Capital One Financial (COF) 10-Q 31 Jul 19 2019 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	6 Months Ended
	Jun. 30, 2019shares
Entity Information [Line Items]
Document Type	10-Q
Document Period End Date	Jun. 30, 2019
Document Quarterly Report	true
Document Transition Report	false
Entity File Number	001-13300
Entity Registrant Name	CAPITAL ONE FINANCIAL CORP
Entity Incorporation, State or Country Code	DE
Entity Tax Identification Number	54-1719854
Entity Address, Address Line One	1680 Capital One Drive,
Entity Address, City or Town	McLean,
Entity Address, State or Province	VA
Entity Address, Postal Zip Code	22102
City Area Code	703
Local Phone Number	720-1000
Amendment Flag	false
Document Fiscal Year Focus	2019
Document Fiscal Period Focus	Q2
Entity Central Index Key	0000927628
Current Fiscal Year End Date	--12-31
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Shell Company	false
Entity Common Stock, Shares Outstanding	470,333,041
Common Stock (par value $.01 per share)
Entity Information [Line Items]
Title of 12(b) Security	Common Stock (par value $.01 per share)
Trading Symbol	COF
Security Exchange Name	NYSE
Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series B
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series B
Trading Symbol	COF PRP
Security Exchange Name	NYSE
Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series C
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series C
Trading Symbol	COF PRC
Security Exchange Name	NYSE
Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series D
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series D
Trading Symbol	COF PRD
Security Exchange Name	NYSE
Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series F
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series F
Trading Symbol	COF PRF
Security Exchange Name	NYSE
Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series G
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series G
Trading Symbol	COF PRG
Security Exchange Name	NYSE
Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series H
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, Each Representing a 1/40th Interest in a Share of Fixed Rate Non-Cumulative Perpetual Preferred Stock, Series H
Trading Symbol	COF PRH
Security Exchange Name	NYSE
0.800% Senior Notes Due 2024
Entity Information [Line Items]
Title of 12(b) Security	0.800% Senior Notes Due 2024
Trading Symbol	COF24
Security Exchange Name	NYSE
1.650% Senior Notes Due 2029
Entity Information [Line Items]
Title of 12(b) Security	1.650% Senior Notes Due 2029
Trading Symbol	COF29
Security Exchange Name	NYSE

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Interest income:
Loans, including loans held for sale	$ 6,383	$ 5,989	$ 12,751	$ 12,123
Investment securities	629	539	1,284	991
Other	64	68	133	119
Total interest income	7,076	6,596	14,168	13,233
Interest expense:
Deposits	870	622	1,687	1,161
Securitized debt obligations	139	124	282	231
Senior and subordinated notes	310	289	624	540
Other borrowings	11	10	38	32
Total interest expense	1,330	1,045	2,631	1,964
Net interest income	5,746	5,551	11,537	11,269
Provision for credit losses	1,342	1,276	3,035	2,950
Net interest income after provision for credit losses	4,404	4,275	8,502	8,319
Non-interest income:
Interchange fees, net	820	723	1,578	1,366
Service charges and other customer-related fees	352	391	705	823
Net securities gains (losses)	15	(1)	39	7
Other	191	528	348	636
Total non-interest income	1,378	1,641	2,670	2,832
Non-interest expense:
Salaries and associate benefits	1,558	1,430	3,131	2,950
Occupancy and equipment	521	503	1,014	993
Marketing	546	425	1,063	839
Professional services	314	234	605	444
Communications and data processing	329	317	632	623
Amortization of intangibles	29	43	59	87
Other	482	472	946	1,061
Total non-interest expense	3,779	3,424	7,450	6,997
Income from continuing operations before income taxes	2,003	2,492	3,722	4,154
Income tax provision	387	575	696	894
Income from continuing operations, net of tax	1,616	1,917	3,026	3,260
Income (loss) from discontinued operations, net of tax	9	(11)	11	(8)
Net income	1,625	1,906	3,037	3,252
Dividends and undistributed earnings allocated to participating securities	(12)	(12)	(24)	(23)
Preferred stock dividends	(80)	(80)	(132)	(132)
Net income available to common stockholders	$ 1,533	$ 1,814	$ 2,881	$ 3,097
Basic earnings per common share:
Net income from continuing operations	$ 3.24	$ 3.76	$ 6.11	$ 6.39
Income (loss) from discontinued operations	0.02	(0.02)	0.02	(0.02)
Net income per basic common share	3.26	3.74	6.13	6.37
Diluted earnings per common share:
Net income from continuing operations	3.22	3.73	6.08	6.35
Income (loss) from discontinued operations	0.02	(0.02)	0.02	(0.02)
Net income per diluted common share	$ 3.24	$ 3.71	$ 6.10	$ 6.33

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	3 Months Ended				6 Months Ended
	Jun. 30, 2019	Mar. 31, 2019	Jun. 30, 2018	Mar. 31, 2018	Jun. 30, 2019	Jun. 30, 2018
Statement of Comprehensive Income [Abstract]
Net income	$ 1,625		$ 1,906		$ 3,037	$ 3,252
After Tax
Net unrealized gains (losses) on securities available for sale	272		(65)		564	(650)
Net changes in securities held to maturity	6		8		12	433
Net unrealized gains (losses) on hedging relationships	537		(113)		814	(431)
Foreign currency translation adjustments	15		(24)		45	(17)
Other	0		0		(2)	(1)
Other comprehensive income (loss), net of tax	830		(194)		1,433	(666)
Comprehensive income	$ 2,455	$ 2,015	$ 1,712	$ 874	$ 4,470	$ 2,586

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Cash and cash equivalents:
Cash and due from banks	$ 5,184	$ 4,768
Interest-bearing deposits and other short-term investments	9,927	8,418
Total cash and cash equivalents	15,111	13,186
Restricted cash for securitization investors	710	303
Securities available for sale	45,658	46,150
Securities held to maturity	35,475	36,771
Total investment securities	81,133	82,921
Loans held for investment:
Total loans held for investment	244,460	245,899
Allowance for loan and lease losses	(7,133)	(7,220)
Net loans held for investment	237,327	238,679
Loans held for sale, at lower of cost or fair value	1,829	1,192
Premises and equipment, net	4,243	4,191
Interest receivable	1,544	1,614
Goodwill	14,545	14,544
Other assets	17,177	15,908
Total assets	373,619	372,538
Liabilities:
Interest payable	437	458
Deposits:
Non-interest-bearing deposits	23,374	23,483
Interest-bearing deposits	231,161	226,281
Total deposits	254,535	249,764
Securitized debt obligations	16,959	18,307
Other debt:
Federal funds purchased and securities loaned or sold under agreements to repurchase	359	352
Senior and subordinated notes	31,822	30,826
Other borrowings	93	9,420
Total other debt	32,274	40,598
Other liabilities	13,647	11,743
Total liabilities	317,852	320,870
Stockholders’ equity:
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 4,475,000 shares issued and outstanding as of both June 30, 2019 and December 31, 2018)	0	0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 671,406,101 and 667,969,069 shares issued as of June 30, 2019 and December 31, 2018, respectively, 470,333,041 and 467,717,306 shares outstanding as of June 30, 2019 and December 31, 2018, respectively)	7	7
Additional paid-in capital, net	32,262	32,040
Retained earnings	38,386	35,875
Accumulated other comprehensive income (loss)	170	(1,263)
Treasury stock, at cost (par value $.01 per share; 201,073,060 and 200,251,763 shares as of June 30, 2019 and December 31, 2018, respectively)	(15,058)	(14,991)
Total stockholders’ equity	55,767	51,668
Total liabilities and stockholders’ equity	373,619	372,538
Loans held in consolidated trusts
Loans held for investment:
Total loans held for investment	32,904	34,197
Unsecuritized loans held for investment
Loans held for investment:
Total loans held for investment	$ 211,556	$ 211,702

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - $ / shares	Jun. 30, 2019	Dec. 31, 2018
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	671,406,101	667,969,069
Common stock, shares outstanding	470,333,041	467,717,306
Treasury stock, par value	$ 0.01	$ 0.01
Treasury stock, common, shares	201,073,060	200,251,763

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY - USD ($) $ in Millions	Total	Preferred Stock	Common Stock	Additional Paid-In Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss)	Treasury Stock
Beginning balance at Dec. 31, 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]
Cumulative effects from adoption of new lease standard	0				201	(201)
Comprehensive income	874				1,346	(472)
Dividends, common stock, shares			22,467
Dividends, common stock	(197)		$ 0	(2)	(199)
Cash dividends - preferred series	(52)				(52)
Purchases of treasury stock	(273)						(273)
Issuances of common stock and restricted stock, shares, net of forfeitures			2,452,786
Issuances of common stock and restricted stock, value, net of forfeitures	49		$ 0	49
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			675,871
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	14		$ 0	14
Compensation expense for restricted stock units and stock options	58			58
Ending balance at Mar. 31, 2018	49,203	$ 0	$ 7	31,779	31,996	(1,599)	(12,980)
Ending balance (shares) at Mar. 31, 2018		4,475,000	664,876,051
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]
Cumulative effects from adoption of new lease standard						(201)
Comprehensive income	2,586
Ending balance at Jun. 30, 2018	$ 49,926	$ 0	$ 7	31,868	33,626	(1,793)	(13,782)
Ending balance (shares) at Jun. 30, 2018		4,475,000	665,855,771
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Common Stock, Dividends, Per Share, Declared	$ 0.80
Beginning balance at Mar. 31, 2018	$ 49,203	$ 0	$ 7	31,779	31,996	(1,599)	(12,980)
Beginning balance (shares) at Mar. 31, 2018		4,475,000	664,876,051
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	1,712				1,906	(194)
Dividends, common stock, shares			4,371
Dividends, common stock	(196)		$ 0	0	(196)
Cash dividends - preferred series	(80)				(80)
Purchases of treasury stock	(802)						(802)
Issuances of common stock and restricted stock, shares, net of forfeitures			571,514
Issuances of common stock and restricted stock, value, net of forfeitures	41		$ 0	41
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			403,835
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	6		$ 0	6
Compensation expense for restricted stock units and stock options	42			42
Ending balance at Jun. 30, 2018	$ 49,926	$ 0	$ 7	31,868	33,626	(1,793)	(13,782)
Ending balance (shares) at Jun. 30, 2018		4,475,000	665,855,771
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Common Stock, Dividends, Per Share, Declared	$ 0.40
Beginning balance at Dec. 31, 2018	$ 51,668	$ 0	$ 7	32,040	35,875	(1,263)	(14,991)
Beginning balance (shares) at Dec. 31, 2018		4,475,000	667,969,069
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effects from adoption of new lease standard	(11)				(11)
Comprehensive income	2,015				1,412	603
Dividends, common stock, shares			32,700
Dividends, common stock	(191)		$ 0	(3)	(194)
Cash dividends - preferred series	(52)				(52)
Purchases of treasury stock	(65)						(65)
Issuances of common stock and restricted stock, shares, net of forfeitures			2,641,635
Issuances of common stock and restricted stock, value, net of forfeitures	52		$ 0	52
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			5,000
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	0		$ 0	0
Compensation expense for restricted stock units and stock options	65			65
Ending balance at Mar. 31, 2019	53,481	$ 0	$ 7	32,160	37,030	(660)	(15,056)
Ending balance (shares) at Mar. 31, 2019		4,475,000	670,648,404
Beginning balance at Dec. 31, 2018	51,668	$ 0	$ 7	32,040	35,875	(1,263)	(14,991)
Beginning balance (shares) at Dec. 31, 2018		4,475,000	667,969,069
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	4,470
Ending balance at Jun. 30, 2019	$ 55,767	$ 0	$ 7	32,262	38,386	170	(15,058)
Ending balance (shares) at Jun. 30, 2019		4,475,000	671,406,101
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Common Stock, Dividends, Per Share, Declared	$ 0.80
Beginning balance at Mar. 31, 2019	$ 53,481	$ 0	$ 7	32,160	37,030	(660)	(15,056)
Beginning balance (shares) at Mar. 31, 2019		4,475,000	670,648,404
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Comprehensive income	2,455				1,625	830
Dividends, common stock, shares			8,680
Dividends, common stock	(188)		$ 0	(1)	(189)
Cash dividends - preferred series	(80)				(80)
Purchases of treasury stock	(2)						(2)
Issuances of common stock and restricted stock, shares, net of forfeitures			745,017
Issuances of common stock and restricted stock, value, net of forfeitures	46		$ 0	46
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, shares			4,000
Exercise of stock options and warrants, tax effects of exercises and restricted stock vesting, value	0		$ 0	0
Compensation expense for restricted stock units and stock options	55			55
Ending balance at Jun. 30, 2019	$ 55,767	$ 0	$ 7	$ 32,262	$ 38,386	$ 170	$ (15,058)
Ending balance (shares) at Jun. 30, 2019		4,475,000	671,406,101
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Common Stock, Dividends, Per Share, Declared	$ 0.40

CONSOLIDATED STATEMENTS OF CH_2

CONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY (Parenthetical) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
StatementOfStockholdersEquityAbstract [Abstract]
Common Stock, Dividends, Per Share, Declared	$ 0.40	$ 0.40	$ 0.80	$ 0.80

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018
Operating activities:
Income from continuing operations, net of tax	$ 3,026	$ 3,260
Income (loss) from discontinued operations, net of tax	11	(8)
Net income	3,037	3,252
Adjustments to reconcile net income to net cash from operating activities:
Provision for credit losses	3,035	2,950
Depreciation and amortization, net	1,585	1,132
Deferred tax provision (benefit)	(15)	95
Net securities gains	(39)	(7)
Gain on sales of loans	(57)	(433)
Stock-based compensation expense	129	108
Loans held for sale:
Originations and purchases	(5,371)	(3,838)
Proceeds from sales and paydowns	4,869	3,574
Changes in operating assets and liabilities:
Changes in interest receivable	70	43
Changes in other assets	1,251	(110)
Changes in interest payable	(21)	37
Changes in other liabilities	634	(1,116)
Net cash from operating activities	9,107	5,687
Securities available for sale:
Purchases	(5,674)	(9,460)
Proceeds from paydowns and maturities	3,362	3,763
Proceeds from sales	3,983	1,058
Securities held to maturity:
Purchases	(396)	(14,586)
Proceeds from paydowns and maturities	1,657	1,199
Loans:
Net changes in loans held for investment	(3,395)	13,896
Principal recoveries of loans previously charged off	1,323	1,308
Net purchases of premises and equipment	(396)	(429)
Net cash from other investing activities	(589)	(364)
Net cash from investing activities	(125)	(3,615)
Financing activities:
Changes in deposits	4,513	4,691
Issuance of securitized debt obligations	2,617	997
Maturities and paydowns of securitized debt obligations	(4,126)	(1,250)
Issuance of senior and subordinated notes and long-term FHLB advances	2,646	5,227
Maturities and paydowns of senior and subordinated notes and long-term FHLB advances	(2,751)	(11,207)
Changes in other borrowings	(9,069)	(96)
Common stock:
Net proceeds from issuances	98	90
Dividends paid	(379)	(393)
Preferred stock:
Dividends paid	(132)	(132)
Purchases of treasury stock	(67)	(1,075)
Proceeds from share-based payment activities	0	20
Net cash from financing activities	(6,650)	(3,128)
Changes in cash, cash equivalents and restricted cash for securitization investors	2,332	(1,056)
Cash, cash equivalents and restricted cash for securitization investors, beginning of the period	13,489	14,352
Cash, cash equivalents and restricted cash for securitization investors, end of the period	15,821	13,296
Non-cash items:
Net transfers from loans held for investment to loans held for sale	1,428	663
Interest paid	2,411	1,796
Income tax paid	$ 181	$ 171

Summary of Significant Accounti

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2019
Accounting Policies [Abstract]
Summary of Significant Accounting Policies	NOTE 1—SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES The Company Capital One Financial Corporation, a Delaware Corporation established in 1994 and headquartered in McLean, Virginia, is a diversified financial services holding company with banking and non-banking subsidiaries. Capital One Financial Corporation and its subsidiaries (the “Company”) offer a broad array of financial products and services to consumers, small businesses and commercial clients through branches, the internet and other distribution channels. As of June 30, 2019 , 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 types 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 2018 Annual Report on Form 10-K (“2018 Form 10-K”). Newly Adopted Accounting Standards Standard Guidance Adoption Timing and Financial Statements Impacts Premium Amortization on Callable Debt Accounting Standards Update (“ASU”) No. 2017-08, Receivables—Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities Issued March 2017 Shortens the amortization period from the contractual life to the earliest call date for certain purchased callable debt securities held at a premium. We adopted this guidance in the first quarter of 2019 using the modified retrospective method of adoption. Our adoption of this standard did not have a material impact on our consolidated financial statements. Leases ASU No. 2016-02, Leases (Topic 842) Issued February 2016 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. We adopted this guidance in the first quarter of 2019, using the modified retrospective method of adoption without restating prior periods. We elected the practical expedients that permitted us to not reassess the lease classification of existing leases, whether existing contracts contain a lease or the treatment of initial direct costs on existing leases. Upon adoption, we recorded a lease liability of $1.9 billion and right of use asset of $1.6 billion, which is net of other lease-related balances. Accounting Standards Issued but Not Adopted as of June 30, 2019 Standard Guidance Adoption Timing and Financial Statements Impacts Cloud Computing 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 Issued August 2018 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). Effective January 1, 2020, with early adoption permitted, using either the retrospective or prospective method of adoption. We plan to adopt the standard on its effective date using the prospective method of adoption. We do not expect such adoption to have a material impact on our consolidated financial statements. Goodwill Impairment Test Simplification ASU No. 2017-04, Intangibles—Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment Issued January 2017 Eliminates the second step from the current goodwill impairment test. Under the current 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. Effective January 1, 2020, with early adoption permitted, using the prospective method of adoption. We plan to adopt the standard on its effective date and do not expect such adoption to have a material impact on our consolidated financial statements. Standard Guidance Adoption Timing and Financial Statements Impacts Current Expected Credit Loss (“CECL”) ASU No. 2016-13, Financial Instruments—Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments Issued June 2016 Requires the use of current expected credit loss model that is based on expected rather than incurred losses to determine our allowance for credit losses on financial assets measured at amortized cost, certain net investments in leases and certain off-balance sheet arrangements. Replaces current accounting for purchased credit-impaired (“PCI”) and impaired loans. Amends the other-than-temporary impairment model for available for sale debt securities to require that credit losses (and subsequent recoveries) be recorded through an allowance approach, rather than through permanent write-downs for credit losses and subsequent accretion of positive changes through interest income over time. Effective 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 continue to evaluate industry accounting interpretations, data requirements and necessary changes to our credit loss estimation methods, processes, systems and controls. We have made significant progress in accounting policy documentation and model development. We continue to perform model validations, which we expect to complete during 2019. We also continue to perform limited parallel testing and expect to conduct multiple tests of our full end-to-end allowance process prior to adopting the standard. We continue to assess the potential impact of this standard on our consolidated financial statements, related disclosures and regulatory capital. We currently expect our adoption of this guidance will result in an increase to our reserves for credit losses on financial instruments due to the requirement to record expected losses over the remaining contractual lives of our financial instruments; however, the actual impact will depend on the characteristics of our financial instruments, economic conditions, and our economic and loss forecasts at the adoption date.

Leases

Leases	6 Months Ended
	Jun. 30, 2019
Leases [Abstract]
Leases	NOTE 2—LEASES Leases In the first quarter of 2019, we adopted ASU No. 2016-02, Leases (Topic 842), see “Note 1—Summary of Significant Accounting Policies” for the impacts upon adoption. Our primary involvement with leases is in the capacity as a lessee where we lease premises to support our business. A majority of our leases are operating leases of office space, retail bank branches and Cafés. For real estate leases, we have elected to account for the lease and non-lease components together as a single lease component. Our operating leases expire at various dates through 2071 , and many of them require variable lease payments by us, of property taxes, insurance premiums, common area maintenance and other costs. Certain of these leases also have extension or termination options, and we assess the likelihood of exercising such options. If it is reasonably certain that we will exercise the options, we include the impact in the measurement of our right-of-use assets and lease liabilities. Our right-of-use assets and lease liabilities for operating leases are included in other assets and other liabilities on our consolidated balance sheets. As most of our operating leases do not provide an implicit rate, we use our incremental borrowing rate in determining the present value of lease payments. Our operating lease expense is included in occupancy and equipment within non-interest expense in our consolidated statements of income. Total operating lease expense consists of operating lease cost, which is recognized on a straight-line basis over the lease term, and variable lease cost, which is recognized based on actual amounts incurred. We also sublease certain premises and sublease income is included in other non-interest income. The following tables present information about our operating lease portfolio and the related lease costs as of and for the three and six months ended June 30, 2019 . Table 2.1 Operating Lease Portfolio (Dollars in millions) June 30, 2019 Right-of-use assets $ 1,490 Lease liabilities 1,786 Weighted average remaining lease term 9.1 years Weighted average discount rate 3.3 % Table 2.2 Total Operating Lease Expense and Other Information (Dollars in millions) Three Months Ended June 30, 2019 Six Months Ended June 30, 2019 Operating lease cost $ 82 $ 147 Variable lease cost 9 20 Total lease cost 91 167 Sublease income (6 ) (12 ) Net lease cost $ 85 $ 155 Cash paid for amounts included in the measurement of lease liabilities $ 80 $ 162 Right-of-use assets obtained in exchange for lease liabilities 11 26 Right-of-use assets recognized upon adoption of new lease standard 0 1,601 The following table presents a maturity analysis of our operating leases and a reconciliation of the undiscounted cash flows to our lease liabilities as of June 30, 2019 . Table 2.3 Maturities of Operating Leases and Reconciliation to Lease Liabilities (Dollars in millions) June 30, 2019 2019 $ 155 2020 299 2021 268 2022 242 2023 214 Thereafter 932 Total undiscounted lease payments 2,110 Less: Imputed interest (324 ) Total lease liabilities $ 1,786 As of June 30, 2019 , we had approximately $88 million and $93 million of right-of-use assets and lease liabilities, respectively, for finance leases with a weighted average remaining lease term of 6.2 years . These right-of-use assets and lease liabilities are included in premises and equipment, net and other borrowings, respectively, on our consolidated balance sheets. We recognized $6 million and $11 million of total finance lease expense for the three and six months ended June 30, 2019 , respectively.

Investment Securities

Investment Securities	6 Months Ended
	Jun. 30, 2019
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”); 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% of our total investment securities portfolio as of both June 30, 2019 and December 31, 2018 . We classify investment securities as either available for sale or held to maturity. As of June 30, 2019 and December 31, 2018 , we had investment securities available for sale of $45.7 billion and $46.2 billion , respectively, and securities held to maturity of $35.5 billion and $36.8 billion , respectively. The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale as of June 30, 2019 and December 31, 2018 . Table 3.1 : Investment Securities Available for Sale June 30, 2019 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Investment securities available for sale: U.S. Treasury securities $ 4,226 $ 3 $ (10 ) $ 4,219 RMBS: Agency 33,183 177 (328 ) 33,032 Non-agency 1,362 314 (1 ) 1,675 Total RMBS 34,545 491 (329 ) 34,707 Agency CMBS 5,380 37 (28 ) 5,389 Other securities (1) 1,343 2 (2 ) 1,343 Total investment securities available for sale $ 45,494 $ 533 $ (369 ) $ 45,658 December 31, 2018 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Investment securities available for sale: U.S. Treasury securities $ 6,146 $ 15 $ (17 ) $ 6,144 RMBS: Agency 32,710 62 (869 ) 31,903 Non-agency 1,440 304 (2 ) 1,742 Total RMBS 34,150 366 (871 ) 33,645 Agency CMBS 4,806 11 (78 ) 4,739 Other securities (1) 1,626 2 (6 ) 1,622 Total investment securities available for sale $ 46,728 $ 394 $ (972 ) $ 46,150 __________ (1) Includes primarily supranational bonds, foreign government bonds and other asset-backed securities. The table below presents the amortized cost, carrying value, gross unrealized gains and losses, and fair value of securities held to maturity as of June 30, 2019 and December 31, 2018 . Table 3.2 : Investment Securities Held to Maturity June 30, 2019 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value Agency RMBS $ 31,857 $ (222 ) $ 31,635 $ 991 $ (44 ) $ 32,582 Agency CMBS 3,853 (13 ) 3,840 125 (6 ) 3,959 Total investment securities held to maturity $ 35,710 $ (235 ) $ 35,475 $ 1,116 $ (50 ) $ 36,541 December 31, 2018 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value Agency RMBS $ 33,299 $ (238 ) $ 33,061 $ 293 $ (377 ) $ 32,977 Agency CMBS 3,723 (13 ) 3,710 21 (89 ) 3,642 Total investment securities held to maturity $ 37,022 $ (251 ) $ 36,771 $ 314 $ (466 ) $ 36,619 Investment Securities in a Gross Unrealized Loss Position The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of June 30, 2019 and December 31, 2018 . Table 3.3 : Securities in a Gross Unrealized Loss Position June 30, 2019 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 $ 2,646 $ (10 ) $ 350 $ 0 $ 2,996 $ (10 ) RMBS: Agency 1,547 (7 ) 17,950 (321 ) 19,497 (328 ) Non-agency 35 (1 ) 9 0 44 (1 ) Total RMBS 1,582 (8 ) 17,959 (321 ) 19,541 (329 ) Agency CMBS 889 (2 ) 1,863 (26 ) 2,752 (28 ) Other securities 267 (1 ) 363 (1 ) 630 (2 ) Total investment securities available for sale in a gross unrealized loss position $ 5,384 $ (21 ) $ 20,535 $ (348 ) $ 25,919 $ (369 ) December 31, 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 $ 2,543 $ (3 ) $ 1,076 $ (14 ) $ 3,619 $ (17 ) RMBS: Agency 7,863 (260 ) 18,118 (609 ) 25,981 (869 ) Non-agency 89 (2 ) 10 0 99 (2 ) Total RMBS 7,952 (262 ) 18,128 (609 ) 26,080 (871 ) Agency CMBS 2,004 (31 ) 1,540 (47 ) 3,544 (78 ) Other securities 244 (1 ) 678 (5 ) 922 (6 ) Total investment securities available for sale in a gross unrealized loss position $ 12,743 $ (297 ) $ 21,422 $ (675 ) $ 34,165 $ (972 ) As of June 30, 2019 , the amortized cost of approximately 860 securities available for sale exceeded their fair value by $369 million , of which $348 million related to securities that had been in a loss position for 12 months or longer. As of June 30, 2019 , the carrying value of approximately 120 securities classified as held to maturity exceeded their fair value by $50 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 June 30, 2019 . 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 3.4 : Contractual Maturities and Weighted-Average Yields of Securities June 30, 2019 (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 $ 350 $ 754 $ 3,115 $ 0 $ 4,219 RMBS (1) : Agency 3 21 763 32,245 33,032 Non-agency 0 0 0 1,675 1,675 Total RMBS 3 21 763 33,920 34,707 Agency CMBS (1) 10 1,699 2,245 1,435 5,389 Other securities 486 561 296 0 1,343 Total securities available for sale $ 849 $ 3,035 $ 6,419 $ 35,355 $ 45,658 Amortized cost of securities available for sale $ 850 $ 3,034 $ 6,408 $ 35,202 $ 45,494 Weighted-average yield for securities available for sale 1.62 % 2.48 % 2.73 % 3.22 % 3.07 % Carrying value of securities held to maturity: Agency RMBS (1) $ 0 $ 0 $ 87 $ 31,548 $ 31,635 Agency CMBS (1) 0 65 780 2,995 3,840 Total securities held to maturity $ 0 $ 65 $ 867 $ 34,543 $ 35,475 Fair value of securities held to maturity $ 0 $ 68 $ 903 $ 35,570 $ 36,541 Weighted-average yield for securities held to maturity N/A 3.62 % 3.12 % 3.30 % 3.30 % __________ (1) As of June 30, 2019 , the weighted-average expected maturities of RMBS and Agency CMBS are 5.4 years and 5.5 years , respectively. Other-Than-Temporary Impairment We evaluate all securities in an unrealized loss position at least quarterly, and more often as market conditions require, to assess whether the impairment is other-than-temporary. Our other-than-temporary impairment (“OTTI”) assessment is based on a discounted cash flow analysis which requires careful use of judgments and assumptions. A number of qualitative and quantitative criteria may be considered in our assessment, as applicable, including the size and the nature of the portfolio; historical and projected performance such as prepayment, default and loss severity for the RMBS portfolio; recent credit events specific to the issuer and/or industry to which the issuer belongs; the payment structure of the security; external credit ratings of the issuer and any failure or delay of the issuer to make scheduled interest or principal payments; the value of underlying collateral; our intent and ability to hold the security; and current and projected market and macro-economic conditions. If we intend to sell a security in an unrealized loss position or it is more likely than not that we will be required to sell the security prior to recovery of its amortized cost basis, the entire difference between the amortized cost basis of the security and its fair value is recognized in earnings. As of June 30, 2019 , we had sold all securities previously designated with the intent to sell, and did not intend to sell, nor believe that we will be required to sell, any other security in an unrealized loss position prior to the recovery of its amortized cost basis. 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 at the security’s effective yield. Realized Gains and Losses on Securities and OTTI Recognized in Earnings The following table presents the gross realized gains or losses and proceeds from the sale of securities available for sale for the three and six months ended June 30, 2019 and 2018 . We did not recognize any OTTI and did not sell any investment securities that were classified as held to maturity for the three and six months ended June 30, 2019 and 2018 . Table 3.5 : Realized Gains and Losses on Securities Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2019 2018 2019 2018 Realized gains (losses): Gross realized gains $ 15 $ 0 $ 39 $ 8 Gross realized losses 0 (1 ) 0 (1 ) Net securities gains (losses) $ 15 $ (1 ) $ 39 $ 7 Total proceeds from sales $ 909 $ 0 $ 3,983 $ 1,058 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 as of both June 30, 2019 and December 31, 2018 . Securities Pledged and Received We pledged securities available for sale and held to maturity totaling $15.5 billion and $16.3 billion as of June 30, 2019 and December 31, 2018 , respectively. These securities are pledged to primarily secure Federal Home Loan Banks (“FHLB”) advances and Public Funds deposits, as well as for other purposes as required or permitted by law. We accepted pledges of securities with a fair value of approximately $1 million as of both June 30, 2019 and December 31, 2018 , 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 June 30, 2019 and December 31, 2018 . Table 3.6 : Outstanding Balance and Carrying Value of Purchased Credit-Impaired Debt Securities (Dollars in millions) June 30, 2019 December 31, 2018 Outstanding balance $ 1,653 $ 1,784 Carrying value 1,484 1,537 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 six months ended June 30, 2019 and 2018 . Table 3.7 : Changes in the Accretable Yield of Purchased Credit-Impaired Debt Securities Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2019 2018 2019 2018 Accretable yield, beginning of period $ 636 $ 794 $ 698 $ 826 Accretion recognized in earnings (44 ) (39 ) (87 ) (78 ) Reduction due to payoffs, disposals, transfers and other (2 ) (2 ) (3 ) (3 ) Net reclassifications (to) from nonaccretable difference 1 15 (17 ) 23 Accretable yield, end of period $ 591 $ 768 $ 591 $ 768

