidance is effective for us on January 1, 2020, with early adoption permitted, using either the retrospective or prospective method of adoption. We are currently evaluating the impact of adopting this standard. Premium Amortization on Purchased Callable Debt Securities In March 2017, the FASB issued ASU No. 2017-08, Receivables—Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities. This ASU shortens 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. This guidance is effective for us on January 1, 2019, with early adoption permitted, using the modified retrospective method of adoption. We do not expect the adoption of this guidance to have a material impact on our consolidated financial statements and plan to adopt the standard on its effective date. Simplifying the Test for Goodwill Impairment In January 2017, the FASB issued ASU No. 2017-04, Intangibles—Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment . The guidance in this ASU 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 do not expect the adoption of this guidance to have a material impact on our consolidated financial statements and plan to adopt the standard on its effective date. Measurement of Credit Losses on Financial Instruments In June 2016, the FASB issued ASU No. 2016-13, Financial Instruments—Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments . This ASU 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. This ASU 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 ASU No. 2016-02, Leases (Topic 842). This ASU 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. We plan to adopt the standard on its effective date using the modified retrospective method of adoption without restating prior periods. We also expect to elect the practical expedients which provide that entities need not reassess whether existing contracts contain a lease, lease classification of existing leases, or the treatment of initial direct costs on existing leases. We are currently in the process of completing our review of lease contracts, evaluating other contracts for potential embedded leases, implementing a new lease accounting and administration software solution, and establishing new processes and internal controls. 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
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 posting and daily variation margin settlement 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.

Investment Securities (Tables)

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2018
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]
Schedule of Investment Portfolio	The table below presents an overview of our investment securities portfolio as of September 30, 2018 and December 31, 2017 . Table 3.1 : Overview of Investment Securities Portfolio (Dollars in millions) September 30, 2018 December 31, 2017 Securities available for sale, at fair value $ 47,384 $ 37,655 Securities held to maturity, at carrying value 34,631 28,984 Total investment securities $ 82,015 $ 66,639
Schedule of Available-for-Sale Securities	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale as of September 30, 2018 and December 31, 2017 . Table 3.2 : Investment Securities Available for Sale September 30, 2018 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses (1) Fair Value Investment securities available for sale: U.S. Treasury securities $ 6,012 $ 24 $ (28 ) $ 6,008 RMBS: Agency 34,134 32 (1,170 ) 32,996 Non-agency 1,495 375 (1 ) 1,869 Total RMBS 35,629 407 (1,171 ) 34,865 Agency CMBS 5,008 9 (94 ) 4,923 Other ABS 277 0 (2 ) 275 Other securities (2) 1,319 4 (10 ) 1,313 Total investment securities available for sale $ 48,245 $ 444 $ (1,305 ) $ 47,384 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 __________ (1) Includes non-credit-related OTTI that is recorded in AOCI of $1 million as of both September 30, 2018 and December 31, 2017 . Substantially all of this amount is related to non-agency RMBS. (2)
Investment Securities Held to Maturity	The table below presents the amortized cost, carrying value, gross unrealized gains and losses, and fair value of securities held to maturity as of September 30, 2018 and December 31, 2017 . In the first quarter of 2018, we made a one-time transfer of held to maturity securities with a carrying value of $9.0 billion to available for sale as a result of our adoption of ASU No. 2017-12. These securities had $535 million pre-tax ( $407 million after-tax) of unrealized losses in AOCI prior to the transfer. See “ Note 10—Stockholders’ Equity ” for more information. Table 3.3 : Investment Securities Held to Maturity September 30, 2018 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value Agency RMBS $ 31,511 $ (246 ) $ 31,265 $ 112 $ (714 ) $ 30,663 Agency CMBS 3,380 (14 ) 3,366 6 (135 ) 3,237 Total investment securities held to maturity $ 34,891 $ (260 ) $ 34,631 $ 118 $ (849 ) $ 33,900 December 31, 2017 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI 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
Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position	The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of September 30, 2018 and December 31, 2017 . Table 3.4 : Securities in a Gross Unrealized Loss Position September 30, 2018 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 $ 732 $ (12 ) $ 329 $ (16 ) $ 1,061 $ (28 ) RMBS: Agency 13,960 (471 ) 13,717 (699 ) 27,677 (1,170 ) Non-agency 19 0 15 (1 ) 34 (1 ) Total RMBS 13,979 (471 ) 13,732 (700 ) 27,711 (1,171 ) Agency CMBS 2,246 (47 ) 1,053 (47 ) 3,299 (94 ) Other ABS 65 (1 ) 128 (1 ) 193 (2 ) Other securities 751 (7 ) 132 (3 ) 883 (10 ) Total investment securities available for sale in a gross unrealized loss position $ 17,773 $ (538 ) $ 15,374 $ (767 ) $ 33,147 $ (1,305 ) 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 )
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 September 30, 2018 . 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 September 30, 2018 (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 $ 446 $ 770 $ 4,792 $ 0 $ 6,008 RMBS (1) : Agency 6 27 504 32,459 32,996 Non-agency 0 0 0 1,869 1,869 Total RMBS 6 27 504 34,328 34,865 Agency CMBS (1) 10 1,845 1,492 1,576 4,923 Other ABS (1) 14 238 0 23 275 Other securities 190 591 532 0 1,313 Total securities available for sale $ 666 $ 3,471 $ 7,320 $ 35,927 $ 47,384 Amortized cost of securities available for sale $ 670 $ 3,516 $ 7,330 $ 36,729 $ 48,245 Weighted-average yield for securities available for sale 1.48 % 2.24 % 2.36 % 2.78 % 2.66 % Carrying value of securities held to maturity: Agency RMBS (1) $ 0 $ 0 $ 53 $ 31,212 $ 31,265 Agency CMBS (1) 0 72 388 2,906 3,366 Total securities held to maturity $ 0 $ 72 $ 441 $ 34,118 $ 34,631 Fair value of securities held to maturity $ 0 $ 72 $ 418 $ 33,410 $ 33,900 Weighted-average yield for securities held to maturity 0.00 % 3.53 % 2.83 % 3.29 % 3.28 % __________ (1) As of September 30, 2018 , weighted-average expected maturities of RMBS, CMBS and other ABS are 6.8 years , 5.3 years and 1.0 year , 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 for the three and nine months ended September 30, 2018 and 2017 . We also present the proceeds from the sale of securities available for sale for the periods indicated. We did not sell any investment securities that are classified as held to maturity. Table 3.6 : Realized Gains (Losses) on Securities and OTTI Recognized in Earnings Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2018 2017 2018 2017 Realized gains (losses): Gross realized gains $ 4 $ 118 $ 12 $ 123 Gross realized losses 0 (49 ) (1 ) (54 ) Net realized gains 4 69 11 69 OTTI recognized in earnings: Credit-related OTTI 0 (1 ) 0 (2 ) Intent-to-sell OTTI (200 ) 0 (200 ) (3 ) Total OTTI recognized in earnings (200 ) (1 ) (200 ) (5 ) Net securities gains (losses) $ (196 ) $ 68 $ (189 ) $ 64 Total proceeds from sales $ 2,454 $ 2,670 $ 3,512 $ 5,793
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 September 30, 2018 and December 31, 2017 . Table 3.7 : Outstanding Balance and Carrying Value of Purchased Credit-Impaired Debt Securities (Dollars in millions) September 30, 2018 December 31, 2017 Outstanding balance $ 1,860 $ 2,131 Carrying value 1,650 1,843
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 three and nine months ended September 30, 2018 . Table 3.8 : Changes in the Accretable Yield of Purchased Credit-Impaired Debt Securities (Dollars in millions) Three Months Ended September 30, 2018 Nine Months Ended September 30, 2018 Accretable yield, beginning of period $ 768 $ 826 Accretion recognized in earnings (37 ) (115 ) Reduction due to payoffs, disposals, transfers and other 0 (3 ) Net reclassifications from nonaccretable difference 42 65 Accretable yield, end of period $ 773 $ 773

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 30, 2018
Receivables [Abstract]
Loan Portfolio Composition and Aging Analysis	The table below presents the composition and an aging analysis of our loans held for investment portfolio as of September 30, 2018 and December 31, 2017 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1 : Loan Portfolio Composition and Aging Analysis September 30, 2018 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card $ 97,700 $ 1,202 $ 877 $ 1,785 $ 3,864 $ 0 $ 101,564 International card businesses 8,783 136 78 124 338 0 9,121 Total credit card 106,483 1,338 955 1,909 4,202 0 110,685 Consumer Banking: Auto 52,542 2,384 1,186 310 3,880 0 56,422 Retail banking 2,857 19 11 15 45 5 2,907 Total consumer banking 55,399 2,403 1,197 325 3,925 5 59,329 Commercial Banking: Commercial and multifamily real estate 29,018 2 20 1 23 23 29,064 Commercial and industrial 38,835 26 25 104 155 335 39,325 Total commercial lending 67,853 28 45 105 178 358 68,389 Small-ticket commercial real estate 352 3 0 3 6 0 358 Total commercial banking 68,205 31 45 108 184 358 68,747 Other loans 0 0 0 0 0 0 0 Total loans (1) $ 230,087 $ 3,772 $ 2,197 $ 2,342 $ 8,311 $ 363 $ 238,761 % of Total loans 96.37 % 1.58 % 0.92 % 0.98 % 3.48 % 0.15 % 100.00 % 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 % __________ (1) Loans, other than PCI loans, include unamortized premiums and discounts, and unamortized deferred fees and costs totaling $803 million and $773 million as of September 30, 2018 and December 31, 2017
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 September 30, 2018 and December 31, 2017 . 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” in our 2017 Form 10-K 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 September 30, 2018 December 31, 2017 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 1,785 N/A $ 2,093 N/A International card businesses 118 $ 20 128 $ 24 Total credit card 1,903 20 2,221 24 Consumer Banking: Auto 0 396 0 376 Home loan 0 0 0 176 Retail banking 0 33 0 35 Total consumer banking 0 429 0 587 Commercial Banking: Commercial and multifamily real estate $ 0 $ 37 $ 12 $ 38 Commercial and industrial 5 217 0 239 Total commercial lending 5 254 12 277 Small-ticket commercial real estate 0 5 0 7 Total commercial banking 5 259 12 284 Other loans 0 0 0 4 Total $ 1,908 $ 708 $ 2,233 $ 899 % of Total loans held for investment 0.80 % 0.30 % 0.88 % 0.35 %
Loans and Leases Receivable Disclosure [Line Items]
Individually Impaired Loans, Excluding Acquired Loans	The following table presents information on our impaired loans as of September 30, 2018 and December 31, 2017 , and for the three and nine months ended September 30, 2018 and 2017 . Impaired loans include loans modified in troubled debt restructurings (“TDRs”), all nonperforming commercial loans and nonperforming home loans with a specific impairment. Impaired loans without an allowance generally represent loans that have been charged down to the fair value of the underlying collateral for which we believe no additional losses have been incurred, or where the fair value of the underlying collateral meets or exceeds the loan’s amortized cost. PCI loans are excluded from the following tables. Table 4.8 : Impaired Loans September 30, 2018 (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 $ 665 $ 0 $ 665 $ 193 $ 472 $ 653 International card businesses 190 0 190 92 98 184 Total credit card (1) 855 0 855 285 570 837 Consumer Banking: Auto (2) 295 53 348 24 324 468 Retail banking 49 8 57 8 49 62 Total consumer banking 344 61 405 32 373 530 Commercial Banking: Commercial and multifamily real estate 85 1 86 6 80 87 Commercial and industrial 485 78 563 79 484 623 Total commercial lending 570 79 649 85 564 710 Small-ticket commercial real estate 6 0 6 0 6 8 Total commercial banking 576 79 655 85 570 718 Total $ 1,775 $ 140 $ 1,915 $ 402 $ 1,513 $ 2,085 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 Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Average Interest Average Interest Average Interest Average Interest Credit Card: Domestic credit card $ 659 $ 15 $ 601 $ 16 $ 653 $ 47 $ 593 $ 47 International card businesses 186 3 160 3 182 9 150 8 Total credit card (1) 845 18 761 19 835 56 743 55 Consumer Banking: Auto (2) 366 11 485 13 411 35 498 39 Home loan 0 0 288 2 114 1 316 4 Retail banking 59 0 60 0 60 1 59 1 Total consumer banking 425 11 833 15 585 37 873 44 Commercial Banking: Commercial and multifamily real estate 67 1 152 1 86 2 132 3 Commercial and industrial 583 6 1,130 5 658 16 1,220 13 Total commercial lending 650 7 1,282 6 744 18 1,352 16 Small-ticket commercial real estate 5 0 8 0 6 0 7 0 Total commercial banking 655 7 1,290 6 750 18 1,359 16 Total $ 1,925 $ 36 $ 2,884 $ 40 $ 2,170 $ 111 $ 2,975 $ 115 __________ (1) The period-end and average recorded investments of credit card loans include finance charges and fees. (2)
TDR Disclosures in Progress Financial Impact of Modification	The following tables present the major modification types, recorded investment amounts and financial effects of loans modified in TDRs during the three and nine months ended September 30, 2018 and 2017 . Table 4.9 : Troubled Debt Restructurings Total Loans (1) Three Months Ended September 30, 2018 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 105 100 % 16.01 % 0 % 0 0 % $ 0 International card businesses 46 100 26.95 0 0 0 0 Total credit card 151 100 19.35 0 0 0 0 Consumer Banking: Auto (3) 47 51 3.88 85 9 1 0 Retail banking 0 100 10.45 5 12 0 0 Total consumer banking 47 52 3.93 85 9 1 0 Commercial Banking: Commercial and multifamily real estate 22 0 0.00 61 3 0 0 Commercial and industrial 50 0 0.00 13 8 0 0 Total commercial lending 72 0 0.00 28 5 0 0 Small-ticket commercial real estate 1 0 0.00 0 0 0 0 Total commercial banking 73 0 0.00 28 5 0 0 Total $ 271 65 17.26 22 8 0 $ 0 Total Loans (1) Nine Months Ended September 30, 2018 Reduced Interest Rate Term Extension Balance Reduction (Dollars in millions) % of (2) Average % of (2) Average % of (2) Gross Credit Card: Domestic credit card $ 314 100 % 15.88 % 0 % 0 0 % $ 0 International card businesses 139 100 26.87 0 0 0 0 Total credit card 453 100 19.25 0 0 0 0 Consumer Banking: Auto (3) 153 55 3.91 87 8 1 1 Home loan 6 28 1.78 83 214 0 0 Retail banking 6 14 11.09 48 6 0 0 Total consumer banking 165 53 3.94 86 15 1 1 Commercial Banking: Commercial and multifamily real estate 41 0 0.00 79 5 0 0 Commercial and industrial 147 0 1.19 47 14 0 0 Total commercial lending 188 0 1.19 54 11 0 0 Small-ticket commercial real estate 3 0 0.00 0 0 0 0 Total commercial banking 191 0 1.19 53 11 0 0 Total $ 809 67 16.79 30 14 0 $ 1 Total Loans (1) Three Months Ended September 30, 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 $ 107 100 % 14.51 % 0 % 0 0 % $ 0 International card businesses 41 100 26.71 0 0 0 0 Total credit card 148 100 17.85 0 0 0 0 Consumer Banking: Auto (3) 104 35 3.78 99 5 0 0 Home loan 3 19 1.35 53 292 0 0 Retail banking 7 13 9.30 82 10 0 0 Total consumer banking 114 33 3.88 97 9 0 0 Commercial Banking: Commercial and multifamily real estate 3 0 0.00 100 6 0 0 Commercial and industrial 202 24 0.24 96 18 0 0 Total commercial lending 205 24 0.24 96 18 0 0 Small-ticket commercial real estate 1 0 0.00 12 0 0 0 Total commercial banking 206 24 0.24 96 18 0 0 Total $ 468 50 11.91 66 15 0 $ 0 Total Loans (1) Nine Months Ended September 30, 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 $ 291 100 % 14.25 % 0 % 0 0 % $ 0 International card businesses 124 100 26.46 0 0 0 0 Total credit card 415 100 17.90 0 0 0 0 Consumer Banking: Auto (3) 240 44 3.83 96 6 3 7 Home loan 17 49 2.44 79 234 2 0 Retail banking 13 21 5.56 73 10 0 0 Total consumer banking 270 44 3.77 94 18 3 7 Commercial Banking: Commercial and multifamily real estate 29 7 0.02 26 5 0 0 Commercial and industrial 483 15 0.81 59 18 0 0 Total commercial lending 512 15 0.79 57 18 0 0 Small-ticket commercial real estate 2 0 0.00 5 0 0 0 Total commercial banking 514 15 0.79 57 18 0 0 Total $ 1,199 51 13.04 45 18 0 $ 7 __________ (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. TDRs—Subsequent Defaults of Completed TDR Modifications The following table presents the type, number and recorded investment 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 4.10 : TDRs—Subsequent Defaults Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Number of Amount Number of Amount Number of Amount Number of Amount Credit Card: Domestic credit card 13,983 $ 29 13,528 $ 28 44,528 $ 93 39,555 $ 79 International card businesses 15,104 25 13,015 24 44,397 78 38,201 67 Total credit card 29,087 54 26,543 52 88,925 171 77,756 146 Consumer Banking: Auto 1,907 20 2,288 26 5,507 62 7,000 81 Home loan 0 0 5 0 3 1 24 6 Retail banking 12 2 9 1 21 2 29 4 Total consumer banking 1,919 22 2,302 27 5,531 65 7,053 91 Commercial Banking: Commercial and multifamily real estate 1 3 0 0 1 3 0 0 Commercial and industrial 5 34 141 103 18 79 176 211 Total commercial lending 6 37 141 103 19 82 176 211 Small-ticket commercial real estate 0 0 0 0 0 0 2 1 Total commercial banking 6 37 141 103 19 82 178 212 Total 31,012 $ 113 28,986 $ 182 94,475 $ 318 84,987 $ 449
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Schedule of Concentration Risk, by Risk Factor, Including Delinquency and Performing Status	The table below displays the geographic profile of our credit card loan portfolio as of September 30, 2018 and December 31, 2017 . Table 4.3 : Credit Card Risk Profile by Geographic Region September 30, 2018 December 31, 2017 (Dollars in millions) Amount % of Total Amount % of Total Domestic credit card: California $ 11,012 9.9 % $ 11,475 10.0 % Texas 7,699 7.0 7,847 6.8 New York 7,049 6.4 7,389 6.4 Florida 6,648 6.0 6,790 5.9 Illinois 4,520 4.1 4,734 4.1 Pennsylvania 4,313 3.9 4,550 4.0 Ohio 3,723 3.4 3,929 3.4 New Jersey 3,457 3.1 3,621 3.2 Michigan 3,381 3.1 3,523 3.1 Other 49,762 44.9 51,435 44.8 Total domestic credit card 101,564 91.8 105,293 91.7 International card businesses: Canada 6,119 5.5 6,286 5.5 United Kingdom 3,002 2.7 3,183 2.8 Total international card businesses 9,121 8.2 9,469 8.3 Total credit card $ 110,685 100.0 % $ 114,762 100.0 %
Schedule of Net Charge-Offs	The table below presents net charge-offs for the three and nine months ended September 30, 2018 and 2017 . Table 4.4 : Credit Card Net Charge-Offs Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: (1) Domestic credit card (2) $ 1,094 4.35 % $ 1,087 4.64 % $ 3,581 4.78 % $ 3,455 4.96 % International card businesses 43 1.92 68 3.08 193 2.85 227 3.60 Total credit card (2) $ 1,137 4.15 $ 1,155 4.51 $ 3,774 4.62 $ 3,682 4.85 __________ (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 annualized net charge-offs by average loans held for investment for the period for each loan category. Net charge-offs and net charge-off rate are impacted periodically by fluctuations in recoveries, including loan sales. (2)
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 as of September 30, 2018 and December 31, 2017 . Table 4.5 : Consumer Banking Risk Profile by Geographic Region September 30, 2018 December 31, 2017 (Dollars in millions) Amount % of Total Amount % of Total Auto: Texas $ 7,282 12.3 % $ 7,040 9.4 % California 6,351 10.7 6,099 8.1 Florida 4,618 7.8 4,486 6.0 Georgia 2,709 4.6 2,726 3.6 Ohio 2,503 4.2 2,318 3.1 Louisiana 2,208 3.7 2,236 3.0 Illinois 2,190 3.7 2,181 2.9 Pennsylvania 2,167 3.7 2,014 2.7 Other 26,394 44.4 24,891 33.1 Total auto 56,422 95.1 53,991 71.9 Retail banking: New York 856 1.5 955 1.3 Louisiana 793 1.3 953 1.3 Texas 649 1.1 717 0.9 New Jersey 197 0.3 221 0.3 Maryland 164 0.3 187 0.2 Virginia 138 0.2 154 0.2 Other 110 0.2 267 0.4 Total retail banking 2,907 4.9 3,454 4.6 Total home loan 0 0.0 17,633 23.5 Total consumer banking $ 59,329 100.0 % $ 75,078 100.0 %
Schedule of Net Charge-Offs	The tables below present net charge-offs in our consumer banking loan portfolio for the three and nine months ended September 30, 2018 and 2017 , as well as nonperforming loans as of September 30, 2018 and December 31, 2017 . Table 4.6 : Consumer Banking Net Charge-Offs and Nonperforming Loans Three Months Ended September 30, Nine Months Ended September 30, 2018 2017 2018 2017 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: Auto $ 243 1.73 % $ 257 1.96 % $ 633 1.53 % $ 671 1.77 % Home loan 0 0.00 1 0.02 (1 ) (0.02 ) 5 0.03 Retail banking 19 2.62 18 2.10 51 2.18 50 1.91 Total consumer banking $ 262 1.77 $ 276 1.47 $ 683 1.36 $ 726 1.30 September 30, 2018 December 31, 2017 (Dollars in millions) Amount Rate (2) Amount Rate (2) Nonperforming loans: Auto $ 396 0.70 % $ 376 0.70 % Home loan 0 0.00 176 1.00 Retail banking 33 1.13 35 1.00 Total consumer banking $ 429 0.72 $ 587 0.78 __________ (1) Net charge-off (recovery) rate is calculated by dividing annualized net charge-offs (recoveries) by average loans held for investment for the period for each loan category . (2)
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 September 30, 2018 and December 31, 2017 . Table 4.7 : Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating September 30, 2018 (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 $ 16,412 56.5 % $ 7,768 19.8 % $ 221 61.7 % $ 24,401 35.5 % Mid-Atlantic 3,087 10.6 4,461 11.3 13 3.6 7,561 11.0 South 4,166 14.3 14,653 37.3 21 5.9 18,840 27.4 Other 5,399 18.6 12,443 31.6 103 28.8 17,945 26.1 Total $ 29,064 100.0 % $ 39,325 100.0 % $ 358 100.0 % $ 68,747 100.0 % Internal risk rating: (2) Noncriticized $ 28,363 97.6 % $ 37,212 94.5 % $ 351 98.0 % $ 65,926 95.9 % Criticized performing 641 2.2 1,561 4.0 2 0.6 2,204 3.2 Criticized nonperforming 37 0.1 217 0.6 5 1.4 259 0.4 PCI loans 23 0.1 335 0.9 0 0.0 358 0.5 Total $ 29,064 100.0 % $ 39,325 100.0 % $ 358 100.0 % $ 68,747 100.0 % 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 % __________ (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)

Allowance for Loan and Lease _2

Allowance for Loan and Lease Losses (Tables)	9 Months Ended
	Sep. 30, 2018
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Allowance for Credit Losses on Financing Receivables	The table below summarizes changes in the allowance for loan and lease losses and reserve for unfunded lending commitments by portfolio segment for the three and nine months ended September 30, 2018 and 2017 . Table 5.1 : Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity Three Months Ended September 30, 2018 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other Total Allowance for loan and lease losses: Balance as of June 30, 2018 $ 5,624 $ 1,120 $ 624 $ 0 $ 7,368 Charge-offs (1,528 ) (469 ) (48 ) 1 (2,044 ) Recoveries 391 207 21 0 619 Net charge-offs (1,137 ) (262 ) (27 ) 1 (1,425 ) Provision (benefit) for loan and lease losses 1,031 185 60 (1 ) 1,275 Allowance build (release) for loan and lease losses (106 ) (77 ) 33 0 (150 ) Other changes (1) 2 0 (1 ) 0 1 Balance as of September 30, 2018 5,520 1,043 656 0 7,219 Reserve for unfunded lending commitments: Balance as of June 30, 2018 0 5 112 0 117 Benefit for losses on unfunded lending commitments 0 (1 ) (6 ) 0 (7 ) Balance as of September 30, 2018 0 4 106 0 110 Combined allowance and reserve as of September 30, 2018 $ 5,520 $ 1,047 $ 762 $ 0 $ 7,329 Nine Months Ended September 30, 2018 (Dollars in millions) Credit Card Consumer Banking (2) Commercial Banking Other (2) Total Allowance for loan and lease losses: Balance as of December 31, 2017 $ 5,648 $ 1,242 $ 611 $ 1 $ 7,502 Charge-offs (5,032 ) (1,314 ) (76 ) (7 ) (6,429 ) Recoveries 1,258 631 37 1 1,927 Net charge-offs (3,774 ) (683 ) (39 ) (6 ) (4,502 ) Provision (benefit) for loan and lease losses 3,658 538 85 (49 ) 4,232 Allowance build (release) for loan and lease losses (116 ) (145 ) 46 (55 ) (270 ) Other changes (1)(2) (12 ) (54 ) (1 ) 54 (13 ) Balance as of September 30, 2018 5,520 1,043 656 0 7,219 Reserve for unfunded lending commitments: Balance as of December 31, 2017 0 7 117 0 124 Benefit for losses on unfunded lending commitments 0 (3 ) (11 ) 0 (14 ) Balance as of September 30, 2018 0 4 106 0 110 Combined allowance and reserve as of September 30, 2018 $ 5,520 $ 1,047 $ 762 $ 0 $ 7,329 Three Months Ended September 30, 2017 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of June 30, 2017 $ 5,210 $ 1,199 $ 758 $ 3 $ 7,170 Charge-offs (1,471 ) (435 ) (168 ) (36 ) (2,110 ) Recoveries 316 159 5 24 504 Net charge-offs (1,155 ) (276 ) (163 ) (12 ) (1,606 ) Provision for loan and lease losses 1,466 292 75 11 1,844 Allowance build (release) for loan and lease losses 311 16 (88 ) (1 ) 238 Other changes (1) 13 (2 ) (1 ) 0 10 Balance as of September 30, 2017 5,534 1,213 669 2 7,418 Reserve for unfunded lending commitments: Balance as of June 30, 2017 0 7 132 0 139 Provision (benefit) for losses on unfunded lending commitments 0 1 (12 ) 0 (11 ) Balance as of September 30, 2017 0 8 120 0 128 Combined allowance and reserve as of September 30, 2017 $ 5,534 $ 1,221 $ 789 $ 2 $ 7,546 Nine Months Ended September 30, 2017 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of December 31, 2016 $ 4,606 $ 1,102 $ 793 $ 2 $ 6,503 Charge-offs (4,644 ) (1,189 ) (334 ) (36 ) (6,203 ) Recoveries 962 463 12 32 1,469 Net charge-offs (3,682 ) (726 ) (322 ) (4 ) (4,734 ) Provision for loan and lease losses 4,580 839 210 4 5,633 Allowance build (release) for loan and lease losses 898 113 (112 ) 0 899 Other changes (1) 30 (2 ) (12 ) 0 16 Balance as of September 30, 2017 5,534 1,213 669 2 7,418 Reserve for unfunded lending commitments: Balance as of December 31, 2016 0 7 129 0 136 Provision (benefit) for losses on unfunded lending commitments 0 1 (9 ) 0 (8 ) Balance as of September 30, 2017 0 8 120 0 128 Combined allowance and reserve as of September 30, 2017 $ 5,534 $ 1,221 $ 789 $ 2 $ 7,546 __________ (1) Represents foreign currency translation adjustments and the net impact of loan transfers and sales where applicable. (2) In the second quarter of 2018, we sold the substantial majority of our consumer home loan portfolio and the related servicing. We also transferred the remaining portfolio to loans held for sale as of June 30, 2018. The impact of these actions included a benefit for credit losses of $46 million which is reflected in the Other category. (3) September 30, 2018 and December 31, 2017 . See “Note 1—Summary of Significant Accounting Policies” in our 2017 Form 10-K 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 September 30, 2018 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Allowance for loan and lease losses: Collectively evaluated $ 5,235 $ 1,011 $ 571 $ 6,817 Asset-specific 285 32 85 402 Total allowance for loan and lease losses $ 5,520 $ 1,043 $ 656 $ 7,219 Loans held for investment: Collectively evaluated $ 109,830 $ 58,936 $ 67,734 $ 236,500 Asset-specific 855 388 655 1,898 PCI loans 0 5 358 363 Total loans held for investment $ 110,685 $ 59,329 $ 68,747 $ 238,761 Allowance coverage ratio (1) 4.99 % 1.76 % 0.95 % 3.02 % 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 % __________ (1)
Schedule of Loss sharing arrangement impact	The table below summarizes the changes in the estimated reimbursements from these partners for the three and nine months ended September 30, 2018 and 2017 . Table 5.3 : Summary of Loss Sharing Arrangements Impacts (Dollars in millions) Estimated Reimbursements from Loss Sharing Partners Balance as of June 30, 2018 $ 392 Amounts due from partners which reduced net charge-offs (97 ) Amounts estimated to be charged to partners which reduced provision for credit losses 81 Balance as of September 30, 2018 $ 376 Balance as of June 30, 2017 $ 263 Amounts due from partners which reduced net charge-offs (66 ) Amounts estimated to be charged to partners which reduced provision for credit losses 135 Balance as of September 30, 2017 $ 332 (Dollars in millions) Estimated Reimbursements from Loss Sharing Partners Balance as of December 31, 2017 $ 380 Amounts due from partners which reduced net charge-offs (286 ) Amounts estimated to be charged to partners which reduced provision for credit losses 282 Balance as of September 30, 2018 $ 376 Balance as of December 31, 2016 $ 228 Amounts due from partners which reduced net charge-offs (198 ) Amounts estimated to be charged to partners which reduced provision for credit losses 302 Balance as of September 30, 2017 $ 332

Variable Interest Entities an_2

Variable Interest Entities and Securitizations (Tables)	9 Months Ended
	Sep. 30, 2018
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 September 30, 2018 and December 31, 2017 . We separately present information for consolidated and unconsolidated VIEs. Table 6.1 : Carrying Amount of Consolidated and Unconsolidated VIEs September 30, 2018 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) $ 33,755 $ 19,339 $ 0 $ 0 $ 0 Home loan securitizations 0 0 237 101 601 Total securitization-related VIEs 33,755 19,339 237 101 601 Other VIEs: (2) Affordable housing entities 233 11 4,071 1,260 4,071 Entities that provide capital to low-income and rural communities 1,763 122 0 0 0 Other 0 0 303 0 303 Total other VIEs 1,996 133 4,374 1,260 4,374 Total VIEs $ 35,751 $ 19,472 $ 4,611 $ 1,361 $ 4,975 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 __________ (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 $879 million of liabilities as of September 30, 2018 and $2.2 billion of assets and $901 million of liabilities as of December 31, 2017
External Debt and Receivable Balances of Securitization Programs	The table below presents our continuing involvement in certain securitization-related VIEs as of September 30, 2018 and December 31, 2017 . Table 6.2 : Continuing Involvement in Securitization-Related VIEs Mortgage (Dollars in millions) Credit Card Option- ARM GreenPoint HELOCs GreenPoint Manufactured Housing September 30, 2018: Securities held by third-party investors $ 18,649 $ 1,037 $ 33 $ 303 Receivables in the trust 33,965 1,072 26 305 Cash balance of spread or reserve accounts 0 8 N/A 109 Retained interests Yes Yes Yes Yes Servicing retained Yes Yes No No 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

Goodwill and Intangible Assets

Goodwill and Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2018
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 September 30, 2018 and December 31, 2017 . 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 September 30, 2018 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,513 N/A $ 14,513 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,086 $ (1,920 ) 166 Core deposit intangibles 1,149 (1,145 ) 4 Other (1) 280 (161 ) 119 Total intangible assets 3,515 (3,226 ) 289 Total goodwill and intangible assets $ 18,028 $ (3,226 ) $ 14,802 Commercial MSRs (2) $ 431 $ (166 ) $ 265 December 31, 2017 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,533 N/A $ 14,533 Intangible assets: PCCR intangibles 2,105 $ (1,844 ) 261 Core deposit intangibles 1,149 (1,133 ) 16 Other (1) 300 (156 ) 144 Total intangible assets 3,554 (3,133 ) 421 Total goodwill and intangible assets $ 18,087 $ (3,133 ) $ 14,954 MSRs: Consumer MSRs (3) $ 92 N/A $ 92 Commercial MSRs (2) 355 $ (126 ) 229 Total MSRs $ 447 $ (126 ) $ 321 __________ (1) Primarily consists of intangibles for sponsorship relationships, brokerage relationship intangibles, partnership and other contract intangibles and trade name intangibles. (2) Commercial MSRs are accounted for under the amortization method on our consolidated balance sheets. (3)
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 September 30, 2018 and December 31, 2017 . Table 7.2 : Goodwill Attributable to Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2017 $ 5,032 $ 4,600 $ 4,901 $ 14,533 Reductions in goodwill related to divestitures 0 0 (17 ) (17 ) Other adjustments (1) (3 ) 0 0 (3 ) Balance as of September 30, 2018 $ 5,029 $ 4,600 $ 4,884 $ 14,513 __________ (1)

Deposits and Borrowings (Tables

Deposits and Borrowings (Tables)	9 Months Ended
	Sep. 30, 2018
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 September 30, 2018 and December 31, 2017 . Our total short-term borrowings consist of federal funds purchased, securities loaned or sold under agreements to repurchase, and short-term FHLB advances. 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 8.1 : Components of Deposits, Short-Term Borrowings and Long-Term Debt (Dollars in millions) September 30, December 31, Deposits: Non-interest-bearing deposits $ 24,839 $ 26,404 Interest-bearing deposits (1) 222,356 217,298 Total deposits (2) $ 247,195 $ 243,702 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 384 $ 576 FHLB advances 1,250 0 Total short-term borrowings $ 1,634 $ 576 September 30, 2018 December 31, (Dollars in millions) Maturity Dates Stated Interest Rates Weighted- Average Interest Rate Carrying Value Carrying Value Long-term debt: Securitized debt obligations 2018-2025 1.33 - 3.01% 2.19 % $ 18,649 $ 20,010 Senior and subordinated notes: Fixed unsecured senior debt 2018-2028 1.85 - 4.75 3.01 23,531 22,776 Floating unsecured senior debt 2019-2023 2.74 - 3.49 3.11 3,347 3,446 Total unsecured senior debt 3.02 26,878 26,222 Fixed unsecured subordinated debt 2019-2026 3.38 - 8.80 4.09 4,413 4,533 Total senior and subordinated notes 31,291 30,755 Other long-term borrowings: FHLB advances 2018-2023 2.15 - 5.36 2.16 501 8,609 Other borrowings 2018-2035 1.00 - 17.50 6.77 130 331 Total other long-term borrowings 631 8,940 Total long-term debt $ 50,571 $ 59,705 Total short-term borrowings and long-term debt $ 52,205 $ 60,281 __________ (1) Includes $3.4 billion and $1.3 billion of time deposits in denominations in excess of the $250,000 federal insurance limit as of September 30, 2018 and December 31, 2017 , respectively. (2) Includes approximately $ 1.5 billion of held for sale deposits as of September 30, 2018 associated with the anticipated sale of our online retail brokerage business.

Derivative Instruments and He_2

Derivative Instruments and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value	The following table summarizes the notional and fair values of our derivative instruments as of September 30, 2018 and December 31, 2017 , which are segregated by derivatives that are designated as accounting hedges and those that are not, and are further segregated by type of contract within those two categories. The total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and any associated cash collateral received or pledged. Derivative assets and liabilities are included in other assets and other liabilities, respectively, on our consolidated balance sheets. Table 9.1 : Derivative Assets and Liabilities at Fair Value September 30, 2018 December 31, 2017 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 $ 59,615 $ 48 $ 16 $ 56,604 $ 102 $ 164 Cash flow hedges 76,650 11 108 77,300 30 125 Total interest rate contracts 136,265 59 124 133,904 132 289 Foreign exchange contracts: Cash flow hedges 5,800 50 41 6,086 19 75 Net investment hedges 2,559 104 3 3,036 1 164 Total foreign exchange contracts 8,359 154 44 9,122 20 239 Total derivatives designated as accounting hedges 144,624 213 168 143,026 152 528 Derivatives not designated as accounting hedges: Customer accommodation: Interest rate contracts 48,205 131 437 39,429 316 221 Commodity contracts 10,129 1,048 1,031 8,111 518 496 Foreign exchange and other contracts 1,565 14 12 980 14 10 Total customer accommodation 59,899 1,193 1,480 48,520 848 727 Other interest rate exposures (2) 6,744 35 10 3,857 40 8 Other contracts 1,252 0 11 1,209 0 5 Total derivatives not designated as accounting hedges 67,895 1,228 1,501 53,586 888 740 Total derivatives $ 212,519 $ 1,441 $ 1,669 $ 196,612 $ 1,040 $ 1,268 Less: netting adjustment (3) (436 ) (990 ) (275 ) (662 ) Total derivative assets/liabilities $ 1,005 $ 679 $ 765 $ 606 __________ (1) Derivative assets and liabilities presented above exclude valuation adjustments related to non-performance risk. As of September 30, 2018 and December 31, 2017 , the cumulative CVA balances were $5 million and $2 million , respectively, and the cumulative DVA balances were less than $1 million as of both September 30, 2018 and December 31, 2017 . (2) Other interest rate exposures include mortgage-related derivatives, interest rate swaps and to-be-announced 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. (4) Reflects a reduction in derivative assets of $640 million and a reduction in derivative liabilities of $724 million
Hedged Item in Fair Value Hedging Relationship	The following table summarizes the carrying value of our hedged assets and liabilities in fair value hedges and the associated cumulative basis adjustments included in those carrying values as of September 30, 2018 . Table 9.2 : Hedged Items in Fair Value Hedging Relationships September 30, 2018 Carrying Amount Assets/(Liabilities) Cumulative Amount of Basis Adjustments Included in the Carrying Amount (Dollars in millions) Total Assets/(Liabilities) Discontinued-Hedging Relationships Line item on our consolidated balance sheets in which the hedged item is included: Investment securities available for sale (1)(2) $ 15,653 $ (246 ) $ (2 ) Interest-bearing deposits (13,436 ) 398 0 Securitized debt obligations (7,130 ) 248 109 Senior and subordinated notes (27,170 ) 802 393 __________ (1) These amounts include the amortized cost basis of our investment securities designated in hedging relationships for which the hedged item is the last layer expected to be remaining at the end of the hedging relationship. As of September 30, 2018 , the amortized cost basis of this portfolio was $10.1 billion , the amount of the designated hedged items was $4.4 billion , and the cumulative basis adjustment associated with these hedges was $59 million . (2)
Offsetting Assets	The following table presents as of September 30, 2018 and December 31, 2017 the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amounts permitted under U.S. GAAP. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amounts shown are limited to the extent of the related net derivative fair values or outstanding balances, thus instances of over-collateralization are not shown. Table 9.3 : Offsetting of Financial Assets and Financial Liabilities Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Held Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Received Net Exposure As of September 30, 2018 Derivative assets (1)(2) $ 1,441 $ (230 ) $ (206 ) $ 1,005 $ 0 $ 1,005 As of December 31, 2017 Derivative assets (1) 1,040 (202 ) (73 ) 765 0 765
Offsetting Liabilities	Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Pledged Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Pledged Net Exposure As of September 30, 2018 Derivative liabilities (1)(2) $ 1,669 $ (230 ) $ (760 ) $ 679 $ 0 $ 679 Repurchase agreements (3) 384 0 0 384 (384 ) 0 As of December 31, 2017 Derivative liabilities (1) 1,268 (202 ) (460 ) 606 0 606 Repurchase agreements 576 0 0 576 (576 ) 0 __________ (1) We received cash collateral from derivative counterparties totaling $242 million and $91 million as of September 30, 2018 and December 31, 2017 , respectively. We also received securities from derivative counterparties with a fair value of $1 million as of both September 30, 2018 and December 31, 2017 , respectively, which we have the ability to re-pledge. We posted $1.3 billion and $966 million of cash collateral as of September 30, 2018 and December 31, 2017 , respectively. (2) Reflects a reduction in derivative assets of $640 million and a reduction in derivative liabilities of $724 million on our consolidated balance sheets as a result of adopting the LCH variation margin rule change in the first quarter of 2018. (3) Represents customer repurchase agreements that mature the next business day. As of September 30, 2018 , we pledged collateral with a fair value of $392 million
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position	Table 9.4 : Effects of Fair Value and Cash Flow Hedge Accounting Three Months Ended September 30, 2018 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 593 $ 6,247 $ 55 $ (681 ) $ (127 ) $ (288 ) $ 248 Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives (5 ) 0 0 (25 ) (21 ) (8 ) 0 Gains (losses) recognized on derivatives 77 0 0 (14 ) (4 ) (148 ) 0 Gains (losses) recognized on hedged items (1) (79 ) 0 0 16 5 136 0 Net income (expense) recognized on fair value hedges (7 ) 0 0 (23 ) (20 ) (20 ) 0 Cash flow hedging relationships: (2) Interest rate contracts: Realized gains (losses) reclassified from AOCI into net income (5 ) (31 ) 0 0 0 0 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income 0 0 14 0 0 0 0 Net income (expense) recognized on cash flow hedges $ (5 ) $ (31 ) $ 14 $ 0 $ 0 $ 0 $ 0 Nine Months Ended September 30, 2018 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 1,584 $ 18,370 $ 174 $ (1,842 ) $ (358 ) $ (828 ) $ 884 Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives (22 ) 0 0 (48 ) (44 ) 6 0 Gains (losses) recognized on derivatives 260 0 0 (211 ) (122 ) (659 ) 0 Gains (losses) recognized on hedged items (1) (259 ) 0 0 203 118 610 0 Net income (expense) recognized on fair value hedges (21 ) 0 0 (56 ) (48 ) (43 ) 0 Cash flow hedging relationships: (2) Interest rate contracts: Realized gains (losses) reclassified from AOCI into net income (9 ) (40 ) 0 0 0 0 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income 0 0 33 0 0 0 (1 ) Net income (expense) recognized on cash flow hedges $ (9 ) $ (40 ) $ 33 $ 0 $ 0 $ 0 $ (1 ) _________ (1) Includes amortization expense of $19 million and $25 million for the three and nine months ended September 30, 2018 , respectively, related to basis adjustments of the discontinued hedges. (2) See “ Note 10—Stockholders’ Equity ” for the effects of cash flow and net investment hedges on AOCI and amounts reclassified to net income, net of tax. (Dollars in millions) Three Months Ended September 30, 2017 Nine Months Ended September 30, 2017 Derivatives designated as fair value hedges: Fair value interest rate contracts: Gains (losses) recognized in net income on derivatives $ (23 ) $ 70 Gains (losses) recognized in net income on hedged items 19 (74 ) Net fair value hedge ineffectiveness gains (losses) (4 ) (4 ) Derivatives designated as cash flow hedges: Gains (losses) reclassified from AOCI into net income: Interest rate contracts 15 76 Foreign exchange contracts 5 13 Subtotal 20 89 Gains (losses) recognized in net income due to ineffectiveness: Interest rate contracts 0 3 Net derivative gains (losses) recognized in net income $ 20 $ 92
Gains (Losses) on Free-Standing Derivatives	The net impacts to our consolidated statements of income related to free-standing derivatives are presented below for the three and nine months ended September 30, 2018 and 2017 . These gains or losses are recognized in other non-interest income on our consolidated statements of income. Table 9.5 : Gains (Losses) on Free-Standing Derivatives Three Months Ended September 30, Nine Months Ended September 30, (Dollars in millions) 2018 2017 2018 2017 Gains (losses) recognized in other non-interest income: Customer accommodation: Interest rate contracts $ 4 $ 5 $ 18 $ 14 Commodity contracts 0 5 8 10 Foreign exchange and other contracts 1 1 5 3 Total customer accommodation 5 11 31 27 Other interest rate exposures 11 25 32 49 Other contracts (2 ) 0 (22 ) 0 Total $ 14 $ 36 $ 41 $ 76