Loans

Loans	6 Months Ended
	Jun. 30, 2019
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 primarily consist of commercial and multifamily real estate as well as commercial and industrial loans. We sold all of our consumer home loan portfolio and the related servicing during 2018. The information presented in this section excludes loans held for sale, which are carried at lower of cost or fair value. Credit Quality The table below presents the composition and an aging analysis of our loans held for investment as of June 30, 2019 and December 31, 2018 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1 : Loan Portfolio Composition and Aging Analysis June 30, 2019 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card $ 99,456 $ 1,126 $ 733 $ 1,644 $ 3,503 $ 0 $ 102,959 International card businesses 8,853 132 72 125 329 0 9,182 Total credit card 108,309 1,258 805 1,769 3,832 0 112,141 Consumer Banking: Auto 53,736 2,384 1,158 278 3,820 0 57,556 Retail banking 2,724 22 7 16 45 2 2,771 Total consumer banking 56,460 2,406 1,165 294 3,865 2 60,327 Commercial Banking: Commercial and multifamily real estate 29,789 15 21 14 50 22 29,861 Commercial and industrial 41,684 199 146 87 432 9 42,125 Total commercial lending 71,473 214 167 101 482 31 71,986 Small-ticket commercial real estate 2 0 0 4 4 0 6 Total commercial banking 71,475 214 167 105 486 31 71,992 Total loans (1) $ 236,244 $ 3,878 $ 2,137 $ 2,168 $ 8,183 $ 33 $ 244,460 % of Total loans 96.6 % 1.6 % 0.9 % 0.9 % 3.4 % 0.0 % 100.0 % December 31, 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 $ 103,014 $ 1,270 $ 954 $ 2,111 $ 4,335 $ 1 $ 107,350 International card businesses 8,678 127 78 128 333 0 9,011 Total credit card 111,692 1,397 1,032 2,239 4,668 1 116,361 Consumer Banking: Auto 52,032 2,624 1,326 359 4,309 0 56,341 Retail banking 2,809 23 8 20 51 4 2,864 Total consumer banking 54,841 2,647 1,334 379 4,360 4 59,205 Commercial Banking: Commercial and multifamily real estate 28,737 101 20 19 140 22 28,899 Commercial and industrial 40,704 135 43 101 279 108 41,091 Total commercial lending 69,441 236 63 120 419 130 69,990 Small-ticket commercial real estate 336 2 1 4 7 0 343 Total commercial banking 69,777 238 64 124 426 130 70,333 Total loans (1) $ 236,310 $ 4,282 $ 2,430 $ 2,742 $ 9,454 $ 135 $ 245,899 % of Total loans 96.1 % 1.7 % 1.0 % 1.1 % 3.8 % 0.1 % 100.0 % __________ (1) Loans, other than PCI loans, include unamortized premiums and discounts, and unamortized deferred fees and costs totaling $933 million and $818 million as of June 30, 2019 and December 31, 2018 , respectively. We pledged loan collateral of $13.8 billion and $15.8 billion to secure a portion of our FHLB borrowing capacity of $17.7 billion and $19.3 billion as of June 30, 2019 and December 31, 2018 , respectively. We also pledged loan collateral of $7.7 billion and $9.2 billion to secure our Federal Reserve Discount Window borrowing capacity of $6.4 billion and $7.6 billion as of June 30, 2019 and December 31, 2018 , respectively. In addition to loans pledged, we securitized a portion of our credit card and auto loans. See “ Note 6—Variable Interest Entities and Securitizations 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 June 30, 2019 and December 31, 2018 . 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 2018 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 June 30, 2019 December 31, 2018 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 1,644 N/A $ 2,111 N/A International card businesses 119 $ 23 122 $ 22 Total credit card 1,763 23 2,233 22 Consumer Banking: Auto 0 369 0 449 Retail banking 0 28 0 30 Total consumer banking 0 397 0 479 June 30, 2019 December 31, 2018 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Commercial Banking: Commercial and multifamily real estate $ 5 $ 43 $ 0 $ 83 Commercial and industrial 1 311 0 223 Total commercial lending 6 354 0 306 Small-ticket commercial real estate 0 6 0 6 Total commercial banking 6 360 0 312 Total $ 1,769 $ 780 $ 2,233 $ 813 % of Total loans held for investment 0.7 % 0.3 % 0.9 % 0.3 % Credit Card Our credit card loan portfolio is highly diversified across millions of accounts and numerous geographies without significant individual exposure. We therefore generally manage credit risk based on portfolios with common risk characteristics. The risk in our credit card loan portfolio correlates to broad economic trends, such as unemployment rates and home values, as well as consumers’ financial condition, all of which can have a material effect on credit performance. The primary indicators we assess in monitoring the credit quality and risk of our credit card loan 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 June 30, 2019 and December 31, 2018 . Table 4.3 : Credit Card Risk Profile by Geographic Region June 30, 2019 December 31, 2018 (Dollars in millions) Amount % of Total Amount % of Total Domestic credit card: California $ 11,114 9.9 % $ 11,591 10.0 % Texas 7,881 7.0 8,173 7.0 New York 7,055 6.3 7,400 6.4 Florida 6,831 6.1 7,086 6.1 Illinois 4,513 4.0 4,761 4.1 Pennsylvania 4,335 3.9 4,575 3.9 Ohio 3,760 3.4 3,967 3.4 New Jersey 3,468 3.1 3,641 3.1 Michigan 3,367 3.0 3,544 3.0 Other 50,635 45.1 52,612 45.3 Total domestic credit card 102,959 91.8 107,350 92.3 International card businesses: Canada 6,275 5.6 6,023 5.1 United Kingdom 2,907 2.6 2,988 2.6 Total international card businesses 9,182 8.2 9,011 7.7 Total credit card $ 112,141 100.0 % $ 116,361 100.0 % The table below presents net charge-offs for the three and six months ended June 30, 2019 and 2018 . Table 4.4 : Credit Card Net Charge-Offs Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: (1) Domestic credit card $ 1,240 4.86 % $ 1,166 4.72 % $ 2,534 4.95 % $ 2,487 4.99 % International card businesses 80 3.63 94 4.14 150 3.41 150 3.32 Total credit card $ 1,320 4.76 $ 1,260 4.67 $ 2,684 4.83 $ 2,637 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 the net charge-off rates are impacted periodically by fluctuations in recoveries, including loan sales. Consumer Banking Our consumer banking loan portfolio consists of auto and retail banking loans. Similar to our credit card loan portfolio, the risk in our consumer banking loan portfolio correlates to broad economic trends, such as unemployment rates, gross domestic product 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 June 30, 2019 and December 31, 2018 . Table 4.5 : Consumer Banking Risk Profile by Geographic Region June 30, 2019 December 31, 2018 (Dollars in millions) Amount % of Total Amount % of Total Auto: Texas $ 7,337 12.1 % $ 7,264 12.3 % California 6,587 10.9 6,352 10.7 Florida 4,741 7.9 4,623 7.8 Georgia 2,648 4.4 2,665 4.5 Ohio 2,574 4.3 2,502 4.2 Pennsylvania 2,207 3.7 2,167 3.7 Illinois 2,170 3.6 2,171 3.7 Louisiana 2,113 3.5 2,174 3.7 Other 27,179 45.0 26,423 44.6 Total auto 57,556 95.4 56,341 95.2 Retail banking: New York 818 1.4 837 1.4 Louisiana 735 1.2 772 1.3 Texas 613 1.0 647 1.1 New Jersey 193 0.3 201 0.3 Maryland 158 0.3 161 0.3 Virginia 131 0.2 137 0.2 Other 123 0.2 109 0.2 Total retail banking 2,771 4.6 2,864 4.8 Total consumer banking $ 60,327 100.0 % $ 59,205 100.0 % The table below presents net charge-offs in our consumer banking loan portfolio for the three and six months ended June 30, 2019 and 2018 , as well as nonperforming loans as of June 30, 2019 and December 31, 2018 . Table 4.6 : Consumer Banking Net Charge-Offs (Recoveries) and Nonperforming Loans Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs (recoveries): Auto $ 155 1.09 % $ 182 1.32 % $ 358 1.26 % $ 390 1.42 % Retail banking 17 2.42 16 2.07 35 2.49 32 1.97 Home loan 0 0.00 0 0.00 0 0.00 (1 ) (0.02 ) Total consumer banking $ 172 1.15 $ 198 1.19 $ 393 1.32 $ 421 1.19 June 30, 2019 December 31, 2018 (Dollars in millions) Amount Rate (2) Amount Rate (2) Nonperforming loans: Auto $ 369 0.64 % $ 449 0.80 % Retail banking 28 1.02 30 1.04 Total consumer banking $ 397 0.66 $ 479 0.81 __________ (1) Net charge-off (recovery) rates are calculated by dividing annualized net charge-offs (recoveries) by average loans held for investment for the period for each loan category. (2) Nonperforming loan rates are calculated based on nonperforming loans for each category divided by period-end total loans held for investment for each respective category. Commercial Banking We evaluate the credit risk of commercial loans using a risk rating system. We assign internal risk ratings to loans based on relevant information about the ability of the borrowers to repay their debt. In determining the risk rating of a particular loan, some of the factors considered are the borrower’s current financial condition, historical and projected future credit performance, prospects for support from financially responsible guarantors, the estimated realizable value of any collateral and current economic trends. The scale based on our internal risk rating system is as follows: • Noncriticized: Loans that have not been designated as criticized, frequently referred to as “pass” loans. • Criticized performing: Loans in which the financial condition of the obligor is stressed, affecting earnings, cash flows or collateral values. The borrower currently has adequate capacity to meet near-term obligations; however, the stress, left unabated, may result in deterioration of the repayment prospects at some future date. • Criticized nonperforming: Loans that are not adequately protected by the current net worth and paying capacity of the obligor or the collateral pledged, if any. Loans classified as criticized nonperforming have a well-defined weakness, or weaknesses, which jeopardize the full repayment of the debt. These loans are characterized by the distinct possibility that we will sustain a credit loss if the deficiencies are not corrected and are generally placed on nonaccrual status. We use our internal risk rating system for regulatory reporting, determining the frequency of credit exposure reviews, and evaluating and determining the allowance for loan and lease losses for commercial loans. 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 June 30, 2019 and December 31, 2018 . Table 4.7 : Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating June 30, 2019 (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 $ 15,954 53.4 % $ 7,522 17.9 % $ 4 66.7 % $ 23,480 32.6 % Mid-Atlantic 3,308 11.1 5,060 12.0 0 0.0 8,368 11.6 South 4,675 15.7 15,325 36.3 0 0.0 20,000 27.8 Other 5,924 19.8 14,218 33.8 2 33.3 20,144 28.0 Total $ 29,861 100.0 % $ 42,125 100.0 % $ 6 100.0 % $ 71,992 100.0 % Internal risk rating: (2) Noncriticized $ 28,991 97.1 % $ 40,399 96.0 % $ 0 0.0 % $ 69,390 96.4 % Criticized performing 805 2.7 1,406 3.3 0 0.0 2,211 3.1 Criticized nonperforming 43 0.1 311 0.7 6 100.0 360 0.5 PCI loans 22 0.1 9 0.0 0 0.0 31 0.0 Total $ 29,861 100.0 % $ 42,125 100.0 % $ 6 100.0 % $ 71,992 100.0 % December 31, 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 $ 15,562 53.8 % $ 7,573 18.4 % $ 213 62.1 % $ 23,348 33.2 % Mid-Atlantic 3,410 11.8 4,710 11.5 12 3.5 8,132 11.6 South 4,247 14.7 15,367 37.4 20 5.8 19,634 27.9 Other 5,680 19.7 13,441 32.7 98 28.6 19,219 27.3 Total $ 28,899 100.0 % $ 41,091 100.0 % $ 343 100.0 % $ 70,333 100.0 % Internal risk rating: (2) Noncriticized $ 28,239 97.7 % $ 39,468 96.1 % $ 336 98.0 % $ 68,043 96.8 % Criticized performing 555 1.9 1,292 3.1 1 0.3 1,848 2.6 Criticized nonperforming 83 0.3 223 0.5 6 1.7 312 0.4 PCI loans 22 0.1 108 0.3 0 0.0 130 0.2 Total $ 28,899 100.0 % $ 41,091 100.0 % $ 343 100.0 % $ 70,333 100.0 % __________ (1) Geographic concentration is generally determined by the location of the borrower’s business or the location of the collateral associated with the loan. Northeast consists of CT, MA, ME, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DC, DE, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MO, MS, NC, SC, TN and TX. (2) Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset categories defined by bank regulatory authorities. Impaired Loans The following table presents information on our impaired loans as of June 30, 2019 and December 31, 2018 , and for the three and six months ended June 30, 2019 and 2018 . 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 table. Table 4.8 : Impaired Loans June 30, 2019 (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 $ 632 $ 0 $ 632 $ 165 $ 467 $ 621 International card businesses 194 0 194 90 104 189 Total credit card (1) 826 0 826 255 571 810 Consumer Banking: Auto 294 40 334 28 306 442 Retail banking 56 0 56 4 52 62 Total consumer banking 350 40 390 32 358 504 Commercial Banking: Commercial and multifamily real estate 37 42 79 1 78 80 Commercial and industrial 454 99 553 81 472 674 Total commercial lending 491 141 632 82 550 754 Small-ticket commercial real estate 0 6 6 0 6 9 Total commercial banking 491 147 638 82 556 763 Total $ 1,667 $ 187 $ 1,854 $ 369 $ 1,485 $ 2,077 December 31, 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 $ 666 $ 0 $ 666 $ 186 $ 480 $ 654 International card businesses 189 0 189 91 98 183 Total credit card (1) 855 0 855 277 578 837 Consumer Banking: Auto (2) 301 38 339 22 317 420 Retail banking 42 12 54 5 49 60 Total consumer banking 343 50 393 27 366 480 Commercial Banking: Commercial and multifamily real estate 92 28 120 5 115 121 Commercial and industrial 301 169 470 29 441 593 Total commercial lending 393 197 590 34 556 714 Small-ticket commercial real estate 0 6 6 0 6 9 Total commercial banking 393 203 596 34 562 723 Total $ 1,591 $ 253 $ 1,844 $ 338 $ 1,506 $ 2,040 Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Average Interest Average Interest Average Interest Average Interest Credit Card: Domestic credit card $ 646 $ 14 $ 653 $ 16 $ 652 $ 29 $ 648 $ 32 International card businesses 196 3 183 3 194 7 180 6 Total credit card (1) 842 17 836 19 846 36 828 38 Consumer Banking: Auto (2) 339 9 408 11 339 19 432 24 Home loan 0 0 112 0 0 0 153 1 Retail banking 55 1 61 1 55 1 61 1 Total consumer banking 394 10 581 12 394 20 646 26 Commercial Banking: Commercial and multifamily real estate 93 1 60 0 102 1 86 1 Commercial and industrial 561 4 679 4 531 8 690 10 Total commercial lending 654 5 739 4 633 9 776 11 Small-ticket commercial real estate 6 0 5 0 6 0 6 0 Total commercial banking 660 5 744 4 639 9 782 11 Total $ 1,896 $ 32 $ 2,161 $ 35 $ 1,879 $ 65 $ 2,256 $ 75 __________ (1) The period-end and average recorded investments of credit card loans include finance charges and fees. (2) 2018 amounts include certain TDRs that were recorded as other assets on our consolidated balance sheets. Troubled Debt Restructurings Total recorded TDRs were $1.6 billion as of both June 30, 2019 and December 31, 2018 . TDRs classified as performing in our credit card and consumer banking loan portfolios totaled $1.1 billion and $1.2 billion as of June 30, 2019 and December 31, 2018 , respectively. TDRs classified as performing in our commercial banking loan portfolio totaled $278 million and $282 million as of June 30, 2019 and December 31, 2018 , respectively. Commitments to lend additional funds on loans modified in TDRs totaled $378 million and $256 million as of June 30, 2019 and December 31, 2018 , respectively. Loans Modified in TDRs As part of our loan modification programs to borrowers experiencing financial difficulty, we may provide multiple concessions to minimize our economic loss and improve long-term loan performance and collectability. The following tables present the major modification types, recorded investment amounts and financial effects of loans modified in TDRs during the three and six months ended June 30, 2019 and 2018 . Table 4.9 : Troubled Debt Restructurings Total Loans (1) Three Months Ended June 30, 2019 Reduced Interest Rate Term Extension (Dollars in millions) % of (2) Average % of (2) Average Credit Card: Domestic credit card $ 74 100 % 16.60 % 0 % 0 International card businesses 40 100 27.25 0 0 Total credit card 114 100 20.32 0 0 Consumer Banking: Auto 52 46 3.78 89 8 Retail banking 5 9 10.55 57 3 Total consumer banking 57 42 3.93 86 8 Commercial Banking: Commercial and industrial 14 0 0.00 100 3 Total commercial lending 14 0 0.00 100 3 Small-ticket commercial real estate 1 0 0.00 0 0 Total commercial banking 15 0 0.00 98 3 Total $ 186 75 17.45 34 7 Total Loans (1) Six Months Ended June 30, 2019 Reduced Interest Rate Term Extension (Dollars in millions) % of (2) Average % of (2) Average Credit Card: Domestic credit card $ 172 100 % 16.50 % 0 % 0 International card businesses 87 100 27.44 0 0 Total credit card 259 100 20.17 0 0 Consumer Banking: Auto 124 41 3.81 90 7 Retail banking 6 10 10.91 61 3 Total consumer banking 130 39 3.90 89 7 Commercial Banking: Commercial and multifamily real estate 34 100 0.00 0 0 Commercial and industrial 35 0 0.00 40 1 Total commercial lending 69 49 0.00 20 1 Small-ticket commercial real estate 1 0 0.00 0 0 Total commercial banking 70 49 0.00 20 0 Total $ 459 75 15.78 28 6 Total Loans (1) Three Months Ended June 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 $ 96 100 % 15.90 0 % 0 0 % $ 0 International card businesses 43 100 26.79 0 0 0 0 Total credit card 139 100 19.22 0 0 0 0 Consumer Banking: Auto (3) 44 64 4.10 85 9 1 1 Retail banking 4 12 11.56 34 6 0 0 Total consumer banking 48 60 4.22 81 9 1 1 Commercial Banking: Commercial and multifamily real estate 17 0 0.00 100 8 0 0 Commercial and industrial 86 0 2.00 61 17 0 0 Total commercial lending 103 0 2.00 67 15 0 0 Small-ticket commercial real estate 0 0 0.00 0 0 0 0 Total commercial banking 103 0 2.00 67 15 0 0 Total $ 290 58 16.63 37 13 0 $ 1 Total Loans (1) Six Months Ended June 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 $ 209 100 % 15.81 % 0 % 0 0 % $ 0 International card businesses 93 100 26.82 0 0 0 0 Total credit card 302 100 19.19 0 0 0 0 Consumer Banking: Auto (3) 106 57 3.92 88 8 1 1 Home loan 6 28 1.78 83 214 0 0 Retail banking 6 12 11.11 49 5 0 0 Total consumer banking 118 53 3.94 86 18 0 1 Commercial Banking: Commercial and multifamily real estate 19 0 0.00 100 8 0 0 Commercial and industrial 97 0 1.79 65 17 0 0 Total commercial lending 116 0 1.79 71 15 0 0 Small-ticket commercial real estate 2 0 0.00 0 0 0 0 Total commercial banking 118 0 1.79 69 15 0 0 Total $ 538 68 16.56 34 16 0 $ 1 __________ (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. 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 June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Number of Amount Number of Amount Number of Amount Number of Amount Credit Card: Domestic credit card 11,581 $ 26 14,206 $ 30 25,608 $ 55 30,545 $ 64 International card businesses 18,185 28 15,354 27 34,891 56 29,293 53 Total credit card 29,766 54 29,560 57 60,499 111 59,838 117 Consumer Banking: Auto 1,312 16 1,793 21 2,417 29 3,600 42 Home loan 0 0 0 0 0 0 3 1 Retail banking 4 1 1 0 12 1 9 0 Total consumer banking 1,316 17 1,794 21 2,429 30 3,612 43 Commercial Banking: Commercial and industrial 0 0 7 10 0 0 13 45 Total commercial lending 0 0 7 10 0 0 13 45 Total commercial banking 0 0 7 10 0 0 13 45 Total 31,082 $ 71 31,361 $ 88 62,928 $ 141 63,463 $ 205