Stockholders' Equity (Tables)

Stockholders' Equity (Tables)	9 Months Ended
	Sep. 30, 2018
Equity [Abstract]
Schedule of Preferred Stock	The following table summarizes the Company’s preferred stock issued and outstanding as of September 30, 2018 and December 31, 2017 . Table 10.1 : 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 September 30, 2018 December 31, 2017 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)
Change in AOCI Gain (Loss) by Component (Net of Tax)	The following table includes the AOCI impacts from the adoption of accounting standards and the changes in AOCI by component for the three and nine months ended September 30, 2018 and 2017 . See “ Note 1—Summary of Significant Accounting Policies ” for more information. Table 10.2 : Accumulated Other Comprehensive Income Three Months Ended September 30, 2018 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of June 30, 2018 $ (630 ) $ (204 ) $ (775 ) $ (155 ) $ (29 ) $ (1,793 ) Other comprehensive income (loss) before reclassifications (172 ) 0 (99 ) 13 (1 ) (259 ) Amounts reclassified from AOCI into earnings 149 8 18 0 0 175 Net other comprehensive income (loss) (23 ) 8 (81 ) 13 (1 ) (84 ) AOCI as of September 30, 2018 $ (653 ) $ (196 ) $ (856 ) $ (142 ) $ (30 ) $ (1,877 ) Nine Months Ended September 30, 2018 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of December 31, 2017 $ 17 $ (524 ) $ (281 ) $ (138 ) $ 0 $ (926 ) Cumulative effects from adoption of new accounting standards 3 (113 ) (63 ) 0 (28 ) (201 ) Transfer of securities held to maturity to available for sale (2) (325 ) 407 0 0 0 82 Other comprehensive loss before reclassifications (491 ) 0 (525 ) (4 ) 0 (1,020 ) Amounts reclassified from AOCI into earnings 143 34 13 0 (2 ) 188 Net other comprehensive income (loss) (673 ) 441 (512 ) (4 ) (2 ) (750 ) AOCI as of September 30, 2018 $ (653 ) $ (196 ) $ (856 ) $ (142 ) $ (30 ) $ (1,877 ) Three Months Ended September 30, 2017 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of June 30, 2017 $ 181 $ (575 ) $ (99 ) $ (174 ) $ (16 ) $ (683 ) Other comprehensive income before reclassifications 52 0 3 38 5 98 Amounts reclassified from AOCI into earnings (42 ) 26 (20 ) 0 (1 ) (37 ) Net other comprehensive income (loss) 10 26 (17 ) 38 4 61 AOCI as of September 30, 2017 $ 191 $ (549 ) $ (116 ) $ (136 ) $ (12 ) $ (622 ) Nine Months Ended September 30, 2017 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Cash Flow Hedges Foreign Currency Translation Adjustments (1) Other Total AOCI as of December 31, 2016 $ (4 ) $ (621 ) $ (78 ) $ (222 ) $ (24 ) $ (949 ) Other comprehensive income before reclassifications 235 0 51 86 16 388 Amounts reclassified from AOCI into earnings (40 ) 72 (89 ) 0 (4 ) (61 ) Net other comprehensive income (loss) 195 72 (38 ) 86 12 327 AOCI as of September 30, 2017 $ 191 $ (549 ) $ (116 ) $ (136 ) $ (12 ) $ (622 ) __________ (1) Includes other comprehensive gain of $28 million and loss of $49 million for the three months ended September 30, 2018 and 2017 , respectively, and other comprehensive gain of $91 million and loss of $129 million for the nine months ended September 30, 2018 and 2017 , respectively, from hedging instruments designated as net investment hedges. (2) In the first quarter of 2018, we made a one-time transfer of held to maturity securities with a carrying value of $9.0 billion to available for sale as a result of our adoption of ASU No. 2017-12. This transfer resulted in an after-tax gain of $82 million ( $107 million
Reclassifications from AOCI	The following table presents the impacts on net income of amounts reclassified from each component of AOCI for the three and nine months ended September 30, 2018 and 2017 . Table 10.3 : Reclassifications from AOCI Amount Reclassified from AOCI (Dollars in millions) Three Months Ended September 30, Nine Months Ended September 30, AOCI Components Affected Income Statement Line Item 2018 2017 2018 2017 Securities available for sale: Non-interest income $ (196 ) $ 68 $ (188 ) $ 64 Income tax provision (benefit) (47 ) 26 (45 ) 24 Net income/(loss) (149 ) 42 (143 ) 40 Securities held to maturity: (1) Interest income (10 ) (40 ) (44 ) (113 ) Income tax benefit (2 ) (14 ) (10 ) (41 ) Net loss (8 ) (26 ) (34 ) (72 ) Cash flow hedges: Interest rate contracts: Interest income (36 ) 25 (49 ) 122 Foreign exchange contracts: Interest income 13 6 33 19 Non-interest income 0 1 (1 ) 1 Income (loss) from continuing operations before income taxes (23 ) 32 (17 ) 142 Income tax provision (benefit) (5 ) 12 (4 ) 53 Net income/(loss) (18 ) 20 (13 ) 89 Other: Non-interest income and non-interest expense 1 3 3 7 Income tax provision 1 2 1 3 Net income 0 1 2 4 Total reclassifications $ (175 ) $ 37 $ (188 ) $ 61 __________ (1)
Components of Other Comprehensive Income (Loss) and Related Tax Impact	The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2018 and 2017 . Table 10.4 : Other Comprehensive Income (Loss) Three Months Ended September 30, 2018 2017 (Dollars in millions) Before Tax Provision After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ (31 ) $ (8 ) $ (23 ) $ 16 $ 6 $ 10 Net changes in securities held to maturity 10 2 8 40 14 26 Net unrealized losses on cash flow hedges (107 ) (26 ) (81 ) (29 ) (12 ) (17 ) Foreign currency translation adjustments (1) 22 9 13 11 (27 ) 38 Other (1 ) 0 (1 ) 7 3 4 Other comprehensive income (loss) $ (107 ) $ (23 ) $ (84 ) $ 45 $ (16 ) $ 61 Nine Months Ended September 30, 2018 2017 (Dollars in millions) Before Tax Provision After Tax Before Tax Provision After Tax Other comprehensive income (loss): Net unrealized gains (losses) on securities available for sale $ (888 ) $ (215 ) $ (673 ) $ 299 $ 104 $ 195 Net changes in securities held to maturity 579 138 441 113 41 72 Net unrealized losses on cash flow hedges (674 ) (162 ) (512 ) (61 ) (23 ) (38 ) Foreign currency translation adjustments (1) 25 29 (4 ) 12 (74 ) 86 Other (3 ) (1 ) (2 ) 19 7 12 Other comprehensive income (loss) $ (961 ) $ (211 ) $ (750 ) $ 382 $ 55 $ 327 __________ (1)

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2018
Earnings Per Share [Abstract]
Schedule of Computation of Basic and Diluted Earnings Per Common Share	The following table sets forth the computation of basic and diluted earnings per common share. Table 11.1 : Computation of Basic and Diluted Earnings per Common Share Three Months Ended September 30, Nine Months Ended September 30, (Dollars and shares in millions, except per share data) 2018 2017 2018 2017 Income from continuing operations, net of tax $ 1,501 $ 1,137 $ 4,761 $ 2,979 Income (loss) from discontinued operations, net of tax 1 (30 ) (7 ) (26 ) Net income 1,502 1,107 4,754 2,953 Dividends and undistributed earnings allocated to participating securities (9 ) (8 ) (32 ) (21 ) Preferred stock dividends (53 ) (52 ) (185 ) (185 ) Net income available to common stockholders $ 1,440 $ 1,047 $ 4,537 $ 2,747 Total weighted-average basic shares outstanding 477.8 484.9 483.2 483.7 Effect of dilutive securities: Stock options 1.5 2.2 1.8 2.5 Other contingently issuable shares 1.1 1.2 1.1 1.2 Warrants (1) 0.5 0.7 0.6 0.7 Total effect of dilutive securities 3.1 4.1 3.5 4.4 Total weighted-average diluted shares outstanding 480.9 489.0 486.7 488.1 Basic earnings per common share: Net income from continuing operations $ 3.01 $ 2.22 $ 9.40 $ 5.73 Loss from discontinued operations 0.00 (0.06 ) (0.01 ) (0.05 ) Net income per basic common share $ 3.01 $ 2.16 $ 9.39 $ 5.68 Diluted earnings per common share: (2) Net income from continuing operations $ 2.99 $ 2.20 $ 9.33 $ 5.68 Loss from discontinued operations 0.00 (0.06 ) (0.01 ) (0.05 ) Net income per diluted common share $ 2.99 $ 2.14 $ 9.32 $ 5.63 __________ (1) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program. There were 836 thousand and 1.4 million warrants to purchase common stock outstanding as of September 30, 2018 and 2017 , respectively. (2) There were no anti-dilutive shares excluded from the computation of dilutes earnings per share for the three months ended September 30, 2018 . Excluded from the computation of diluted earnings per share were 44 thousand shares related to awards for the nine months ended September 30, 2018 because their inclusion would be anti-dilutive. Also excluded from the computation of diluted earnings per share were 304 thousand shares related to options with exercise prices ranging from $82.08 to $86.34 , and 279 thousand shares related to options with exercise prices ranging from $82.08 to $86.34 for the three and nine months ended September 30, 2017

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	9 Months Ended
	Sep. 30, 2018
Fair Value Disclosures [Abstract]
Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis	The following table displays our assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis as of September 30, 2018 and December 31, 2017 . During the nine months ended September 30, 2018 , we had minimal movements between Levels 1 and 2. Table 12.1 : Assets and Liabilities Measured at Fair Value on a Recurring Basis September 30, 2018 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 $ 6,008 $ 0 $ 0 — $ 6,008 RMBS 0 34,346 519 — 34,865 CMBS 0 4,912 11 — 4,923 Other ABS 0 275 0 — 275 Other securities 190 1,123 0 — 1,313 Total securities available for sale 6,198 40,656 530 — 47,384 Other assets: Derivative assets (2) 0 1,387 54 $ (436 ) 1,005 Other (3) 293 0 162 — 455 Total assets $ 6,491 $ 42,043 $ 746 $ (436 ) $ 48,844 Liabilities: Other liabilities: Derivative liabilities (2) $ 0 $ 1,628 $ 41 $ (990 ) $ 679 Total liabilities $ 0 $ 1,628 $ 41 $ (990 ) $ 679 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 __________ (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 9—Derivative Instruments and Hedging Activities ” for additional information. (2) Does not reflect $4 million and $2 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2018 and December 31, 2017 , 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) As of September 30, 2018 , other includes retained interests in securitizations of $162 million , deferred compensation plan assets of $292 million and equity securities of $1 million . As of December 31, 2017 , other includes consumer MSRs of $92 million , retained interests in securitizations of $172 million and deferred compensation plan assets of $281 million
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 three and nine months ended September 30, 2018 and 2017 . 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 12.2 : Level 3 Recurring Fair Value Rollforward Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2018 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, July 1, 2018 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: RMBS $ 442 $ 7 $ 2 $ 0 $ 0 $ 0 $ (16 ) $ 130 $ (46 ) $ 519 $ 8 CMBS 11 0 0 0 0 0 0 0 0 11 0 Other securities 5 0 0 0 0 0 (5 ) 0 0 0 0 Total securities available for sale 458 7 2 0 0 0 (21 ) 130 (46 ) 530 8 Other assets: Retained interests in securitizations 164 (2 ) 0 0 0 0 0 0 0 162 (2 ) Net derivative assets (liabilities) (2) (5 ) (2 ) 0 0 0 18 2 0 0 13 (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 2018 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2018 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, September 30, 2018 Securities available for sale: RMBS $ 614 $ 25 $ 9 $ 0 $ 0 $ 0 $ (58 ) $ 195 $ (266 ) $ 519 $ 25 CMBS 14 0 0 0 0 0 (3 ) 0 0 11 0 Other securities 5 0 0 0 0 0 (5 ) 0 0 0 0 Total securities available for sale 633 25 9 0 0 0 (66 ) 195 (266 ) 530 25 Other assets: Consumer MSRs 92 3 0 0 (97 ) 2 0 0 0 0 0 Retained interests in securitizations 172 (10 ) 0 0 0 0 0 0 0 162 (10 ) Net derivative assets (liabilities) (2) 13 (26 ) 0 0 0 25 0 0 1 13 (26 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended September 30, 2017 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, July 1, 2017 Included in Net Income (1) Included in OCI Purchases Sales Issuances Settlements Transfers Into Level 3 Transfers Out of Level 3 Balance, September 30, 2017 Securities available for sale: RMBS $ 429 $ 65 $ (37 ) $ 0 $ (111 ) $ 0 $ (23 ) $ 222 $ (25 ) $ 520 $ 5 CMBS 17 0 0 50 0 0 (1 ) 0 0 66 0 Other securities 9 0 0 0 0 0 0 0 0 9 0 Total securities available for sale 455 65 (37 ) 50 (111 ) 0 (24 ) 222 (25 ) 595 5 Other assets: Consumer MSRs 85 1 0 0 0 6 (2 ) 0 0 90 1 Retained interests in securitizations 188 (10 ) 0 0 0 0 0 0 0 178 (10 ) Net derivative assets (liabilities) (2) 25 (2 ) 0 0 0 18 (13 ) 0 (1 ) 27 (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Nine Months Ended September 30, 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, September 30, 2017 Securities available for sale: RMBS $ 518 $ 82 $ (19 ) $ 0 $ (116 ) $ 0 $ (69 ) $ 434 $ (310 ) $ 520 $ 17 CMBS 51 0 0 110 0 0 (3 ) 0 (92 ) 66 0 Other securities 9 0 0 0 0 0 0 0 0 9 0 Total securities available for sale 578 82 (19 ) 110 (116 ) 0 (72 ) 434 (402 ) 595 17 Other assets: Consumer MSRs 80 (3 ) 0 0 0 18 (5 ) 0 0 90 (3 ) Retained interests in securitizations 201 (23 ) 0 0 0 0 0 0 0 178 (23 ) Net derivative assets (liabilities) (2) 18 (1 ) 0 0 0 45 (28 ) 0 (7 ) 27 (1 ) __________ (1) Gains (losses) on securities available for sale, retained interests in securitizations and consumer MSRs are reported as a component of non-interest income in our consolidated statements of income. Gains (losses) on derivatives are included as a component of net interest income or non-interest income in our consolidated statements of income. (2) Includes derivative assets and liabilities of $54 million and $41 million , respectively, as of September 30, 2018 , and $57 million and $30 million , respectively, as of September 30, 2017
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 12.3 : Quantitative Information about Level 3 Fair Value Measurements Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at September 30, 2018 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average Securities available for sale: RMBS $ 519 Discounted cash flows (vendor pricing) Yield 2-10% 5% CMBS 11 Discounted cash flows (vendor pricing) Yield 4% 4% Other assets: Retained interests in securitization (1) 162 Discounted cash flows Life of receivables (months) 1-56 N/A Net derivative assets (liabilities) 13 Discounted cash flows Swap rates 3% 3% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2017 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) Voluntary prepayment rate 6-79 N/A Net derivative assets (liabilities) 13 Discounted cash flows Swap rates 2% 2% __________ (1)
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 September 30, 2018 and December 31, 2017 , and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended. Table 12.4 : Nonrecurring Fair Value Measurements September 30, 2018 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 131 $ 131 Loans held for sale 254 0 254 Other assets (1) 0 92 92 Total $ 254 $ 223 $ 477 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 __________ (1) As of September 30, 2018 , other assets included equity investments accounted for under measurement alternative of $17 million , foreclosed property and repossessed assets of $61 million and long-lived assets held for sale of $14 million . As of December 31, 2017, other assets included foreclosed property and repossessed assets of $17 million and long-lived assets held for sale of $18 million
Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis	The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at September 30, 2018 and 2017 . Table 12.5 : Nonrecurring Fair Value Measurements Included in Earnings Total Gains (Losses) Nine Months Ended September 30, (Dollars in millions) 2018 2017 Loans held for investment $ (99 ) $ (237 ) Loans held for sale (5 ) (5 ) Other assets (1) (57 ) (7 ) Total $ (161 ) $ (249 ) __________ (1)
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 September 30, 2018 and December 31, 2017 . Table 12.6 : Fair Value of Financial Instruments September 30, 2018 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 10,882 $ 10,882 $ 4,547 $ 6,335 $ 0 Restricted cash for securitization investors 746 746 746 0 0 Securities held to maturity 34,631 33,901 0 33,833 68 Net loans held for investment 231,542 234,635 0 0 234,635 Loans held for sale 1,402 1,421 0 1,421 0 Interest receivable 1,518 1,518 0 1,518 0 Other investments (1) 1,415 1,415 0 1,415 0 Financial liabilities: Deposits with defined maturities 34,618 34,552 0 34,552 0 Securitized debt obligations 18,649 18,735 0 18,735 0 Senior and subordinated notes 31,291 31,787 0 31,787 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 384 384 0 384 0 Other borrowings (2) 1,826 1,826 0 1,826 0 Interest payable 391 391 0 391 0 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 __________ (1) Other investments as of September 30, 2018 include FHLB and Federal Reserve stock. Other investments as of December 31, 2017 include FHLB and Federal Reserve stock, as well as cost method investments. These investments are included in other assets on our consolidated balance sheets. (2)