Allowance for Loan and Lease Lo

Allowance for Loan and Lease Losses	6 Months Ended
	Jun. 30, 2019
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 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 2018 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 six months ended June 30, 2019 and 2018 . Table 5.1 : Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity Three Months Ended June 30, 2019 (Dollars in millions) Credit Card Consumer Commercial Banking Total Allowance for loan and lease losses: Balance as of March 31, 2019 $ 5,568 $ 1,062 $ 683 $ 7,313 Charge-offs (1,711 ) (423 ) (23 ) (2,157 ) Recoveries (1) 391 251 7 649 Net charge-offs (1,320 ) (172 ) (16 ) (1,508 ) Provision for loan and lease losses 1,095 165 69 1,329 Allowance build (release) for loan and lease losses (225 ) (7 ) 53 (179 ) Other changes (2) (1 ) 0 0 (1 ) Balance as of June 30, 2019 5,342 1,055 736 7,133 Reserve for unfunded lending commitments: Balance as of March 31, 2019 0 4 127 131 Provision for losses on unfunded lending commitments 0 0 13 13 Balance as of June 30, 2019 0 4 140 144 Combined allowance and reserve as of June 30, 2019 $ 5,342 $ 1,059 $ 876 $ 7,277 Six Months Ended June 30, 2019 (Dollars in millions) Credit Card Consumer Commercial Banking Total Allowance for loan and lease losses: Balance as of December 31, 2018 $ 5,535 $ 1,048 $ 637 $ 7,220 Charge-offs (3,493 ) (894 ) (43 ) (4,430 ) Recoveries (1) 809 501 13 1,323 Net charge-offs (2,684 ) (393 ) (30 ) (3,107 ) Provision for loan and lease losses 2,484 400 129 3,013 Allowance build (release) for loan and lease losses (200 ) 7 99 (94 ) Other changes (2) 7 0 0 7 Balance as of June 30, 2019 5,342 1,055 736 7,133 Reserve for unfunded lending commitments: Balance as of December 31, 2018 0 4 118 122 Provision for losses on unfunded lending commitments 0 0 22 22 Balance as of June 30, 2019 0 4 140 144 Combined allowance and reserve as of June 30, 2019 $ 5,342 $ 1,059 $ 876 $ 7,277 Three Months Ended June 30, 2018 (Dollars in millions) Credit Card Consumer (3) Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of March 31, 2018 $ 5,726 $ 1,253 $ 587 $ 1 $ 7,567 Charge-offs (1,679 ) (414 ) (7 ) (9 ) (2,109 ) Recoveries (1) 419 216 14 1 650 Net charge-offs (1,260 ) (198 ) 7 (8 ) (1,459 ) Provision (benefit) for loan and lease losses 1,171 119 30 (47 ) 1,273 Allowance build (release) for loan and lease losses (89 ) (79 ) 37 (55 ) (186 ) Other changes (2)(3) (13 ) (54 ) 0 54 (13 ) Balance as of June 30, 2018 5,624 1,120 624 0 7,368 Reserve for unfunded lending commitments: Balance as of March 31, 2018 0 6 108 0 114 Provision (benefit) for losses on unfunded lending commitments 0 (1 ) 4 0 3 Balance as of June 30, 2018 0 5 112 0 117 Combined allowance and reserve as of June 30, 2018 $ 5,624 $ 1,125 $ 736 $ 0 $ 7,485 Six Months Ended June 30, 2018 (Dollars in millions) Credit Card Consumer (3) Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of December 31, 2017 $ 5,648 $ 1,242 $ 611 $ 1 $ 7,502 Charge-offs (3,504 ) (845 ) (28 ) (8 ) (4,385 ) Recoveries (1) 867 424 16 1 1,308 Net charge-offs (2,637 ) (421 ) (12 ) (7 ) (3,077 ) Provision (benefit) for loan and lease losses 2,627 353 25 (48 ) 2,957 Allowance build (release) for loan and lease losses (10 ) (68 ) 13 (55 ) (120 ) Other changes (2)(3) (14 ) (54 ) 0 54 (14 ) Balance as of June 30, 2018 5,624 1,120 624 0 7,368 Reserve for unfunded lending commitments: Balance as of December 31, 2017 0 7 117 0 124 Benefit for losses on unfunded lending commitments 0 (2 ) (5 ) 0 (7 ) Balance as of June 30, 2018 0 5 112 0 117 Combined allowance and reserve as of June 30, 2018 $ 5,624 $ 1,125 $ 736 $ 0 $ 7,485 __________ (1) The amount and timing of recoveries is impacted by our collection strategies, which are based on customer behavior and risk profile and include direct customer communications, repossession of collateral, the periodic sale of charged-off loans as well as additional strategies, such as litigation. (2) Represents foreign currency translation adjustments and the net impact of loan transfers and sales where applicable. (3) In 2018, we sold all of our consumer home loan portfolio.The impact included a benefit for credit losses of $46 million in the second quarter of 2018 which was reflected in the Other category. 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 June 30, 2019 and December 31, 2018 . See “ Note 1—Summary of Significant Accounting Policies ” in our 2018 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 June 30, 2019 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Allowance for loan and lease losses: Collectively evaluated $ 5,087 $ 1,023 $ 654 $ 6,764 Asset-specific 255 32 82 369 Total allowance for loan and lease losses $ 5,342 $ 1,055 $ 736 $ 7,133 Loans held for investment: Collectively evaluated $ 111,315 $ 59,935 $ 71,323 $ 242,573 Asset-specific 826 390 638 1,854 PCI loans 0 2 31 33 Total loans held for investment $ 112,141 $ 60,327 $ 71,992 $ 244,460 Allowance coverage ratio (1) 4.76 % 1.75 % 1.02 % 2.92 % December 31, 2018 (Dollars in millions) Credit Consumer Banking Commercial Banking Total Allowance for loan and lease losses: Collectively evaluated $ 5,258 $ 1,021 $ 603 $ 6,882 Asset-specific 277 27 34 338 Total allowance for loan and lease losses $ 5,535 $ 1,048 $ 637 $ 7,220 Loans held for investment: Collectively evaluated $ 115,505 $ 58,808 $ 69,607 $ 243,920 Asset-specific 855 393 596 1,844 PCI loans 1 4 130 135 Total loans held for investment $ 116,361 $ 59,205 $ 70,333 $ 245,899 Allowance coverage ratio (1) 4.76 % 1.77 % 0.91 % 2.94 % __________ (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 agreements that are presented within our consolidated financial statements on a net basis, in which our partner agrees to share a portion of the credit losses on the underlying loan portfolio. 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 2018 Form 10-K for further discussion of our credit card partnership agreements. The table below summarizes the changes in the estimated reimbursements from these partners for the three and six months ended June 30, 2019 and 2018 . Table 5.3 : Summary of Loss Sharing Arrangements Impacts Three Months Ended June 30, (Dollars in millions) 2019 2018 Estimated reimbursements from partners, beginning of period $ 442 $ 388 Amounts due from partners which reduced net charge-offs (105 ) (92 ) Amounts estimated to be charged to partners which reduced provision for credit losses 77 96 Estimated reimbursements from partners, end of period $ 414 $ 392 Six Months Ended June 30, (Dollars in millions) 2019 2018 Estimated reimbursements from partners, beginning of period $ 379 $ 380 Amounts due from partners which reduced net charge-offs (213 ) (189 ) Amounts estimated to be charged to partners which reduced provision for credit losses 248 201 Estimated reimbursements from partners, end of period $ 414 $ 392

Variable Interest Entities and

Variable Interest Entities and Securitizations	6 Months Ended
	Jun. 30, 2019
Variable Interest Entities and Securitization [Abstract]
Variable Interest Entities and Securitizations	NOTE 6—VARIABLE INTEREST ENTITIES AND SECURITIZATIONS In the normal course of business, we enter into various types of transactions with entities that are considered to be VIEs. Our primary involvement with VIEs has been related to our securitization transactions in which we transferred assets to securitization trusts. We have primarily securitized credit card and auto 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, 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 funds 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 on our consolidated balance sheets. 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 VIEs in which we had continuing involvement or held a variable interest, aggregated based on VIEs with similar characteristics as of June 30, 2019 and December 31, 2018 . We separately present information for consolidated and unconsolidated VIEs. Table 6.1 : Carrying Amount of Consolidated and Unconsolidated VIEs June 30, 2019 Consolidated Unconsolidated (Dollars in millions) Carrying Amount of Assets Carrying Amount of Liabilities Carrying Amount of Assets Carrying Amount of Liabilities Maximum Exposure to Loss Securitization-Related VIEs: Credit card loan securitizations (1) $ 31,509 $ 16,179 $ 0 $ 0 $ 0 Auto loan securitizations 1,239 1,082 0 0 0 Home loan securitizations 0 0 177 1 479 Total securitization-related VIEs 32,748 17,261 177 1 479 Other VIEs: (2) Affordable housing entities 241 11 4,350 1,230 4,350 Entities that provide capital to low-income and rural communities 1,779 87 0 0 0 Other 0 0 523 0 523 Total other VIEs 2,020 98 4,873 1,230 4,873 Total VIEs $ 34,768 $ 17,359 $ 5,050 $ 1,231 $ 5,352 December 31, 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) $ 33,574 $ 18,885 $ 0 $ 0 $ 0 Home loan securitizations 0 0 211 74 554 Total securitization-related VIEs 33,574 18,885 211 74 554 Other VIEs: (2) Affordable housing entities 243 17 4,238 1,303 4,238 Entities that provide capital to low-income and rural communities 1,739 117 0 0 0 Other 0 0 353 0 353 Total other VIEs 1,982 134 4,591 1,303 4,591 Total VIEs $ 35,556 $ 19,019 $ 4,802 $ 1,377 $ 5,145 __________ (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 as 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 $2.3 billion of assets and $795 million of liabilities as of June 30, 2019 and $2.3 billion of assets and $811 million of liabilities as of December 31, 2018 . Securitization-Related VIEs In a securitization transaction, assets are transferred to a trust, which generally meets the definition of a VIE. We engage in securitization activities as an issuer and an investor. Our primary securitization issuance activity includes credit card and auto 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 also 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. As an investor, we hold these RMBS and CMBS 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. Our maximum exposure to loss as a result of our involvement with these VIEs is the carrying value of MSRs and investment securities on our consolidated balance sheets. See “ Note 7—Goodwill and Intangible Assets ” for information related to our MSRs associated with these 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 as 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 June 30, 2019 and December 31, 2018 . Table 6.2 : Continuing Involvement in Securitization-Related VIEs (Dollars in millions) Credit Card Auto Mortgages June 30, 2019: Securities held by third-party investors $ 15,878 $ 1,081 $ 1,096 Receivables in the trust 31,710 1,194 1,145 Cash balance of spread or reserve accounts 0 3 121 Retained interests Yes Yes Yes Servicing retained Yes Yes Yes (1) December 31, 2018: Securities held by third-party investors $ 18,307 N/A $ 1,276 Receivables in the trust 34,197 N/A 1,305 Cash balance of spread or reserve accounts 0 N/A 116 Retained interests Yes N/A Yes Servicing retained Yes N/A Yes (1) __________ (1) We retain servicing on a portion of our remaining mortgage loans in mortgage securitizations. Credit Card Securitizations We securitize a portion of our credit card loans which provides a source of funding for us. Credit card securitizations involve the transfer of credit card receivables from our balance sheet to securitization trusts. These trusts then issue debt securities collateralized by the transferred receivables to third-party investors. We hold certain retained interests in our credit card securitizations and continue to service the receivables in these trusts. We consolidate these trusts because we are deemed to be the primary beneficiary as we have the power to direct the activities that most significantly impact the economic performance of the trusts, and the right to receive benefits or the obligation to absorb losses that could potentially be significant to the trusts. Auto Securitization In the second quarter of 2019, we securitized approximately $1.2 billion of auto loans. Auto securitization involves the transfer of auto loans from our balance sheet to securitization trusts. The trust then issues debt securities collateralized by the transferred loans to third-party investors. We hold certain retained interests and continue to service the loans in the trust. We consolidate this trust because we are deemed to be the primary beneficiary as we have the power to direct the activities that most significantly impact the economic performance of the trust, and the right to receive benefits or the obligation to absorb losses that could potentially be significant to the trust. Mortgage Securitizations We had previously securitized mortgage loans by transferring these loans to securitization trusts that had issued mortgage-backed securities to investors. These mortgage trusts consist of option-adjustable rate mortgage (“option-ARM”) securitizations and securitizations from our discontinued operations which include 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 (collectively “GreenPoint securitizations”). We continue to service a portion of the remaining mortgage loans in the option-ARM securitizations and also retain rights to certain future cash flows arising from these securitizations. We also retain servicing on a portion of the remaining mortgage loans in the GreenPoint securitizations and have the right to receive any funds remaining in the pre-funded letters of credit after the securities are released. We do not consolidate the mortgage securitizations because we do not have the right to receive the benefits nor the obligation to absorb losses that could potentially be significant to the trusts or we do not have the power to direct the activities that most significantly impact the economic performance of the trusts. Other VIEs Affordable Housing Entities As part of our community reinvestment initiatives, we invest in private investment funds that make equity investments in multifamily affordable housing properties. We receive affordable housing tax credits for these investments. The activities of these entities are financed with a combination of invested equity capital and debt. We account for certain of our investments in qualified affordable housing projects using the proportional amortization method if certain criteria are met. The proportional amortization method amortizes the cost of the investment over the period in which the investor expects to receive tax credits and other tax benefits, and the resulting amortization is recognized as a component of income tax expense attributable to continuing operations. For the six months ended June 30, 2019 and 2018 , we recognized amortization of $279 million and $250 million , respectively, and tax credits of $355 million and $321 million , respectively, associated with these investments within income tax provision. The carrying value of our equity investments in these qualified affordable housing projects was $4.3 billion and $4.2 billion as of June 30, 2019 and December 31, 2018 , respectively. We are periodically required to provide additional financial or other support during the period of the investments. Our liability for these unfunded commitments was $1.4 billion and $1.5 billion as of June 30, 2019 and December 31, 2018 , respectively, and is largely expected to be paid from 2019 to 2021 . 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 $4.4 billion and $4.2 billion as of June 30, 2019 and December 31, 2018 , 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 $10.7 billion and $10.8 billion as of June 30, 2019 and December 31, 2018 , 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 $1.7 billion as of June 30, 2019 and December 31, 2018 , 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 $523 million and $353 million as of June 30, 2019 and December 31, 2018 , respectively. The creditors of the other VIEs have no recourse to our general credit. We have not provided additional financial or other support other than during the period that we are contractually required to provide it.

Goodwill and Intangible Assets

Goodwill and Intangible Assets	6 Months Ended
	Jun. 30, 2019
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 June 30, 2019 and December 31, 2018 . 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 June 30, 2019 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,545 N/A $ 14,545 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,102 $ (1,995 ) 107 Other (1) 218 (131 ) 87 Total intangible assets 2,320 (2,126 ) 194 Total goodwill and intangible assets $ 16,865 $ (2,126 ) $ 14,739 Commercial MSRs (2) $ 501 $ (215 ) $ 286 December 31, 2018 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,544 N/A $ 14,544 Intangible assets: PCCR intangibles 2,102 $ (1,952 ) 150 Core deposit intangibles 1,149 (1,148 ) 1 Other (1) 271 (168 ) 103 Total intangible assets 3,522 (3,268 ) 254 Total goodwill and intangible assets $ 18,066 $ (3,268 ) $ 14,798 Commercial MSRs (2) $ 459 $ (185 ) $ 274 __________ (1) Primarily consists of intangibles for sponsorship relationships, partnership and other contract intangibles and trade name intangibles. (2) Commercial MSRs are accounted for under the amortization method on our consolidated balance sheets. Amortization expense for amortizable intangible assets, which is presented separately in our consolidated statements of income, totaled $29 million and $59 million for the three and six months ended June 30, 2019 , respectively, and $43 million and $87 million for the three and six months ended June 30, 2018 , respectively. Goodwill The following table presents changes in the carrying amount of goodwill by each of our business segments as of June 30, 2019 and December 31, 2018 . T able 7.2 : Goodwill by Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2018 $ 5,060 $ 4,600 $ 4,884 $ 14,544 Acquisitions 2 0 0 2 Reductions in goodwill related to divestitures 0 (1 ) 0 (1 ) Balance as of June 30, 2019 $ 5,062 $ 4,599 $ 4,884 $ 14,545

Deposits and Borrowings

Deposits and Borrowings	6 Months Ended
	Jun. 30, 2019
Deposits and Borrowings [Abstract]
Deposits and Borrowings	NOTE 8—DEPOSITS AND BORROWINGS Our deposits represent our largest source of funding for our assets and operations, which include checking accounts, money market deposits, negotiable order of withdrawals, savings deposits and time deposits. We also 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. Our total short-term borrowings generally 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 following tables summarize the components of our deposits, short-term borrowings and long-term debt as of June 30, 2019 and December 31, 2018 . The carrying value presented below for these borrowings includes unamortized debt premiums and discounts, net of debt issuance costs and fair value hedge accounting adjustments. Table 8.1 : C omponents of Deposits, Short-Term Borrowings and Long-Term Debt (Dollars in millions) June 30, December 31, Deposits: Non-interest-bearing deposits $ 23,374 $ 23,483 Interest-bearing deposits (1) 231,161 226,281 Total deposits $ 254,535 $ 249,764 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 359 $ 352 FHLB advances 0 9,050 Total short-term borrowings $ 359 $ 9,402 June 30, 2019 December 31, (Dollars in millions) Maturity Dates Stated Interest Rates Weighted- Average Interest Rate Carrying Value Carrying Value Long-term debt: Securitized debt obligations 2019-2025 1.33% - 3.15% 2.37 % $ 16,959 $ 18,307 Senior and subordinated notes: Fixed unsecured senior debt (2) 2019-2029 0.80 - 4.75 3.04 24,076 23,290 Floating unsecured senior debt 2019-2023 2.94 - 3.73 3.32 2,994 2,993 Total unsecured senior debt 3.07 27,070 26,283 Fixed unsecured subordinated debt 2019-2026 3.38 - 8.80 4.09 4,752 4,543 Total senior and subordinated notes 31,822 30,826 Other long-term borrowings: FHLB advances — — — 0 251 Other borrowings 2019-2035 2.50 - 12.86 4.30 93 119 Total other long-term borrowings 93 370 Total long-term debt $ 48,874 $ 49,503 Total short-term borrowings and long-term debt $ 49,233 $ 58,905 __________ (1) Includes $5.6 billion and $4.0 billion of time deposits in denominations in excess of the $250,000 federal insurance limit as of June 30, 2019 and December 31, 2018 , respectively. (2) Includes $1.4 billion of EUR-denominated unsecured notes as of June 30, 2019 .

Derivative Instruments and Hedg

Derivative Instruments and Hedging Activities	6 Months Ended
	Jun. 30, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities	NOTE 9—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES Use of Derivatives and Accounting for Derivatives We regularly enter into derivative transactions to support our overall risk management activities. Our primary market risks stem from the impact on our earnings and economic value of equity due to changes in interest rates and, to a lesser extent, changes in foreign exchange rates. We manage our interest rate sensitivity by employing several techniques, which include changing the duration and re-pricing characteristics of various assets and liabilities by using interest rate derivatives. We also use foreign currency derivatives to limit our earnings and capital exposures to foreign exchange risk by hedging exposures denominated in foreign currencies. In addition to interest rate and foreign currency derivatives, 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 designate these risk management derivatives as either qualifying accounting hedges or free-standing derivatives. Qualifying accounting hedges are further designated as fair value hedges, cash flow hedges or net investment hedges. Free-standing derivatives are economic hedges that do not qualify for hedge accounting. We also offer various interest rate, commodity and foreign currency derivatives as accommodation to our customers within our Commercial Banking business. We enter into these derivatives with our customers primarily to help them manage interest rate risks, hedge their energy and other commodities exposures, and manage foreign currency fluctuations. We then enter into offsetting derivative contracts with counterparties to economically hedge the majority of our subsequent exposures. See below for additional information on our use of derivatives and how we account for them: • 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 presented in the same line item on our consolidated statements of income as the earnings effect of the hedged items. Our fair value hedges primarily consist of interest rate swaps that are intended to modify our exposure to interest rate risk on various fixed-rate financial 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 during which the forecasted transactions impact earnings and 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 financial assets or liabilities. We also enter into foreign currency forward contracts to hedge our exposure to variability in cash flows related to intercompany borrowings denominated in foreign currencies. • 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 currency 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, commodity and foreign currency contracts. The other free-standing derivatives are primarily used to economically hedge the risk of changes in the fair value of our commercial 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. Derivatives Counterparty Credit Risk Counterparty Types 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. We execute our derivative contracts primarily in over-the-counter (“OTC”) markets. We also execute minimal amounts of interest rate and commodity futures in the exchange-traded derivative markets. Our OTC derivatives consist of both centrally cleared and uncleared bilateral contracts. In our centrally cleared contracts, our counterparties are central counterparty clearinghouses (“CCPs”), such as the Chicago Mercantile Exchange (“CME”) and the LCH Group (“LCH”). In our uncleared bilateral contracts, we enter into agreements directly with our derivative counterparties. Counterparty Credit Risk Management We manage the counterparty credit risk associated with derivative instruments by entering into legally enforceable master netting arrangements, where possible, and exchanging collateral with our counterparties, typically in the form of cash or high-quality liquid securities. The amount of collateral exchanged 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. 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. The fair value of our derivatives is 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. See Table 9.3 for our net exposure associated with derivatives. The terms under which we collateralize our exposures differ between cleared exposures and uncleared bilateral exposures. • CCPs : We clear eligible OTC derivatives with CCPs as part of our regulatory requirements. Futures commission merchants (“FCMs”) serve as the intermediary between CCPs and us. CCPs require that we post initial and variation margin through our FCMs to mitigate the risk of non-payment or default. Initial margin is required upfront by CCPs as collateral against potential losses on our cleared derivative contracts. Variation margin is exchanged on a daily basis to account for mark-to-market changes in the derivative contracts. For CME and LCH-cleared OTC derivatives, we characterize variation margin cash payments as settlements. Our FCM agreements governing these derivative transactions include provisions that may require us to post additional collateral under certain circumstances. • Bilateral Counterparties : We enter into legally enforceable master netting agreements and collateral agreements, where possible, with bilateral derivative counterparties to mitigate the risk of default. We review our collateral positions on a daily basis and exchange collateral with our counterparties in accordance with these agreements. These bilateral agreements typically provide the right to offset exposure with the same counterparty and require the party in a net liability position to post collateral. Agreements with certain bilateral counterparties require both parties to maintain collateral in the event the fair values of derivative instruments exceed established exposure thresholds. 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 their derivative contract and close out existing positions. Credit Risk Valuation Adjustments We record counterparty credit valuation adjustments (“CVAs”) on our derivative assets to reflect the credit quality of our counterparties. We consider collateral and legally enforceable master netting agreements that mitigate our credit exposure to each counterparty in determining CVAs, which may be adjusted in future periods due to changes in the fair values of the derivative contracts, collateral, and creditworthiness of the counterparty. We also record debit valuation adjustments (“DVAs”) to adjust the fair values of our derivative liabilities to reflect the impact of our own credit quality. Balance Sheet Presentation The following table summarizes the notional amounts and fair values of our derivative instruments as of June 30, 2019 and December 31, 2018 , 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 and their related gains or losses are included in operating activities as changes in other assets and other liabilities in the consolidated statements of cash flows. Table 9.1 : Derivative Assets and Liabilities at Fair Value June 30, 2019 December 31, 2018 Notional or Contractual Amount Derivative (1) Notional or Contractual Amount Derivative (1) (Dollars in millions) Assets Liabilities Assets Liabilities Derivatives designated as accounting hedges: Interest rate contracts: Fair value hedges $ 55,397 $ 28 $ 55 $ 53,413 $ 64 $ 28 Cash flow hedges 85,600 334 18 81,200 83 70 Total interest rate contracts 140,997 362 73 134,613 147 98 Foreign exchange contracts: Fair value hedges 1,421 20 0 0 0 0 Cash flow hedges 5,741 6 91 5,745 184 2 Net investment hedges 2,660 99 5 2,607 178 0 Total foreign exchange contracts 9,822 125 96 8,352 362 2 Total derivatives designated as accounting hedges 150,819 487 169 142,965 509 100 Derivatives not designated as accounting hedges: Customer accommodation: Interest rate contracts 55,113 541 133 49,386 190 256 Commodity contracts 12,838 775 719 10,673 797 786 Foreign exchange and other contracts 2,352 18 18 1,418 12 11 Total customer accommodation 70,303 1,334 870 61,477 999 1,053 Other interest rate exposures (2) 7,208 44 47 6,427 29 36 Other contracts 1,412 0 10 1,636 2 12 Total derivatives not designated as accounting hedges 78,923 1,378 927 69,540 1,030 1,101 Total derivatives $ 229,742 $ 1,865 $ 1,096 $ 212,505 $ 1,539 $ 1,201 Less: netting adjustment (3) (856 ) (456 ) (1,079 ) (287 ) Total derivative assets/liabilities $ 1,009 $ 640 $ 460 $ 914 __________ (1) Derivative assets and liabilities presented above exclude valuation adjustments related to non-performance risk. As of June 30, 2019 and December 31, 2018 , the cumulative CVA balances were $11 million and $3 million , respectively. The cumulative DVA balance were approximately $1 million as of both June 30, 2019 and December 31, 2018 . (2) Other interest rate exposures include commercial mortgage-related derivatives and interest rate swaps. (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. 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 June 30, 2019 and December 31, 2018 . Table 9.2 : Hedged Items in Fair Value Hedging Relationships June 30, 2019 December 31, 2018 Carrying Amount Assets/(Liabilities) Cumulative Amount of Basis Adjustments Included in the Carrying Amount Carrying Amount Assets/(Liabilities) Cumulative Amount of Basis Adjustments Included in the Carrying Amount (Dollars in millions) Total Assets/(Liabilities) Discontinued-Hedging Relationships 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) $ 13,217 $ 319 $ 7 $ 14,067 $ (6 ) $ (2 ) Interest-bearing deposits (14,000 ) 4 0 (13,101 ) 247 0 Securitized debt obligations (7,510 ) 9 95 (5,887 ) 168 143 Senior and subordinated notes (27,047 ) (514 ) 323 (23,572 ) 315 392 __________ (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. The amortized cost basis of this portfolio was $8.7 billion and $8.3 billion , the amount of the designated hedged items was $4.2 billion and $4.0 billion , and the cumulative basis adjustment associated with these hedges was $133 million and $26 million as of June 30, 2019 and December 31, 2018 , respectively. (2) Carrying value represents amortized cost. Balance Sheet Offsetting of Financial Assets and Liabilities Derivative contracts and repurchase agreements that we execute bilaterally in the OTC market are generally 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. The following table presents the gross and net fair values of our derivative assets, derivative liabilities, repurchase agreements and the related offsetting amounts permitted under U.S. GAAP as of June 30, 2019 and December 31, 2018 . The table also includes cash and non-cash collateral received or pledged in accordance with such arrangements. The amount of collateral presented, however, is limited to the amount of the related net derivative fair values or outstanding balances; therefore, instances of over-collateralization are excluded. 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 June 30, 2019 Derivative assets (1) $ 1,865 $ (326 ) $ (530 ) $ 1,009 $ 0 $ 1,009 As of December 31, 2018 Derivative assets (1) 1,539 (205 ) (874 ) 460 0 460 Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Pledged Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Pledged Net Exposure As of June 30, 2019 Derivative liabilities (1) $ 1,096 $ (326 ) $ (130 ) $ 640 $ 0 $ 640 Repurchase agreements (2) 359 0 0 359 (359 ) 0 As of December 31, 2018 Derivative liabilities (1) 1,201 (205 ) (82 ) 914 0 914 Repurchase agreements (2) 352 0 0 352 (352 ) 0 __________ (1) We received cash collateral from derivative counterparties totaling $586 million and $925 million as of June 30, 2019 and December 31, 2018 , respectively. We also received securities from derivative counterparties with a fair value of approximately $1 million as of both June 30, 2019 and December 31, 2018 , which we have the ability to re-pledge. We posted $707 million and $633 million of cash collateral as of June 30, 2019 and December 31, 2018 , respectively. (2) Represents customer repurchase agreements that mature the next business day. As of June 30, 2019 and December 31, 2018 , we pledged collateral with a fair value of $366 million and $359 million , respectively, 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 six months ended June 30, 2019 and 2018 . Table 9.4 : Effects of Fair Value and Cash Flow Hedge Accounting Three Months Ended June 30, 2019 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 629 $ 6,383 $ 64 $ (870 ) $ (139 ) $ (310 ) $ 191 Fair value hedging relationships: Interest rate and foreign exchange contracts: Interest recognized on derivatives $ (1 ) $ 0 $ 0 $ (33 ) $ (6 ) $ (10 ) $ 0 Gains (losses) recognized on derivatives (175 ) 0 0 154 79 471 11 Gains (losses) recognized on hedged items (1) 174 0 0 (151 ) (102 ) (511 ) (10 ) Net income (expense) recognized on fair value hedges $ (2 ) $ 0 $ 0 $ (30 ) $ (29 ) $ (50 ) $ 1 Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (3 ) $ (59 ) $ 0 $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income (3) 0 0 13 0 0 0 (1 ) Net income (expense) recognized on cash flow hedges $ (3 ) $ (59 ) $ 13 $ 0 $ 0 $ 0 $ (1 ) Six Months Ended June 30, 2019 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 1,284 $ 12,751 $ 133 $ (1,687 ) $ (282 ) $ (624 ) $ 348 Fair value hedging relationships: Interest rate and foreign exchange contracts: Interest recognized on derivatives $ 1 $ 0 $ 0 $ (69 ) $ (12 ) $ (21 ) $ 0 Gains (losses) recognized on derivatives (286 ) 0 0 249 112 752 11 Gains (losses) recognized on hedged items (1) 284 0 0 (243 ) (159 ) (831 ) (10 ) Net income (expense) recognized on fair value hedges $ (1 ) $ 0 $ 0 $ (63 ) $ (59 ) $ (100 ) $ 1 Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (7 ) $ (115 ) $ 0 $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income (3) 0 0 25 0 0 0 (1 ) Net income (expense) recognized on cash flow hedges $ (7 ) $ (115 ) $ 25 $ 0 $ 0 $ 0 $ (1 ) Three Months Ended June 30, 2018 Net Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Total amounts presented in our consolidated statements of income $ 539 $ 5,989 $ 68 $ (622 ) $ (124 ) $ (289 ) Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives $ (9 ) $ 0 $ 0 $ (21 ) $ (18 ) $ 4 Gains (losses) recognized on derivatives 83 0 0 (37 ) (17 ) (154 ) Gains (losses) recognized on hedged items (1) (81 ) 0 0 32 15 129 Net income (expense) recognized on fair value hedges $ (7 ) $ 0 $ 0 $ (26 ) $ (20 ) $ (21 ) Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (2 ) $ (17 ) $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains reclassified from AOCI into net income (3) 0 0 11 0 0 0 Net income (expense) recognized on cash flow hedges $ (2 ) $ (17 ) $ 11 $ 0 $ 0 $ 0 Six Months Ended June 30, 2018 Net Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Total amounts presented in our consolidated statements of income $ 991 $ 12,123 $ 119 $ (1,161 ) $ (231 ) $ (540 ) Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives $ (17 ) $ 0 $ 0 $ (23 ) $ (23 ) $ 14 Gains (losses) recognized on derivatives 183 0 0 (197 ) (118 ) (511 ) Gains (losses) recognized on hedged items (1) (180 ) 0 0 187 113 474 Net income (expense) recognized on fair value hedges $ (14 ) $ 0 $ 0 $ (33 ) $ (28 ) $ (23 ) Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (4 ) $ (9 ) $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains reclassified from AOCI into net income (3) 0 0 19 0 0 0 Net income (expense) recognized on cash flow hedges $ (4 ) $ (9 ) $ 19 $ 0 $ 0 $ 0 __________ (1) Includes amortization expense of $56 million and $117 million for the three and six months ended June 30, 2019 , respectively, and amortization expense of $16 million and $6 million for the three and six months ended June 30, 2018 , respectively, related to basis adjustments on 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. (3) We recognized a loss of $123 million and $295 million for the three and six months ended June 30, 2019 , respectively, and a gain of $101 million and $176 million for the three and six months ended June 30, 2018 , respectively, on foreign exchange contracts reclassified from AOCI. These amounts were largely offset by the foreign currency transaction gains (losses) on our foreign currency denominated intercompany funding included other non-interest income. In the next 12 months, we expect to reclassify to earnings net after-tax losses of $36 million recorded in AOCI as of June 30, 2019 . 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 7 years as of June 30, 2019 . 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 six months ended June 30, 2019 and 2018 . These gains or losses are recognized in other non-interest income in our consolidated statements of income. T a ble 9.5 : Gains (Losses) on Free-Standing Derivatives Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2019 2018 2019 2018 Gains (losses) recognized in other non-interest income: Customer accommodation: Interest rate contracts $ 4 $ 10 $ 10 $ 14 Commodity contracts 7 4 9 8 Foreign exchange and other contracts 4 2 7 4 Total customer accommodation 15 16 26 26 Other interest rate exposures (14 ) 9 (14 ) 21 Other contracts 0 0 (2 ) (20 ) Total $ 1 $ 25 $ 10 $ 27

Stockholders' Equity

Stockholders' Equity	6 Months Ended
	Jun. 30, 2019
Equity [Abstract]
Stockholders' Equity	NOTE 10—STOCKHOLDERS’ EQUITY Preferred Stock The following table summarizes our preferred stock outstanding as of June 30, 2019 and December 31, 2018 . Table 10.1 : Preferred Stock 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 June 30, 2019 December 31, 2018 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 securities available for sale and securities held to maturity, changes in fair value of derivatives in hedging relationships, and foreign currency translation adjustments. Unrealized gains or 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 the premium or discount created from the transfer of securities from available to 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 six months ended June 30, 2019 and 2018 . Table 10.2 : Accumulated Other Comprehensive Income (Loss) Three Months Ended June 30, 2019 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Hedging Relationships (1) Foreign (2) Other Total AOCI as of March 31, 2019 $ (147 ) $ (184 ) $ (141 ) $ (147 ) $ (41 ) $ (660 ) Other comprehensive income before reclassifications 284 0 406 15 0 705 Amounts reclassified from AOCI into earnings (12 ) 6 131 0 0 125 Other comprehensive income, net of tax 272 6 537 15 0 830 AOCI as of June 30, 2019 $ 125 $ (178 ) $ 396 $ (132 ) $ (41 ) $ 170 Six Months Ended June 30, 2019 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Hedging Relationships (1) Foreign (2) Other Total AOCI as of December 31, 2018 $ (439 ) $ (190 ) $ (418 ) $ (177 ) $ (39 ) $ (1,263 ) Other comprehensive income (loss) before reclassifications 594 0 517 45 (1 ) 1,155 Amounts reclassified from AOCI into earnings (30 ) 12 297 0 (1 ) 278 Other comprehensive income (loss), net of tax 564 12 814 45 (2 ) 1,433 AOCI as of June 30, 2019 $ 125 $ (178 ) $ 396 $ (132 ) $ (41 ) $ 170 Three Months Ended June 30, 2018 (Dollars in millions) Securities Securities Held to Maturity Cash Flow Hedges Foreign (2) Other Total AOCI as of March 31, 2018 $ (565 ) $ (212 ) $ (662 ) $ (131 ) $ (29 ) $ (1,599 ) Other comprehensive income (loss) before reclassifications (65 ) 0 (41 ) (24 ) 1 (129 ) Amounts reclassified from AOCI into earnings 0 8 (72 ) 0 (1 ) (65 ) Other comprehensive income (loss), net of tax (65 ) 8 (113 ) (24 ) 0 (194 ) AOCI as of June 30, 2018 $ (630 ) $ (204 ) $ (775 ) $ (155 ) $ (29 ) $ (1,793 ) Six Months Ended June 30, 2018 (Dollars in millions) Securities Securities Held to Maturity Cash Flow Hedges Foreign (2) 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 (3) (325 ) 407 0 0 0 82 Other comprehensive income (loss) before reclassifications (319 ) 0 (292 ) (17 ) 1 (627 ) Amounts reclassified from AOCI into earnings (6 ) 26 (139 ) 0 (2 ) (121 ) Other comprehensive income (loss), net of tax (650 ) 433 (431 ) (17 ) (1 ) (666 ) AOCI as of June 30, 2018 $ (630 ) $ (204 ) $ (775 ) $ (155 ) $ (29 ) $ (1,793 ) __________ (1) Includes amounts related to cash flow hedges as well as the excluded component of cross-currency swaps designated as fair value hedges where changes in cross-currency basis spreads are excluded from the assessment of hedge effectiveness. (2) Includes other comprehensive gains of $53 million and $123 million for the three months ended June 30, 2019 and 2018 , respectively, and other comprehensive gains of $19 million and $63 million for the six months ended June 30, 2019 and 2018 , respectively, from hedging instruments designated as net investment hedges. (3) 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, Derivatives and Hedging (Topic 815): Targeted Improvements to Accounting for Hedging Activities . This transfer resulted in an after-tax gain of $82 million ( $107 million pre-tax) to AOCI. The following table presents amounts reclassified from each component of AOCI to our consolidated statements of income for the three and six months ended June 30, 2019 and 2018 . Table 10.3 : Reclassifications from AOCI (Dollars in millions) Three Months Ended June 30, Six Months Ended June 30, AOCI Components Affected Income Statement Line Item 2019 2018 2019 2018 Securities available for sale: Non-interest income $ 15 $ 0 $ 39 $ 8 Income tax provision 3 0 9 2 Net income 12 0 30 6 Securities held to maturity: (1) Interest income (8 ) (10 ) (16 ) (34 ) Income tax provision (2 ) (2 ) (4 ) (8 ) Net income (6 ) (8 ) (12 ) (26 ) Hedging relationships: Interest rate contracts: Interest income (62 ) (19 ) (122 ) (13 ) Foreign exchange contracts: Interest income 13 12 25 20 Non-interest income (123 ) 101 (295 ) 176 Income from continuing operations before income taxes (172 ) 94 (392 ) 183 Income tax provision (41 ) 22 (95 ) 44 Net income (131 ) 72 (297 ) 139 Other: Non-interest income and non-interest expense 0 1 1 2 Income tax provision 0 0 0 0 Net income 0 1 1 2 Total reclassifications $ (125 ) $ 65 $ (278 ) $ 121 __________ (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 (loss) activity and the related tax impact for the three and six months ended June 30, 2019 and 2018 . Table 10.4 : Other Comprehensive Income (Loss) Three Months Ended June 30, 2019 2018 (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 $ 358 $ 86 $ 272 $ (86 ) $ (21 ) $ (65 ) Net changes in securities held to maturity 9 3 6 10 2 8 Net unrealized gains (losses) on hedging relationships 708 171 537 (149 ) (36 ) (113 ) Foreign currency translation adjustments (1) 33 18 15 15 39 (24 ) Other (1 ) (1 ) 0 (1 ) (1 ) 0 Other comprehensive income (loss) $ 1,107 $ 277 $ 830 $ (211 ) $ (17 ) $ (194 ) Six Months Ended June 30, 2019 2018 (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 $ 742 $ 178 $ 564 $ (857 ) $ (207 ) $ (650 ) Net changes in securities held to maturity 16 4 12 569 136 433 Net unrealized gains (losses) on hedging relationships 1,073 259 814 (567 ) (136 ) (431 ) Foreign currency translation adjustments (1) 52 7 45 3 20 (17 ) Other (3 ) (1 ) (2 ) (2 ) (1 ) (1 ) Other comprehensive income (loss) $ 1,880 $ 447 $ 1,433 $ (854 ) $ (188 ) $ (666 ) __________ (1) Includes the impact of hedging instruments designated as net investment hedges.

Earnings Per Common Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2019
Earnings Per Share [Abstract]
Earnings Per Common Share	NOTE 11—EARNINGS PER COMMON SHARE The following table sets forth the computation of basic and diluted earnings per common share. Table 11.1 : Computation of Basic and Diluted Earnings per Common Share Three Months Ended June 30, Six Months Ended June 30, (Dollars and shares in millions, except per share data) 2019 2018 2019 2018 Income from continuing operations, net of tax $ 1,616 $ 1,917 $ 3,026 $ 3,260 Income (loss) from discontinued operations, net of tax 9 (11 ) 11 (8 ) Net income 1,625 1,906 3,037 3,252 Dividends and undistributed earnings allocated to participating securities (12 ) (12 ) (24 ) (23 ) Preferred stock dividends (80 ) (80 ) (132 ) (132 ) Net income available to common stockholders $ 1,533 $ 1,814 $ 2,881 $ 3,097 Total weighted-average basic shares outstanding 470.8 485.1 470.1 485.9 Effect of dilutive securities: Stock options 1.3 1.6 1.2 1.9 Other contingently issuable shares 0.9 1.0 1.0 1.1 Warrants (1) 0.0 0.6 0.0 0.7 Total effect of dilutive securities 2.2 3.2 2.2 3.7 Total weighted-average diluted shares outstanding 473.0 488.3 472.3 489.6 Basic earnings per common share: Net income from continuing operations $ 3.24 $ 3.76 $ 6.11 $ 6.39 Income (loss) from discontinued operations 0.02 (0.02 ) 0.02 (0.02 ) Net income per basic common share $ 3.26 $ 3.74 $ 6.13 $ 6.37 Diluted earnings per common share: (2) Net income from continuing operations $ 3.22 $ 3.73 $ 6.08 $ 6.35 Income (loss) from discontinued operations 0.02 (0.02 ) 0.02 (0.02 ) Net income per diluted common share $ 3.24 $ 3.71 $ 6.10 $ 6.33 __________ (1) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program which had all been exercised or expired on November 14, 2018. (2) No shares were excluded form the computation of diluted earnings per share for the three months ended June 30, 2019 . Excluded from the computation of diluted earnings per share were 137 thousand shares related to options with an exercise price of $86.34 for the six months ended June 30, 2019 , and 24 thousand shares and 65 thousand shares related to awards for the three and six months ended June 30, 2018, r espectively, because their inclusion would be anti-dilutive.

Fair Value Measurement

Fair Value Measurement	6 Months Ended
	Jun. 30, 2019
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 prices 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 basis, see “Note 17—Fair Value Measurement” in our 2018 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, 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 convenes 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 June 30, 2019 and December 31, 2018 . Table 12.1 : Assets and Liabilities Measured at Fair Value on a Recurring Basis June 30, 2019 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 $ 4,219 $ 0 $ 0 — $ 4,219 RMBS 0 34,192 515 — 34,707 CMBS 0 5,380 9 — 5,389 Other securities 195 1,148 0 — 1,343 Total securities available for sale 4,414 40,720 524 — 45,658 Other assets: Derivative assets (2) 6 1,789 70 $ (856 ) 1,009 Other (3) 318 0 177 — 495 Total assets $ 4,738 $ 42,509 $ 771 $ (856 ) $ 47,162 Liabilities: Other liabilities: Derivative liabilities (2) $ 7 $ 1,025 $ 64 $ (456 ) $ 640 Total liabilities $ 7 $ 1,025 $ 64 $ (456 ) $ 640 December 31, 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 $ 6,144 $ 0 $ 0 — $ 6,144 RMBS 0 33,212 433 — 33,645 CMBS 0 4,729 10 — 4,739 Other securities 219 1,403 0 — 1,622 Total securities available for sale 6,363 39,344 443 — 46,150 Other assets: Derivative assets (2) 0 1,501 38 $ (1,079 ) 460 Other (3) 265 0 158 — 423 Total assets $ 6,628 $ 40,845 $ 639 $ (1,079 ) $ 47,033 Liabilities: Other liabilities: Derivative liabilities (2) $ 0 $ 1,153 $ 48 $ (287 ) $ 914 Total liabilities $ 0 $ 1,153 $ 48 $ (287 ) $ 914 __________ (1) Represents balance sheet netting of derivative assets and liabilities, and related payables and receivables for cash collateral held or placed with the same counterparty. See “ Note 9—Derivative Instruments and Hedging Activities ” for additional information. (2) Does not reflect $10 million and $2 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of June 30, 2019 and December 31, 2018 , respectively. Non-performance risk is included in derivative assets and liabilities, which are part of other assets and liabilities on the consolidated balance sheets, and is offset through non-interest income in the consolidated statements of income. (3) As of June 30, 2019 and December 31, 2018 , other includes retained interests in securitizations of $177 million and $158 million , deferred compensation plan assets of $314 million and $264 million , and equity securities of $4 million and $1 million , respectively. Level 3 Recurring Fair Val ue Rollforward The table below presents a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three and six months ended June 30, 2019 and 2018 . 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 June 30, 2019 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, April 1, 2019 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: (2) RMBS $ 434 $ 9 $ 2 $ 0 $ 0 $ 0 $ (13 ) $ 97 $ (14 ) $ 515 $ 10 CMBS 9 0 0 0 0 0 0 0 0 9 0 Total securities available for sale 443 9 2 0 0 0 (13 ) 97 (14 ) 524 10 Other assets: Retained interest in securitizations 155 22 0 0 0 0 0 0 0 177 22 Net derivative assets (liabilities) (3) 6 0 0 0 0 (7 ) 8 0 (1 ) 6 (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2019 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2019 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: (2) RMBS $ 433 $ 17 $ 13 $ 0 $ 0 $ 0 $ (25 ) $ 114 $ (37 ) $ 515 $ 20 CMBS 10 0 0 0 0 0 (1 ) 0 0 9 0 Total securities available for sale 443 17 13 0 0 0 (26 ) 114 (37 ) 524 20 Other assets: Retained interest in securitizations 158 19 0 0 0 0 0 0 0 177 19 Net derivative assets (liabilities) (3) (10 ) 5 0 0 0 (13 ) 27 0 (3 ) 6 4 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended June 30, 2018 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, April 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 $ 614 $ 9 $ 9 $ 0 $ 0 $ 0 $ (21 ) $ 4 $ (173 ) $ 442 $ 7 CMBS 13 0 0 0 0 0 (2 ) 0 0 11 0 Other securities 5 0 0 0 0 0 0 0 0 5 0 Total securities available for sale 632 9 9 0 0 0 (23 ) 4 (173 ) 458 7 Other assets: Retained interests in securitizations 176 (12 ) 0 0 0 0 0 0 0 164 (12 ) Net derivative assets (liabilities) (3) (9 ) (2 ) 0 0 0 6 (1 ) 0 1 (5 ) (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 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, Securities available for sale: RMBS $ 614 $ 18 $ 7 $ 0 $ 0 $ 0 $ (42 ) $ 65 $ (220 ) $ 442 $ 13 CMBS 14 0 0 0 0 0 (3 ) 0 0 11 0 Other securities 5 0 0 0 0 0 0 0 0 5 0 Total securities available for sale 633 18 7 0 0 0 (45 ) 65 (220 ) 458 13 Other assets: Consumer MSRs 92 3 0 0 (97 ) 2 0 0 0 0 0 Retained interests in securitizations 172 (8 ) 0 0 0 0 0 0 0 164 (8 ) Net derivative assets (liabilities) (3) 13 (24 ) 0 0 0 7 (2 ) 0 1 (5 ) (24 ) __________ (1) Realized gains (losses) on securities available for sale are included in net securities gains (losses), and retained interests in securitizations 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) For the three and six months ended June 30, 2019 , net unrealized gains included in other comprehensive income related to Level 3 securities available for sale still held as of June 30, 2019 were $3 million and $13 million , respectively. (3) Includes derivative assets and liabilities of $70 million and $64 million , respectively, as of June 30, 2019 , and $43 million and $48 million , respectively, as of June 30, 2018 . Significant Level 3 Fair Value Asset and Liability Inputs Generally, uncertainties in fair value measurements of financial instruments, such as 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 June 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average (1) Securities available for sale: RMBS $ 515 Discounted cash flows (vendor pricing) Yield 2-15% 4% CMBS 9 Discounted cash flows (vendor pricing) Yield 3% 3% Other assets: Retained interests in securitization (2) 177 Discounted cash flows Life of receivables (months) 2-54 N/A Net derivative assets (liabilities) 6 Discounted cash flows Swap rates 2% 2% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2018 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average (1) Securities available for sale: RMBS $ 433 Discounted cash flows (vendor pricing) Yield 3-11% 5% CMBS 10 Discounted cash flows (vendor pricing) Yield 3% 3% Other assets: Retained interests in securitization (2) 158 Discounted cash flows Life of receivables (months) 3-56 N/A Net derivative assets (liabilities) (10 ) Discounted cash flows Swap rates 3% 3% __________ (1) Weighted averages are calculated by using the product of the input multiplied by the relative fair value of the instruments. (2) Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs. Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis We are required to measure and recognize certain 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 June 30, 2019 and December 31, 2018 , and for which a nonrecurring fair value measurement was recorded during six and twelve months then ended. Table 12.4 : Nonrecurring Fair Value Measurements June 30, 2019 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 191 $ 191 Loans held for sale 180 0 180 Other assets (1) 0 83 83 Total $ 180 $ 274 $ 454 December 31, 2018 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 129 $ 129 Loans held for sale 38 0 38 Other assets (1) 0 100 100 Total $ 38 $ 229 $ 267 __________ (1) As of June 30, 2019 , other assets included equity investments accounted for under the measurement alternative of $16 million , repossessed assets of $53 million and long-lived assets held for sale of $14 million . As of December 31, 2018 , other assets included equity investments accounted for under the measurement alternative of $24 million , foreclosed property and repossessed assets of $57 million and long-lived assets held for sale of $19 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 61% , with a weighted average of 4% , and from 0% to 84% , with a weighted average of 33% , as of June 30, 2019 and December 31, 2018 , respectively. The weighted average non-recoverable rate is calculated based on the estimated market value of the underlying collateral. 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 June 30, 2019 and 2018 . Table 12.5 : Nonrecurring Fair Value Measurements Included in Earnings Total Gains (Losses) Six Months Ended June 30, (Dollars in millions) 2019 2018 Loans held for investment $ (132 ) $ (65 ) Loans held for sale (1 ) (3 ) Other assets (1) (57 ) (47 ) Total $ (190 ) $ (115 ) __________ (1) Other assets include fair value adjustments related to equity investments accounted for under the measurement alternative, 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 June 30, 2019 and December 31, 2018 . Table 12.6 : Fair Value of Financial Instruments June 30, 2019 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 15,111 $ 15,111 $ 5,184 $ 9,927 $ 0 Restricted cash for securitization investors 710 710 710 0 0 Securities held to maturity 35,475 36,541 0 36,510 31 Net loans held for investment 237,327 239,295 0 0 239,295 Loans held for sale 1,829 1,846 0 1,846 0 Interest receivable 1,544 1,544 0 1,544 0 Other investments (1) 1,341 1,341 0 1,341 0 Financial liabilities: Deposits with defined maturities 42,291 42,383 0 42,383 0 Securitized debt obligations 16,959 17,071 0 17,071 0 Senior and subordinated notes 31,822 32,259 0 32,259 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 359 359 0 359 0 Interest payable 437 437 0 437 0 December 31, 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 $ 13,186 $ 13,186 $ 4,768 $ 8,418 $ 0 Restricted cash for securitization investors 303 303 303 0 0 Securities held to maturity 36,771 36,619 0 36,513 106 Net loans held for investment 238,679 241,556 0 0 241,556 Loans held for sale 1,192 1,218 0 1,218 0 Interest receivable 1,614 1,614 0 1,614 0 Other investments (1) 1,725 1,725 0 1,725 0 Financial liabilities: Deposits with defined maturities 38,471 38,279 0 38,279 0 Securitized debt obligations 18,307 18,359 0 18,359 0 Senior and subordinated notes 30,826 30,635 0 30,635 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 352 352 0 352 0 Other borrowings (2) 9,354 9,354 0 9,354 0 Interest payable 458 458 0 458 0 __________ (1) Other investments include FHLB and Federal Reserve stock. These investments are included in other assets on our consolidated balance sheets. (2) Other borrowings excludes finance lease liabilities.