Business Segments and Revenue_2

Business Segments and Revenue from Contracts with Customers (Tables)	9 Months Ended
	Sep. 30, 2018
Segment Reporting [Abstract]
Schedule of Segment Reporting Information, by Segment	The following tables present our business segment results for the three and nine months ended September 30, 2018 and 2017 , selected balance sheet data as of September 30, 2018 and 2017 , and a reconciliation of our total business segment results to our reported consolidated net income from continuing operations, loans held for investment and deposits. Table 13.1 : Segment Results and Reconciliation Three Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2)(3) Consolidated Net interest income $ 3,596 $ 1,636 $ 539 $ 15 $ 5,786 Non-interest income 893 155 189 (61 ) 1,176 Total net revenue (loss) 4,489 1,791 728 (46 ) 6,962 Provision (benefit) for credit losses 1,031 184 54 (1 ) 1,268 Non-interest expense 2,103 979 408 283 3,773 Income (loss) from continuing operations before income taxes 1,355 628 266 (328 ) 1,921 Income tax provision (benefit) 315 146 62 (103 ) 420 Income (loss) from continuing operations, net of tax $ 1,040 $ 482 $ 204 $ (225 ) $ 1,501 Loans held for investment $ 110,685 $ 59,329 $ 68,747 $ 0 $ 238,761 Deposits 0 196,635 30,474 20,086 247,195 Nine Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2)(3) Consolidated Net interest income $ 10,550 $ 4,860 $ 1,624 $ 21 $ 17,055 Non-interest income 2,634 504 585 285 4,008 Total net revenue 13,184 5,364 2,209 306 21,063 Provision (benefit) for credit losses 3,658 535 74 (49 ) 4,218 Non-interest expense 6,046 2,942 1,220 562 10,770 Income (loss) from continuing operations before income taxes 3,480 1,887 915 (207 ) 6,075 Income tax provision (benefit) 810 440 213 (149 ) 1,314 Income (loss) from continuing operations, net of tax $ 2,670 $ 1,447 $ 702 $ (58 ) $ 4,761 Loans held for investment $ 110,685 $ 59,329 $ 68,747 $ 0 $ 238,761 Deposits 0 196,635 30,474 20,086 247,195 Three Months Ended September 30, 2017 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 3,440 $ 1,649 $ 560 $ 51 $ 5,700 Non-interest income 865 192 179 49 1,285 Total net revenue 4,305 1,841 739 100 6,985 Provision for credit losses 1,466 293 63 11 1,833 Non-interest expense 1,961 1,051 394 161 3,567 Income (loss) from continuing operations before income taxes 878 497 282 (72 ) 1,585 Income tax provision (benefit) 306 181 103 (142 ) 448 Income from continuing operations, net of tax $ 572 $ 316 $ 179 $ 70 $ 1,137 Loans held for investment $ 109,130 $ 75,564 $ 67,670 $ 58 $ 252,422 Deposits 0 184,719 32,783 21,560 239,062 Nine Months Ended September 30, 2017 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Net interest income $ 10,080 $ 4,744 $ 1,695 $ 128 $ 16,647 Non-interest income 2,478 570 520 9 3,577 Total net revenue 12,558 5,314 2,215 137 20,224 Provision for credit losses 4,580 840 201 4 5,625 Non-interest expense 5,808 3,152 1,166 289 10,415 Income (loss) from continuing operations before income taxes 2,170 1,322 848 (156 ) 4,184 Income tax provision (benefit) 774 482 310 (361 ) 1,205 Income from continuing operations, net of tax $ 1,396 $ 840 $ 538 $ 205 $ 2,979 Loans held for investment $ 109,130 $ 75,564 $ 67,670 $ 58 $ 252,422 Deposits 0 184,719 32,783 21,560 239,062 __________ (1) Some of our commercial investments generate tax-exempt income, tax credits or other tax benefits. Accordingly, we present our Commercial Banking revenue and yields on a taxable-equivalent basis, calculated using the federal statutory tax rate (21% and 35% for all periods presented in 2018 and 2017, respectively) and state taxes where applicable, with offsetting reductions to the Other category. (2) In the first quarter of 2018, we made a change in how revenue is measured in our Commercial Banking business to include the tax benefits of losses on certain tax-advantaged investments. These tax benefits are included in revenue on a taxable-equivalent basis within our Commercial Banking business, with an offsetting reduction to the Other category. In addition, all revenue presented on a taxable-equivalent basis in our Commercial Banking business was impacted by the reduction of the federal tax rate set forth in the Tax Act. The net impact of the measurement change and the reduction of the federal tax rate was a decrease of $30 million and $86 million in revenue in our Commercial Banking business in the third quarter and first nine months of 2018, respectively, with an offsetting impact to the Other category. (3) In the second quarter of 2018, we sold the substantial majority of our consumer home loan portfolio and the related servicing. We also transferred the remaining portfolio to loans held for sale as of June 30, 2018. These actions resulted in a net gain of $400 million in the second quarter of 2018, including a benefit for credit losses of $46 million , which is reflected in the Other category.
Disaggregation of Revenue	The following table presents revenue from contracts with customers and a reconciliation to non-interest income by business segment for the three and nine months ended September 30, 2018 . Table 13.2: Revenue from Contracts with Customers and Reconciliation to Segments Results Three Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 661 $ 46 $ 8 $ (1 ) $ 714 Service charges and other customer-related fees (6 ) 117 33 0 144 Total contract revenue 655 163 41 (1 ) 858 Revenue from other sources 238 (8 ) 148 (60 ) 318 Total non-interest income $ 893 $ 155 $ 189 $ (61 ) $ 1,176 Nine Months Ended September 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 1,924 $ 135 $ 23 $ (2 ) $ 2,080 Service charges and other customer-related fees (2 ) 367 100 (1 ) 464 Total contract revenue 1,922 502 123 (3 ) 2,544 Revenue from other sources 712 2 462 288 1,464 Total non-interest income $ 2,634 $ 504 $ 585 $ 285 $ 4,008 __________ (1) Some of our commercial investments generate tax-exempt income, tax credits or other tax benefits. Accordingly, we present our Commercial Banking revenue and yields on a taxable-equivalent basis, calculated using the federal statutory tax rate of 21% and state taxes where applicable, with offsetting reclassifications to the Other category. (2)

Commitments, Contingencies, G_2

Commitments, Contingencies, Guarantees, and Others (Tables)	9 Months Ended
	Sep. 30, 2018
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 September 30, 2018 and December 31, 2017 . The carrying value represents our reserve and deferred revenue on legally binding commitments. Table 14.1 : Unfunded Lending Commitments: Contractual Amount and Carrying Value Contractual Amount Carrying Value (Dollars in millions) September 30, December 31, September 30, December 31, Credit card lines $ 343,321 $ 351,481 N/A N/A Other loan commitments (1) 33,292 31,840 $ 86 $ 84 Standby letters of credit and commercial letters of credit (2) 1,820 2,046 26 43 Total unfunded lending commitments $ 378,433 $ 385,367 $ 112 $ 127 __________ (1) Includes $1.3 billion and $1.0 billion of advised lines of credit as of September 30, 2018 and December 31, 2017 , respectively. (2) These financial guarantees have expiration dates ranging from 2019 to 2025 as of September 30, 2018

Summary of Significant Accoun_3

Summary of Significant Accounting Policies Recently issued but not yet adopted ASU (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017	Sep. 30, 2017	Jun. 30, 2017	Dec. 31, 2016
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Securities held to maturity	$ 34,631			$ 28,984
Accumulated other comprehensive loss	(1,877)	$ (1,793)		(926)	$ (622)	$ (683)	$ (949)
Operating Leases, Future Minimum Payments Due				$ 2,700
Accounting Standards Update 2018-2
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Tax Cuts and Jobs Act of 2017, reclassification from AOCI to retained earnings, tax effect	173
Accounting Standards Update 2017-12
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Securities held to maturity	9,000		$ 9,000
Accumulated other comprehensive loss	$ 107

Summary of Significant Accoun_4

Summary of Significant Accounting Policies Summary of Significant Accounting Policies - Segments (Details)	9 Months Ended
	Sep. 30, 2018Segment
Accounting Policies [Abstract]
Number of Operating Segments	3

Business Developments and Dis_2

Business Developments and Discontinued Operations Restructuring Activities (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Mergers, Acquisitions, Restructuring and Dispositions Disclosures [Abstract]
Restructuring Charges	$ 0	$ 108	$ 34	$ 108
Restructuring Reserve	20		20
Deposit Held For Sale	$ 1,500		$ 1,500

Business Developments and Dis_3

Business Developments and Discontinued Operations Discontinued Operations (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Mergers, Acquisitions, Restructuring and Dispositions Disclosures [Abstract]
Income (loss) from discontinued operations, net of tax	$ 1	$ (30)	$ (7)	$ (26)

Business Developments and Dis_4

Business Developments and Discontinued Operations Consumer Home Loan Portfolio Sale (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2018	Jun. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Gain (Loss) on Securities [Line Items]
Transfer of Portfolio Loans and Leases to Held-for-sale				$ 779	$ 449
Benefit for credit losses	$ (1,268)		$ (1,833)	(4,218)	(5,625)
Other
Gain (Loss) on Securities [Line Items]
Benefit for credit losses	1		$ (11)	$ 49	$ (4)
Consumer Portfolio Segment [Member] | Home loan
Gain (Loss) on Securities [Line Items]
Transfer of Portfolio Loans and Leases to Held-for-sale		$ 398
Consumer Portfolio Segment [Member] | Home loan | Other
Gain (Loss) on Securities [Line Items]
Gain (Loss) on Sale of Mortgage Loans	$ 99	400
Benefit for credit losses		$ 46

Investment Securities - Schedul

Investment Securities - Schedule of Investment Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Investments, Debt and Equity Securities [Abstract]
Debt Securities, Available-for-sale	$ 47,384	$ 37,655
Securities held to maturity	34,631	28,984
Total investments securities	$ 82,015	$ 66,639

Investment Securities - Additio

Investment Securities - Additional Information (Details) $ in Millions	Sep. 30, 2018USD ($)	Dec. 31, 2017USD ($)	Mar. 31, 2018USD ($)	Sep. 30, 2017USD ($)
Debt Securities, Available-for-sale [Line Items]
Securities held to maturity	$ 34,631	$ 28,984
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	140			$ 147
Fair value of securities pledged, accepted	$ 1	1
Number of sale securities exceeding amortized cost over fair value	1,380
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (1,305)	(458)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	$ (767)	$ (373)
Securities held to maturity	450
Debt Securities, Held-to-maturity, Accumulated Unrecognized Loss	$ (849)
Investment Securities Portfolio | US Treasury and Government
Debt Securities, Available-for-sale [Line Items]
Percentage of portfolio	96.00%	95.00%
RMBS
Debt Securities, Available-for-sale [Line Items]
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (1,171)	$ (403)
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	(700)	(336)
Accounting Standards Update 2017-12
Debt Securities, Available-for-sale [Line Items]
Securities held to maturity	9,000		$ 9,000
AOCI associated with transferred held to maturity securities, pretax			535
AOCI associated with transferred held to maturity securities, after tax			$ 407
Collateral Pledged [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Restricted	785	2,800
Debt Securities, Held-to-maturity, Restricted	$ 15,500	$ 5,700

Investment Securities - Sched_2

Investment Securities - Schedule of Available-for-Sale Securities (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2018	Dec. 31, 2017
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	$ 48,245	$ 37,628
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	444	485
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(1,305)	(458)
Debt Securities, Available-for-sale	47,384	37,655
U.S. Treasury securities
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	6,012	5,168
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	24	11
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(28)	(8)
Debt Securities, Available-for-sale	6,008	5,171
Residential Mortgage Backed Securities, Agency [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	34,134	26,013
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	32	67
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(1,170)	(402)
Debt Securities, Available-for-sale	32,996	25,678
RMBS, Non-agency
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	1,495	1,722
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	375	393
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(1)	(1)
Debt Securities, Available-for-sale	1,869	2,114
RMBS
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	35,629	27,735
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	407	460
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(1,171)	(403)
Debt Securities, Available-for-sale	34,865	27,792
Investment securities available for sale:
Non-credit OTTI losses related to non-agency RMBS	1	1
Commercial Mortgage Backed Securities - Agency [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	5,008	3,209
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	9	10
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(94)	(44)
Debt Securities, Available-for-sale	4,923	3,175
Other ABS
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	277	513
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	0	0
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(2)	(1)
Debt Securities, Available-for-sale	275	512
Other securities
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Amortized Cost	1,319	1,003
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax	4	4
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax	(10)	(2)
Debt Securities, Available-for-sale	$ 1,313	$ 1,005

Investment Securities - Investm

Investment Securities - Investment Securities Held to Maturity (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Mar. 31, 2018	Dec. 31, 2017
Schedule of Held-to-maturity Securities [Line Items]
Unrealized Losses Recorded in AOCI	$ (260)		$ (839)
Carrying Value	34,631		28,984
Gross Unrealized Gains	118		635
Gross Unrealized Losses	(849)		(182)
Fair Value	33,900		29,437
Debt securities, Held-to-maturities, Amortized cost	34,891		29,823
U.S. Treasury securities
Schedule of Held-to-maturity Securities [Line Items]
Unrealized Losses Recorded in AOCI			0
Carrying Value			200
Gross Unrealized Gains			0
Gross Unrealized Losses			0
Fair Value			200
Debt securities, Held-to-maturities, Amortized cost			200
Residential Mortgage Backed Securities, Agency [Member]
Schedule of Held-to-maturity Securities [Line Items]
Unrealized Losses Recorded in AOCI	(246)		(761)
Carrying Value	31,265		24,980
Gross Unrealized Gains	112		565
Gross Unrealized Losses	(714)		(150)
Fair Value	30,663		25,395
Debt securities, Held-to-maturities, Amortized cost	31,511		25,741
Commercial Mortgage Backed Securities - Agency [Member]
Schedule of Held-to-maturity Securities [Line Items]
Unrealized Losses Recorded in AOCI	(14)		(78)
Carrying Value	3,366		3,804
Gross Unrealized Gains	6		70
Gross Unrealized Losses	(135)		(32)
Fair Value	3,237		3,842
Debt securities, Held-to-maturities, Amortized cost	3,380		$ 3,882
Accounting Standards Update 2017-12
Schedule of Held-to-maturity Securities [Line Items]
Carrying Value	$ 9,000	$ 9,000

Investment Securities - Sched_3

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	$ 17,773	$ 11,614
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	(538)	(85)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	15,374	14,516
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(767)	(373)
Debt Securities, Available-for-sale	33,147	26,130
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(1,305)	(458)
U.S. Treasury securities
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	732	2,031
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	(12)	(8)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	329	0
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(16)	0
Debt Securities, Available-for-sale	1,061	2,031
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(28)	(8)
Residential Mortgage Backed Securities, Agency [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	13,960	8,192
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	(471)	(67)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	13,717	13,175
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(699)	(335)
Debt Securities, Available-for-sale	27,677	21,367
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(1,170)	(402)
RMBS, Non-agency
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	19	10
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	0	0
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	15	10
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(1)	(1)
Debt Securities, Available-for-sale	34	20
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(1)	(1)
RMBS
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	13,979	8,202
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	(471)	(67)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	13,732	13,185
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(700)	(336)
Debt Securities, Available-for-sale	27,711	21,387
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(1,171)	(403)
Other ABS
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	65	130
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	(1)	0
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	128	95
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(1)	(1)
Debt Securities, Available-for-sale	193	225
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(2)	(1)
Other securities
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	751	371
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	(7)	(2)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	132	0
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(3)	0
Debt Securities, Available-for-sale	883	371
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(10)	(2)
Commercial Mortgage Backed Securities - Agency [Member]
Debt Securities, Available-for-sale [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 months	2,246	880
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated loss	(47)	(8)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	1,053	1,236
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(47)	(36)
Debt Securities, Available-for-sale	3,299	2,116
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	$ (94)	$ (44)

Investment Securities - Sched_4

Investment Securities - Schedule of Contractual Maturities and Weighted-Average Yields of Securities (Detail) - USD ($) $ in Millions	3 Months Ended
	Sep. 30, 2018	Dec. 31, 2017
Securities available for sale
Due in 1 year or less	$ 666
Due after 1 year through 5 years	3,471
Due after 5 years through 10 years	7,320
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	35,927
Debt Securities, Available-for-sale	47,384	$ 37,655
Amortized cost of securities available for sale
Due in 1 year or less	670
Due after 1 year through 5 years	3,516
Due after 5 years through 10 years	7,330
Due 10 Years	36,729
Total Amortized Cost	$ 48,245	37,628
Weighted average yield for securities available for sale
Due in 1 Year or Less	1.48%
Due 1 Year through 5 Years	2.24%
Due 5 Years through 10 Years	2.36%
Due 10 Years	2.78%
Total weighted average yield	2.66%
Carrying value of securities held to maturity
Due in 1 year or less	$ 0
Due 1 year through 5 years	72
Due after 5 years through 10 years	441
Due after 10 years	34,118
Carrying Value	34,631	28,984
Fair value of securities held to maturity
Due in 1 Year or Less	0
Due 1 Year through 5 Years	72
Due 5 Years through 10 Years	418
Due 10 Years	33,410
Fair Value	$ 33,900	29,437
Weighted average yield for securities held to maturity
Due in 1 Year or Less	0.00%
Due 1 Year through 5 Years	3.53%
Due 5 Years through 10 Years	2.83%
Due 10 Years	3.29%
Total weighted average yield	3.28%
U.S. Treasury securities
Securities available for sale
Due in 1 year or less	$ 446
Due after 1 year through 5 years	770
Due after 5 years through 10 years	4,792
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	0
Debt Securities, Available-for-sale	6,008	5,171
Amortized cost of securities available for sale
Total Amortized Cost	6,012	5,168
Carrying value of securities held to maturity
Carrying Value		200
Fair value of securities held to maturity
Fair Value		200
Residential Mortgage Backed Securities, Agency [Member]
Securities available for sale
Due in 1 year or less	6
Due after 1 year through 5 years	27
Due after 5 years through 10 years	504
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	32,459
Debt Securities, Available-for-sale	32,996	25,678
Amortized cost of securities available for sale
Total Amortized Cost	34,134	26,013
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	53
Due after 10 years	31,212
Carrying Value	31,265	24,980
Fair value of securities held to maturity
Fair Value	30,663	25,395
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
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	1,869
Debt Securities, Available-for-sale	1,869	2,114
Amortized cost of securities available for sale
Total Amortized Cost	1,495	1,722
RMBS
Securities available for sale
Due in 1 year or less	6
Due after 1 year through 5 years	27
Due after 5 years through 10 years	504
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	34,328
Debt Securities, Available-for-sale	34,865	27,792
Amortized cost of securities available for sale
Total Amortized Cost	$ 35,629	27,735
Weighted average yield for securities held to maturity
Weighted-average expected life	6 years 9 months 18 days
CMBS
Weighted average yield for securities held to maturity
Weighted-average expected life	5 years 3 months 18 days
Commercial Mortgage Backed Securities - Agency [Member]
Securities available for sale
Due in 1 year or less	$ 10
Due after 1 year through 5 years	1,845
Due after 5 years through 10 years	1,492
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	1,576
Debt Securities, Available-for-sale	4,923	3,175
Amortized cost of securities available for sale
Total Amortized Cost	5,008	3,209
Carrying value of securities held to maturity
Due in 1 year or less	0
Due 1 year through 5 years	72
Due after 5 years through 10 years	388
Due after 10 years	2,906
Carrying Value	3,366	3,804
Fair value of securities held to maturity
Fair Value	3,237	3,842
Other ABS
Securities available for sale
Due in 1 year or less	14
Due after 1 year through 5 years	238
Due after 5 years through 10 years	0
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	23
Debt Securities, Available-for-sale	275	512
Amortized cost of securities available for sale
Total Amortized Cost	$ 277	513
Weighted average yield for securities held to maturity
Weighted-average expected life	1 year
Other securities
Securities available for sale
Due in 1 year or less	$ 190
Due after 1 year through 5 years	591
Due after 5 years through 10 years	532
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	0
Debt Securities, Available-for-sale	1,313	1,005
Amortized cost of securities available for sale
Total Amortized Cost	$ 1,319	$ 1,003

Investment Securities - Sched_5

Investment Securities - Schedule of Gross Realized Gains and Losses on Available-for-Sale Securities and OTTI Recognized in Earnings (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Debt Securities, Available-for-sale, Realized Gain	$ 4	$ 118	$ 12	$ 123
Realized gains (losses):
Debt Securities, Available-for-sale, Realized Loss, Excluding Other-than-temporary Impairment	0	(49)	(1)	(54)
Debt Securities, Available-for-sale, Realized Gain (Loss), Excluding Other-than-temporary Impairment	4	69	11	69
Other than Temporary Impairment, Credit Losses Recognized In Earnings, Additions	0	(1)	0	(2)
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Securities, Intent to Sell	(200)	0	(200)	(3)
Other-than-temporary Impairment Loss, Debt Securities, Available-for-sale, Recognized in Earnings	(200)	(1)	(200)	(5)
Debt Securities, Available-for-sale, Gain (Loss)	(196)	68	(189)	64
Proceeds from sales	$ 2,454	$ 2,670	$ 3,512	$ 5,793

Investment Securities - Sched_6

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Outstanding Balance and Carrying Value of Acquired Securities
Outstanding balance	$ 1,860	$ 2,131
Carrying value	$ 1,650	$ 1,843

Investment Securities - Sched_7

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) - USD ($) $ in Millions	3 Months Ended	9 Months Ended
	Sep. 30, 2018	Sep. 30, 2018
Changes in Accretable Yield of Acquired Securities [Roll Forward]
Accretable yield beginning balance	$ 768	$ 826
Accretion recognized in earnings	(37)	(115)
Reduction due to payoffs, disposals, transfers and other	0	(3)
Net reclassifications from nonaccretable difference	42	65
Accretable yield ending balance	$ 773	$ 773

Loans - Additional Information

Loans - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended	9 Months Ended
	Jun. 30, 2018	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Loans and Leases Receivable Disclosure [Line Items]
Transfer of Portfolio Loans and Leases to Held-for-sale		$ 779	$ 449
Loans and Leases Receivable, Gross		238,761	$ 252,422	$ 254,473
Loans held for sale, at lower of cost or fair value		1,402		971
Loans and Leases Receivable, Impaired, Commitment to Lend		259		241
Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans		1,800		2,200
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		110,685		114,762
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		59,329		75,078
Consumer Portfolio Segment [Member] | Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans		1,100		1,300
Consumer Portfolio Segment [Member] | Automobile Loan [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		56,422		53,991
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Transfer of Portfolio Loans and Leases to Held-for-sale	$ 398
Loans and Leases Receivable, Gross				17,633
Consumer Portfolio Segment [Member] | Retail Banking [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		2,907		3,454
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		68,747		64,575
Commercial Banking | Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans		395		574
Other
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		0		58
Federal Home Loan banks [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans Pledged as Collateral		16,500		27,300
Line of Credit Facility, Remaining Borrowing Capacity		20,400		21,000
Federal Reserve Discount Window [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans Pledged as Collateral		6,700		9,100
Line of Credit Facility, Remaining Borrowing Capacity		5,500		7,400
Interest Rate Type Concentration Risk | Home Loans Receivable | Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		0		17,633
Geographic Concentration Risk | Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		68,747		64,575
Geographic Concentration Risk | Loans Receivable | Consumer Portfolio Segment [Member] | Automobile Loan [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		56,422		53,991
Geographic Concentration Risk | Loans Receivable | Consumer Portfolio Segment [Member] | Retail Banking [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans and Leases Receivable, Gross		$ 2,907		$ 3,454