Business Segments and Revenue f

Business Segments and Revenue from Contracts with Customers	6 Months Ended
	Jun. 30, 2019
Segment Reporting [Abstract]
Segment Reporting Disclosure	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 types of customer served: Credit Card, Consumer Banking and Commercial Banking. The operations of acquired businesses have been integrated into our existing business segments. Certain activities that are not part of a segment, such as management of our corporate investment portfolio and asset/liability management by our centralized Corporate Treasury group 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. 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 and Revenue from Contracts with Customers” in our 2018 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 2019, we made a change in how revenue is measured in our Commercial Banking business by revising the allocation of tax benefits on certain tax-advantaged investments. As such, prior period results have been recast to conform with the current period presentation. The result of this measurement change reduced the previously reported total net revenue in our Commercial Banking business by $32 million and $62 million for the three and six months ended June 30, 2018 , with an offsetting increase 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 table presents our business segment results for the three and six months ended June 30, 2019 and 2018 , selected balance sheet data as of June 30, 2019 and 2018 , and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, loans held for investment and deposits. Table 13.1 : Segment Results and Reconciliation Three Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income (loss) $ 3,531 $ 1,709 $ 514 $ (8 ) $ 5,746 Non-interest income (loss) 1,038 166 200 (26 ) 1,378 Total net revenue (loss) 4,569 1,875 714 (34 ) 7,124 Provision for credit losses 1,095 165 82 0 1,342 Non-interest expense 2,253 1,002 427 97 3,779 Income (loss) from continuing operations before income taxes 1,221 708 205 (131 ) 2,003 Income tax provision (benefit) 283 165 48 (109 ) 387 Income (loss) from continuing operations, net of tax $ 938 $ 543 $ 157 $ (22 ) $ 1,616 Loans held for investment $ 112,141 $ 60,327 $ 71,992 $ 0 $ 244,460 Deposits 0 205,220 30,761 18,554 254,535 Six Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income $ 7,121 $ 3,388 $ 1,003 $ 25 $ 11,537 Non-interest income (loss) 1,988 326 387 (31 ) 2,670 Total net revenue (loss) 9,109 3,714 1,390 (6 ) 14,207 Provision for credit losses 2,484 400 151 0 3,035 Non-interest expense 4,424 1,996 844 186 7,450 Income (loss) from continuing operations before income taxes 2,201 1,318 395 (192 ) 3,722 Income tax provision (benefit) 512 307 92 (215 ) 696 Income from continuing operations, net of tax $ 1,689 $ 1,011 $ 303 $ 23 $ 3,026 Loans held for investment $ 112,141 $ 60,327 $ 71,992 $ 0 $ 244,460 Deposits 0 205,220 30,761 18,554 254,535 Three Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income $ 3,396 $ 1,609 $ 517 $ 29 $ 5,551 Non-interest income 884 175 209 373 1,641 Total net revenue 4,280 1,784 726 402 7,192 Provision (benefit) for credit losses 1,171 118 34 (47 ) 1,276 Non-interest expense 1,904 963 409 148 3,424 Income from continuing operations before income taxes 1,205 703 283 301 2,492 Income tax provision 282 164 66 63 575 Income from continuing operations, net of tax $ 923 $ 539 $ 217 $ 238 $ 1,917 Loans held for investment $ 109,777 $ 58,727 $ 67,609 $ 11 $ 236,124 Deposits 0 194,962 31,078 22,185 248,225 Six Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income $ 6,954 $ 3,224 $ 1,023 $ 68 $ 11,269 Non-interest income 1,741 349 396 346 2,832 Total net revenue 8,695 3,573 1,419 414 14,101 Provision (benefit) for credit losses 2,627 351 20 (48 ) 2,950 Non-interest expense 3,943 1,963 812 279 6,997 Income from continuing operations before income taxes 2,125 1,259 587 183 4,154 Income tax provision (benefit) 495 294 137 (32 ) 894 Income from continuing operations, net of tax $ 1,630 $ 965 $ 450 $ 215 $ 3,260 Loans held for investment $ 109,777 $ 58,727 $ 67,609 $ 11 $ 236,124 Deposits 0 194,962 31,078 22,185 248,225 __________ (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 reductions to the Other category. (2) In the first quarter of 2019, we made a change in how revenue is measured in our Commercial Banking business by revising the allocation of tax benefits on certain tax-advantaged investments. As such, prior period results have been recast to conform with the current period presentation. The result of this measurement change reduced the previously reported total net revenue in our Commercial Banking business by $32 million and $62 million for the three and six months ended June 30, 2018 , with an offsetting increase in the Other category. Revenue from Contracts with Customers The majority of our revenue from contracts with customers consists of interchange fees in our Credit Card business, service charges and other customer-related fees, and other contract revenue in our Consumer Banking and Commercial Banking businesses. Interchange fees are primarily from our Credit Card business and are recognized upon settlement with the interchange networks, net of rewards earned by customers. Service charges and other customer-related fees within our Consumer Banking business are primarily related to fees earned on consumer deposit accounts for account maintenance and various transaction-based services such as overdrafts and ATM usage. Service charges and other customer-related fees within our Commercial Banking business are mostly related to fees earned on treasury management and capital markets services. Other contract revenue consists primarily of revenue earned on certain marketing and promotional events from our auto dealers within our Consumer Banking business. 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 six months ended June 30, 2019 and 2018 . Table 13.2 : Revenue from Contracts with Customers and Reconciliation to Segments Result Three Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 757 $ 52 $ 13 $ (2 ) $ 820 Service charges and other customer-related fees 0 74 28 0 102 Other 20 26 1 0 47 Total contract revenue 777 152 42 (2 ) 969 Revenue from other sources 261 14 158 (24 ) 409 Total non-interest income $ 1,038 $ 166 $ 200 $ (26 ) $ 1,378 Six Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 1,459 $ 98 $ 24 $ (3 ) $ 1,578 Service charges and other customer-related fees 0 149 53 0 202 Other 32 50 1 0 83 Total contract revenue 1,491 297 78 (3 ) 1,863 Revenue from other sources 497 29 309 (28 ) 807 Total non-interest income $ 1,988 $ 326 $ 387 $ (31 ) $ 2,670 Three Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 669 $ 47 $ 8 $ (1 ) $ 723 Service charges and other customer-related fees 0 95 34 (1 ) 128 Other 2 28 1 0 31 Total contract revenue 671 170 43 (2 ) 882 Revenue from other sources 213 5 166 375 759 Total non-interest income $ 884 $ 175 $ 209 $ 373 $ 1,641 Six Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 1,263 $ 89 $ 15 $ (1 ) $ 1,366 Service charges and other customer-related fees 0 193 66 (1 ) 258 Other 4 57 1 0 62 Total contract revenue 1,267 339 82 (2 ) 1,686 Revenue from other sources 474 10 314 348 1,146 Total non-interest income $ 1,741 $ 349 $ 396 $ 346 $ 2,832 __________ (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	6 Months Ended
	Jun. 30, 2019
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 the contractual amount and carrying value of our unfunded lending commitments as of June 30, 2019 and December 31, 2018 . 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) June 30, December 31, June 30, December 31, Credit card lines $ 347,314 $ 346,186 N/A N/A Other loan commitments (1) 34,768 34,449 $ 117 $ 95 Standby letters of credit and commercial letters of credit (2) 1,698 1,792 29 29 Total unfunded lending commitments $ 383,780 $ 382,427 $ 146 $ 124 __________ (1) Includes $1.5 billion and $1.3 billion of advised lines of credit as of June 30, 2019 and December 31, 2018 , respectively. (2) These financial guarantees have expiration dates ranging from 2019 to 2025 as of June 30, 2019 . Loss Sharing Agreements 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 these loss sharing agreements was $66 million and $59 million as of June 30, 2019 and December 31, 2018 , respectively. 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; (vi) the number of litigation claims being pursued under s.140A of the Consumer Credit Act; and (vii) 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 U.K. PPI reserve totaled $71 million and $133 million as of June 30, 2019 and December 31, 2018 , respectively. For the six months ended June 30, 2019 , no additions were made to our reserve. Other movements to the reserve were a combination of utilization of the reserve through customer payments and foreign exchange movements. Our best estimate of reasonably possible future losses beyond our reserve as of June 30, 2019 is approximately $100 million . Cybersecurity Incident On July 29, 2019, we announced that on July 19, 2019, we determined there was unauthorized access by an outside individual who obtained certain types of personal information relating to people who had applied for our credit card products and to our credit card customers (the “Cybersecurity Incident”). The Cybersecurity Incident occurred on March 22 and 23, 2019. We believe that a highly sophisticated individual was able to exploit a specific configuration vulnerability in our infrastructure. The configuration vulnerability was reported to us by an external security researcher on July 17, 2019. We then began our own internal investigation, leading to the July 19, 2019, determination that the Cybersecurity Incident occurred. We immediately fixed the configuration vulnerability that this individual exploited and verified there are no other instances in our environment. Among other things, we also augmented our routine automated scanning to look for this issue on a continuous basis. We promptly began working with federal law enforcement. The person responsible was arrested by the Federal Bureau of Investigation on July 29, 2019 and federal prosecution of the responsible person commenced. Based on our analysis to date, we believe it is unlikely that the information was used for fraud or disseminated by this individual. Our assessment of the incident is ongoing and analysis is subject to change. We expect to notify affected individuals through a variety of channels and make free credit monitoring and identity protection available to everyone affected. We have retained a leading independent cybersecurity firm to conduct a comprehensive assessment to confirm the scope of the access and the specific data impacted. We are subject to private civil litigation relating to the Cybersecurity Incident and expect that future litigation may be filed. At this time, it is not possible to estimate an amount or a range of reasonably possible losses, if any, from these or any other claims. We carry insurance to cover certain costs associated with a cyber risk event. This insurance is subject to a $10 million deductible and standard exclusions and carries a total coverage limit of $400 million . We expect that our insurance coverage will cover certain costs associated with the Cybersecurity Incident; however, there can be no assurance that our insurance coverage is sufficient to cover any losses arising from the incident. The timing of recognition of costs may differ from the timing of recognition of any insurance reimbursement. For more information, see “MD&A—Introduction—Cybersecurity Incident.” 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 June 30, 2019 are approximately $1.1 billion . 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. The trial court preliminarily approved the settlement in January 2019. 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 initial public offering 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 our 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. Anti-Money Laundering We are subject to an open consent order with the Office of the Comptroller of the Currency (“OCC”) dated July 10, 2015 relating to our anti-money laundering (“AML”) program. In October 2018, we paid a civil monetary penalty of $100 million to resolve the monetary component of the AML consent order. The Department of Justice and the New York District Attorney’s Office recently advised us that they have closed their investigations into certain former check casher clients of the Commercial Banking business and our AML program. We are in discussions with the Financial Crimes Enforcement Network (“FinCEN”) of the U.S. Department of Treasury to explore a potential regulatory resolution of its investigation into our AML program, which could include a monetary penalty. Other Pending and Threatened Litigation In addition, we are commonly subject to various pending and threatened legal actions relating to the conduct of our normal business activities. In the opinion of management, the ultimate aggregate liability, if any, arising out of all such other pending or threatened legal actions, is not expected to be material to our consolidated financial position or our results of operations.

Subsequent Events

Subsequent Events	6 Months Ended
	Jun. 30, 2019
Subsequent Events [Abstract]
Subsequent Events	NOTE 15—SUBSEQUENT EVENTS On July 29, 2019, we announced the Cybersecurity Incident. For more information, see “MD&A—Introduction—Cybersecurity Incident” and “ Note 14—Commitments, Contingencies, Guarantees and Others

Summary of Significant Accoun_2

Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2019
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	Newly Adopted Accounting Standards Standard Guidance Adoption Timing and Financial Statements Impacts Premium Amortization on Callable Debt Accounting Standards Update (“ASU”) No. 2017-08, Receivables—Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities Issued March 2017 Shortens the amortization period from the contractual life to the earliest call date for certain purchased callable debt securities held at a premium. We adopted this guidance in the first quarter of 2019 using the modified retrospective method of adoption. Our adoption of this standard did not have a material impact on our consolidated financial statements. Leases ASU No. 2016-02, Leases (Topic 842) Issued February 2016 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. We adopted this guidance in the first quarter of 2019, using the modified retrospective method of adoption without restating prior periods. We elected the practical expedients that permitted us to not reassess the lease classification of existing leases, whether existing contracts contain a lease or the treatment of initial direct costs on existing leases. Upon adoption, we recorded a lease liability of $1.9 billion and right of use asset of $1.6 billion, which is net of other lease-related balances. Accounting Standards Issued but Not Adopted as of June 30, 2019 Standard Guidance Adoption Timing and Financial Statements Impacts Cloud Computing 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 Issued August 2018 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). Effective January 1, 2020, with early adoption permitted, using either the retrospective or prospective method of adoption. We plan to adopt the standard on its effective date using the prospective method of adoption. We do not expect such adoption to have a material impact on our consolidated financial statements. Goodwill Impairment Test Simplification ASU No. 2017-04, Intangibles—Goodwill and Other (Topic 350): Simplifying the Test for Goodwill Impairment Issued January 2017 Eliminates the second step from the current goodwill impairment test. Under the current 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. Effective January 1, 2020, with early adoption permitted, using the prospective method of adoption. We plan to adopt the standard on its effective date and do not expect such adoption to have a material impact on our consolidated financial statements. Standard Guidance Adoption Timing and Financial Statements Impacts Current Expected Credit Loss (“CECL”) ASU No. 2016-13, Financial Instruments—Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments Issued June 2016 Requires the use of current expected credit loss model that is based on expected rather than incurred losses to determine our allowance for credit losses on financial assets measured at amortized cost, certain net investments in leases and certain off-balance sheet arrangements. Replaces current accounting for purchased credit-impaired (“PCI”) and impaired loans. Amends the other-than-temporary impairment model for available for sale debt securities to require that credit losses (and subsequent recoveries) be recorded through an allowance approach, rather than through permanent write-downs for credit losses and subsequent accretion of positive changes through interest income over time. Effective 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 continue to evaluate industry accounting interpretations, data requirements and necessary changes to our credit loss estimation methods, processes, systems and controls. We have made significant progress in accounting policy documentation and model development. We continue to perform model validations, which we expect to complete during 2019. We also continue to perform limited parallel testing and expect to conduct multiple tests of our full end-to-end allowance process prior to adopting the standard. We continue to assess the potential impact of this standard on our consolidated financial statements, related disclosures and regulatory capital. We currently expect our adoption of this guidance will result in an increase to our reserves for credit losses on financial instruments due to the requirement to record expected losses over the remaining contractual lives of our financial instruments; however, the actual impact will depend on the characteristics of our financial instruments, economic conditions, and our economic and loss forecasts at the adoption date.
Offsetting of Financial Assets and Liabilities	Balance Sheet Offsetting of Financial Assets and Liabilities Derivative contracts and repurchase agreements that we execute bilaterally in the OTC market are generally 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.

Leases (Tables)

Leases (Tables)	6 Months Ended
	Jun. 30, 2019
Leases [Abstract]
Schedule of Lease Cost	The following tables present information about our operating lease portfolio and the related lease costs as of and for the three and six months ended June 30, 2019 . Table 2.1 Operating Lease Portfolio (Dollars in millions) June 30, 2019 Right-of-use assets $ 1,490 Lease liabilities 1,786 Weighted average remaining lease term 9.1 years Weighted average discount rate 3.3 % Table 2.2 Total Operating Lease Expense and Other Information (Dollars in millions) Three Months Ended June 30, 2019 Six Months Ended June 30, 2019 Operating lease cost $ 82 $ 147 Variable lease cost 9 20 Total lease cost 91 167 Sublease income (6 ) (12 ) Net lease cost $ 85 $ 155 Cash paid for amounts included in the measurement of lease liabilities $ 80 $ 162 Right-of-use assets obtained in exchange for lease liabilities 11 26 Right-of-use assets recognized upon adoption of new lease standard 0 1,601
Schedule of Future Minimum Lease Payments	The following table presents a maturity analysis of our operating leases and a reconciliation of the undiscounted cash flows to our lease liabilities as of June 30, 2019 . Table 2.3 Maturities of Operating Leases and Reconciliation to Lease Liabilities (Dollars in millions) June 30, 2019 2019 $ 155 2020 299 2021 268 2022 242 2023 214 Thereafter 932 Total undiscounted lease payments 2,110 Less: Imputed interest (324 ) Total lease liabilities $ 1,786

Investment Securities (Tables)

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2019
Investments, Debt and Equity Securities [Abstract]
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 June 30, 2019 and December 31, 2018 . Table 3.1 : Investment Securities Available for Sale June 30, 2019 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Investment securities available for sale: U.S. Treasury securities $ 4,226 $ 3 $ (10 ) $ 4,219 RMBS: Agency 33,183 177 (328 ) 33,032 Non-agency 1,362 314 (1 ) 1,675 Total RMBS 34,545 491 (329 ) 34,707 Agency CMBS 5,380 37 (28 ) 5,389 Other securities (1) 1,343 2 (2 ) 1,343 Total investment securities available for sale $ 45,494 $ 533 $ (369 ) $ 45,658 December 31, 2018 (Dollars in millions) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Investment securities available for sale: U.S. Treasury securities $ 6,146 $ 15 $ (17 ) $ 6,144 RMBS: Agency 32,710 62 (869 ) 31,903 Non-agency 1,440 304 (2 ) 1,742 Total RMBS 34,150 366 (871 ) 33,645 Agency CMBS 4,806 11 (78 ) 4,739 Other securities (1) 1,626 2 (6 ) 1,622 Total investment securities available for sale $ 46,728 $ 394 $ (972 ) $ 46,150 __________ (1)
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 June 30, 2019 and December 31, 2018 . Table 3.2 : Investment Securities Held to Maturity June 30, 2019 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value Agency RMBS $ 31,857 $ (222 ) $ 31,635 $ 991 $ (44 ) $ 32,582 Agency CMBS 3,853 (13 ) 3,840 125 (6 ) 3,959 Total investment securities held to maturity $ 35,710 $ (235 ) $ 35,475 $ 1,116 $ (50 ) $ 36,541 December 31, 2018 (Dollars in millions) Amortized Cost Unrealized Losses Recorded in AOCI Carrying Value Gross Unrealized Gains Gross Unrealized Losses Fair Value Agency RMBS $ 33,299 $ (238 ) $ 33,061 $ 293 $ (377 ) $ 32,977 Agency CMBS 3,723 (13 ) 3,710 21 (89 ) 3,642 Total investment securities held to maturity $ 37,022 $ (251 ) $ 36,771 $ 314 $ (466 ) $ 36,619
Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position	The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of June 30, 2019 and December 31, 2018 . Table 3.3 : Securities in a Gross Unrealized Loss Position June 30, 2019 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 $ 2,646 $ (10 ) $ 350 $ 0 $ 2,996 $ (10 ) RMBS: Agency 1,547 (7 ) 17,950 (321 ) 19,497 (328 ) Non-agency 35 (1 ) 9 0 44 (1 ) Total RMBS 1,582 (8 ) 17,959 (321 ) 19,541 (329 ) Agency CMBS 889 (2 ) 1,863 (26 ) 2,752 (28 ) Other securities 267 (1 ) 363 (1 ) 630 (2 ) Total investment securities available for sale in a gross unrealized loss position $ 5,384 $ (21 ) $ 20,535 $ (348 ) $ 25,919 $ (369 ) December 31, 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 $ 2,543 $ (3 ) $ 1,076 $ (14 ) $ 3,619 $ (17 ) RMBS: Agency 7,863 (260 ) 18,118 (609 ) 25,981 (869 ) Non-agency 89 (2 ) 10 0 99 (2 ) Total RMBS 7,952 (262 ) 18,128 (609 ) 26,080 (871 ) Agency CMBS 2,004 (31 ) 1,540 (47 ) 3,544 (78 ) Other securities 244 (1 ) 678 (5 ) 922 (6 ) Total investment securities available for sale in a gross unrealized loss position $ 12,743 $ (297 ) $ 21,422 $ (675 ) $ 34,165 $ (972 )
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 June 30, 2019 . 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 3.4 : Contractual Maturities and Weighted-Average Yields of Securities June 30, 2019 (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 $ 350 $ 754 $ 3,115 $ 0 $ 4,219 RMBS (1) : Agency 3 21 763 32,245 33,032 Non-agency 0 0 0 1,675 1,675 Total RMBS 3 21 763 33,920 34,707 Agency CMBS (1) 10 1,699 2,245 1,435 5,389 Other securities 486 561 296 0 1,343 Total securities available for sale $ 849 $ 3,035 $ 6,419 $ 35,355 $ 45,658 Amortized cost of securities available for sale $ 850 $ 3,034 $ 6,408 $ 35,202 $ 45,494 Weighted-average yield for securities available for sale 1.62 % 2.48 % 2.73 % 3.22 % 3.07 % Carrying value of securities held to maturity: Agency RMBS (1) $ 0 $ 0 $ 87 $ 31,548 $ 31,635 Agency CMBS (1) 0 65 780 2,995 3,840 Total securities held to maturity $ 0 $ 65 $ 867 $ 34,543 $ 35,475 Fair value of securities held to maturity $ 0 $ 68 $ 903 $ 35,570 $ 36,541 Weighted-average yield for securities held to maturity N/A 3.62 % 3.12 % 3.30 % 3.30 % __________ (1) As of June 30, 2019 , the weighted-average expected maturities of RMBS and Agency CMBS are 5.4 years and 5.5 years , respectively.
Schedule of Gross Realized Gains and Losses on Sale of Available-for-Sale Securities Recognized in Earnings	The following table presents the gross realized gains or losses and proceeds from the sale of securities available for sale for the three and six months ended June 30, 2019 and 2018 . We did not recognize any OTTI and did not sell any investment securities that were classified as held to maturity for the three and six months ended June 30, 2019 and 2018 . Table 3.5 : Realized Gains and Losses on Securities Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2019 2018 2019 2018 Realized gains (losses): Gross realized gains $ 15 $ 0 $ 39 $ 8 Gross realized losses 0 (1 ) 0 (1 ) Net securities gains (losses) $ 15 $ (1 ) $ 39 $ 7 Total proceeds from sales $ 909 $ 0 $ 3,983 $ 1,058
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 June 30, 2019 and December 31, 2018 . Table 3.6 : Outstanding Balance and Carrying Value of Purchased Credit-Impaired Debt Securities (Dollars in millions) June 30, 2019 December 31, 2018 Outstanding balance $ 1,653 $ 1,784 Carrying value 1,484 1,537
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 six months ended June 30, 2019 and 2018 . Table 3.7 : Changes in the Accretable Yield of Purchased Credit-Impaired Debt Securities Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2019 2018 2019 2018 Accretable yield, beginning of period $ 636 $ 794 $ 698 $ 826 Accretion recognized in earnings (44 ) (39 ) (87 ) (78 ) Reduction due to payoffs, disposals, transfers and other (2 ) (2 ) (3 ) (3 ) Net reclassifications (to) from nonaccretable difference 1 15 (17 ) 23 Accretable yield, end of period $ 591 $ 768 $ 591 $ 768

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 2019
Receivables [Abstract]
Loan Portfolio Composition and Aging Analysis	The table below presents the composition and an aging analysis of our loans held for investment as of June 30, 2019 and December 31, 2018 . The delinquency aging includes all past due loans, both performing and nonperforming. Table 4.1 : Loan Portfolio Composition and Aging Analysis June 30, 2019 (Dollars in millions) Current 30-59 Days 60-89 Days > 90 Days Total Delinquent Loans PCI Loans Total Loans Credit Card: Domestic credit card $ 99,456 $ 1,126 $ 733 $ 1,644 $ 3,503 $ 0 $ 102,959 International card businesses 8,853 132 72 125 329 0 9,182 Total credit card 108,309 1,258 805 1,769 3,832 0 112,141 Consumer Banking: Auto 53,736 2,384 1,158 278 3,820 0 57,556 Retail banking 2,724 22 7 16 45 2 2,771 Total consumer banking 56,460 2,406 1,165 294 3,865 2 60,327 Commercial Banking: Commercial and multifamily real estate 29,789 15 21 14 50 22 29,861 Commercial and industrial 41,684 199 146 87 432 9 42,125 Total commercial lending 71,473 214 167 101 482 31 71,986 Small-ticket commercial real estate 2 0 0 4 4 0 6 Total commercial banking 71,475 214 167 105 486 31 71,992 Total loans (1) $ 236,244 $ 3,878 $ 2,137 $ 2,168 $ 8,183 $ 33 $ 244,460 % of Total loans 96.6 % 1.6 % 0.9 % 0.9 % 3.4 % 0.0 % 100.0 % December 31, 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 $ 103,014 $ 1,270 $ 954 $ 2,111 $ 4,335 $ 1 $ 107,350 International card businesses 8,678 127 78 128 333 0 9,011 Total credit card 111,692 1,397 1,032 2,239 4,668 1 116,361 Consumer Banking: Auto 52,032 2,624 1,326 359 4,309 0 56,341 Retail banking 2,809 23 8 20 51 4 2,864 Total consumer banking 54,841 2,647 1,334 379 4,360 4 59,205 Commercial Banking: Commercial and multifamily real estate 28,737 101 20 19 140 22 28,899 Commercial and industrial 40,704 135 43 101 279 108 41,091 Total commercial lending 69,441 236 63 120 419 130 69,990 Small-ticket commercial real estate 336 2 1 4 7 0 343 Total commercial banking 69,777 238 64 124 426 130 70,333 Total loans (1) $ 236,310 $ 4,282 $ 2,430 $ 2,742 $ 9,454 $ 135 $ 245,899 % of Total loans 96.1 % 1.7 % 1.0 % 1.1 % 3.8 % 0.1 % 100.0 % __________ (1) Loans, other than PCI loans, include unamortized premiums and discounts, and unamortized deferred fees and costs totaling $933 million and $818 million as of June 30, 2019 and December 31, 2018 , respectively.
90 Plus Day Delinquent Loans Accruing Interest and Nonperforming Loans	The following table presents the outstanding balance of loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming as of June 30, 2019 and December 31, 2018 . 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 2018 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 June 30, 2019 December 31, 2018 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Credit Card: Domestic credit card $ 1,644 N/A $ 2,111 N/A International card businesses 119 $ 23 122 $ 22 Total credit card 1,763 23 2,233 22 Consumer Banking: Auto 0 369 0 449 Retail banking 0 28 0 30 Total consumer banking 0 397 0 479 June 30, 2019 December 31, 2018 (Dollars in millions) > 90 Days and Accruing Nonperforming Loans > 90 Days and Accruing Nonperforming Loans Commercial Banking: Commercial and multifamily real estate $ 5 $ 43 $ 0 $ 83 Commercial and industrial 1 311 0 223 Total commercial lending 6 354 0 306 Small-ticket commercial real estate 0 6 0 6 Total commercial banking 6 360 0 312 Total $ 1,769 $ 780 $ 2,233 $ 813 % of Total loans held for investment 0.7 % 0.3 % 0.9 % 0.3 %
Loans and Leases Receivable Disclosure [Line Items]
Impaired Loans	The following table presents information on our impaired loans as of June 30, 2019 and December 31, 2018 , and for the three and six months ended June 30, 2019 and 2018 . 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 table. Table 4.8 : Impaired Loans June 30, 2019 (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 $ 632 $ 0 $ 632 $ 165 $ 467 $ 621 International card businesses 194 0 194 90 104 189 Total credit card (1) 826 0 826 255 571 810 Consumer Banking: Auto 294 40 334 28 306 442 Retail banking 56 0 56 4 52 62 Total consumer banking 350 40 390 32 358 504 Commercial Banking: Commercial and multifamily real estate 37 42 79 1 78 80 Commercial and industrial 454 99 553 81 472 674 Total commercial lending 491 141 632 82 550 754 Small-ticket commercial real estate 0 6 6 0 6 9 Total commercial banking 491 147 638 82 556 763 Total $ 1,667 $ 187 $ 1,854 $ 369 $ 1,485 $ 2,077 December 31, 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 $ 666 $ 0 $ 666 $ 186 $ 480 $ 654 International card businesses 189 0 189 91 98 183 Total credit card (1) 855 0 855 277 578 837 Consumer Banking: Auto (2) 301 38 339 22 317 420 Retail banking 42 12 54 5 49 60 Total consumer banking 343 50 393 27 366 480 Commercial Banking: Commercial and multifamily real estate 92 28 120 5 115 121 Commercial and industrial 301 169 470 29 441 593 Total commercial lending 393 197 590 34 556 714 Small-ticket commercial real estate 0 6 6 0 6 9 Total commercial banking 393 203 596 34 562 723 Total $ 1,591 $ 253 $ 1,844 $ 338 $ 1,506 $ 2,040 Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Average Interest Average Interest Average Interest Average Interest Credit Card: Domestic credit card $ 646 $ 14 $ 653 $ 16 $ 652 $ 29 $ 648 $ 32 International card businesses 196 3 183 3 194 7 180 6 Total credit card (1) 842 17 836 19 846 36 828 38 Consumer Banking: Auto (2) 339 9 408 11 339 19 432 24 Home loan 0 0 112 0 0 0 153 1 Retail banking 55 1 61 1 55 1 61 1 Total consumer banking 394 10 581 12 394 20 646 26 Commercial Banking: Commercial and multifamily real estate 93 1 60 0 102 1 86 1 Commercial and industrial 561 4 679 4 531 8 690 10 Total commercial lending 654 5 739 4 633 9 776 11 Small-ticket commercial real estate 6 0 5 0 6 0 6 0 Total commercial banking 660 5 744 4 639 9 782 11 Total $ 1,896 $ 32 $ 2,161 $ 35 $ 1,879 $ 65 $ 2,256 $ 75 __________ (1) The period-end and average recorded investments of credit card loans include finance charges and fees. (2) 2018 amounts include certain TDRs that were recorded as other assets on our consolidated balance sheets.
TDR Disclosures in Progress Financial Impact of Modification	The following tables present the major modification types, recorded investment amounts and financial effects of loans modified in TDRs during the three and six months ended June 30, 2019 and 2018 . Table 4.9 : Troubled Debt Restructurings Total Loans (1) Three Months Ended June 30, 2019 Reduced Interest Rate Term Extension (Dollars in millions) % of (2) Average % of (2) Average Credit Card: Domestic credit card $ 74 100 % 16.60 % 0 % 0 International card businesses 40 100 27.25 0 0 Total credit card 114 100 20.32 0 0 Consumer Banking: Auto 52 46 3.78 89 8 Retail banking 5 9 10.55 57 3 Total consumer banking 57 42 3.93 86 8 Commercial Banking: Commercial and industrial 14 0 0.00 100 3 Total commercial lending 14 0 0.00 100 3 Small-ticket commercial real estate 1 0 0.00 0 0 Total commercial banking 15 0 0.00 98 3 Total $ 186 75 17.45 34 7 Total Loans (1) Six Months Ended June 30, 2019 Reduced Interest Rate Term Extension (Dollars in millions) % of (2) Average % of (2) Average Credit Card: Domestic credit card $ 172 100 % 16.50 % 0 % 0 International card businesses 87 100 27.44 0 0 Total credit card 259 100 20.17 0 0 Consumer Banking: Auto 124 41 3.81 90 7 Retail banking 6 10 10.91 61 3 Total consumer banking 130 39 3.90 89 7 Commercial Banking: Commercial and multifamily real estate 34 100 0.00 0 0 Commercial and industrial 35 0 0.00 40 1 Total commercial lending 69 49 0.00 20 1 Small-ticket commercial real estate 1 0 0.00 0 0 Total commercial banking 70 49 0.00 20 0 Total $ 459 75 15.78 28 6 Total Loans (1) Three Months Ended June 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 $ 96 100 % 15.90 0 % 0 0 % $ 0 International card businesses 43 100 26.79 0 0 0 0 Total credit card 139 100 19.22 0 0 0 0 Consumer Banking: Auto (3) 44 64 4.10 85 9 1 1 Retail banking 4 12 11.56 34 6 0 0 Total consumer banking 48 60 4.22 81 9 1 1 Commercial Banking: Commercial and multifamily real estate 17 0 0.00 100 8 0 0 Commercial and industrial 86 0 2.00 61 17 0 0 Total commercial lending 103 0 2.00 67 15 0 0 Small-ticket commercial real estate 0 0 0.00 0 0 0 0 Total commercial banking 103 0 2.00 67 15 0 0 Total $ 290 58 16.63 37 13 0 $ 1 Total Loans (1) Six Months Ended June 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 $ 209 100 % 15.81 % 0 % 0 0 % $ 0 International card businesses 93 100 26.82 0 0 0 0 Total credit card 302 100 19.19 0 0 0 0 Consumer Banking: Auto (3) 106 57 3.92 88 8 1 1 Home loan 6 28 1.78 83 214 0 0 Retail banking 6 12 11.11 49 5 0 0 Total consumer banking 118 53 3.94 86 18 0 1 Commercial Banking: Commercial and multifamily real estate 19 0 0.00 100 8 0 0 Commercial and industrial 97 0 1.79 65 17 0 0 Total commercial lending 116 0 1.79 71 15 0 0 Small-ticket commercial real estate 2 0 0.00 0 0 0 0 Total commercial banking 118 0 1.79 69 15 0 0 Total $ 538 68 16.56 34 16 0 $ 1 __________ (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. 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 June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Number of Amount Number of Amount Number of Amount Number of Amount Credit Card: Domestic credit card 11,581 $ 26 14,206 $ 30 25,608 $ 55 30,545 $ 64 International card businesses 18,185 28 15,354 27 34,891 56 29,293 53 Total credit card 29,766 54 29,560 57 60,499 111 59,838 117 Consumer Banking: Auto 1,312 16 1,793 21 2,417 29 3,600 42 Home loan 0 0 0 0 0 0 3 1 Retail banking 4 1 1 0 12 1 9 0 Total consumer banking 1,316 17 1,794 21 2,429 30 3,612 43 Commercial Banking: Commercial and industrial 0 0 7 10 0 0 13 45 Total commercial lending 0 0 7 10 0 0 13 45 Total commercial banking 0 0 7 10 0 0 13 45 Total 31,082 $ 71 31,361 $ 88 62,928 $ 141 63,463 $ 205
Credit Card
Loans and Leases Receivable Disclosure [Line Items]
Risk Profile by Geographic Region	The table below displays the geographic profile of our credit card loan portfolio as of June 30, 2019 and December 31, 2018 . Table 4.3 : Credit Card Risk Profile by Geographic Region June 30, 2019 December 31, 2018 (Dollars in millions) Amount % of Total Amount % of Total Domestic credit card: California $ 11,114 9.9 % $ 11,591 10.0 % Texas 7,881 7.0 8,173 7.0 New York 7,055 6.3 7,400 6.4 Florida 6,831 6.1 7,086 6.1 Illinois 4,513 4.0 4,761 4.1 Pennsylvania 4,335 3.9 4,575 3.9 Ohio 3,760 3.4 3,967 3.4 New Jersey 3,468 3.1 3,641 3.1 Michigan 3,367 3.0 3,544 3.0 Other 50,635 45.1 52,612 45.3 Total domestic credit card 102,959 91.8 107,350 92.3 International card businesses: Canada 6,275 5.6 6,023 5.1 United Kingdom 2,907 2.6 2,988 2.6 Total international card businesses 9,182 8.2 9,011 7.7 Total credit card $ 112,141 100.0 % $ 116,361 100.0 %
Net Charge-Offs	The table below presents net charge-offs for the three and six months ended June 30, 2019 and 2018 . Table 4.4 : Credit Card Net Charge-Offs Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs: (1) Domestic credit card $ 1,240 4.86 % $ 1,166 4.72 % $ 2,534 4.95 % $ 2,487 4.99 % International card businesses 80 3.63 94 4.14 150 3.41 150 3.32 Total credit card $ 1,320 4.76 $ 1,260 4.67 $ 2,684 4.83 $ 2,637 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 the net charge-off rates are impacted periodically by fluctuations in recoveries, including loan sales.
Consumer Banking
Loans and Leases Receivable Disclosure [Line Items]
Risk Profile by Geographic Region	The table below displays the geographic profile of our consumer banking loan portfolio as of June 30, 2019 and December 31, 2018 . Table 4.5 : Consumer Banking Risk Profile by Geographic Region June 30, 2019 December 31, 2018 (Dollars in millions) Amount % of Total Amount % of Total Auto: Texas $ 7,337 12.1 % $ 7,264 12.3 % California 6,587 10.9 6,352 10.7 Florida 4,741 7.9 4,623 7.8 Georgia 2,648 4.4 2,665 4.5 Ohio 2,574 4.3 2,502 4.2 Pennsylvania 2,207 3.7 2,167 3.7 Illinois 2,170 3.6 2,171 3.7 Louisiana 2,113 3.5 2,174 3.7 Other 27,179 45.0 26,423 44.6 Total auto 57,556 95.4 56,341 95.2 Retail banking: New York 818 1.4 837 1.4 Louisiana 735 1.2 772 1.3 Texas 613 1.0 647 1.1 New Jersey 193 0.3 201 0.3 Maryland 158 0.3 161 0.3 Virginia 131 0.2 137 0.2 Other 123 0.2 109 0.2 Total retail banking 2,771 4.6 2,864 4.8 Total consumer banking $ 60,327 100.0 % $ 59,205 100.0 %
Net Charge-Offs	The table below presents net charge-offs in our consumer banking loan portfolio for the three and six months ended June 30, 2019 and 2018 , as well as nonperforming loans as of June 30, 2019 and December 31, 2018 . Table 4.6 : Consumer Banking Net Charge-Offs (Recoveries) and Nonperforming Loans Three Months Ended June 30, Six Months Ended June 30, 2019 2018 2019 2018 (Dollars in millions) Amount Rate (1) Amount Rate (1) Amount Rate (1) Amount Rate (1) Net charge-offs (recoveries): Auto $ 155 1.09 % $ 182 1.32 % $ 358 1.26 % $ 390 1.42 % Retail banking 17 2.42 16 2.07 35 2.49 32 1.97 Home loan 0 0.00 0 0.00 0 0.00 (1 ) (0.02 ) Total consumer banking $ 172 1.15 $ 198 1.19 $ 393 1.32 $ 421 1.19 June 30, 2019 December 31, 2018 (Dollars in millions) Amount Rate (2) Amount Rate (2) Nonperforming loans: Auto $ 369 0.64 % $ 449 0.80 % Retail banking 28 1.02 30 1.04 Total consumer banking $ 397 0.66 $ 479 0.81 __________ (1) Net charge-off (recovery) rates are calculated by dividing annualized net charge-offs (recoveries) by average loans held for investment for the period for each loan category. (2) Nonperforming loan rates are calculated based on nonperforming loans for each category divided by period-end total loans held for investment for each respective category.
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Risk Profile by Geographic Region and Internal Risk Rating	The following table presents the geographic concentration and internal risk ratings of our commercial loan portfolio as of June 30, 2019 and December 31, 2018 . Table 4.7 : Commercial Banking Risk Profile by Geographic Region and Internal Risk Rating June 30, 2019 (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 $ 15,954 53.4 % $ 7,522 17.9 % $ 4 66.7 % $ 23,480 32.6 % Mid-Atlantic 3,308 11.1 5,060 12.0 0 0.0 8,368 11.6 South 4,675 15.7 15,325 36.3 0 0.0 20,000 27.8 Other 5,924 19.8 14,218 33.8 2 33.3 20,144 28.0 Total $ 29,861 100.0 % $ 42,125 100.0 % $ 6 100.0 % $ 71,992 100.0 % Internal risk rating: (2) Noncriticized $ 28,991 97.1 % $ 40,399 96.0 % $ 0 0.0 % $ 69,390 96.4 % Criticized performing 805 2.7 1,406 3.3 0 0.0 2,211 3.1 Criticized nonperforming 43 0.1 311 0.7 6 100.0 360 0.5 PCI loans 22 0.1 9 0.0 0 0.0 31 0.0 Total $ 29,861 100.0 % $ 42,125 100.0 % $ 6 100.0 % $ 71,992 100.0 % December 31, 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 $ 15,562 53.8 % $ 7,573 18.4 % $ 213 62.1 % $ 23,348 33.2 % Mid-Atlantic 3,410 11.8 4,710 11.5 12 3.5 8,132 11.6 South 4,247 14.7 15,367 37.4 20 5.8 19,634 27.9 Other 5,680 19.7 13,441 32.7 98 28.6 19,219 27.3 Total $ 28,899 100.0 % $ 41,091 100.0 % $ 343 100.0 % $ 70,333 100.0 % Internal risk rating: (2) Noncriticized $ 28,239 97.7 % $ 39,468 96.1 % $ 336 98.0 % $ 68,043 96.8 % Criticized performing 555 1.9 1,292 3.1 1 0.3 1,848 2.6 Criticized nonperforming 83 0.3 223 0.5 6 1.7 312 0.4 PCI loans 22 0.1 108 0.3 0 0.0 130 0.2 Total $ 28,899 100.0 % $ 41,091 100.0 % $ 343 100.0 % $ 70,333 100.0 % __________ (1) Geographic concentration is generally determined by the location of the borrower’s business or the location of the collateral associated with the loan. Northeast consists of CT, MA, ME, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DC, DE, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MO, MS, NC, SC, TN and TX. (2) Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset categories defined by bank regulatory authorities.

Allowance for Loan and Lease _2

Allowance for Loan and Lease Losses (Tables)	6 Months Ended
	Jun. 30, 2019
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Allowance for Credit Losses on Financing Receivables	The table below presents the components of our allowance for loan and lease losses by portfolio segment and impairment methodology as of June 30, 2019 and December 31, 2018 . See “ Note 1—Summary of Significant Accounting Policies ” in our 2018 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 June 30, 2019 (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Allowance for loan and lease losses: Collectively evaluated $ 5,087 $ 1,023 $ 654 $ 6,764 Asset-specific 255 32 82 369 Total allowance for loan and lease losses $ 5,342 $ 1,055 $ 736 $ 7,133 Loans held for investment: Collectively evaluated $ 111,315 $ 59,935 $ 71,323 $ 242,573 Asset-specific 826 390 638 1,854 PCI loans 0 2 31 33 Total loans held for investment $ 112,141 $ 60,327 $ 71,992 $ 244,460 Allowance coverage ratio (1) 4.76 % 1.75 % 1.02 % 2.92 % December 31, 2018 (Dollars in millions) Credit Consumer Banking Commercial Banking Total Allowance for loan and lease losses: Collectively evaluated $ 5,258 $ 1,021 $ 603 $ 6,882 Asset-specific 277 27 34 338 Total allowance for loan and lease losses $ 5,535 $ 1,048 $ 637 $ 7,220 Loans held for investment: Collectively evaluated $ 115,505 $ 58,808 $ 69,607 $ 243,920 Asset-specific 855 393 596 1,844 PCI loans 1 4 130 135 Total loans held for investment $ 116,361 $ 59,205 $ 70,333 $ 245,899 Allowance coverage ratio (1) 4.76 % 1.77 % 0.91 % 2.94 % __________ (1) Allowance coverage ratio is calculated by dividing the period-end allowance for loan and lease losses by period-end loans held for investment within the specified loan category. The table below summarizes changes in the allowance for loan and lease losses and reserve for unfunded lending commitments by portfolio segment for the three and six months ended June 30, 2019 and 2018 . Table 5.1 : Allowance for Loan and Lease Losses and Reserve for Unfunded Lending Commitments Activity Three Months Ended June 30, 2019 (Dollars in millions) Credit Card Consumer Commercial Banking Total Allowance for loan and lease losses: Balance as of March 31, 2019 $ 5,568 $ 1,062 $ 683 $ 7,313 Charge-offs (1,711 ) (423 ) (23 ) (2,157 ) Recoveries (1) 391 251 7 649 Net charge-offs (1,320 ) (172 ) (16 ) (1,508 ) Provision for loan and lease losses 1,095 165 69 1,329 Allowance build (release) for loan and lease losses (225 ) (7 ) 53 (179 ) Other changes (2) (1 ) 0 0 (1 ) Balance as of June 30, 2019 5,342 1,055 736 7,133 Reserve for unfunded lending commitments: Balance as of March 31, 2019 0 4 127 131 Provision for losses on unfunded lending commitments 0 0 13 13 Balance as of June 30, 2019 0 4 140 144 Combined allowance and reserve as of June 30, 2019 $ 5,342 $ 1,059 $ 876 $ 7,277 Six Months Ended June 30, 2019 (Dollars in millions) Credit Card Consumer Commercial Banking Total Allowance for loan and lease losses: Balance as of December 31, 2018 $ 5,535 $ 1,048 $ 637 $ 7,220 Charge-offs (3,493 ) (894 ) (43 ) (4,430 ) Recoveries (1) 809 501 13 1,323 Net charge-offs (2,684 ) (393 ) (30 ) (3,107 ) Provision for loan and lease losses 2,484 400 129 3,013 Allowance build (release) for loan and lease losses (200 ) 7 99 (94 ) Other changes (2) 7 0 0 7 Balance as of June 30, 2019 5,342 1,055 736 7,133 Reserve for unfunded lending commitments: Balance as of December 31, 2018 0 4 118 122 Provision for losses on unfunded lending commitments 0 0 22 22 Balance as of June 30, 2019 0 4 140 144 Combined allowance and reserve as of June 30, 2019 $ 5,342 $ 1,059 $ 876 $ 7,277 Three Months Ended June 30, 2018 (Dollars in millions) Credit Card Consumer (3) Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of March 31, 2018 $ 5,726 $ 1,253 $ 587 $ 1 $ 7,567 Charge-offs (1,679 ) (414 ) (7 ) (9 ) (2,109 ) Recoveries (1) 419 216 14 1 650 Net charge-offs (1,260 ) (198 ) 7 (8 ) (1,459 ) Provision (benefit) for loan and lease losses 1,171 119 30 (47 ) 1,273 Allowance build (release) for loan and lease losses (89 ) (79 ) 37 (55 ) (186 ) Other changes (2)(3) (13 ) (54 ) 0 54 (13 ) Balance as of June 30, 2018 5,624 1,120 624 0 7,368 Reserve for unfunded lending commitments: Balance as of March 31, 2018 0 6 108 0 114 Provision (benefit) for losses on unfunded lending commitments 0 (1 ) 4 0 3 Balance as of June 30, 2018 0 5 112 0 117 Combined allowance and reserve as of June 30, 2018 $ 5,624 $ 1,125 $ 736 $ 0 $ 7,485 Six Months Ended June 30, 2018 (Dollars in millions) Credit Card Consumer (3) Commercial Banking Other (3) Total Allowance for loan and lease losses: Balance as of December 31, 2017 $ 5,648 $ 1,242 $ 611 $ 1 $ 7,502 Charge-offs (3,504 ) (845 ) (28 ) (8 ) (4,385 ) Recoveries (1) 867 424 16 1 1,308 Net charge-offs (2,637 ) (421 ) (12 ) (7 ) (3,077 ) Provision (benefit) for loan and lease losses 2,627 353 25 (48 ) 2,957 Allowance build (release) for loan and lease losses (10 ) (68 ) 13 (55 ) (120 ) Other changes (2)(3) (14 ) (54 ) 0 54 (14 ) Balance as of June 30, 2018 5,624 1,120 624 0 7,368 Reserve for unfunded lending commitments: Balance as of December 31, 2017 0 7 117 0 124 Benefit for losses on unfunded lending commitments 0 (2 ) (5 ) 0 (7 ) Balance as of June 30, 2018 0 5 112 0 117 Combined allowance and reserve as of June 30, 2018 $ 5,624 $ 1,125 $ 736 $ 0 $ 7,485 __________ (1) The amount and timing of recoveries is impacted by our collection strategies, which are based on customer behavior and risk profile and include direct customer communications, repossession of collateral, the periodic sale of charged-off loans as well as additional strategies, such as litigation. (2) Represents foreign currency translation adjustments and the net impact of loan transfers and sales where applicable. (3) In 2018, we sold all of our consumer home loan portfolio.The impact included a benefit for credit losses of $46 million
Schedule of Loss Sharing Arrangement Impact	The table below summarizes the changes in the estimated reimbursements from these partners for the three and six months ended June 30, 2019 and 2018 . Table 5.3 : Summary of Loss Sharing Arrangements Impacts Three Months Ended June 30, (Dollars in millions) 2019 2018 Estimated reimbursements from partners, beginning of period $ 442 $ 388 Amounts due from partners which reduced net charge-offs (105 ) (92 ) Amounts estimated to be charged to partners which reduced provision for credit losses 77 96 Estimated reimbursements from partners, end of period $ 414 $ 392 Six Months Ended June 30, (Dollars in millions) 2019 2018 Estimated reimbursements from partners, beginning of period $ 379 $ 380 Amounts due from partners which reduced net charge-offs (213 ) (189 ) Amounts estimated to be charged to partners which reduced provision for credit losses 248 201 Estimated reimbursements from partners, end of period $ 414 $ 392

Variable Interest Entities an_2

Variable Interest Entities and Securitizations (Tables)	6 Months Ended
	Jun. 30, 2019
Variable Interest Entities and Securitization [Abstract]
Carrying Amount of Assets and Liabilities of Variable Interest Entities	The tables below present a summary of VIEs in which we had continuing involvement or held a variable interest, aggregated based on VIEs with similar characteristics as of June 30, 2019 and December 31, 2018 . We separately present information for consolidated and unconsolidated VIEs. Table 6.1 : Carrying Amount of Consolidated and Unconsolidated VIEs June 30, 2019 Consolidated Unconsolidated (Dollars in millions) Carrying Amount of Assets Carrying Amount of Liabilities Carrying Amount of Assets Carrying Amount of Liabilities Maximum Exposure to Loss Securitization-Related VIEs: Credit card loan securitizations (1) $ 31,509 $ 16,179 $ 0 $ 0 $ 0 Auto loan securitizations 1,239 1,082 0 0 0 Home loan securitizations 0 0 177 1 479 Total securitization-related VIEs 32,748 17,261 177 1 479 Other VIEs: (2) Affordable housing entities 241 11 4,350 1,230 4,350 Entities that provide capital to low-income and rural communities 1,779 87 0 0 0 Other 0 0 523 0 523 Total other VIEs 2,020 98 4,873 1,230 4,873 Total VIEs $ 34,768 $ 17,359 $ 5,050 $ 1,231 $ 5,352 December 31, 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) $ 33,574 $ 18,885 $ 0 $ 0 $ 0 Home loan securitizations 0 0 211 74 554 Total securitization-related VIEs 33,574 18,885 211 74 554 Other VIEs: (2) Affordable housing entities 243 17 4,238 1,303 4,238 Entities that provide capital to low-income and rural communities 1,739 117 0 0 0 Other 0 0 353 0 353 Total other VIEs 1,982 134 4,591 1,303 4,591 Total VIEs $ 35,556 $ 19,019 $ 4,802 $ 1,377 $ 5,145 __________ (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 as 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 $2.3 billion of assets and $795 million of liabilities as of June 30, 2019 and $2.3 billion of assets and $811 million of liabilities as of December 31, 2018
External Debt and Receivable Balances of Securitization Programs	The table below presents our continuing involvement in certain securitization-related VIEs as of June 30, 2019 and December 31, 2018 . Table 6.2 : Continuing Involvement in Securitization-Related VIEs (Dollars in millions) Credit Card Auto Mortgages June 30, 2019: Securities held by third-party investors $ 15,878 $ 1,081 $ 1,096 Receivables in the trust 31,710 1,194 1,145 Cash balance of spread or reserve accounts 0 3 121 Retained interests Yes Yes Yes Servicing retained Yes Yes Yes (1) December 31, 2018: Securities held by third-party investors $ 18,307 N/A $ 1,276 Receivables in the trust 34,197 N/A 1,305 Cash balance of spread or reserve accounts 0 N/A 116 Retained interests Yes N/A Yes Servicing retained Yes N/A Yes (1) __________ (1) We retain servicing on a portion of our remaining mortgage loans in mortgage securitizations.

Goodwill and Intangible Assets

Goodwill and Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 2019
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 June 30, 2019 and December 31, 2018 . 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 June 30, 2019 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,545 N/A $ 14,545 Intangible assets: Purchased credit card relationship (“PCCR”) intangibles 2,102 $ (1,995 ) 107 Other (1) 218 (131 ) 87 Total intangible assets 2,320 (2,126 ) 194 Total goodwill and intangible assets $ 16,865 $ (2,126 ) $ 14,739 Commercial MSRs (2) $ 501 $ (215 ) $ 286 December 31, 2018 (Dollars in millions) Carrying Accumulated Amortization Net Goodwill $ 14,544 N/A $ 14,544 Intangible assets: PCCR intangibles 2,102 $ (1,952 ) 150 Core deposit intangibles 1,149 (1,148 ) 1 Other (1) 271 (168 ) 103 Total intangible assets 3,522 (3,268 ) 254 Total goodwill and intangible assets $ 18,066 $ (3,268 ) $ 14,798 Commercial MSRs (2) $ 459 $ (185 ) $ 274 __________ (1) Primarily consists of intangibles for sponsorship relationships, partnership and other contract intangibles and trade name intangibles. (2) Commercial MSRs are accounted for under the amortization method on our consolidated balance sheets.
Goodwill Attributable to Business Segments	The following table presents changes in the carrying amount of goodwill by each of our business segments as of June 30, 2019 and December 31, 2018 . T able 7.2 : Goodwill by Business Segments (Dollars in millions) Credit Card Consumer Banking Commercial Banking Total Balance as of December 31, 2018 $ 5,060 $ 4,600 $ 4,884 $ 14,544 Acquisitions 2 0 0 2 Reductions in goodwill related to divestitures 0 (1 ) 0 (1 ) Balance as of June 30, 2019 $ 5,062 $ 4,599 $ 4,884 $ 14,545

Deposits and Borrowings (Tables

Deposits and Borrowings (Tables)	6 Months Ended
	Jun. 30, 2019
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 June 30, 2019 and December 31, 2018 . The carrying value presented below for these borrowings includes unamortized debt premiums and discounts, net of debt issuance costs and fair value hedge accounting adjustments. Table 8.1 : C omponents of Deposits, Short-Term Borrowings and Long-Term Debt (Dollars in millions) June 30, December 31, Deposits: Non-interest-bearing deposits $ 23,374 $ 23,483 Interest-bearing deposits (1) 231,161 226,281 Total deposits $ 254,535 $ 249,764 Short-term borrowings: Federal funds purchased and securities loaned or sold under agreements to repurchase $ 359 $ 352 FHLB advances 0 9,050 Total short-term borrowings $ 359 $ 9,402 June 30, 2019 December 31, (Dollars in millions) Maturity Dates Stated Interest Rates Weighted- Average Interest Rate Carrying Value Carrying Value Long-term debt: Securitized debt obligations 2019-2025 1.33% - 3.15% 2.37 % $ 16,959 $ 18,307 Senior and subordinated notes: Fixed unsecured senior debt (2) 2019-2029 0.80 - 4.75 3.04 24,076 23,290 Floating unsecured senior debt 2019-2023 2.94 - 3.73 3.32 2,994 2,993 Total unsecured senior debt 3.07 27,070 26,283 Fixed unsecured subordinated debt 2019-2026 3.38 - 8.80 4.09 4,752 4,543 Total senior and subordinated notes 31,822 30,826 Other long-term borrowings: FHLB advances — — — 0 251 Other borrowings 2019-2035 2.50 - 12.86 4.30 93 119 Total other long-term borrowings 93 370 Total long-term debt $ 48,874 $ 49,503 Total short-term borrowings and long-term debt $ 49,233 $ 58,905 __________ (1) Includes $5.6 billion and $4.0 billion of time deposits in denominations in excess of the $250,000 federal insurance limit as of June 30, 2019 and December 31, 2018 , respectively. (2) Includes $1.4 billion of EUR-denominated unsecured notes as of June 30, 2019 .