Loans - Loan Portfolio Composit

Loans - Loan Portfolio Composition and Aging Analysis (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017	Sep. 30, 2017
Financing Receivable, Recorded Investment, Past Due [Line Items]
Unamortized Loan Commitment and Origination Fees and Unamortized Discounts or Premiums	$ 803	$ 773
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	230,087	234,834
Past due	8,311	8,864
Loans held for investment	$ 238,761	$ 254,473	$ 252,422
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Financing Receivable, Percent Current	96.37%	92.29%
Total Delinquent Loans (as percent)	3.48%	3.48%
Total Loans (as percent)	100.00%	100.00%
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 106,483	$ 110,182
Past due	4,202	4,578
Loans held for investment	110,685	114,762
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	55,399	60,775
Past due	3,925	4,010
Loans held for investment	59,329	75,078
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	52,542	50,151
Past due	3,880	3,840
Loans held for investment	56,422	53,991
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Current		7,235
Past due		123
Loans held for investment		17,633
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	2,857	3,389
Past due	45	47
Loans held for investment	2,907	3,454
Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	68,205	63,823
Past due	184	272
Loans held for investment	68,747	64,575
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	67,853	63,430
Past due	178	265
Loans held for investment	68,389	64,175
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	29,018	26,018
Past due	23	107
Loans held for investment	29,064	26,150
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	38,835	37,412
Past due	155	158
Loans held for investment	39,325	38,025
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	352	393
Past due	6	7
Loans held for investment	358	400
Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	0	54
Past due	0	4
Loans held for investment	0	58
Financial Asset Acquired with Credit Deterioration [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 363	$ 10,775
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Loans (as percent)	0.15%	4.23%
Financial Asset Acquired with Credit Deterioration [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 0	$ 2
Financial Asset Acquired with Credit Deterioration [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	5	10,293
Financial Asset Acquired with Credit Deterioration [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
Financial Asset Acquired with Credit Deterioration [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment		10,275
Financial Asset Acquired with Credit Deterioration [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	5	18
Financial Asset Acquired with Credit Deterioration [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	358	480
Financial Asset Acquired with Credit Deterioration [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	358	480
Financial Asset Acquired with Credit Deterioration [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	23	25
Financial Asset Acquired with Credit Deterioration [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	335	455
Financial Asset Acquired with Credit Deterioration [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
Financial Asset Acquired with Credit Deterioration [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	$ 3,772	$ 3,945
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	1.58%	1.55%
Financing Receivables, 30 to 59 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,338	$ 1,355
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2,403	2,544
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2,384	2,483
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due		37
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	19	24
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	31	44
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	28	42
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2	41
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	26	1
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	3	2
Financing Receivables, 30 to 59 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	0	2
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,197	$ 2,166
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.92%	0.85%
Financing Receivables, 60 to 89 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 955	$ 996
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,197	1,081
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,186	1,060
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due		16
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	11	5
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	45	88
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	45	87
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	20	17
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	25	70
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	0	1
Financing Receivables, 60 to 89 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	0	1
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,342	$ 2,753
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Total Delinquent Loans (as percent)	0.98%	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	$ 1,909	$ 2,227
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	325	385
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	310	297
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
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	15	18
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	108	140
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	105	136
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	1	49
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	104	87
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	3	4
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Other
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	0	1
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	97,700	101,072
Past due	3,864	4,219
Loans held for investment	101,564	105,293
Geographic Distribution, Domestic [Member] | Financial Asset Acquired with Credit Deterioration [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	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	1,202	1,211
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	877	915
Geographic Distribution, Domestic [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,785	2,093
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	8,783	9,110
Past due	338	359
Loans held for investment	9,121	9,469
Geographic Distribution, Foreign [Member] | Financial Asset Acquired with Credit Deterioration [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	136	144
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	78	81
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	$ 124	$ 134

Loans - 90+ Day Delinquent Loan

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,908	$ 2,233
Nonperforming Loans	$ 708	$ 899
Percent 90 days past due and still accruing	0.80%	0.88%
Financing Receivable, Nonaccrual, Percent Past Due	0.30%	0.35%
Credit Card Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,903	$ 2,221
Nonperforming Loans	20	24
Credit Card Portfolio Segment [Member] | Geographic Distribution, Domestic [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1,785	2,093
Credit Card Portfolio Segment [Member] | Geographic Distribution, Foreign [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	118	128
Nonperforming Loans	20	24
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	$ 429	$ 587
Financing Receivable, Nonaccrual, Percent Past Due	0.72%	0.78%
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 396	$ 376
Financing Receivable, Nonaccrual, Percent Past Due	0.70%	0.70%
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 0	$ 176
Financing Receivable, Nonaccrual, Percent Past Due	0.00%	1.00%
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 33	$ 35
Financing Receivable, Nonaccrual, Percent Past Due	1.13%	1.00%
Commercial Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 5	$ 12
Nonperforming Loans	259	284
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	5	12
Nonperforming Loans	254	277
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	12
Nonperforming Loans	37	38
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	5	0
Nonperforming Loans	217	239
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	5	7
Other
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	$ 0	$ 4

Loans - Credit Card_ Risk Profi

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2018	Dec. 31, 2017	Sep. 30, 2017
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 238,761	$ 254,473	$ 252,422
Credit Card Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 110,685	$ 114,762
Percentage of portfolio	100.00%	100.00%
Credit Card Portfolio Segment [Member] | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 11,012	$ 11,475
Percentage of portfolio	9.90%	10.00%
Credit Card Portfolio Segment [Member] | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,699	$ 7,847
Percentage of portfolio	7.00%	6.80%
Credit Card Portfolio Segment [Member] | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,049	$ 7,389
Percentage of portfolio	6.40%	6.40%
Credit Card Portfolio Segment [Member] | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,648	$ 6,790
Percentage of portfolio	6.00%	5.90%
Credit Card Portfolio Segment [Member] | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,520	$ 4,734
Percentage of portfolio	4.10%	4.10%
Credit Card Portfolio Segment [Member] | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,313	$ 4,550
Percentage of portfolio	3.90%	4.00%
Credit Card Portfolio Segment [Member] | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,723	$ 3,929
Percentage of portfolio	3.40%	3.40%
Credit Card Portfolio Segment [Member] | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,457	$ 3,621
Percentage of portfolio	3.10%	3.20%
Credit Card Portfolio Segment [Member] | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,381	$ 3,523
Percentage of portfolio	3.10%	3.10%
Credit Card Portfolio Segment [Member] | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 49,762	$ 51,435
Percentage of portfolio	44.90%	44.80%
Credit Card Portfolio Segment [Member] | Canada
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,119	$ 6,286
Percentage of portfolio	5.50%	5.50%
Credit Card Portfolio Segment [Member] | United Kingdom
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,002	$ 3,183
Percentage of portfolio	2.70%	2.80%
Credit Card Portfolio Segment [Member] | Geographic Distribution, Domestic [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 101,564	$ 105,293
Percentage of portfolio	91.80%	91.70%
Credit Card Portfolio Segment [Member] | Geographic Distribution, Foreign [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 9,121	$ 9,469
Percentage of portfolio	8.20%	8.30%

Loans - Credit Card_ Net Charge

Loans - Credit Card: Net Charge-Offs (Detail) - Credit Card Portfolio Segment [Member] - USD ($) $ in Millions	1 Months Ended	3 Months Ended		9 Months Ended
	Aug. 31, 2018	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs		$ 1,137	$ 1,155	$ 3,774	$ 3,682
Percentage annualized net charge-off by average loans held for investment		4.15%	4.51%	4.62%	4.85%
Percentage increase for accelerated write-offs		0.12%		0.04%
Geographic Distribution, Domestic [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 32	$ 1,094	$ 1,087	$ 3,581	$ 3,455
Percentage annualized net charge-off by average loans held for investment		4.35%	4.64%	4.78%	4.96%
Percentage increase for accelerated write-offs		0.13%		0.04%
Geographic Distribution, Foreign [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs		$ 43	$ 68	$ 193	$ 227
Percentage annualized net charge-off by average loans held for investment		1.92%	3.08%	2.85%	3.60%

Loans - Consumer Banking_ Risk

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2018	Dec. 31, 2017	Sep. 30, 2017
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 238,761	$ 254,473	$ 252,422
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 59,329	$ 75,078
Percentage of portfolio	100.00%	100.00%
Consumer Portfolio Segment [Member] | Auto
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 56,422	$ 53,991
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 56,422	$ 53,991
Percentage of portfolio	95.10%	71.90%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,282	$ 7,040
Percentage of portfolio	12.30%	9.40%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,351	$ 6,099
Percentage of portfolio	10.70%	8.10%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,618	$ 4,486
Percentage of portfolio	7.80%	6.00%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Georgia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,709	$ 2,726
Percentage of portfolio	4.60%	3.60%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,503	$ 2,318
Percentage of portfolio	4.20%	3.10%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,208	$ 2,236
Percentage of portfolio	3.70%	3.00%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,190	$ 2,181
Percentage of portfolio	3.70%	2.90%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,167	$ 2,014
Percentage of portfolio	3.70%	2.70%
Consumer Portfolio Segment [Member] | Auto | Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 26,394	$ 24,891
Percentage of portfolio	44.40%	33.10%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment		$ 17,633
Consumer Portfolio Segment [Member] | Home loan | Loans Receivable | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Percentage of portfolio	0.00%	23.50%
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	$ 0	$ 17,633
Consumer Portfolio Segment [Member] | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	2,907	3,454
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,907	$ 3,454
Percentage of portfolio	4.90%	4.60%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 649	$ 717
Percentage of portfolio	1.10%	0.90%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 793	$ 953
Percentage of portfolio	1.30%	1.30%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 856	$ 955
Percentage of portfolio	1.50%	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	$ 164	$ 187
Percentage of portfolio	0.30%	0.20%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 138	$ 154
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	$ 197	$ 221
Percentage of portfolio	0.30%	0.30%
Consumer Portfolio Segment [Member] | Retail banking | Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 110	$ 267
Percentage of portfolio	0.20%	0.40%

Loans - Consumer Banking_ Net C

Loans - Consumer Banking: Net Charge-Offs and Nonperforming Loans (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Loans and Leases Receivable Disclosure [Line Items]
Nonperforming Loans	$ 708		$ 708		$ 899
Financing Receivable, Nonaccrual, Percent Past Due	0.30%		0.30%		0.35%
Consumer Portfolio Segment [Member]
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 262	$ 276	$ 683	$ 726
Percentage annualized net charge-off by average loans held for investment	1.77%	1.47%	1.36%	1.30%
Nonperforming Loans	$ 429		$ 429		$ 587
Financing Receivable, Nonaccrual, Percent Past Due	0.72%		0.72%		0.78%
Consumer Portfolio Segment [Member] | Auto
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 243	$ 257	$ 633	$ 671
Percentage annualized net charge-off by average loans held for investment	1.73%	1.96%	1.53%	1.77%
Nonperforming Loans	$ 396		$ 396		$ 376
Financing Receivable, Nonaccrual, Percent Past Due	0.70%		0.70%		0.70%
Consumer Portfolio Segment [Member] | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 0	$ 1	$ (1)	$ 5
Percentage annualized net charge-off by average loans held for investment	0.00%	0.02%	(0.02%)	0.03%
Nonperforming Loans	$ 0		$ 0		$ 176
Financing Receivable, Nonaccrual, Percent Past Due	0.00%		0.00%		1.00%
Consumer Portfolio Segment [Member] | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 19	$ 18	$ 51	$ 50
Percentage annualized net charge-off by average loans held for investment	2.62%	2.10%	2.18%	1.91%
Nonperforming Loans	$ 33		$ 33		$ 35
Financing Receivable, Nonaccrual, Percent Past Due	1.13%		1.13%		1.00%

Loans - Commercial Banking_ Ris

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2018	Dec. 31, 2017	Sep. 30, 2017
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 238,761	$ 254,473	$ 252,422
Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	363	10,775
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	68,747	64,575
Commercial Banking | Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	358	480
Commercial Banking | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 68,747	$ 64,575
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Internal Risk Rating Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 68,747	$ 64,575
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and multifamily real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 29,064	$ 26,150
Commercial Banking | Commercial and multifamily real estate | Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	23	25
Commercial Banking | Commercial and multifamily real estate | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 29,064	$ 26,150
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 29,064	$ 26,150
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 39,325	$ 38,025
Commercial Banking | Commercial and industrial | Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	335	455
Commercial Banking | Commercial and industrial | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 39,325	$ 38,025
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and industrial | Internal Risk Rating Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 39,325	$ 38,025
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Small-ticket commercial real estate
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 358	$ 400
Commercial Banking | Small-ticket commercial real estate | Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	0	0
Commercial Banking | Small-ticket commercial real estate | Geographic Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 358	$ 400
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 358	$ 400
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Loans Receivable | Geographic Concentration Risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 24,401	$ 22,993
Percentage of portfolio	35.50%	35.70%
Commercial Banking | Loans Receivable | Geographic Concentration Risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,561	$ 6,612
Percentage of portfolio	11.00%	10.20%
Commercial Banking | Loans Receivable | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 18,840	$ 18,480
Percentage of portfolio	27.40%	28.60%
Commercial Banking | Loans Receivable | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 17,945	$ 16,490
Percentage of portfolio	26.10%	25.50%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 358	$ 480
Percentage of portfolio	0.50%	0.80%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 65,926	$ 61,162
Percentage of portfolio	95.90%	94.70%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,204	$ 2,649
Percentage of portfolio	3.20%	4.10%
Commercial Banking | Loans Receivable | Internal Risk Rating Concentration Risk | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 259	$ 284
Percentage of portfolio	0.40%	0.40%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Geographic Concentration Risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 16,412	$ 14,969
Percentage of portfolio	56.50%	57.30%
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	$ 3,087	$ 2,675
Percentage of portfolio	10.60%	10.20%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,166	$ 3,719
Percentage of portfolio	14.30%	14.20%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,399	$ 4,787
Percentage of portfolio	18.60%	18.30%
Commercial Banking | Loans Receivable | Commercial and multifamily real estate | Internal Risk Rating Concentration Risk | Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 23	$ 25
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	$ 28,363	$ 25,609
Percentage of portfolio	97.60%	98.00%
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	$ 641	$ 478
Percentage of portfolio	2.20%	1.80%
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	$ 37	$ 38
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	$ 7,768	$ 7,774
Percentage of portfolio	19.80%	20.40%
Commercial Banking | Loans Receivable | Commercial and industrial | Geographic Concentration Risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,461	$ 3,922
Percentage of portfolio	11.30%	10.30%
Commercial Banking | Loans Receivable | Commercial and industrial | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 14,653	$ 14,739
Percentage of portfolio	37.30%	38.80%
Commercial Banking | Loans Receivable | Commercial and industrial | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 12,443	$ 11,590
Percentage of portfolio	31.60%	30.50%
Commercial Banking | Loans Receivable | Commercial and industrial | Internal Risk Rating Concentration Risk | Financial Asset Acquired with Credit Deterioration [Member]
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 335	$ 455
Percentage of portfolio	0.90%	1.20%
Commercial Banking | Loans Receivable | Commercial and industrial | Internal Risk Rating Concentration Risk | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 37,212	$ 35,161
Percentage of portfolio	94.50%	92.50%
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	$ 1,561	$ 2,170
Percentage of portfolio	4.00%	5.70%
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	$ 217	$ 239
Percentage of portfolio	0.60%	0.60%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Geographic Concentration Risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 221	$ 250
Percentage of portfolio	61.70%	62.40%
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	$ 13	$ 15
Percentage of portfolio	3.60%	3.80%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Geographic Concentration Risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 21	$ 22
Percentage of portfolio	5.90%	5.50%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Geographic Concentration Risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 103	$ 113
Percentage of portfolio	28.80%	28.30%
Commercial Banking | Loans Receivable | Small-ticket commercial real estate | Internal Risk Rating Concentration Risk | Financial Asset Acquired with Credit Deterioration [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	$ 351	$ 392
Percentage of portfolio	98.00%	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	$ 2	$ 1
Percentage of portfolio	0.60%	0.30%
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	$ 5	$ 7
Percentage of portfolio	1.40%	1.80%
Operating Segments | Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 68,747		$ 67,670

Loans - Impaired Loans, Excludi

Loans - Impaired Loans, Excluding Acquired Loans (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Impaired Financing Receivable:
With an Allowance	$ 1,775		$ 1,775		$ 2,052
Without an Allowance	140		140		393
Total Recorded Investment	1,915		1,915		2,445
Related Allowance	402		402		421
Net Recorded Investment	1,513		1,513		2,024
Unpaid Principal Balance	2,085		2,085		2,882
Interest Income Recognized	36	$ 40	111	$ 115
Average Recorded Investment	1,925	2,884	2,170	2,975
Credit Card Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	855		855		812
Without an Allowance	0		0		0
Total Recorded Investment	855		855		812
Related Allowance	285		285		292
Net Recorded Investment	570		570		520
Unpaid Principal Balance	837		837		792
Interest Income Recognized	18	19	56	55
Average Recorded Investment	845	761	835	743
Credit Card Portfolio Segment [Member] | Geographic Distribution, Domestic [Member]
Impaired Financing Receivable:
With an Allowance	665		665		639
Without an Allowance	0		0		0
Total Recorded Investment	665		665		639
Related Allowance	193		193		208
Net Recorded Investment	472		472		431
Unpaid Principal Balance	653		653		625
Interest Income Recognized	15	16	47	47
Average Recorded Investment	659	601	653	593
Credit Card Portfolio Segment [Member] | Geographic Distribution, Foreign [Member]
Impaired Financing Receivable:
With an Allowance	190		190		173
Without an Allowance	0		0		0
Total Recorded Investment	190		190		173
Related Allowance	92		92		84
Net Recorded Investment	98		98		89
Unpaid Principal Balance	184		184		167
Interest Income Recognized	3	3	9	8
Average Recorded Investment	186	160	182	150
Consumer Portfolio Segment [Member]
Impaired Financing Receivable:
With an Allowance	344		344		606
Without an Allowance	61		61		169
Total Recorded Investment	405		405		775
Related Allowance	32		32		53
Net Recorded Investment	373		373		722
Unpaid Principal Balance	530		530		1,094
Interest Income Recognized	11	15	37	44
Average Recorded Investment	425	833	585	873
Consumer Portfolio Segment [Member] | Auto
Impaired Financing Receivable:
With an Allowance	295		295		363
Without an Allowance	53		53		118
Total Recorded Investment	348		348		481
Related Allowance	24		24		30
Net Recorded Investment	324		324		451
Unpaid Principal Balance	468		468		730
Interest Income Recognized	11	13	35	39
Average Recorded Investment	366	485	411	498
Consumer Portfolio Segment [Member] | Home loan
Impaired Financing Receivable:
With an Allowance					192
Without an Allowance					41
Total Recorded Investment					233
Related Allowance					15
Net Recorded Investment					218
Unpaid Principal Balance					298
Interest Income Recognized	0	2	1	4
Average Recorded Investment	0	288	114	316
Consumer Portfolio Segment [Member] | Retail banking
Impaired Financing Receivable:
With an Allowance	49		49		51
Without an Allowance	8		8		10
Total Recorded Investment	57		57		61
Related Allowance	8		8		8
Net Recorded Investment	49		49		53
Unpaid Principal Balance	62		62		66
Interest Income Recognized	0	0	1	1
Average Recorded Investment	59	60	60	59
Commercial Banking
Impaired Financing Receivable:
With an Allowance	576		576		634
Without an Allowance	79		79		224
Total Recorded Investment	655		655		858
Related Allowance	85		85		76
Net Recorded Investment	570		570		782
Unpaid Principal Balance	718		718		996
Interest Income Recognized	7	6	18	16
Average Recorded Investment	655	1,290	750	1,359
Commercial Banking | Total commercial lending
Impaired Financing Receivable:
With an Allowance	570		570		627
Without an Allowance	79		79		224
Total Recorded Investment	649		649		851
Related Allowance	85		85		76
Net Recorded Investment	564		564		775
Unpaid Principal Balance	710		710		987
Interest Income Recognized	7	6	18	16
Average Recorded Investment	650	1,282	744	1,352
Commercial Banking | Commercial and multifamily real estate
Impaired Financing Receivable:
With an Allowance	85		85		138
Without an Allowance	1		1		2
Total Recorded Investment	86		86		140
Related Allowance	6		6		13
Net Recorded Investment	80		80		127
Unpaid Principal Balance	87		87		143
Interest Income Recognized	1	1	2	3
Average Recorded Investment	67	152	86	132
Commercial Banking | Commercial and industrial
Impaired Financing Receivable:
With an Allowance	485		485		489
Without an Allowance	78		78		222
Total Recorded Investment	563		563		711
Related Allowance	79		79		63
Net Recorded Investment	484		484		648
Unpaid Principal Balance	623		623		844
Interest Income Recognized	6	5	16	13
Average Recorded Investment	583	1,130	658	1,220
Commercial Banking | Small-ticket commercial real estate
Impaired Financing Receivable:
With an Allowance	6		6		7
Without an Allowance	0		0		0
Total Recorded Investment	6		6		7
Related Allowance	0		0		0
Net Recorded Investment	6		6		7
Unpaid Principal Balance	8		8		$ 9
Interest Income Recognized	0	0	0	0
Average Recorded Investment	$ 5	$ 8	$ 6	$ 7

Loans - TDR Disclosures in Prog

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 271	$ 468	$ 809	$ 1,199
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	151	148	453	415
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	47	114	165	270
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Total Loans Modified	47	104	153	240
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Total Loans Modified		3	6	17
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	0	7	6	13
Commercial Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	73	206	191	514
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Total Loans Modified	72	205	188	512
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	22	3	41	29
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Total Loans Modified	50	202	147	483
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 1	$ 1	$ 3	$ 2
Reduced Interest Rate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	65.00%	50.00%	67.00%	51.00%
Average Rate Reduction	17.26%	11.91%	16.79%	13.04%
Reduced Interest Rate | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	19.35%	17.85%	19.25%	17.90%
Reduced Interest Rate | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	52.00%	33.00%	53.00%	44.00%
Average Rate Reduction	3.93%	3.88%	3.94%	3.77%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	51.00%	35.00%	55.00%	44.00%
Average Rate Reduction	3.88%	3.78%	3.91%	3.83%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity		19.00%	28.00%	49.00%
Average Rate Reduction		1.35%	1.78%	2.44%
Reduced Interest Rate | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	13.00%	14.00%	21.00%
Average Rate Reduction	10.45%	9.30%	11.09%	5.56%
Reduced Interest Rate | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	24.00%	0.00%	15.00%
Average Rate Reduction	0.00%	0.24%	1.19%	0.79%
Reduced Interest Rate | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	24.00%	0.00%	15.00%
Average Rate Reduction	0.00%	0.24%	1.19%	0.79%
Reduced Interest Rate | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	7.00%
Average Rate Reduction	0.00%	0.00%	0.00%	0.02%
Reduced Interest Rate | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	24.00%	0.00%	15.00%
Average Rate Reduction	0.00%	0.24%	1.19%	0.81%
Reduced Interest Rate | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Rate Reduction	0.00%	0.00%	0.00%	0.00%
Term Extension
Financing Receivable, Modifications [Line Items]
% of TDR Activity	22.00%	66.00%	30.00%	45.00%
Average Term Extension (Months)	8 months	15 months	14 months	18 months
Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months	0 months
Term Extension | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	85.00%	97.00%	86.00%	94.00%
Average Term Extension (Months)	9 months	9 months	15 months	18 months
Term Extension | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	85.00%	99.00%	87.00%	96.00%
Average Term Extension (Months)	9 months	5 months	8 months	6 months
Term Extension | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity		53.00%	83.00%	79.00%
Average Term Extension (Months)		292 months	214 months	234 months
Term Extension | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	5.00%	82.00%	48.00%	73.00%
Average Term Extension (Months)	12 months	10 months	6 months	10 months
Term Extension | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	28.00%	96.00%	53.00%	57.00%
Average Term Extension (Months)	5 months	18 months	11 months	18 months
Term Extension | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	28.00%	96.00%	54.00%	57.00%
Average Term Extension (Months)	5 months	18 months	11 months	18 months
Term Extension | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	61.00%	100.00%	79.00%	26.00%
Average Term Extension (Months)	3 months	6 months	5 months	5 months
Term Extension | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	13.00%	96.00%	47.00%	59.00%
Average Term Extension (Months)	8 months	18 months	14 months	18 months
Term Extension | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	12.00%	0.00%	5.00%
Average Term Extension (Months)	0 months	0 months	0 months	0 months
Balance Reduction
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 1	$ 7
Balance Reduction | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	1.00%	0.00%	1.00%	3.00%
Gross Balance Reduction	$ 0	$ 0	$ 1	$ 7
Balance Reduction | Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	1.00%	0.00%	1.00%	3.00%
Gross Balance Reduction	$ 0	$ 0	$ 1	$ 7
Balance Reduction | Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%	0.00%	2.00%
Gross Balance Reduction		$ 0	$ 0	$ 0
Balance Reduction | Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Balance Reduction | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 105	$ 107	$ 314	$ 291
Geographic Distribution, Domestic [Member] | Reduced Interest Rate | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	16.01%	14.51%	15.88%	14.25%
Geographic Distribution, Domestic [Member] | Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months	0 months
Geographic Distribution, Domestic [Member] | Balance Reduction | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 46	$ 41	$ 139	$ 124
Geographic Distribution, Foreign [Member] | Reduced Interest Rate | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	26.95%	26.71%	26.87%	26.46%
Geographic Distribution, Foreign [Member] | Term Extension | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months	0 months
Geographic Distribution, Foreign [Member] | Balance Reduction | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Gross Balance Reduction	$ 0	$ 0	$ 0	$ 0

Loans - TDR - Subsequent Defaul

Loans - TDR - Subsequent Defaults of Completed TDR Modifications (Detail) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018USD ($)Contract	Sep. 30, 2017USD ($)Contract	Sep. 30, 2018USD ($)Contract	Sep. 30, 2017USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	31,012	28,986	94,475	84,987
Total Loans | $	$ 113	$ 182	$ 318	$ 449
Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	29,087	26,543	88,925	77,756
Total Loans | $	$ 54	$ 52	$ 171	$ 146
Consumer Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	1,919	2,302	5,531	7,053
Total Loans | $	$ 22	$ 27	$ 65	$ 91
Consumer Portfolio Segment [Member] | Auto
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	1,907	2,288	5,507	7,000
Total Loans | $	$ 20	$ 26	$ 62	$ 81
Consumer Portfolio Segment [Member] | Home loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	5	3	24
Total Loans | $	$ 0	$ 0	$ 1	$ 6
Consumer Portfolio Segment [Member] | Retail banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	12	9	21	29
Total Loans | $	$ 2	$ 1	$ 2	$ 4
Commercial Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	6	141	19	178
Total Loans | $	$ 37	$ 103	$ 82	$ 212
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	6	141	19	176
Total Loans | $	$ 37	$ 103	$ 82	$ 211
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	1	0	1	0
Total Loans | $	$ 3	$ 0	$ 3	$ 0
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	5	141	18	176
Total Loans | $	$ 34	$ 103	$ 79	$ 211
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	0	0	2
Total Loans | $	$ 0	$ 0	$ 0	$ 1
Geographic Distribution, Domestic [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	13,983	13,528	44,528	39,555
Total Loans | $	$ 29	$ 28	$ 93	$ 79
Geographic Distribution, Foreign [Member] | Credit Card Portfolio Segment [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	15,104	13,015	44,397	38,201
Total Loans | $	$ 25	$ 24	$ 78	$ 67

Allowance for Loan and Lease _3

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period			$ 7,502
Balance at end of the period	$ 7,219		7,219
Total Allowance
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	7,368	$ 7,170	7,502	$ 6,503
Charge-offs	(2,044)	(2,110)	(6,429)	(6,203)
Recoveries	619	504	1,927	1,469
Net charge-offs	(1,425)	(1,606)	(4,502)	(4,734)
Provision (benefit) for loan and lease losses	1,275	1,844	4,232	5,633
Allowance build (release) for loan and lease losses	(150)	238	(270)	899
Other changes	1	10	(13)	16
Balance at end of the period	7,219	7,418	7,219	7,418
Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	117	139	124	136
Provision (benefit) for loan and lease losses	(7)	(11)	(14)	(8)
Balance at end of the period	110	128	110	128
Combined Allowance And Unfunded Reserve [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	7,329	7,546	7,329	7,546
Credit Card Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	5,624	5,210	5,648	4,606
Charge-offs	(1,528)	(1,471)	(5,032)	(4,644)
Recoveries	391	316	1,258	962
Net charge-offs	(1,137)	(1,155)	(3,774)	(3,682)
Provision (benefit) for loan and lease losses	1,031	1,466	3,658	4,580
Allowance build (release) for loan and lease losses	(106)	311	(116)	898
Other changes	2	13	(12)	30
Balance at end of the period	5,520	5,534	5,520	5,534
Credit Card Portfolio Segment [Member] | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	0	0	0	0
Provision (benefit) for loan and lease losses	0	0	0	0
Balance at end of the period	0	0	0	0
Credit Card Portfolio Segment [Member] | Combined Allowance And Unfunded Reserve [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	5,520	5,534	5,520	5,534
Consumer Portfolio Segment [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	1,120	1,199	1,242	1,102
Charge-offs	(469)	(435)	(1,314)	(1,189)
Recoveries	207	159	631	463
Net charge-offs	(262)	(276)	(683)	(726)
Provision (benefit) for loan and lease losses	185	292	538	839
Allowance build (release) for loan and lease losses	(77)	16	(145)	113
Other changes	0	(2)	(54)	(2)
Balance at end of the period	1,043	1,213	1,043	1,213
Consumer Portfolio Segment [Member] | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	5	7	7	7
Provision (benefit) for loan and lease losses	(1)	1	(3)	1
Balance at end of the period	4	8	4	8
Consumer Portfolio Segment [Member] | Combined Allowance And Unfunded Reserve [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	1,047	1,221	1,047	1,221
Commercial Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	624	758	611	793
Charge-offs	(48)	(168)	(76)	(334)
Recoveries	21	5	37	12
Net charge-offs	(27)	(163)	(39)	(322)
Provision (benefit) for loan and lease losses	60	75	85	210
Allowance build (release) for loan and lease losses	33	(88)	46	(112)
Other changes	(1)	(1)	(1)	(12)
Balance at end of the period	656	669	656	669
Commercial Banking | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	112	132	117	129
Provision (benefit) for loan and lease losses	(6)	(12)	(11)	(9)
Balance at end of the period	106	120	106	120
Commercial Banking | Combined Allowance And Unfunded Reserve [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	762	789	762	789
Other
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	0	3	1	2
Charge-offs	1	(36)	(7)	(36)
Recoveries	0	24	1	32
Net charge-offs	1	(12)	(6)	(4)
Provision (benefit) for loan and lease losses	(1)	11	(49)	4
Allowance build (release) for loan and lease losses	0	(1)	(55)	0
Other changes	0	0	54	0
Balance at end of the period	0	2	0	2
Other | Unfunded Lending Commitments Reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	0	0	0	0
Provision (benefit) for loan and lease losses	0	0	0	0
Balance at end of the period	0	0	0	0
Other | Combined Allowance And Unfunded Reserve [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	$ 0	$ 2	0	$ 2
Home Loans Receivable | Other
Allowance for Loan and Lease Losses [Roll Forward]
Provision (benefit) for loan and lease losses			$ 46

Allowance for Loan and Lease _4

Allowance for Loan and Lease Losses - Components of Allowance for Loan and Lease Losses by Impairment Methodology (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Jun. 30, 2018	Dec. 31, 2017	Sep. 30, 2017	Jun. 30, 2017	Dec. 31, 2016
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 6,817		$ 7,044
Asset-specific	402		421
Total allowance for loan and lease losses	7,219		7,502
Loans held for investment by impairment methodology:
Collectively evaluated	236,500		241,323
Asset-specific	1,898		2,375
Loans held for investment	$ 238,761		$ 254,473	$ 252,422
Allowance as a percentage of period-end loans held for investment	3.02%		2.95%
Credit Card Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 5,235		$ 5,356
Asset-specific	285		292
Total allowance for loan and lease losses	5,520	$ 5,624	5,648	5,534	$ 5,210	$ 4,606
Loans held for investment by impairment methodology:
Collectively evaluated	109,830		113,948
Asset-specific	855		812
Loans held for investment	$ 110,685		$ 114,762
Allowance as a percentage of period-end loans held for investment	4.99%		4.92%
Consumer Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 1,011		$ 1,158
Asset-specific	32		53
Total allowance for loan and lease losses	1,043	1,120	1,242	1,213	1,199	1,102
Loans held for investment by impairment methodology:
Collectively evaluated	58,936		64,080
Asset-specific	388		705
Loans held for investment	$ 59,329		$ 75,078
Allowance as a percentage of period-end loans held for investment	1.76%		1.65%
Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 571		$ 529
Asset-specific	85		76
Total allowance for loan and lease losses	656	624	611	669	758	793
Loans held for investment by impairment methodology:
Collectively evaluated	67,734		63,237
Asset-specific	655		858
Loans held for investment	$ 68,747		$ 64,575
Allowance as a percentage of period-end loans held for investment	0.95%		0.95%
Other
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated			$ 1
Asset-specific			0
Total allowance for loan and lease losses	$ 0	$ 0	1	$ 2	$ 3	$ 2
Loans held for investment by impairment methodology:
Collectively evaluated			58
Asset-specific			0
Loans held for investment	0		$ 58
Allowance as a percentage of period-end loans held for investment			1.72%
Financial Asset Acquired with Credit Deterioration [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses			$ 37
Loans held for investment by impairment methodology:
Loans held for investment	363		10,775
Financial Asset Acquired with Credit Deterioration [Member] | Credit Card Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses			0
Loans held for investment by impairment methodology:
Loans held for investment	0		2
Financial Asset Acquired with Credit Deterioration [Member] | Consumer Portfolio Segment [Member]
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses			31
Loans held for investment by impairment methodology:
Loans held for investment	5		10,293
Financial Asset Acquired with Credit Deterioration [Member] | Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses			6
Loans held for investment by impairment methodology:
Loans held for investment	358		480
Financial Asset Acquired with Credit Deterioration [Member] | Other
Allowance for loan and lease losses by impairment methodology:
Financing Receivable, Allowance for Credit Losses			0
Loans held for investment by impairment methodology:
Loans held for investment	$ 0		$ 0

Allowance for Loan and Lease _5

Allowance for Loan and Lease Losses Allowance for Loan and Lease Losses - Loss Sharing Arrangements (Details) - Loss Sharing Agreement [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Expected reimbursement from loss sharing partners	$ 376	$ 332	$ 376	$ 332	$ 392	$ 380	$ 263	$ 228
Amounts charged to partners and impacting net charge-offs	(97)	(66)	(286)	(198)
Amounts estimated to be charged to partners which reduced provision for credit losses	$ 81	$ 135	$ 282	$ 302

Variable Interest Entities an_3

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	$ 35,751	$ 36,700
Carrying Amount of Liabilities, Consolidated	19,472	20,790
Carrying Amount of Assets, Unconsolidated	4,611	4,948
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,361	1,674
Maximum exposure to loss	4,975	5,550
Affordable housing entities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	233	226
Carrying Amount of Liabilities, Consolidated	11	10
Carrying Amount of Assets, Unconsolidated	4,071	4,175
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,260	1,284
Variable Interest Entities, nonconsolidated, Carrying amount of Assets included in certain investment structures	2,200	2,200
Variable Interest Entities, nonconsolidated, Carrying amount of liabilities included in certain investment structures	879	901
Maximum exposure to loss	4,071	4,175
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	1,763	1,498
Carrying Amount of Liabilities, Consolidated	122	129
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	303	318
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	0	0
Maximum exposure to loss	303	318
Total Other VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	1,996	1,724
Carrying Amount of Liabilities, Consolidated	133	139
Carrying Amount of Assets, Unconsolidated	4,374	4,493
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,260	1,284
Maximum exposure to loss	4,374	4,493
Credit card loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	33,755	34,976
Carrying Amount of Liabilities, Consolidated	19,339	20,651
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	237	455
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	101	390
Maximum exposure to loss	601	1,057
Total securitization-related VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	33,755	34,976
Carrying Amount of Liabilities, Consolidated	19,339	20,651
Carrying Amount of Assets, Unconsolidated	237	455
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	101	390
Maximum exposure to loss	$ 601	$ 1,057

Variable Interest Entities an_4

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Variable Interest Entity, Primary Beneficiary
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, non-mortgage	$ 18,649	$ 20,010
Receivables in the trust, non-mortgage	33,965	35,667
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	1,037	1,224
Receivables in the trust, mortgage	1,072	1,266
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	33	42
Receivables in the trust, mortgage	26	35
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	303	508
Receivables in the trust, mortgage	305	511
Cash balance of spread or reserve accounts, mortgage	$ 109	$ 116

Variable Interest Entities an_5

Variable Interest Entities and Securitizations - Additional Information (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Variable Interest Entity [Line Items]
Funded HELOCs advances	$ 30		$ 30
Unfunded commitment on residual interests on trusts	3		4
Loans Receivable Held-for-sale, Net, Not Part of Disposal Group	1,402		971
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,361		1,674
Amortization Method Qualified Affordable Housing Project Investments, Amortization	365	$ 347
Affordable Housing Tax Credits And Other Tax Benefits, Amount	468	$ 388
Amortization Method Qualified Affordable Housing Project Investments	4,000		3,900
Qualified Affordable Housing Project Investments, Commitment	1,400		1,400
Variable Interest Entity, Consolidated, Carrying Amount, Assets	35,751		36,700
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets	4,611		4,948
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	4,975		5,550
Affordable housing entities
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	1,260		1,284
Total assets of the unconsolidated VIE investment funds	11,000		11,500
Variable Interest Entity, Consolidated, Carrying Amount, Assets	233		226
Variable Interest Entity, Nonconsolidated, Carrying Amount, Assets	4,071		4,175
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	4,071		4,175
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	1,763		1,498
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	303		318
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	303		318
GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Variable Interest Entity, Nonconsolidated, Carrying Amount, Liabilities	5		10
GPMH [Member]
Variable Interest Entity [Line Items]
Loans Receivable Held-for-sale, Net, Not Part of Disposal Group	75		283
Variable Interest Entity, Not Primary Beneficiary | Option- ARM
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Liabilities Incurred	1,037		1,224
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding	1,072		1,266
Variable Interest Entity, Not Primary Beneficiary | GreenPoint HELOCs
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Liabilities Incurred	33		42
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding	26		35
Variable Interest Entity, Not Primary Beneficiary | GreenPoint Manufactured Housing
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding			511
Letters of credit funded	75		75
Variable Interest Entity, Not Primary Beneficiary | GPMH [Member]
Variable Interest Entity [Line Items]
Continuing Involvement with Derecognized Transferred Financial Assets, Liabilities Incurred	303		508
Continuing Involvement with Derecognized Transferred Financial Assets, Amount Outstanding	$ 305		$ 511

Goodwill and Intangible Asset_2

Goodwill and Intangible Assets - Components (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Schedule of Intangible Assets by Major Class [Line Items]
Goodwill, Gross	$ 14,513	$ 14,533
Goodwill	14,513	14,533
Intangible Assets, Gross (Excluding Goodwill)	3,515	3,554
Accumulated Amortization	(3,226)	(3,133)
Intangible Assets, Net (Excluding Goodwill)	289	421
Intangible Assets Gross Including Goodwill	18,028	18,087
Total goodwill and other intangible assets, Net Carrying Value	14,802	14,954
Commercial MSRs, Gross	431	355
Commercial MSR, Accumulated Amortization	(166)	(126)
Consumer MSRs		92
Total MSRs, Gross		447
Servicing Asset at Amortized Cost	265	229
Total MSRs, Net		321
PCCR intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	2,086	2,105
Accumulated Amortization	(1,920)	(1,844)
Intangible Assets, Net (Excluding Goodwill)	166	261
Core deposit intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	1,149	1,149
Accumulated Amortization	(1,145)	(1,133)
Intangible Assets, Net (Excluding Goodwill)	4	16
Other Intangible Assets
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	280	300
Accumulated Amortization	(161)	(156)
Intangible Assets, Net (Excluding Goodwill)	$ 119	$ 144

Goodwill and Intangible Asset_3

Goodwill and Intangible Assets - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Amortization of intangibles	$ 44	$ 61	$ 131	$ 184

Goodwill and Intangible Asset_4

Goodwill and Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) $ in Millions	9 Months Ended
	Sep. 30, 2018USD ($)
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 14,533
Goodwill, Written off Related to Sale of Business Unit	(17)
Other adjustments	(3)
Goodwill, Ending Balance	14,513
Credit Card
Goodwill [Roll Forward]
Goodwill, Beginning Balance	5,032
Goodwill, Written off Related to Sale of Business Unit	0
Other adjustments	(3)
Goodwill, Ending Balance	5,029
Consumer Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,600
Goodwill, Written off Related to Sale of Business Unit	0
Other adjustments	0
Goodwill, Ending Balance	4,600
Commercial Banking
Goodwill [Roll Forward]
Goodwill, Beginning Balance	4,901
Goodwill, Written off Related to Sale of Business Unit	(17)
Other adjustments	0
Goodwill, Ending Balance	$ 4,884

Deposits and Borrowings - Depos

Deposits and Borrowings - Deposits and Short-term Borrowings (Details) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017	Sep. 30, 2017
Deposits:
Non-interest-bearing deposits	$ 24,839	$ 26,404
Interest-bearing deposits	222,356	217,298
Total deposits	247,195	243,702	$ 239,062
Short-term Debt [Line Items]
Time Deposits, at or Above FDIC Insurance Limit	3,400	1,300
Short-term borrowings	1,634	576
Deposit Held For Sale	1,500
Federal funds purchased and securities loaned or sold under agreements to repurchase
Short-term Debt [Line Items]
Short-term borrowings	384	576
FHLB advances
Short-term Debt [Line Items]
Short-term borrowings	$ 1,250	$ 0

Deposits and Borrowings - Long-

Deposits and Borrowings - Long-Term Debt (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Debt Instrument [Line Items]
Time Deposits, at or Above FDIC Insurance Limit	$ 3,400	$ 1,300
Long-term Debt and Capital Lease Obligations	50,571	59,705
Debt and Capital Lease Obligations	52,205	60,281
Deposit Held For Sale	$ 1,500
Securitized debt obligations
Debt Instrument [Line Items]
Weighted average interest rate	2.19%
Long-term debt	$ 18,649	20,010
Total senior and subordinated notes
Debt Instrument [Line Items]
Long-term debt	$ 31,291	30,755
Senior notes | Total unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	3.02%
Long-term debt	$ 26,878	26,222
Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	3.01%
Long-term debt	$ 23,531	22,776
Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	3.11%
Long-term debt	$ 3,347	3,446
Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Weighted average interest rate	4.09%
Long-term debt	$ 4,413	4,533
FHLB advances
Debt Instrument [Line Items]
Weighted average interest rate	2.16%
Long-term debt	$ 501	8,609
Capital Lease Obligation and GPMH
Debt Instrument [Line Items]
Weighted average interest rate	6.77%
Long-term debt	$ 130	331
FHLB Advance Capital Lease Obligation and GPMH
Debt Instrument [Line Items]
Long-term debt	$ 631	$ 8,940
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	1.85%
Minimum [Member] | Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	2.74%
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	2.15%
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	3.01%
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	3.49%
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	17.50%

Derivative Instruments and He_3

Derivative Instruments and Hedging Activities - Additional Information (Details) $ in Millions	9 Months Ended
	Sep. 30, 2018USD ($)
Derivatives, Fair Value [Line Items]
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	$ 200
Maximum length of time over which forecasted transactions were hedged, years	5 years