Derivative Instruments and He_2

Derivative Instruments and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Assets and Liabilities at Fair Value	The following table summarizes the notional amounts and fair values of our derivative instruments as of June 30, 2019 and December 31, 2018 , 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 and their related gains or losses are included in operating activities as changes in other assets and other liabilities in the consolidated statements of cash flows. Table 9.1 : Derivative Assets and Liabilities at Fair Value June 30, 2019 December 31, 2018 Notional or Contractual Amount Derivative (1) Notional or Contractual Amount Derivative (1) (Dollars in millions) Assets Liabilities Assets Liabilities Derivatives designated as accounting hedges: Interest rate contracts: Fair value hedges $ 55,397 $ 28 $ 55 $ 53,413 $ 64 $ 28 Cash flow hedges 85,600 334 18 81,200 83 70 Total interest rate contracts 140,997 362 73 134,613 147 98 Foreign exchange contracts: Fair value hedges 1,421 20 0 0 0 0 Cash flow hedges 5,741 6 91 5,745 184 2 Net investment hedges 2,660 99 5 2,607 178 0 Total foreign exchange contracts 9,822 125 96 8,352 362 2 Total derivatives designated as accounting hedges 150,819 487 169 142,965 509 100 Derivatives not designated as accounting hedges: Customer accommodation: Interest rate contracts 55,113 541 133 49,386 190 256 Commodity contracts 12,838 775 719 10,673 797 786 Foreign exchange and other contracts 2,352 18 18 1,418 12 11 Total customer accommodation 70,303 1,334 870 61,477 999 1,053 Other interest rate exposures (2) 7,208 44 47 6,427 29 36 Other contracts 1,412 0 10 1,636 2 12 Total derivatives not designated as accounting hedges 78,923 1,378 927 69,540 1,030 1,101 Total derivatives $ 229,742 $ 1,865 $ 1,096 $ 212,505 $ 1,539 $ 1,201 Less: netting adjustment (3) (856 ) (456 ) (1,079 ) (287 ) Total derivative assets/liabilities $ 1,009 $ 640 $ 460 $ 914 __________ (1) Derivative assets and liabilities presented above exclude valuation adjustments related to non-performance risk. As of June 30, 2019 and December 31, 2018 , the cumulative CVA balances were $11 million and $3 million , respectively. The cumulative DVA balance were approximately $1 million as of both June 30, 2019 and December 31, 2018 . (2) Other interest rate exposures include commercial mortgage-related derivatives and interest rate swaps. (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.
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 June 30, 2019 and December 31, 2018 . Table 9.2 : Hedged Items in Fair Value Hedging Relationships June 30, 2019 December 31, 2018 Carrying Amount Assets/(Liabilities) Cumulative Amount of Basis Adjustments Included in the Carrying Amount Carrying Amount Assets/(Liabilities) Cumulative Amount of Basis Adjustments Included in the Carrying Amount (Dollars in millions) Total Assets/(Liabilities) Discontinued-Hedging Relationships 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) $ 13,217 $ 319 $ 7 $ 14,067 $ (6 ) $ (2 ) Interest-bearing deposits (14,000 ) 4 0 (13,101 ) 247 0 Securitized debt obligations (7,510 ) 9 95 (5,887 ) 168 143 Senior and subordinated notes (27,047 ) (514 ) 323 (23,572 ) 315 392 __________ (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. The amortized cost basis of this portfolio was $8.7 billion and $8.3 billion , the amount of the designated hedged items was $4.2 billion and $4.0 billion , and the cumulative basis adjustment associated with these hedges was $133 million and $26 million as of June 30, 2019 and December 31, 2018 , respectively. (2) Carrying value represents amortized cost.
Offsetting Assets	The following table presents the gross and net fair values of our derivative assets, derivative liabilities, repurchase agreements and the related offsetting amounts permitted under U.S. GAAP as of June 30, 2019 and December 31, 2018 . The table also includes cash and non-cash collateral received or pledged in accordance with such arrangements. The amount of collateral presented, however, is limited to the amount of the related net derivative fair values or outstanding balances; therefore, instances of over-collateralization are excluded. 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 June 30, 2019 Derivative assets (1) $ 1,865 $ (326 ) $ (530 ) $ 1,009 $ 0 $ 1,009 As of December 31, 2018 Derivative assets (1) 1,539 (205 ) (874 ) 460 0 460 Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Pledged Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Pledged Net Exposure As of June 30, 2019 Derivative liabilities (1) $ 1,096 $ (326 ) $ (130 ) $ 640 $ 0 $ 640 Repurchase agreements (2) 359 0 0 359 (359 ) 0 As of December 31, 2018 Derivative liabilities (1) 1,201 (205 ) (82 ) 914 0 914 Repurchase agreements (2) 352 0 0 352 (352 ) 0 __________ (1) We received cash collateral from derivative counterparties totaling $586 million and $925 million as of June 30, 2019 and December 31, 2018 , respectively. We also received securities from derivative counterparties with a fair value of approximately $1 million as of both June 30, 2019 and December 31, 2018 , which we have the ability to re-pledge. We posted $707 million and $633 million of cash collateral as of June 30, 2019 and December 31, 2018 , respectively. (2) Represents customer repurchase agreements that mature the next business day. As of June 30, 2019 and December 31, 2018 , we pledged collateral with a fair value of $366 million and $359 million , respectively, under these customer repurchase agreements, which were primarily agency RMBS securities.
Offsetting Liabilities	The following table presents the gross and net fair values of our derivative assets, derivative liabilities, repurchase agreements and the related offsetting amounts permitted under U.S. GAAP as of June 30, 2019 and December 31, 2018 . The table also includes cash and non-cash collateral received or pledged in accordance with such arrangements. The amount of collateral presented, however, is limited to the amount of the related net derivative fair values or outstanding balances; therefore, instances of over-collateralization are excluded. 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 June 30, 2019 Derivative assets (1) $ 1,865 $ (326 ) $ (530 ) $ 1,009 $ 0 $ 1,009 As of December 31, 2018 Derivative assets (1) 1,539 (205 ) (874 ) 460 0 460 Gross Amounts Gross Amounts Offset in the Balance Sheet Net Amounts as Recognized Securities Collateral Pledged Under Master Netting Agreements (Dollars in millions) Financial Instruments Cash Collateral Pledged Net Exposure As of June 30, 2019 Derivative liabilities (1) $ 1,096 $ (326 ) $ (130 ) $ 640 $ 0 $ 640 Repurchase agreements (2) 359 0 0 359 (359 ) 0 As of December 31, 2018 Derivative liabilities (1) 1,201 (205 ) (82 ) 914 0 914 Repurchase agreements (2) 352 0 0 352 (352 ) 0 __________ (1) We received cash collateral from derivative counterparties totaling $586 million and $925 million as of June 30, 2019 and December 31, 2018 , respectively. We also received securities from derivative counterparties with a fair value of approximately $1 million as of both June 30, 2019 and December 31, 2018 , which we have the ability to re-pledge. We posted $707 million and $633 million of cash collateral as of June 30, 2019 and December 31, 2018 , respectively. (2) Represents customer repurchase agreements that mature the next business day. As of June 30, 2019 and December 31, 2018 , we pledged collateral with a fair value of $366 million and $359 million , respectively, under these customer repurchase agreements, which were primarily agency RMBS securities.
Effects of Fair Value and Cash Flow Hedge Accounting	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 six months ended June 30, 2019 and 2018 . Table 9.4 : Effects of Fair Value and Cash Flow Hedge Accounting Three Months Ended June 30, 2019 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 629 $ 6,383 $ 64 $ (870 ) $ (139 ) $ (310 ) $ 191 Fair value hedging relationships: Interest rate and foreign exchange contracts: Interest recognized on derivatives $ (1 ) $ 0 $ 0 $ (33 ) $ (6 ) $ (10 ) $ 0 Gains (losses) recognized on derivatives (175 ) 0 0 154 79 471 11 Gains (losses) recognized on hedged items (1) 174 0 0 (151 ) (102 ) (511 ) (10 ) Net income (expense) recognized on fair value hedges $ (2 ) $ 0 $ 0 $ (30 ) $ (29 ) $ (50 ) $ 1 Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (3 ) $ (59 ) $ 0 $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income (3) 0 0 13 0 0 0 (1 ) Net income (expense) recognized on cash flow hedges $ (3 ) $ (59 ) $ 13 $ 0 $ 0 $ 0 $ (1 ) Six Months Ended June 30, 2019 Net Interest Income Non-Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Other Total amounts presented in our consolidated statements of income $ 1,284 $ 12,751 $ 133 $ (1,687 ) $ (282 ) $ (624 ) $ 348 Fair value hedging relationships: Interest rate and foreign exchange contracts: Interest recognized on derivatives $ 1 $ 0 $ 0 $ (69 ) $ (12 ) $ (21 ) $ 0 Gains (losses) recognized on derivatives (286 ) 0 0 249 112 752 11 Gains (losses) recognized on hedged items (1) 284 0 0 (243 ) (159 ) (831 ) (10 ) Net income (expense) recognized on fair value hedges $ (1 ) $ 0 $ 0 $ (63 ) $ (59 ) $ (100 ) $ 1 Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (7 ) $ (115 ) $ 0 $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains (losses) reclassified from AOCI into net income (3) 0 0 25 0 0 0 (1 ) Net income (expense) recognized on cash flow hedges $ (7 ) $ (115 ) $ 25 $ 0 $ 0 $ 0 $ (1 ) Three Months Ended June 30, 2018 Net Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Total amounts presented in our consolidated statements of income $ 539 $ 5,989 $ 68 $ (622 ) $ (124 ) $ (289 ) Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives $ (9 ) $ 0 $ 0 $ (21 ) $ (18 ) $ 4 Gains (losses) recognized on derivatives 83 0 0 (37 ) (17 ) (154 ) Gains (losses) recognized on hedged items (1) (81 ) 0 0 32 15 129 Net income (expense) recognized on fair value hedges $ (7 ) $ 0 $ 0 $ (26 ) $ (20 ) $ (21 ) Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (2 ) $ (17 ) $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains reclassified from AOCI into net income (3) 0 0 11 0 0 0 Net income (expense) recognized on cash flow hedges $ (2 ) $ (17 ) $ 11 $ 0 $ 0 $ 0 Six Months Ended June 30, 2018 Net Interest Income (Dollars in millions) Investment Securities Loans, Including Loans Held for Sale Other Interest-bearing Deposits Securitized Debt Obligations Senior and Subordinated Notes Total amounts presented in our consolidated statements of income $ 991 $ 12,123 $ 119 $ (1,161 ) $ (231 ) $ (540 ) Fair value hedging relationships: Interest rate contracts: Interest recognized on derivatives $ (17 ) $ 0 $ 0 $ (23 ) $ (23 ) $ 14 Gains (losses) recognized on derivatives 183 0 0 (197 ) (118 ) (511 ) Gains (losses) recognized on hedged items (1) (180 ) 0 0 187 113 474 Net income (expense) recognized on fair value hedges $ (14 ) $ 0 $ 0 $ (33 ) $ (28 ) $ (23 ) Cash flow hedging relationships: (2) Interest rate contracts: Realized losses reclassified from AOCI into net income $ (4 ) $ (9 ) $ 0 $ 0 $ 0 $ 0 Foreign exchange contracts: Realized gains reclassified from AOCI into net income (3) 0 0 19 0 0 0 Net income (expense) recognized on cash flow hedges $ (4 ) $ (9 ) $ 19 $ 0 $ 0 $ 0 __________ (1) Includes amortization expense of $56 million and $117 million for the three and six months ended June 30, 2019 , respectively, and amortization expense of $16 million and $6 million for the three and six months ended June 30, 2018 , respectively, related to basis adjustments on 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. (3) We recognized a loss of $123 million and $295 million for the three and six months ended June 30, 2019 , respectively, and a gain of $101 million and $176 million for the three and six months ended June 30, 2018
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 six months ended June 30, 2019 and 2018 . These gains or losses are recognized in other non-interest income in our consolidated statements of income. T a ble 9.5 : Gains (Losses) on Free-Standing Derivatives Three Months Ended June 30, Six Months Ended June 30, (Dollars in millions) 2019 2018 2019 2018 Gains (losses) recognized in other non-interest income: Customer accommodation: Interest rate contracts $ 4 $ 10 $ 10 $ 14 Commodity contracts 7 4 9 8 Foreign exchange and other contracts 4 2 7 4 Total customer accommodation 15 16 26 26 Other interest rate exposures (14 ) 9 (14 ) 21 Other contracts 0 0 (2 ) (20 ) Total $ 1 $ 25 $ 10 $ 27

Stockholders' Equity (Tables)

Stockholders' Equity (Tables)	6 Months Ended
	Jun. 30, 2019
Equity [Abstract]
Schedule of Preferred Stock	The following table summarizes our preferred stock outstanding as of June 30, 2019 and December 31, 2018 . Table 10.1 : Preferred Stock 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 June 30, 2019 December 31, 2018 Series B 6.00% Non-Cumulative August 20, 2012 September 1, 2017 6.00% Quarterly $ 1,000 875,000 $ 853 $ 853 Series C 6.25% Non-Cumulative June 12, 2014 September 1, 2019 6.25 Quarterly 1,000 500,000 484 484 Series D 6.70% Non-Cumulative October 31, 2014 December 1, 2019 6.70 Quarterly 1,000 500,000 485 485 Series E Fixed-to-Floating Rate Non-Cumulative May 14, 2015 June 1, 2020 5.55% through 5/31/2020; Semi-Annually through 5/31/2020; Quarterly thereafter 1,000 1,000,000 988 988 Series F 6.20% Non-Cumulative August 24, 2015 December 1, 2020 6.20 Quarterly 1,000 500,000 484 484 Series G 5.20% Non-Cumulative July 29, 2016 December 1, 2021 5.20 Quarterly 1,000 600,000 583 583 Series H 6.00% Non-Cumulative November 29, 2016 December 1, 2021 6.00 Quarterly 1,000 500,000 483 483 Total $ 4,360 $ 4,360 __________ (1) Except for Series E, ownership is held in the form of depositary shares, each representing a 1/40th interest in a share of fixed-rate non-cumulative perpetual preferred stock.
Change in AOCI Gain (Loss) by Component (Net of Tax)	The following table includes the AOCI impacts from the adoption of accounting standards and the changes in AOCI by component for the three and six months ended June 30, 2019 and 2018 . Table 10.2 : Accumulated Other Comprehensive Income (Loss) Three Months Ended June 30, 2019 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Hedging Relationships (1) Foreign (2) Other Total AOCI as of March 31, 2019 $ (147 ) $ (184 ) $ (141 ) $ (147 ) $ (41 ) $ (660 ) Other comprehensive income before reclassifications 284 0 406 15 0 705 Amounts reclassified from AOCI into earnings (12 ) 6 131 0 0 125 Other comprehensive income, net of tax 272 6 537 15 0 830 AOCI as of June 30, 2019 $ 125 $ (178 ) $ 396 $ (132 ) $ (41 ) $ 170 Six Months Ended June 30, 2019 (Dollars in millions) Securities Available for Sale Securities Held to Maturity Hedging Relationships (1) Foreign (2) Other Total AOCI as of December 31, 2018 $ (439 ) $ (190 ) $ (418 ) $ (177 ) $ (39 ) $ (1,263 ) Other comprehensive income (loss) before reclassifications 594 0 517 45 (1 ) 1,155 Amounts reclassified from AOCI into earnings (30 ) 12 297 0 (1 ) 278 Other comprehensive income (loss), net of tax 564 12 814 45 (2 ) 1,433 AOCI as of June 30, 2019 $ 125 $ (178 ) $ 396 $ (132 ) $ (41 ) $ 170 Three Months Ended June 30, 2018 (Dollars in millions) Securities Securities Held to Maturity Cash Flow Hedges Foreign (2) Other Total AOCI as of March 31, 2018 $ (565 ) $ (212 ) $ (662 ) $ (131 ) $ (29 ) $ (1,599 ) Other comprehensive income (loss) before reclassifications (65 ) 0 (41 ) (24 ) 1 (129 ) Amounts reclassified from AOCI into earnings 0 8 (72 ) 0 (1 ) (65 ) Other comprehensive income (loss), net of tax (65 ) 8 (113 ) (24 ) 0 (194 ) AOCI as of June 30, 2018 $ (630 ) $ (204 ) $ (775 ) $ (155 ) $ (29 ) $ (1,793 ) Six Months Ended June 30, 2018 (Dollars in millions) Securities Securities Held to Maturity Cash Flow Hedges Foreign (2) 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 (3) (325 ) 407 0 0 0 82 Other comprehensive income (loss) before reclassifications (319 ) 0 (292 ) (17 ) 1 (627 ) Amounts reclassified from AOCI into earnings (6 ) 26 (139 ) 0 (2 ) (121 ) Other comprehensive income (loss), net of tax (650 ) 433 (431 ) (17 ) (1 ) (666 ) AOCI as of June 30, 2018 $ (630 ) $ (204 ) $ (775 ) $ (155 ) $ (29 ) $ (1,793 ) __________ (1) Includes amounts related to cash flow hedges as well as the excluded component of cross-currency swaps designated as fair value hedges where changes in cross-currency basis spreads are excluded from the assessment of hedge effectiveness. (2) Includes other comprehensive gains of $53 million and $123 million for the three months ended June 30, 2019 and 2018 , respectively, and other comprehensive gains of $19 million and $63 million for the six months ended June 30, 2019 and 2018 , respectively, from hedging instruments designated as net investment hedges. (3) 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, Derivatives and Hedging (Topic 815): Targeted Improvements to Accounting for Hedging Activities . This transfer resulted in an after-tax gain of $82 million ( $107 million pre-tax) to AOCI.
Reclassifications from AOCI	The following table presents amounts reclassified from each component of AOCI to our consolidated statements of income for the three and six months ended June 30, 2019 and 2018 . Table 10.3 : Reclassifications from AOCI (Dollars in millions) Three Months Ended June 30, Six Months Ended June 30, AOCI Components Affected Income Statement Line Item 2019 2018 2019 2018 Securities available for sale: Non-interest income $ 15 $ 0 $ 39 $ 8 Income tax provision 3 0 9 2 Net income 12 0 30 6 Securities held to maturity: (1) Interest income (8 ) (10 ) (16 ) (34 ) Income tax provision (2 ) (2 ) (4 ) (8 ) Net income (6 ) (8 ) (12 ) (26 ) Hedging relationships: Interest rate contracts: Interest income (62 ) (19 ) (122 ) (13 ) Foreign exchange contracts: Interest income 13 12 25 20 Non-interest income (123 ) 101 (295 ) 176 Income from continuing operations before income taxes (172 ) 94 (392 ) 183 Income tax provision (41 ) 22 (95 ) 44 Net income (131 ) 72 (297 ) 139 Other: Non-interest income and non-interest expense 0 1 1 2 Income tax provision 0 0 0 0 Net income 0 1 1 2 Total reclassifications $ (125 ) $ 65 $ (278 ) $ 121 __________ (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.
Components of Other Comprehensive Income (Loss) and Related Tax Impact	The table below summarizes other comprehensive income (loss) activity and the related tax impact for the three and six months ended June 30, 2019 and 2018 . Table 10.4 : Other Comprehensive Income (Loss) Three Months Ended June 30, 2019 2018 (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 $ 358 $ 86 $ 272 $ (86 ) $ (21 ) $ (65 ) Net changes in securities held to maturity 9 3 6 10 2 8 Net unrealized gains (losses) on hedging relationships 708 171 537 (149 ) (36 ) (113 ) Foreign currency translation adjustments (1) 33 18 15 15 39 (24 ) Other (1 ) (1 ) 0 (1 ) (1 ) 0 Other comprehensive income (loss) $ 1,107 $ 277 $ 830 $ (211 ) $ (17 ) $ (194 ) Six Months Ended June 30, 2019 2018 (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 $ 742 $ 178 $ 564 $ (857 ) $ (207 ) $ (650 ) Net changes in securities held to maturity 16 4 12 569 136 433 Net unrealized gains (losses) on hedging relationships 1,073 259 814 (567 ) (136 ) (431 ) Foreign currency translation adjustments (1) 52 7 45 3 20 (17 ) Other (3 ) (1 ) (2 ) (2 ) (1 ) (1 ) Other comprehensive income (loss) $ 1,880 $ 447 $ 1,433 $ (854 ) $ (188 ) $ (666 ) __________ (1) Includes the impact of hedging instruments designated as net investment hedges.

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2019
Earnings Per Share [Abstract]
Schedule of Computation of Basic and Diluted Earnings Per Common Share	The following table sets forth the computation of basic and diluted earnings per common share. Table 11.1 : Computation of Basic and Diluted Earnings per Common Share Three Months Ended June 30, Six Months Ended June 30, (Dollars and shares in millions, except per share data) 2019 2018 2019 2018 Income from continuing operations, net of tax $ 1,616 $ 1,917 $ 3,026 $ 3,260 Income (loss) from discontinued operations, net of tax 9 (11 ) 11 (8 ) Net income 1,625 1,906 3,037 3,252 Dividends and undistributed earnings allocated to participating securities (12 ) (12 ) (24 ) (23 ) Preferred stock dividends (80 ) (80 ) (132 ) (132 ) Net income available to common stockholders $ 1,533 $ 1,814 $ 2,881 $ 3,097 Total weighted-average basic shares outstanding 470.8 485.1 470.1 485.9 Effect of dilutive securities: Stock options 1.3 1.6 1.2 1.9 Other contingently issuable shares 0.9 1.0 1.0 1.1 Warrants (1) 0.0 0.6 0.0 0.7 Total effect of dilutive securities 2.2 3.2 2.2 3.7 Total weighted-average diluted shares outstanding 473.0 488.3 472.3 489.6 Basic earnings per common share: Net income from continuing operations $ 3.24 $ 3.76 $ 6.11 $ 6.39 Income (loss) from discontinued operations 0.02 (0.02 ) 0.02 (0.02 ) Net income per basic common share $ 3.26 $ 3.74 $ 6.13 $ 6.37 Diluted earnings per common share: (2) Net income from continuing operations $ 3.22 $ 3.73 $ 6.08 $ 6.35 Income (loss) from discontinued operations 0.02 (0.02 ) 0.02 (0.02 ) Net income per diluted common share $ 3.24 $ 3.71 $ 6.10 $ 6.33 __________ (1) Represents warrants issued as part of the U.S. Department of Treasury’s Troubled Assets Relief Program which had all been exercised or expired on November 14, 2018. (2) No shares were excluded form the computation of diluted earnings per share for the three months ended June 30, 2019 . Excluded from the computation of diluted earnings per share were 137 thousand shares related to options with an exercise price of $86.34 for the six months ended June 30, 2019 , and 24 thousand shares and 65 thousand shares related to awards for the three and six months ended June 30, 2018, r espectively, because their inclusion would be anti-dilutive.

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	6 Months Ended
	Jun. 30, 2019
Fair Value Disclosures [Abstract]
Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis	The following table displays our assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis as of June 30, 2019 and December 31, 2018 . Table 12.1 : Assets and Liabilities Measured at Fair Value on a Recurring Basis June 30, 2019 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 $ 4,219 $ 0 $ 0 — $ 4,219 RMBS 0 34,192 515 — 34,707 CMBS 0 5,380 9 — 5,389 Other securities 195 1,148 0 — 1,343 Total securities available for sale 4,414 40,720 524 — 45,658 Other assets: Derivative assets (2) 6 1,789 70 $ (856 ) 1,009 Other (3) 318 0 177 — 495 Total assets $ 4,738 $ 42,509 $ 771 $ (856 ) $ 47,162 Liabilities: Other liabilities: Derivative liabilities (2) $ 7 $ 1,025 $ 64 $ (456 ) $ 640 Total liabilities $ 7 $ 1,025 $ 64 $ (456 ) $ 640 December 31, 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 $ 6,144 $ 0 $ 0 — $ 6,144 RMBS 0 33,212 433 — 33,645 CMBS 0 4,729 10 — 4,739 Other securities 219 1,403 0 — 1,622 Total securities available for sale 6,363 39,344 443 — 46,150 Other assets: Derivative assets (2) 0 1,501 38 $ (1,079 ) 460 Other (3) 265 0 158 — 423 Total assets $ 6,628 $ 40,845 $ 639 $ (1,079 ) $ 47,033 Liabilities: Other liabilities: Derivative liabilities (2) $ 0 $ 1,153 $ 48 $ (287 ) $ 914 Total liabilities $ 0 $ 1,153 $ 48 $ (287 ) $ 914 __________ (1) Represents balance sheet netting of derivative assets and liabilities, and related payables and receivables for cash collateral held or placed with the same counterparty. See “ Note 9—Derivative Instruments and Hedging Activities ” for additional information. (2) Does not reflect $10 million and $2 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of June 30, 2019 and December 31, 2018 , respectively. Non-performance risk is included in derivative assets and liabilities, which are part of other assets and liabilities on the consolidated balance sheets, and is offset through non-interest income in the consolidated statements of income. (3) As of June 30, 2019 and December 31, 2018 , other includes retained interests in securitizations of $177 million and $158 million , deferred compensation plan assets of $314 million and $264 million , and equity securities of $4 million and $1 million , respectively.
Schedule of Level 3 Inputs Reconciliation	The table below presents a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three and six months ended June 30, 2019 and 2018 . 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 June 30, 2019 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, April 1, 2019 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: (2) RMBS $ 434 $ 9 $ 2 $ 0 $ 0 $ 0 $ (13 ) $ 97 $ (14 ) $ 515 $ 10 CMBS 9 0 0 0 0 0 0 0 0 9 0 Total securities available for sale 443 9 2 0 0 0 (13 ) 97 (14 ) 524 10 Other assets: Retained interest in securitizations 155 22 0 0 0 0 0 0 0 177 22 Net derivative assets (liabilities) (3) 6 0 0 0 0 (7 ) 8 0 (1 ) 6 (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 30, 2019 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, January 1, 2019 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: (2) RMBS $ 433 $ 17 $ 13 $ 0 $ 0 $ 0 $ (25 ) $ 114 $ (37 ) $ 515 $ 20 CMBS 10 0 0 0 0 0 (1 ) 0 0 9 0 Total securities available for sale 443 17 13 0 0 0 (26 ) 114 (37 ) 524 20 Other assets: Retained interest in securitizations 158 19 0 0 0 0 0 0 0 177 19 Net derivative assets (liabilities) (3) (10 ) 5 0 0 0 (13 ) 27 0 (3 ) 6 4 Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Three Months Ended June 30, 2018 Total Gains (Losses) (Realized/Unrealized) Net Unrealized (1) (Dollars in millions) Balance, April 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 $ 614 $ 9 $ 9 $ 0 $ 0 $ 0 $ (21 ) $ 4 $ (173 ) $ 442 $ 7 CMBS 13 0 0 0 0 0 (2 ) 0 0 11 0 Other securities 5 0 0 0 0 0 0 0 0 5 0 Total securities available for sale 632 9 9 0 0 0 (23 ) 4 (173 ) 458 7 Other assets: Retained interests in securitizations 176 (12 ) 0 0 0 0 0 0 0 164 (12 ) Net derivative assets (liabilities) (3) (9 ) (2 ) 0 0 0 6 (1 ) 0 1 (5 ) (2 ) Fair Value Measurements Using Significant Unobservable Inputs (Level 3) Six Months Ended June 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, Securities available for sale: RMBS $ 614 $ 18 $ 7 $ 0 $ 0 $ 0 $ (42 ) $ 65 $ (220 ) $ 442 $ 13 CMBS 14 0 0 0 0 0 (3 ) 0 0 11 0 Other securities 5 0 0 0 0 0 0 0 0 5 0 Total securities available for sale 633 18 7 0 0 0 (45 ) 65 (220 ) 458 13 Other assets: Consumer MSRs 92 3 0 0 (97 ) 2 0 0 0 0 0 Retained interests in securitizations 172 (8 ) 0 0 0 0 0 0 0 164 (8 ) Net derivative assets (liabilities) (3) 13 (24 ) 0 0 0 7 (2 ) 0 1 (5 ) (24 ) __________ (1) Realized gains (losses) on securities available for sale are included in net securities gains (losses), and retained interests in securitizations 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) For the three and six months ended June 30, 2019 , net unrealized gains included in other comprehensive income related to Level 3 securities available for sale still held as of June 30, 2019 were $3 million and $13 million , respectively. (3) Includes derivative assets and liabilities of $70 million and $64 million , respectively, as of June 30, 2019 , and $43 million and $48 million , respectively, as of June 30, 2018 .
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 June 30, Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average (1) Securities available for sale: RMBS $ 515 Discounted cash flows (vendor pricing) Yield 2-15% 4% CMBS 9 Discounted cash flows (vendor pricing) Yield 3% 3% Other assets: Retained interests in securitization (2) 177 Discounted cash flows Life of receivables (months) 2-54 N/A Net derivative assets (liabilities) 6 Discounted cash flows Swap rates 2% 2% Quantitative Information about Level 3 Fair Value Measurements (Dollars in millions) Fair Value at December 31, 2018 Significant Valuation Techniques Significant Unobservable Inputs Range Weighted Average (1) Securities available for sale: RMBS $ 433 Discounted cash flows (vendor pricing) Yield 3-11% 5% CMBS 10 Discounted cash flows (vendor pricing) Yield 3% 3% Other assets: Retained interests in securitization (2) 158 Discounted cash flows Life of receivables (months) 3-56 N/A Net derivative assets (liabilities) (10 ) Discounted cash flows Swap rates 3% 3% __________ (1) Weighted averages are calculated by using the product of the input multiplied by the relative fair value of the instruments. (2) Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs.
Schedule of Assets Measured at Fair Value on Nonrecurring Basis	The following table presents the carrying value of the assets measured at fair value on a nonrecurring basis and still held as of June 30, 2019 and December 31, 2018 , and for which a nonrecurring fair value measurement was recorded during six and twelve months then ended. Table 12.4 : Nonrecurring Fair Value Measurements June 30, 2019 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 191 $ 191 Loans held for sale 180 0 180 Other assets (1) 0 83 83 Total $ 180 $ 274 $ 454 December 31, 2018 Estimated Fair Value Hierarchy Total (Dollars in millions) Level 2 Level 3 Loans held for investment $ 0 $ 129 $ 129 Loans held for sale 38 0 38 Other assets (1) 0 100 100 Total $ 38 $ 229 $ 267 __________ (1) As of June 30, 2019 , other assets included equity investments accounted for under the measurement alternative of $16 million , repossessed assets of $53 million and long-lived assets held for sale of $14 million . As of December 31, 2018 , other assets included equity investments accounted for under the measurement alternative of $24 million , foreclosed property and repossessed assets of $57 million and long-lived assets held for sale of $19 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 June 30, 2019 and 2018 . Table 12.5 : Nonrecurring Fair Value Measurements Included in Earnings Total Gains (Losses) Six Months Ended June 30, (Dollars in millions) 2019 2018 Loans held for investment $ (132 ) $ (65 ) Loans held for sale (1 ) (3 ) Other assets (1) (57 ) (47 ) Total $ (190 ) $ (115 ) __________ (1) Other assets include fair value adjustments related to equity investments accounted for under the measurement alternative, repossessed assets and long-lived assets held for sale.
Schedule of Fair Value of Financial Instruments	The following table presents the carrying value and estimated fair value, including the level within the fair value hierarchy, of our financial instruments that are not measured at fair value on a recurring basis on our consolidated balance sheets as of June 30, 2019 and December 31, 2018 . Table 12.6 : Fair Value of Financial Instruments June 30, 2019 Carrying Value Estimated Fair Value Estimated Fair Value Hierarchy (Dollars in millions) Level 1 Level 2 Level 3 Financial assets: Cash and cash equivalents $ 15,111 $ 15,111 $ 5,184 $ 9,927 $ 0 Restricted cash for securitization investors 710 710 710 0 0 Securities held to maturity 35,475 36,541 0 36,510 31 Net loans held for investment 237,327 239,295 0 0 239,295 Loans held for sale 1,829 1,846 0 1,846 0 Interest receivable 1,544 1,544 0 1,544 0 Other investments (1) 1,341 1,341 0 1,341 0 Financial liabilities: Deposits with defined maturities 42,291 42,383 0 42,383 0 Securitized debt obligations 16,959 17,071 0 17,071 0 Senior and subordinated notes 31,822 32,259 0 32,259 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 359 359 0 359 0 Interest payable 437 437 0 437 0 December 31, 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 $ 13,186 $ 13,186 $ 4,768 $ 8,418 $ 0 Restricted cash for securitization investors 303 303 303 0 0 Securities held to maturity 36,771 36,619 0 36,513 106 Net loans held for investment 238,679 241,556 0 0 241,556 Loans held for sale 1,192 1,218 0 1,218 0 Interest receivable 1,614 1,614 0 1,614 0 Other investments (1) 1,725 1,725 0 1,725 0 Financial liabilities: Deposits with defined maturities 38,471 38,279 0 38,279 0 Securitized debt obligations 18,307 18,359 0 18,359 0 Senior and subordinated notes 30,826 30,635 0 30,635 0 Federal funds purchased and securities loaned or sold under agreements to repurchase 352 352 0 352 0 Other borrowings (2) 9,354 9,354 0 9,354 0 Interest payable 458 458 0 458 0 __________ (1) Other investments include FHLB and Federal Reserve stock. These investments are included in other assets on our consolidated balance sheets. (2) Other borrowings excludes finance lease liabilities.