Derivative Instruments and He_4

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	$ 212,519	$ 196,612
Derivative Assets, Gross Amount	1,441	1,040
Derivative Liabilities, Gross Amount	1,669	1,268
Derivative Asset, Netting Adjustment	(436)	(275)
Derivative Liability, Netting Adjustment	(990)	(662)
Derivative Assets	1,005	765
Derivative Liability	679	606
Cumulative counterparty credit risk valuation adjustment	5	2
Cumulative credit risk valuation adjustment related to our credit quality (less than $1 million	1	1
Decrease/(Increase) In Derivative Assets Due To LCH Rulebook Change	640
Decrease in derivative liabilities due to LCH Rulebook change	724
Derivatives designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	144,624	143,026
Derivative Assets, Gross Amount	213	152
Derivative Liabilities, Gross Amount	168	528
Derivatives designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	136,265	133,904
Derivative Assets, Gross Amount	59	132
Derivative Liabilities, Gross Amount	124	289
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	59,615	56,604
Derivative Assets, Gross Amount	48	102
Derivative Liabilities, Gross Amount	16	164
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	76,650	77,300
Derivative Assets, Gross Amount	11	30
Derivative Liabilities, Gross Amount	108	125
Derivatives designated as accounting hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	8,359	9,122
Derivative Assets, Gross Amount	154	20
Derivative Liabilities, Gross Amount	44	239
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	5,800	6,086
Derivative Assets, Gross Amount	50	19
Derivative Liabilities, Gross Amount	41	75
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	2,559	3,036
Derivative Assets, Gross Amount	104	1
Derivative Liabilities, Gross Amount	3	164
Derivatives not designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	67,895	53,586
Derivative Assets, Gross Amount	1,228	888
Derivative Liabilities, Gross Amount	1,501	740
Derivatives not designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	59,899	48,520
Derivative Assets, Gross Amount	1,193	848
Derivative Liabilities, Gross Amount	1,480	727
Derivatives not designated as accounting hedges | Interest rate contracts | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	48,205	39,429
Derivative Assets, Gross Amount	131	316
Derivative Liabilities, Gross Amount	437	221
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	6,744	3,857
Derivative Assets, Gross Amount	35	40
Derivative Liabilities, Gross Amount	10	8
Derivatives not designated as accounting hedges | Commodity Contract [Member] | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	10,129	8,111
Derivative Assets, Gross Amount	1,048	518
Derivative Liabilities, Gross Amount	1,031	496
Derivatives not designated as accounting hedges | Other Contract [Member]
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,252	1,209
Derivative Assets, Gross Amount	0	0
Derivative Liabilities, Gross Amount	11	5
Derivatives not designated as accounting hedges | Foreign exchange contracts | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or Contractual Amount	1,565	980
Derivative Assets, Gross Amount	14	14
Derivative Liabilities, Gross Amount	$ 12	$ 10

Derivative Instruments and He_5

Derivative Instruments and Hedging Activities - Hedged Items in Fair Value Hedging Relationship (Details) $ in Millions	Sep. 30, 2018USD ($)
hedged items in fair value hedging relationship [Line Items]
Amortized cost of closed prepayment assets	$ 10,100
Amortized cost of closed prepayable assets designated in fair value hedges	4,400
Hedged LOLA assets Cumulative Basis Adjustment	(59)
Available-for-sale Securities [Member]
hedged items in fair value hedging relationship [Line Items]
Carry amount of assets	15,653
Hedged Asset, Fair Value Hedge, Cumulative Increase (Decrease)	(246)
Hedged Asset, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	(2)
Interest-bearing Deposits [Member]
hedged items in fair value hedging relationship [Line Items]
Carry amount of liabilities	(13,436)
Hedged Liability, Fair Value Hedge, Cumulative Increase (Decrease)	398
Hedged Liability, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	0
Securitized Debt Obligations [Member]
hedged items in fair value hedging relationship [Line Items]
Carry amount of liabilities	(7,130)
Hedged Liability, Fair Value Hedge, Cumulative Increase (Decrease)	248
Hedged Liability, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	109
Senior And Subordinated Notes [Member]
hedged items in fair value hedging relationship [Line Items]
Carry amount of liabilities	(27,170)
Hedged Liability, Fair Value Hedge, Cumulative Increase (Decrease)	802
Hedged Liability, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	$ 393

Derivative Instruments and He_6

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative, Collateral, Obligation to Return Cash	$ 242	$ 91
Derivative assets
Derivative Assets, Gross Amount	1,441	1,040
Derivative Asset, Offsetting Financial Instruments	(230)	(202)
Derivative Assets, Offsetting Cash Collateral	(206)	(73)
Derivative Assets	1,005	765
Derivative Asset, Securities Not Netted	0	0
Net Exposure	1,005	765
Derivative, Collateral, Obligation to Return Securities	1	1
Derivative, Collateral, Right to Reclaim Cash	1,300	$ 966
Decrease in derivative assets due to LCH Rulebook change	(640)
Decrease in derivative liabilities due to LCH Rulebook change	724
Securities Sold under Agreements to Repurchase, Fair Value of Collateral	$ 392

Derivative Instruments and He_7

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Derivative liabilities(1)(2)
Derivative Liabilities, Gross Amount	$ 1,669	$ 1,268
Derivative Liability, Offsetting Financial Instruments	(230)	(202)
Derivative Liability, Offsetting Cash Collateral	(760)	(460)
Derivative Liability	679	606
Derivative Liability, Securities Collateral Not Netted	0	0
Net Exposure	679	606
Repurchase agreements(3)
Gross Amounts	384	576
Securities Sold under Agreements to Repurchase, Asset	0	0
Repurchase Agreement, Collateral, Right To Reclaim Cash, Offset	0	0
Net Amounts as Recognized	384	576
Offsetting Amounts Not Netted, Collateral Pledged	(384)	(576)
Net Exposure	0	0
Securities Sold under Agreements to Repurchase, Fair Value of Collateral	392
Derivative, Collateral, Obligation to Return Cash	242	91
Derivative, Collateral, Obligation to Return Securities	1	1
Derivative, Collateral, Right to Reclaim Cash	1,300	$ 966
Decrease/(Increase) In Derivative Assets Due To LCH Rulebook Change	640
Decrease in derivative liabilities due to LCH Rulebook change	$ 724

Derivative Instruments and He_8

Derivative Instruments and Hedging Activities Gains (losses) recognized in Consolidated Statement of Income on fair Value and Cash flow hedging relationship (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Effects of fair value and cash flow hedges [Line Items]
Maximum length of time over which forecasted transactions were hedged, years			5 years
Amortization of basis adjustment	$ 19		$ 25
Interest and Dividend Income, Securities, Operating	593	$ 431	1,584	$ 1,280
Interest and Fee Income, Loans and Leases	6,247	5,960	18,370	17,255
Other Interest and Dividend Income	55	29	174	83
Interest Expense, Deposits	(681)	(410)	(1,842)	(1,145)
Interest Expense, Secured Debt	(127)	(85)	(358)	(236)
Interest Expense, Unsecured Debt	(288)	(194)	(828)	(522)
Noninterest Income, Other	248	141	884	402
Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	14	36	41	76
Interest rate contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	5	11	31	27
Fair Value Hedging [Member] | Interest income - Investment securities [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(7)		(21)
Fair Value Hedging [Member] | Interest income - Loans [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0		0
Fair Value Hedging [Member] | Interest expense - Deposits [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(23)		(56)
Fair Value Hedging [Member] | Interest expense - Securitized Debt Obligation [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(20)		(48)
Fair Value Hedging [Member] | Interest expense - Senior and Subordinated Debt [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(20)		(43)
Fair Value Hedging [Member] | Non Interest Income Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0		0
Fair Value Hedging [Member] | Interest rate contracts | Interest income - Investment securities [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain or loss on fair value hedges recognized in net interest income	(5)		(22)
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	77		260
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	(79)		(259)
Fair Value Hedging [Member] | Interest rate contracts | Interest income - Loans [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain or loss on fair value hedges recognized in net interest income	0		0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	0		0
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	0		0
Fair Value Hedging [Member] | Interest rate contracts | Interest income - Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain or loss on fair value hedges recognized in net interest income	0		0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	0		0
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	0		0
Fair Value Hedging [Member] | Interest rate contracts | Interest expense - Deposits [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain or loss on fair value hedges recognized in net interest income	(25)		(48)
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	(14)		(211)
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	16		203
Fair Value Hedging [Member] | Interest rate contracts | Interest expense - Securitized Debt Obligation [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain or loss on fair value hedges recognized in net interest income	(21)		(44)
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	(4)		(122)
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	5		118
Fair Value Hedging [Member] | Interest rate contracts | Interest expense - Senior and Subordinated Debt [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain or loss on fair value hedges recognized in net interest income	(8)		6
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	(148)		(659)
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	136		610
Fair Value Hedging [Member] | Interest rate contracts | Non Interest Income Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain or loss on fair value hedges recognized in net interest income	0		0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	0		0
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	0		0
Interest income - Other [Member] | Interest income - Loans [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0		0
Cash Flow Hedging [Member] | Interest income - Investment securities [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) On Cash Flow Hedges Recognized In Earnings	(5)		(9)
Cash Flow Hedging [Member] | Interest income - Loans [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) On Cash Flow Hedges Recognized In Earnings	(31)		(40)
Cash Flow Hedging [Member] | Interest income - Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) On Cash Flow Hedges Recognized In Earnings	14		33
Cash Flow Hedging [Member] | Interest expense - Deposits [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) On Cash Flow Hedges Recognized In Earnings	0		0
Cash Flow Hedging [Member] | Interest expense - Securitized Debt Obligation [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) On Cash Flow Hedges Recognized In Earnings	0		0
Cash Flow Hedging [Member] | Interest expense - Senior and Subordinated Debt [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) On Cash Flow Hedges Recognized In Earnings	0		0
Cash Flow Hedging [Member] | Non Interest Income Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Gain (Loss) On Cash Flow Hedges Recognized In Earnings	0		(1)
Cash Flow Hedging [Member] | Interest rate contracts | Interest income - Investment securities [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	(5)		(9)
Cash Flow Hedging [Member] | Interest rate contracts | Interest income - Loans [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	(31)		(40)
Cash Flow Hedging [Member] | Interest rate contracts | Interest income - Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		0
Cash Flow Hedging [Member] | Interest rate contracts | Interest expense - Deposits [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		0
Cash Flow Hedging [Member] | Interest rate contracts | Interest expense - Securitized Debt Obligation [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		0
Cash Flow Hedging [Member] | Interest rate contracts | Interest expense - Senior and Subordinated Debt [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		0
Cash Flow Hedging [Member] | Interest rate contracts | Non Interest Income Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		0
Cash Flow Hedging [Member] | Foreign exchange contracts | Interest income - Investment securities [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		0
Cash Flow Hedging [Member] | Foreign exchange contracts | Interest income - Loans [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		0
Cash Flow Hedging [Member] | Foreign exchange contracts | Interest income - Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	14		33
Cash Flow Hedging [Member] | Foreign exchange contracts | Non Interest Income Other [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax	0		(1)
Designated as Hedging Instrument [Member]
Effects of fair value and cash flow hedges [Line Items]
Net Derivative Gain (losses) Recognized in Earnings		20		92
Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] | Interest rate contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments		(23)		70
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge		19		(74)
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net		(4)		(4)
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax		20		89
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Interest rate contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		0		3
Customer Accommodation Interest Rate Contracts [Member] | Interest rate contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	4	5	18	14
Customer Accommodation Interest Rate Contracts [Member] | Foreign exchange contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	1	1	5	3
Customer Accommodation Interest Rate Contracts [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Interest rate contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, Net of Tax		15		76
Other Interest Rate Exposures Interest Rate Contracts [Member] | Interest rate contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	$ 11	25	$ 32	49
Other Interest Rate Exposures Interest Rate Contracts [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Foreign exchange contracts | Other Non-Interest Income [Member]
Effects of fair value and cash flow hedges [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		$ 5		$ 13

Derivative Instruments and He_9

Derivative Instruments and Hedging Activities Freestanding Derivative (Details) - Other Non-Interest Income [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	$ 14	$ 36	$ 41	$ 76
Other Contract [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	(2)	0	(22)	0
Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	5	11	31	27
Customer Accommodation Interest Rate Contracts [Member] | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	4	5	18	14
Customer Accommodation Interest Rate Contracts [Member] | Commodity Contract [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0	5	8	10
Customer Accommodation Interest Rate Contracts [Member] | Foreign exchange contracts
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	1	1	5	3
Other Interest Rate Exposures Interest Rate Contracts [Member] | Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	$ 11	$ 25	$ 32	$ 49

Stockholders' Equity - Schedule

Stockholders' Equity - Schedule of Preferred Stock (Details) $ / shares in Units, $ in Millions	9 Months Ended
	Sep. 30, 2018USD ($)$ / sharesshares	Dec. 31, 2017USD ($)
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	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Mar. 31, 2018	Dec. 31, 2017
Accumulated Other Comprehensive Income (Loss) [Line Items]
Securities held to maturity	$ 34,631		$ 34,631			$ 28,984
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(1,793)	$ (683)	(926)	$ (949)
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification			0
Other comprehensive income (loss) before reclassifications	(259)	98	(1,020)	388
Net realized (gains) losses reclassified from AOCI into earnings	175	(37)	188	(61)
Other comprehensive income (loss), net of tax	(84)	61	(750)	327
AOCI ending balance	(1,877)	(622)	(1,877)	(622)
Accumulated Net Unrealized Investment Gain (Loss) | Available-for-sale Securities
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(630)	181	17	(4)
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification			3
Other comprehensive income (loss) before reclassifications	(172)	52	(491)	235
Net realized (gains) losses reclassified from AOCI into earnings	149	(42)	143	(40)
Other comprehensive income (loss), net of tax	(23)	10	(673)	195
AOCI ending balance	(653)	191	(653)	191
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(204)	(575)	(524)	(621)
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification			(113)
Other comprehensive income (loss) before reclassifications	0	0	0	0
Net realized (gains) losses reclassified from AOCI into earnings	8	26	34	72
Other comprehensive income (loss), net of tax	8	26	441	72
AOCI ending balance	(196)	(549)	(196)	(549)
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(775)	(99)	(281)	(78)
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification			(63)
Other comprehensive income (loss) before reclassifications	(99)	3	(525)	51
Other Comprehensive Income (Loss), Transfers from Held-to-maturity to Available-for-Sale Securities, before Tax			0
Net realized (gains) losses reclassified from AOCI into earnings	18	(20)	13	(89)
Other comprehensive income (loss), net of tax	(81)	(17)	(512)	(38)
AOCI ending balance	(856)	(116)	(856)	(116)
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(155)	(174)	(138)	(222)
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification			0
Other comprehensive income (loss) before reclassifications	13	38	(4)	86
Other Comprehensive Income (Loss), Transfers from Held-to-maturity to Available-for-Sale Securities, before Tax			0
Net realized (gains) losses reclassified from AOCI into earnings	0	0	0	0
Other comprehensive income (loss), net of tax	13	38	(4)	86
AOCI ending balance	(142)	(136)	(142)	(136)
Other
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(29)	(16)	0	(24)
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification			(28)
Other comprehensive income (loss) before reclassifications	(1)	5	0	16
Other Comprehensive Income (Loss), Transfers from Held-to-maturity to Available-for-Sale Securities, before Tax			0
Net realized (gains) losses reclassified from AOCI into earnings	0	(1)	(2)	(4)
Other comprehensive income (loss), net of tax	(1)	4	(2)	12
AOCI ending balance	(30)	(12)	(30)	(12)
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification			(201)
Accounting Standards Update 2017-12
Accumulated Other Comprehensive Income (Loss) [Line Items]
Securities held to maturity	9,000		9,000		$ 9,000
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI ending balance	107		107
Accounting Standards Update 2017-12 | Accumulated Net Unrealized Investment Gain (Loss)
Accumulated Other Comprehensive Income (Loss) [Line Items]
Accumulated Other Comprehensive Income (loss), before tax	107		107
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI ending balance	82		82
Accounting Standards Update 2017-12 | Accumulated Net Unrealized Investment Gain (Loss) | Available-for-sale Securities
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI ending balance	(325)		(325)
Accounting Standards Update 2017-12 | Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI ending balance	407		407
Net investment hedges
Accumulated Other Comprehensive Income (Loss) [Line Items]
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, before Tax	$ 28	$ (49)	$ 91	$ (129)

Stockholders' Equity - Reclassi

Stockholders' Equity - Reclassifications from AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income	$ 5,786	$ 5,700	$ 17,055	$ 16,647
Noninterest Income, Other	248	141	884	402
Income from continuing operations before income taxes	1,921	1,585	6,075	4,184
Income tax provision (benefit)	420	448	1,314	1,205
Net income	1,502	1,107	4,754	2,953
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	(175)	37	(188)	61
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]
Noninterest Income, Other	(196)	68	(188)	64
Income tax provision (benefit)	(47)	26	(45)	24
Net income	(149)	42	(143)	40
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	(10)	(40)	(44)	(113)
Income tax provision (benefit)	(2)	(14)	(10)	(41)
Net income	(8)	(26)	(34)	(72)
Cash Flow Hedges | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income from continuing operations before income taxes	(23)	32	(17)	142
Income tax provision (benefit)	(5)	12	(4)	53
Net income	(18)	20	(13)	89
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	(36)	25	(49)	122
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	13	6	33	19
Noninterest Income, Other	0	1	(1)	1
Other | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income from continuing operations before income taxes	1	3	3	7
Income tax provision (benefit)	1	2	1	3
Net income	$ 0	$ 1	$ 2	$ 4

Stockholders' Equity - Componen

Stockholders' Equity - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Before Tax
Net unrealized gains (losses) on securities available for sale	$ (31)	$ 16	$ (888)	$ 299
Net changes in securities held to maturity	10	40	579	113
Net unrealized gains (losses) on cash flow hedges	(107)	(29)	(674)	(61)
Foreign currency translation adjustments	22	11	25	12
Other	(1)	7	(3)	19
Other comprehensive income before taxes	(107)	45	(961)	382
Provision (Benefit)
Net unrealized gains (losses) on securities available for sale	(8)	6	(215)	104
Net changes in securities held to maturity	2	14	138	41
Net unrealized losses on cash flow hedges	(26)	(12)	(162)	(23)
Foreign currency translation adjustments	9	(27)	29	(74)
Other	0	3	(1)	7
Other comprehensive income (loss), provision (benefit)	(23)	(16)	(211)	55
After Tax
Net unrealized gains (losses) on securities available for sale	(23)	10	(673)	195
Net changes in securities held to maturity	8	26	441	72
Net unrealized losses on cash flow hedges	(81)	(17)	(512)	(38)
Foreign currency translation adjustments	13	38	(4)	86
Other	(1)	4	(2)	12
Other comprehensive income (loss), net of tax	$ (84)	$ 61	$ (750)	$ 327

Earnings Per Common Share - Sch

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Detail) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Earnings Per Share [Abstract]
Income from continuing operations, net of tax	$ 1,501	$ 1,137	$ 4,761	$ 2,979
Income (loss) from discontinued operations, net of tax	1	(30)	(7)	(26)
Net income	1,502	1,107	4,754	2,953
Dividends and undistributed earnings allocated to participating securities	(9)	(8)	(32)	(21)
Preferred stock dividends	(53)	(52)	(185)	(185)
Net income available to common stockholders	$ 1,440	$ 1,047	$ 4,537	$ 2,747
Total weighted-average basic shares outstanding	477.8	484.9	483.2	483.7
Effect of dilutive securities:
Stock options	1.5	2.2	1.8	2.5
Other contingently issuable shares	1.1	1.2	1.1	1.2
Warrants	0.5	0.7	0.6	0.7
Total effect of dilutive securities	3.1	4.1	3.5	4.4
Total weighted-average diluted shares outstanding	480.9	489	486.7	488.1
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 3.01	$ 2.22	$ 9.40	$ 5.73
Income (loss) from discontinued operations (in dollars per share)	0	(0.06)	(0.01)	(0.05)
Net income per basic common share (in dollars per share)	3.01	2.16	9.39	5.68
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	2.99	2.20	9.33	5.68
Income (loss) from discontinued operations (in dollars per share)	0	(0.06)	(0.01)	(0.05)
Net income per diluted common share (in dollars per share)	$ 2.99	$ 2.14	$ 9.32	$ 5.63

Earnings Per Common Share - Add

Earnings Per Common Share - Additional Information (Detail) - $ / shares shares in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
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)	0
Warrant
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Class of Warrant or Right, Outstanding	836	1,400	836	1,400
Performance Shares
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)			44
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)		304		279
Minimum exercise price range		$ 82.08		$ 82.08
Maximum exercise price range		$ 86.34		$ 86.34

Fair Value Measurement - Schedu

Fair Value Measurement - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017	Sep. 30, 2017
Assets:
Debt Securities, Available-for-sale	$ 47,384	$ 37,655
Derivative Assets, Gross Amount	1,441	1,040
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	(436)	(275)
Other assets:
Consumer MSRs		92
Liabilities:
Derivative Liabilities, Gross Amount	1,669	1,268
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	(990)	(662)
Net valuation allowance	4	2
Fair Value, Measurements, Recurring [Member]
Assets:
Debt Securities, Available-for-sale	47,384	37,655
Derivative Assets, Gross Amount	1,005	765
Other Assets, Fair Value Disclosure	455	545
Other assets:
Total assets	48,844	38,965
Liabilities:
Derivative Liabilities, Gross Amount	679	606
Fair Value, Measurements, Recurring [Member] | Level 1
Assets:
Debt Securities, Available-for-sale	6,198	5,491
Derivative Assets, Gross Amount	0	1
Other Assets, Fair Value Disclosure	293	281
Other assets:
Deferred compensation plan assets	292	281
Equity securities	1
Total assets	6,491	5,773
Liabilities:
Derivative Liabilities, Gross Amount	0	1
Fair Value, Measurements, Recurring [Member] | Level 2
Assets:
Debt Securities, Available-for-sale	40,656	31,531
Derivative Assets, Gross Amount	1,387	1,002
Other Assets, Fair Value Disclosure	0	0
Other assets:
Total assets	42,043	32,533
Liabilities:
Derivative Liabilities, Gross Amount	1,628	1,243
Fair Value, Measurements, Recurring [Member] | Level 3
Assets:
Debt Securities, Available-for-sale	530	633
Derivative Assets, Gross Amount	54	37	$ 57
Other Assets, Fair Value Disclosure	162	264
Other assets:
Retained interests in securitizations	162	172
Consumer MSRs		92
Total assets	746	934
Liabilities:
Derivative Liabilities, Gross Amount	41	24	$ 30
U.S. Treasury securities
Assets:
Debt Securities, Available-for-sale	6,008	5,171
U.S. Treasury securities | Fair Value, Measurements, Recurring [Member]
Assets:
Debt Securities, Available-for-sale	6,008	5,171
U.S. Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 1
Assets:
Debt Securities, Available-for-sale	6,008	5,171
U.S. Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 2
Assets:
Debt Securities, Available-for-sale	0	0
U.S. Treasury securities | Fair Value, Measurements, Recurring [Member] | Level 3
Assets:
Debt Securities, Available-for-sale	0	0
RMBS
Assets:
Debt Securities, Available-for-sale	34,865	27,792
RMBS | Fair Value, Measurements, Recurring [Member]
Assets:
Debt Securities, Available-for-sale	34,865	27,792
RMBS | Fair Value, Measurements, Recurring [Member] | Level 1
Assets:
Debt Securities, Available-for-sale	0	0
RMBS | Fair Value, Measurements, Recurring [Member] | Level 2
Assets:
Debt Securities, Available-for-sale	34,346	27,178
RMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Assets:
Debt Securities, Available-for-sale	519	614
CMBS | Fair Value, Measurements, Recurring [Member]
Assets:
Debt Securities, Available-for-sale	4,923	3,175
CMBS | Fair Value, Measurements, Recurring [Member] | Level 1
Assets:
Debt Securities, Available-for-sale	0	0
CMBS | Fair Value, Measurements, Recurring [Member] | Level 2
Assets:
Debt Securities, Available-for-sale	4,912	3,161
CMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Assets:
Debt Securities, Available-for-sale	11	14
Other ABS
Assets:
Debt Securities, Available-for-sale	275	512
Other ABS | Fair Value, Measurements, Recurring [Member]
Assets:
Debt Securities, Available-for-sale	275	512
Other ABS | Fair Value, Measurements, Recurring [Member] | Level 1
Assets:
Debt Securities, Available-for-sale	0	0
Other ABS | Fair Value, Measurements, Recurring [Member] | Level 2
Assets:
Debt Securities, Available-for-sale	275	512
Other ABS | Fair Value, Measurements, Recurring [Member] | Level 3
Assets:
Debt Securities, Available-for-sale	0	0
Other securities
Assets:
Debt Securities, Available-for-sale	1,313	1,005
Other securities | Fair Value, Measurements, Recurring [Member]
Assets:
Debt Securities, Available-for-sale	1,313	1,005
Other securities | Fair Value, Measurements, Recurring [Member] | Level 1
Assets:
Debt Securities, Available-for-sale	190	320
Other securities | Fair Value, Measurements, Recurring [Member] | Level 2
Assets:
Debt Securities, Available-for-sale	1,123	680
Other securities | Fair Value, Measurements, Recurring [Member] | Level 3
Assets:
Debt Securities, Available-for-sale	$ 0	$ 5

Fair Value Measurement Fair Val

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative assets	$ 1,441		$ 1,441		$ 1,040
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	1,669		1,669		1,268
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative assets	1,005		1,005		765
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	679		679		606
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative assets	54	$ 57	54	$ 57	37
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	41	30	41	30	$ 24
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	458	455	633	578
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	7	65	25	82
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	2	(37)	9	(19)
Purchases	0	50	0	110
Sales	0	(111)	0	(116)
Issuances	0	0	0	0
Settlements	(21)	(24)	(66)	(72)
Transfers Into Level 3	130	222	195	434
Transfers Out of Level 3	(46)	(25)	(266)	(402)
Ending balance	530	595	530	595
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	8	5	25	17
Derivative, Fair Value, Net [Abstract]
Beginning balance	(5)	25	13	18
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(2)	(2)	(26)	(1)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	18	18	25	45
Settlements	2	(13)	0	(28)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	(1)	1	(7)
Ending balance	13	27	13	27
RMBS | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	442	429	614	518
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	7	65	25	82
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	2	(37)	9	(19)
Purchases	0	0	0	0
Sales	0	(111)	0	(116)
Issuances	0	0	0	0
Settlements	(16)	(23)	(58)	(69)
Transfers Into Level 3	130	222	195	434
Transfers Out of Level 3	(46)	(25)	(266)	(310)
Ending balance	519	520	519	520
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	8	5	25	17
CMBS | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	11	17	14	51
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	50	0	110
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	(1)	(3)	(3)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	(92)
Ending balance	11	66	11	66
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Other securities | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	5	9	5	9
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(5)	0	(5)	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	0	9	0	9
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Consumer MSRs | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance		85	92	80
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income		1	3	(3)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI		0	0	0
Purchases		0	0	0
Sales		0	(97)	0
Issuances		6	2	18
Settlements		(2)	0	(5)
Transfers Into Level 3		0	0	0
Transfers Out of Level 3		0	0	0
Ending balance	0	90	0	90
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held		1	0	(3)
Retained Interest [Member] | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	164	188	172	201
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	(2)	(10)	(10)	(23)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	162	178	162	178
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	(2)	(10)	(10)	(23)
Net derivative assets (liabilities) | Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$ (2)	$ (2)	$ (26)	$ (1)

Fair Value Measurement - Sche_2

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	Sep. 30, 2018USD ($)	Dec. 31, 2017USD ($)$ / SecurityLoan	Jun. 30, 2018USD ($)	Sep. 30, 2017USD ($)	Jun. 30, 2017USD ($)	Dec. 31, 2016USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	$ 47,384	$ 37,655
Consumer MSRs		92
Fair Value, Measurements, Recurring [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	47,384	37,655
Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	530	633
Consumer MSRs		92
Retained interests in securitizations	162	172
Net derivative assets (liabilities)	$ 13	$ 13	$ (5)	$ 27	$ 25	$ 18
Measurement Input, Life of Receivables [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input, life of receivables	1 month	6 months
Measurement Input, Life of Receivables [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input, life of receivables	56 months	79 months
Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	0.02	0.02
Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	0.13	0.12
Measurement Input, Default Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	0.02	0.01
Measurement Input, Default Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	0.05	0.06
Measurement Input, Loss Severity [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	0.55	0.03
Measurement Input, Loss Severity [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	1.11	1.15
Measurement Input, Discount Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	0.03	0.03
Measurement Input, Discount Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained Interest, Measurement Input	0.05	0.10
Measurement Input, Swap Rates [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	0.03	0.02
Measurement Input, Swap Rates [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	0.03	0.02
Measurement Input, Swap Rates [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivative Asset (Liability) Net, Measurement Input	0.03	0.02
RMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	$ 34,865	$ 27,792
RMBS | Fair Value, Measurements, Recurring [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	34,865	27,792
RMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	$ 519	$ 614
RMBS | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.02	0.02
RMBS | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.10	0.09
RMBS | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.05	0.05
RMBS | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
RMBS | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.17	0.15
RMBS | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.04	0.04
RMBS | Measurement Input, Default Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
RMBS | Measurement Input, Default Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.07	0.08
RMBS | Measurement Input, Default Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.03	0.03
RMBS | Measurement Input, Loss Severity [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0	0
RMBS | Measurement Input, Loss Severity [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.90	0.90
RMBS | Measurement Input, Loss Severity [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.65	0.62
Other securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	$ 1,313	$ 1,005
Other securities | Fair Value, Measurements, Recurring [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	1,313	1,005
Other securities | Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	0	$ 5
Other securities | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input		0.02
Other securities | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input		0.02
Other securities | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input		0.02
Consumer MSRs | Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Consumer MSRs		$ 92
Consumer MSRs | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.07
Consumer MSRs | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.30
Consumer MSRs | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.16
Consumer MSRs | Measurement Input, Discount Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.14
Consumer MSRs | Measurement Input, Discount Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.14
Consumer MSRs | Measurement Input, Discount Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.14
Consumer MSRs | Measurement Input, Option Adjusted Spread Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.02
Consumer MSRs | Measurement Input, Option Adjusted Spread Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.15
Consumer MSRs | Measurement Input, Option Adjusted Spread Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.0458
Consumer MSRs | Measurement Input, Servicing Cost [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		75
Consumer MSRs | Measurement Input, Servicing Cost [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		100
Consumer MSRs | Measurement Input, Servicing Cost [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input | $ / SecurityLoan		76
CMBS | Fair Value, Measurements, Recurring [Member]
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	4,923	$ 3,175
CMBS | Fair Value, Measurements, Recurring [Member] | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale	$ 11	$ 14
CMBS | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.04	0.03
CMBS | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.04	0.03
CMBS | Measurement Input, Yield [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input	0.04	0.03
CMBS | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input		0
CMBS | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input		0
CMBS | Measurement Input, Constant Prepayment Rate [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 | Discounted cash flows | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Debt Securities, Available-for-sale, Measurement Input		0

Fair Value Measurement - Sche_3

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	$ 0	$ 0
Loans held for sale	1,421	949
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	234,635	251,468
Loans held for sale	0	3
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	131	182
Loans held for sale	254	178
Other Assets, Fair Value Disclosure	92	35
Assets, Fair Value Disclosure	477	395
Equity investments accounted for under measurement alternative	17
Foreclosed property and repossessed assets, fair value disclosure	61	17
Long lived assets held for sale	14	18
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	254	177
Other Assets, Fair Value Disclosure	0	0
Assets, Fair Value Disclosure	254	177
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	131	182
Loans held for sale	0	1
Other Assets, Fair Value Disclosure	92	35
Assets, Fair Value Disclosure	$ 223	$ 218

Fair Value Measurement - Additi

Fair Value Measurement - Additional Information (Detail) - non-recoverable rate [Member] - Level 3 - Appraisal Value	Sep. 30, 2018	Dec. 31, 2017
Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for investment, measurement input	0	0
Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for investment, measurement input	0.51	0.77
Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for investment, measurement input	0.27	0.21

Fair Value Measurement - Sche_4

Fair Value Measurement - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017
Assets:
Loans held for investment	$ (99)	$ (237)
Loans held for sale	(5)	(5)
Other assets	(57)	(7)
Total	$ (161)	$ (249)

Fair Value Measurement - Sche_5

Fair Value Measurement - Schedule of Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Financial assets:
Securities held to maturity	$ 33,900	$ 29,437
Level 1
Financial assets:
Cash and cash equivalents	4,547	4,458
Restricted cash for securitization investors	746	312
Securities held to maturity	0	200
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Other investments	0	0
Financial liabilities:
Deposits with defined maturities	0
Deposits		26,404
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	6,335	9,582
Restricted cash for securitization investors	0	0
Securities held to maturity	33,833	29,217
Net loans held for investment	0	0
Loans held for sale	1,421	949
Interest receivable	1,518	1,536
Other investments	1,415	1,680
Financial liabilities:
Deposits with defined maturities	34,552
Deposits		217,328
Securitized debt obligations	18,735	20,122
Senior and subordinated notes	31,787	31,392
Federal funds purchased and securities loaned or sold under agreements to repurchase	384	576
Other borrowings	1,826	8,892
Interest payable	391	413
Level 3
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities held to maturity	68	20
Net loans held for investment	234,635	251,468
Loans held for sale	0	3
Interest receivable	0	0
Other investments	0	9
Financial liabilities:
Deposits with defined maturities	0
Deposits		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	10,882	14,040
Restricted cash for securitization investors	746	312
Securities held to maturity	34,631	28,984
Net loans held for investment	231,542	246,971
Loans held for sale	1,402	971
Interest receivable	1,518	1,536
Other investments	1,415	1,689
Financial liabilities:
Deposits with defined maturities	34,618
Deposits		243,702
Securitized debt obligations	18,649	20,010
Senior and subordinated notes	31,291	30,755
Federal funds purchased and securities loaned or sold under agreements to repurchase	384	576
Other borrowings	1,826	8,892
Interest payable	391	413
Estimated Fair Value
Financial assets:
Cash and cash equivalents	10,882	14,040
Restricted cash for securitization investors	746	312
Securities held to maturity	33,901	29,437
Net loans held for investment	234,635	251,468
Loans held for sale	1,421	952
Interest receivable	1,518	1,536
Other investments	1,415	1,689
Financial liabilities:
Deposits with defined maturities	34,552
Deposits		243,732
Securitized debt obligations	18,735	20,122
Senior and subordinated notes	31,787	31,392
Federal funds purchased and securities loaned or sold under agreements to repurchase	384	576
Other borrowings	1,826	8,892
Interest payable	$ 391	$ 413

Business Segments and Revenue_3

Business Segments and Revenue from Contracts with Customers - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2018Segment
Segment Reporting Information [Line Items]
Number of Operating Segments	3

Business Segments and Revenue_4

Business Segments and Revenue from Contracts with Customers - Schedule of Segment Results and Reconciliation (Detail) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2018	Jun. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Segment Reporting Information [Line Items]
Net interest income	$ 5,786		$ 5,700	$ 17,055	$ 16,647
Non-interest income	1,176		1,285	4,008	3,577
Total net revenue	6,962		6,985	21,063	20,224
Provision for Loan, Lease, and Other Losses	1,268		1,833	4,218	5,625
Total non-interest expense	3,773		3,567	10,770	10,415
Income (loss) from continuing operations before income taxes	1,921		1,585	6,075	4,184
Income tax provision (benefit)	420		448	1,314	1,205
Income (Loss) from Continuing Operations, Net of Tax, Attributable to Parent	1,501		1,137	4,761	2,979
Loans held for investment	238,761		252,422	238,761	252,422	$ 254,473
Total deposits	247,195		239,062	247,195	239,062	$ 243,702
Operating Segments | Credit Card
Segment Reporting Information [Line Items]
Net interest income	3,596		3,440	10,550	10,080
Non-interest income	893		865	2,634	2,478
Total net revenue	4,489		4,305	13,184	12,558
Provision for Loan, Lease, and Other Losses	1,031		1,466	3,658	4,580
Total non-interest expense	2,103		1,961	6,046	5,808
Income (loss) from continuing operations before income taxes	1,355		878	3,480	2,170
Income tax provision (benefit)	315		306	810	774
Income (Loss) from Continuing Operations, Net of Tax, Attributable to Parent	1,040		572	2,670	1,396
Loans held for investment	110,685		109,130	110,685	109,130
Total deposits	0		0	0	0
Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income	1,636		1,649	4,860	4,744
Non-interest income	155		192	504	570
Total net revenue	1,791		1,841	5,364	5,314
Provision for Loan, Lease, and Other Losses	184		293	535	840
Total non-interest expense	979		1,051	2,942	3,152
Income (loss) from continuing operations before income taxes	628		497	1,887	1,322
Income tax provision (benefit)	146		181	440	482
Income (Loss) from Continuing Operations, Net of Tax, Attributable to Parent	482		316	1,447	840
Loans held for investment	59,329		75,564	59,329	75,564
Total deposits	196,635		184,719	196,635	184,719
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Net interest income	539		560	1,624	1,695
Non-interest income	189		179	585	520
Total net revenue	728		739	2,209	2,215
Provision for Loan, Lease, and Other Losses	54		63	74	201
Total non-interest expense	408		394	1,220	1,166
Income (loss) from continuing operations before income taxes	266		282	915	848
Income tax provision (benefit)	62		103	213	310
Income (Loss) from Continuing Operations, Net of Tax, Attributable to Parent	204		179	702	538
Loans held for investment	68,747		67,670	68,747	67,670
Total deposits	30,474		32,783	30,474	32,783
Revenue Change Due To Impact Of Federal Tax Rate And Measurement Change	30			86
Other
Segment Reporting Information [Line Items]
Net interest income	15		51	21	128
Non-interest income	(61)		49	285	9
Total net revenue	(46)		100	306	137
Provision for Loan, Lease, and Other Losses	(1)		11	(49)	4
Total non-interest expense	283		161	562	289
Income (loss) from continuing operations before income taxes	(328)		(72)	(207)	(156)
Income tax provision (benefit)	(103)		(142)	(149)	(361)
Income (Loss) from Continuing Operations, Net of Tax, Attributable to Parent	(225)		70	(58)	205
Loans held for investment	0		58	0	58
Total deposits	20,086		$ 21,560	$ 20,086	$ 21,560
Home Loans Receivable | Other
Segment Reporting Information [Line Items]
Provision for Loan, Lease, and Other Losses		$ 46
Gain (Loss) on Sale of Mortgage Loans	$ 99	$ 400

Business Segments and Revenue_5

Business Segments and Revenue from Contracts with Customers - Revenue from Contracts with Customers (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Disaggregation of Revenue [Line Items]
Total contract revenue	$ 858		$ 2,544
Revenue from other sources	318		1,464
Total non-interest income	1,176	$ 1,285	4,008	$ 3,577
Interchange Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	714		2,080
Service Charges and Other Customer-related Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	144		464
Other
Disaggregation of Revenue [Line Items]
Total contract revenue	(1)		(3)
Revenue from other sources	(60)		288
Total non-interest income	(61)	49	285	9
Other | Interchange Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	(1)		(2)
Other | Service Charges and Other Customer-related Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	0		(1)
Credit Card | Operating Segments
Disaggregation of Revenue [Line Items]
Total contract revenue	655		1,922
Revenue from other sources	238		712
Total non-interest income	893	865	2,634	2,478
Credit Card | Operating Segments | Interchange Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	661		1,924
Credit Card | Operating Segments | Service Charges and Other Customer-related Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	(6)		(2)
Consumer Banking | Operating Segments
Disaggregation of Revenue [Line Items]
Total contract revenue	163		502
Revenue from other sources	(8)		2
Total non-interest income	155	192	504	570
Consumer Banking | Operating Segments | Interchange Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	46		135
Consumer Banking | Operating Segments | Service Charges and Other Customer-related Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	117		367
Commercial Banking | Operating Segments
Disaggregation of Revenue [Line Items]
Total contract revenue	41		123
Revenue from other sources	148		462
Total non-interest income	189	$ 179	585	$ 520
Commercial Banking | Operating Segments | Interchange Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	8		23
Commercial Banking | Operating Segments | Service Charges and Other Customer-related Fees
Disaggregation of Revenue [Line Items]
Total contract revenue	$ 33		$ 100

Commitments, Contingencies, G_3

Commitments, Contingencies, Guarantees, and Others Commitments, Contingencies, Guarantees, and Others - Schedule of letter of credit and other loan commitments (Detail) - USD ($) $ in Millions	Sep. 30, 2018	Dec. 31, 2017
Loss Contingencies [Line Items]
Off-balance Sheet Lending Commitment Carrying Value	$ 112	$ 127
Letter of Credit Issued Contractual Amount and Unused Commitment to Extend Credit	378,433	385,367
Credit Card Portfolio Segment [Member]
Loss Contingencies [Line Items]
Unused Commitments to Extend Credit	343,321	351,481
Other Portfolio Segments, Excluding Credit Card
Loss Contingencies [Line Items]
Unused Commitments to Extend Credit	33,292	31,840
Off-balance Sheet Lending Commitment Carrying Value	86	84
Advised Line of Credit	1,300	1,000
Letter of Credit [Member]
Loss Contingencies [Line Items]
Off-balance Sheet Lending Commitment Carrying Value	26	43
Line of Credit Facility, Maximum Borrowing Capacity	$ 1,820	$ 2,046

Commitments, Contingencies, G_4

Commitments, Contingencies, Guarantees, and Others - Guarantees, Loss Sharing, U.K Cross Sell (Detail) - USD ($) $ in Millions	3 Months Ended
	Sep. 30, 2018	Dec. 31, 2017
GPMH [Member]
Loss Contingencies [Line Items]
Loss contingency accrual	$ 22	$ 78
Insurance Claims [Member]
Loss Contingencies [Line Items]
Loss contingency accrual	118	249
Loss Contingency, Range of Possible Loss, Portion Not Accrued	100
Loss Contingency, Loss in Period	0
Loss Sharing Agreement
Loss Contingencies [Line Items]
Guarantee Obligation	$ 55	$ 60

Commitments, Contingencies, G_5

Commitments, Contingencies, Guarantees, and Others - Litigation (Details) $ in Millions	1 Months Ended	3 Months Ended
	Jul. 31, 2012USD ($)	Jul. 31, 2012USD ($)trustsummon	Sep. 30, 2018USD ($)
Loss Contingencies [Line Items]
Loss contingency, estimate of possible loss			$ 750
Anti-Money Laundering [Member]
Loss Contingencies [Line Items]
Estimated Litigation Liability			$ 100
Pending Litigation | Interchange Litigation
Loss Contingencies [Line Items]
Litigation settlement, attributable to reporting entity and third party	$ 6,200
GreenPoint Subsidiary | Pending Litigation | FHFA Litigation
Loss Contingencies [Line Items]
Number of summons filed | summon		3
Number of residential mortgage backed securities trusts | trust		3
Mortgage loans sold to third party, face amount under litigation	$ 3,400	$ 3,400