Business Segments and Revenue_2

Business Segments and Revenue from Contracts with Customers (Tables)	6 Months Ended
	Jun. 30, 2019
Segment Reporting [Abstract]
Schedule of Segment Results and Reconciliation	The following table presents our business segment results for the three and six months ended June 30, 2019 and 2018 , selected balance sheet data as of June 30, 2019 and 2018 , and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, loans held for investment and deposits. Table 13.1 : Segment Results and Reconciliation Three Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income (loss) $ 3,531 $ 1,709 $ 514 $ (8 ) $ 5,746 Non-interest income (loss) 1,038 166 200 (26 ) 1,378 Total net revenue (loss) 4,569 1,875 714 (34 ) 7,124 Provision for credit losses 1,095 165 82 0 1,342 Non-interest expense 2,253 1,002 427 97 3,779 Income (loss) from continuing operations before income taxes 1,221 708 205 (131 ) 2,003 Income tax provision (benefit) 283 165 48 (109 ) 387 Income (loss) from continuing operations, net of tax $ 938 $ 543 $ 157 $ (22 ) $ 1,616 Loans held for investment $ 112,141 $ 60,327 $ 71,992 $ 0 $ 244,460 Deposits 0 205,220 30,761 18,554 254,535 Six Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income $ 7,121 $ 3,388 $ 1,003 $ 25 $ 11,537 Non-interest income (loss) 1,988 326 387 (31 ) 2,670 Total net revenue (loss) 9,109 3,714 1,390 (6 ) 14,207 Provision for credit losses 2,484 400 151 0 3,035 Non-interest expense 4,424 1,996 844 186 7,450 Income (loss) from continuing operations before income taxes 2,201 1,318 395 (192 ) 3,722 Income tax provision (benefit) 512 307 92 (215 ) 696 Income from continuing operations, net of tax $ 1,689 $ 1,011 $ 303 $ 23 $ 3,026 Loans held for investment $ 112,141 $ 60,327 $ 71,992 $ 0 $ 244,460 Deposits 0 205,220 30,761 18,554 254,535 Three Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income $ 3,396 $ 1,609 $ 517 $ 29 $ 5,551 Non-interest income 884 175 209 373 1,641 Total net revenue 4,280 1,784 726 402 7,192 Provision (benefit) for credit losses 1,171 118 34 (47 ) 1,276 Non-interest expense 1,904 963 409 148 3,424 Income from continuing operations before income taxes 1,205 703 283 301 2,492 Income tax provision 282 164 66 63 575 Income from continuing operations, net of tax $ 923 $ 539 $ 217 $ 238 $ 1,917 Loans held for investment $ 109,777 $ 58,727 $ 67,609 $ 11 $ 236,124 Deposits 0 194,962 31,078 22,185 248,225 Six Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1)(2) Other (1)(2) Consolidated Net interest income $ 6,954 $ 3,224 $ 1,023 $ 68 $ 11,269 Non-interest income 1,741 349 396 346 2,832 Total net revenue 8,695 3,573 1,419 414 14,101 Provision (benefit) for credit losses 2,627 351 20 (48 ) 2,950 Non-interest expense 3,943 1,963 812 279 6,997 Income from continuing operations before income taxes 2,125 1,259 587 183 4,154 Income tax provision (benefit) 495 294 137 (32 ) 894 Income from continuing operations, net of tax $ 1,630 $ 965 $ 450 $ 215 $ 3,260 Loans held for investment $ 109,777 $ 58,727 $ 67,609 $ 11 $ 236,124 Deposits 0 194,962 31,078 22,185 248,225 __________ (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 reductions to the Other category. (2) In the first quarter of 2019, we made a change in how revenue is measured in our Commercial Banking business by revising the allocation of tax benefits on certain tax-advantaged investments. As such, prior period results have been recast to conform with the current period presentation. The result of this measurement change reduced the previously reported total net revenue in our Commercial Banking business by $32 million and $62 million for the three and six months ended June 30, 2018 , with an offsetting increase 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 six months ended June 30, 2019 and 2018 . Table 13.2 : Revenue from Contracts with Customers and Reconciliation to Segments Result Three Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 757 $ 52 $ 13 $ (2 ) $ 820 Service charges and other customer-related fees 0 74 28 0 102 Other 20 26 1 0 47 Total contract revenue 777 152 42 (2 ) 969 Revenue from other sources 261 14 158 (24 ) 409 Total non-interest income $ 1,038 $ 166 $ 200 $ (26 ) $ 1,378 Six Months Ended June 30, 2019 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 1,459 $ 98 $ 24 $ (3 ) $ 1,578 Service charges and other customer-related fees 0 149 53 0 202 Other 32 50 1 0 83 Total contract revenue 1,491 297 78 (3 ) 1,863 Revenue from other sources 497 29 309 (28 ) 807 Total non-interest income $ 1,988 $ 326 $ 387 $ (31 ) $ 2,670 Three Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 669 $ 47 $ 8 $ (1 ) $ 723 Service charges and other customer-related fees 0 95 34 (1 ) 128 Other 2 28 1 0 31 Total contract revenue 671 170 43 (2 ) 882 Revenue from other sources 213 5 166 375 759 Total non-interest income $ 884 $ 175 $ 209 $ 373 $ 1,641 Six Months Ended June 30, 2018 (Dollars in millions) Credit Consumer Commercial (1) Other (1) Consolidated Contract revenue: Interchange fees, net (2) $ 1,263 $ 89 $ 15 $ (1 ) $ 1,366 Service charges and other customer-related fees 0 193 66 (1 ) 258 Other 4 57 1 0 62 Total contract revenue 1,267 339 82 (2 ) 1,686 Revenue from other sources 474 10 314 348 1,146 Total non-interest income $ 1,741 $ 349 $ 396 $ 346 $ 2,832 __________ (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)	6 Months Ended
	Jun. 30, 2019
Commitments and Contingencies Disclosure [Abstract]
Schedule of Letter of Credit and Other Loan Commitments	The following table presents the contractual amount and carrying value of our unfunded lending commitments as of June 30, 2019 and December 31, 2018 . 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) June 30, December 31, June 30, December 31, Credit card lines $ 347,314 $ 346,186 N/A N/A Other loan commitments (1) 34,768 34,449 $ 117 $ 95 Standby letters of credit and commercial letters of credit (2) 1,698 1,792 29 29 Total unfunded lending commitments $ 383,780 $ 382,427 $ 146 $ 124 __________ (1) Includes $1.5 billion and $1.3 billion of advised lines of credit as of June 30, 2019 and December 31, 2018 , respectively. (2) These financial guarantees have expiration dates ranging from 2019 to 2025 as of June 30, 2019 .

Summary of Significant Accoun_3

Summary of Significant Accounting Policies - Segments (Details)	6 Months Ended
	Jun. 30, 2019Segment
Accounting Policies [Abstract]
Number of operating segments	3

Summary of Significant Accoun_4

Summary of Significant Accounting Policies Newly Adopted and Recently Issued But Not Yet Adopted ASU (Details) - USD ($) $ in Millions	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Securities held to maturity	$ 35,475		$ 36,771
Accumulated other comprehensive income (loss)	170	$ (660)	$ (1,263)	$ (1,793)	$ (1,599)	$ (926)
Lease liabilities	1,786
Right-of-use assets	$ 1,490
Accounting Standards Update 2016-02
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Lease liabilities		1,900
Right-of-use assets		$ 1,600

Leases - Operating Lease Portfo

Leases - Operating Lease Portfolio and Related Lease Costs (Details) - USD ($) $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2019	Jun. 30, 2019	Mar. 31, 2019
Lessee, Lease, Description [Line Items]
Right-of-use assets	$ 1,490	$ 1,490
Lease liabilities	$ 1,786	$ 1,786
Weighted average remaining lease term	9 years 1 month 6 days	9 years 1 month 6 days
Weighted average discount rate	3.30%	3.30%
Operating lease cost	$ 82	$ 147
Variable lease cost	9	20
Total lease cost	91	167
Sublease income	(6)	(12)
Net lease cost	85	155
Cash paid for amounts included in the measurement of lease liabilities	80	162
Right-of-use assets obtained in exchange for lease liabilities	11	26
Accounting Standards Update 2016-02
Lessee, Lease, Description [Line Items]
Right-of-use assets			$ 1,600
Lease liabilities			$ 1,900
Right-of-use assets recognized upon adoption of new lease standard	$ 0	$ 1,601

Leases - Future Minimum Lease P

Leases - Future Minimum Lease Payments (Details) $ in Millions	Jun. 30, 2019USD ($)
Leases [Abstract]
2019	$ 155
2020	299
2021	268
2022	242
2023	214
Thereafter	932
Total undiscounted lease payments	2,110
Less: Imputed interest	(324)
Total lease liabilities	$ 1,786

Leases - Additional Information

Leases - Additional Information (Details) $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2019USD ($)	Jun. 30, 2019USD ($)
Leases [Abstract]
Finance lease, right-of-use asset	$ 88	$ 88
Finance lease liability	$ 93	$ 93
Finance lease, weighted average remaining lease term	6 years 2 months 12 days	6 years 2 months 12 days
Finance lease expense	$ 6	$ 11

Investment Securities - Additio

Investment Securities - Additional Information (Details) $ in Millions	Jun. 30, 2019USD ($)	Dec. 31, 2018USD ($)	Mar. 31, 2018USD ($)
Debt Securities, Available-for-sale [Line Items]
Securities available for sale	$ 45,658	$ 46,150
Securities held to maturity	$ 35,475	36,771
Debt securities, available-for-sale, unrealized loss position, number of positions	860
Debt securities, available-for-sale, unrealized loss position, accumulated loss	$ 369	972
Debt securities, available-for-sale, continuous unrealized loss position, 12 months or longer, accumulated loss	$ 348	675
Held-to-maturity, securities in unrealized loss positions, qualitative disclosure, number of positions	120
Debt securities, held-to-maturity, unrealized loss position, accumulated loss	$ 50
OTTI, credit losses recognized in earnings	140	140
Derivative, collateral, obligation to return securities	$ 1	$ 1
Investment securities portfolio | US Treasury and Agency securities
Debt Securities, Available-for-sale [Line Items]
Percentage of portfolio	96.00%	96.00%
ASU 2017-12
Debt Securities, Available-for-sale [Line Items]
Securities held to maturity			$ 9,000
Collateral pledged
Debt Securities, Available-for-sale [Line Items]
Debt securities, held-to-maturity, restricted	$ 15,500	$ 16,300

Investment Securities - Schedul

Investment Securities - Schedule of Available-for-Sale Securities (Details) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 45,494	$ 46,728
Gross Unrealized Gains	533	394
Gross Unrealized Losses	(369)	(972)
Fair Value	45,658	46,150
U.S. Treasury securities
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	4,226	6,146
Gross Unrealized Gains	3	15
Gross Unrealized Losses	(10)	(17)
Fair Value	4,219	6,144
RMBS, Agency
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	33,183	32,710
Gross Unrealized Gains	177	62
Gross Unrealized Losses	(328)	(869)
Fair Value	33,032	31,903
RMBS, Non-agency
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	1,362	1,440
Gross Unrealized Gains	314	304
Gross Unrealized Losses	(1)	(2)
Fair Value	1,675	1,742
RMBS
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	34,545	34,150
Gross Unrealized Gains	491	366
Gross Unrealized Losses	(329)	(871)
Fair Value	34,707	33,645
CMBS, Agency
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	5,380	4,806
Gross Unrealized Gains	37	11
Gross Unrealized Losses	(28)	(78)
Fair Value	5,389	4,739
Other securities
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	1,343	1,626
Gross Unrealized Gains	2	2
Gross Unrealized Losses	(2)	(6)
Fair Value	$ 1,343	$ 1,622

Investment Securities - Investm

Investment Securities - Investment Securities Held to Maturity (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$ 35,710	$ 37,022
Unrealized Losses Recorded in AOCI	(235)	(251)
Carrying Value	35,475	36,771
Gross Unrealized Gains	1,116	314
Gross Unrealized Losses	(50)	(466)
Fair Value	36,541	36,619
RMBS, Agency
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	31,857	33,299
Unrealized Losses Recorded in AOCI	(222)	(238)
Carrying Value	31,635	33,061
Gross Unrealized Gains	991	293
Gross Unrealized Losses	(44)	(377)
Fair Value	32,582	32,977
CMBS, Agency
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	3,853	3,723
Unrealized Losses Recorded in AOCI	(13)	(13)
Carrying Value	3,840	3,710
Gross Unrealized Gains	125	21
Gross Unrealized Losses	(6)	(89)
Fair Value	$ 3,959	$ 3,642

Investment Securities - Sched_2

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Fair Value
Less than 12 Months	$ 5,384	$ 12,743
12 Months or Longer	20,535	21,422
Total	25,919	34,165
Gross Unrealized Losses
Less than 12 Months	(21)	(297)
12 Months or Longer	(348)	(675)
Total	(369)	(972)
U.S. Treasury securities
Fair Value
Less than 12 Months	2,646	2,543
12 Months or Longer	350	1,076
Total	2,996	3,619
Gross Unrealized Losses
Less than 12 Months	(10)	(3)
12 Months or Longer	0	(14)
Total	(10)	(17)
RMBS, Agency
Fair Value
Less than 12 Months	1,547	7,863
12 Months or Longer	17,950	18,118
Total	19,497	25,981
Gross Unrealized Losses
Less than 12 Months	(7)	(260)
12 Months or Longer	(321)	(609)
Total	(328)	(869)
RMBS, Non-agency
Fair Value
Less than 12 Months	35	89
12 Months or Longer	9	10
Total	44	99
Gross Unrealized Losses
Less than 12 Months	(1)	(2)
12 Months or Longer	0	0
Total	(1)	(2)
RMBS
Fair Value
Less than 12 Months	1,582	7,952
12 Months or Longer	17,959	18,128
Total	19,541	26,080
Gross Unrealized Losses
Less than 12 Months	(8)	(262)
12 Months or Longer	(321)	(609)
Total	(329)	(871)
CMBS, Agency
Fair Value
Less than 12 Months	889	2,004
12 Months or Longer	1,863	1,540
Total	2,752	3,544
Gross Unrealized Losses
Less than 12 Months	(2)	(31)
12 Months or Longer	(26)	(47)
Total	(28)	(78)
Other securities
Fair Value
Less than 12 Months	267	244
12 Months or Longer	363	678
Total	630	922
Gross Unrealized Losses
Less than 12 Months	(1)	(1)
12 Months or Longer	(1)	(5)
Total	$ (2)	$ (6)

Investment Securities - Sched_3

Investment Securities - Schedule of Contractual Maturities and Weighted-Average Yields of Securities (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2019	Dec. 31, 2018
Securities available for sale
Due in 1 year or less	$ 849
Due after 1 year through 5 years	3,035
Due after 5 years through 10 years	6,419
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	35,355
Securities available for sale	45,658	$ 46,150
Amortized cost of securities available for sale
Due in 1 year or less	850
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after One Through Five Years, Amortized Cost	3,034
Due after 5 years through 10 years	6,408
Due 10 Years	35,202
Amortized Cost	$ 45,494	46,728
Weighted average yield for securities available for sale
Due in 1 Year or Less	1.62%
Due 1 Year through 5 Years	2.48%
Due 5 Years through 10 Years	2.73%
Due 10 Years	3.22%
Total weighted average yield	3.07%
Carrying value of securities held to maturity
Due in 1 year or less	$ 0
Due 1 year through 5 years	65
Due after 5 years through 10 years	867
Due after 10 years	34,543
Carrying Value	35,475	36,771
Fair value of securities held to maturity
Due in 1 Year or Less	0
Due 1 Year through 5 Years	68
Due 5 Years through 10 Years	903
Due 10 Years	35,570
Fair Value	$ 36,541	36,619
Weighted average yield for securities held to maturity
Due 1 Year through 5 Years	3.62%
Due 5 Years through 10 Years	3.12%
Due 10 Years	3.30%
Total weighted average yield	3.30%
U.S. Treasury securities
Securities available for sale
Due in 1 year or less	$ 350
Due after 1 year through 5 years	754
Due after 5 years through 10 years	3,115
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	0
Securities available for sale	4,219	6,144
Amortized cost of securities available for sale
Amortized Cost	4,226	6,146
RMBS, Agency
Securities available for sale
Due in 1 year or less	3
Due after 1 year through 5 years	21
Due after 5 years through 10 years	763
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	32,245
Securities available for sale	33,032	31,903
Amortized cost of securities available for sale
Amortized Cost	33,183	32,710
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	87
Due after 10 years	31,548
Carrying Value	31,635	33,061
Fair value of securities held to maturity
Fair Value	32,582	32,977
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	1,675
Securities available for sale	1,675	1,742
Amortized cost of securities available for sale
Amortized Cost	1,362	1,440
RMBS
Securities available for sale
Due in 1 year or less	3
Due after 1 year through 5 years	21
Due after 5 years through 10 years	763
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	33,920
Securities available for sale	34,707	33,645
Amortized cost of securities available for sale
Amortized Cost	$ 34,545	34,150
Weighted average yield for securities held to maturity
Weighted-average expected life	5 years 4 months 24 days
CMBS, Agency
Securities available for sale
Due in 1 year or less	$ 10
Due after 1 year through 5 years	1,699
Due after 5 years through 10 years	2,245
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	1,435
Securities available for sale	5,389	4,739
Amortized cost of securities available for sale
Amortized Cost	5,380	4,806
Carrying value of securities held to maturity
Due in 1 year or less	0
Due 1 year through 5 years	65
Due after 5 years through 10 years	780
Due after 10 years	2,995
Carrying Value	3,840	3,710
Fair value of securities held to maturity
Fair Value	$ 3,959	3,642
Weighted average yield for securities held to maturity
Weighted-average expected life	5 years 6 months
Other securities
Securities available for sale
Due in 1 year or less	$ 486
Due after 1 year through 5 years	561
Due after 5 years through 10 years	296
Debt Securities, Available-for-sale, Maturity, Allocated and Single Maturity Date, Rolling after 10 Years, Fair Value	0
Securities available for sale	1,343	1,622
Amortized cost of securities available for sale
Amortized Cost	$ 1,343	$ 1,626

Investment Securities - Sched_4

Investment Securities - Schedule of Gross Realized Gains and Losses on Available-for-Sale Securities and OTTI Recognized in Earnings (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Realized gains (losses):
Gross realized gains	$ 15	$ 0	$ 39	$ 8
Gross realized losses	0	(1)	0	(1)
OTTI recognized in earnings:
Net securities gains (losses)	15	(1)	39	7
Total proceeds from sales	$ 909	$ 0	$ 3,983	$ 1,058

Investment Securities - Sched_5

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Acquired Credit-Impaired Debt Securities (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Outstanding Balance and Carrying Value of Acquired Securities
Outstanding balance	$ 1,653	$ 1,784
Carrying value	$ 1,484	$ 1,537

Investment Securities - Sched_6

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Changes in Accretable Yield of Acquired Securities [Roll Forward]
Accretable yield, beginning balance	$ 636	$ 794	$ 698	$ 826
Accretion recognized in earnings	(44)	(39)	(87)	(78)
Reduction due to payoffs, disposals, transfers and other	(2)	(2)	(3)	(3)
Net reclassifications (to) from nonaccretable difference	1	15	(17)	23
Accretable yield, ending balance	$ 591	$ 768	$ 591	$ 768

Loans - Additional Information

Loans - Additional Information (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Loans and Leases Receivable Disclosure [Line Items]
Loans held for sale, at lower of cost or fair value	$ 1,829	$ 1,192
Loans and Leases Receivable, Impaired, Commitment to Lend	378	256
Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	1,600	1,600
Federal Home Loan banks
Loans and Leases Receivable Disclosure [Line Items]
Loans Pledged as Collateral	13,800	15,800
Line of Credit Facility, Remaining Borrowing Capacity	17,700	19,300
Federal Reserve Discount Window
Loans and Leases Receivable Disclosure [Line Items]
Loans Pledged as Collateral	7,700	9,200
Line of Credit Facility, Remaining Borrowing Capacity	6,400	7,600
Consumer Banking | Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	1,100	1,200
Commercial Banking | Performing
Loans and Leases Receivable Disclosure [Line Items]
Troubled debt restructurings included in impaired loans	$ 278	$ 282

Loans - Loan Portfolio Composit

Loans - Loan Portfolio Composition and Aging Analysis (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018	Jun. 30, 2018
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	$ 236,244	$ 236,310
Past due	8,183	9,454
Loans held for investment	$ 244,460	$ 245,899	$ 236,124
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Current, percentage of total loans	96.60%	96.10%
Past due, percentage of total loans	3.40%	3.80%
Percentage of total loans	100.00%	100.00%
Unamortized premiums and discounts, deferred fees and costs	$ 933	$ 818
Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	108,309	111,692
Past due	3,832	4,668
Loans held for investment	112,141	116,361
Consumer Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	56,460	54,841
Past due	3,865	4,360
Loans held for investment	60,327	59,205
Consumer Banking | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	53,736	52,032
Past due	3,820	4,309
Loans held for investment	57,556	56,341
Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	2,724	2,809
Past due	45	51
Loans held for investment	2,771	2,864
Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	71,475	69,777
Past due	486	426
Loans held for investment	71,992	70,333
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	71,473	69,441
Past due	482	419
Loans held for investment	71,986	69,990
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	29,789	28,737
Past due	50	140
Loans held for investment	29,861	28,899
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	41,684	40,704
Past due	432	279
Loans held for investment	42,125	41,091
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	2	336
Past due	4	7
Loans held for investment	6	343
PCI Loans
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 33	$ 135
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Percentage of total loans	0.00%	0.10%
PCI Loans | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	$ 0	$ 1
PCI Loans | Consumer Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	2	4
PCI Loans | Consumer Banking | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
PCI Loans | Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	2	4
PCI Loans | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	31	130
PCI Loans | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	31	130
PCI Loans | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	22	22
PCI Loans | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	9	108
PCI Loans | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
Financing Receivables, 30 to 59 Days Past Due
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 3,878	$ 4,282
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Past due, percentage of total loans	1.60%	1.70%
Financing Receivables, 30 to 59 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,258	$ 1,397
Financing Receivables, 30 to 59 Days Past Due | Consumer Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2,406	2,647
Financing Receivables, 30 to 59 Days Past Due | Consumer Banking | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	2,384	2,624
Financing Receivables, 30 to 59 Days Past Due | Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	22	23
Financing Receivables, 30 to 59 Days Past Due | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	214	238
Financing Receivables, 30 to 59 Days Past Due | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	214	236
Financing Receivables, 30 to 59 Days Past Due | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	15	101
Financing Receivables, 30 to 59 Days Past Due | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	199	135
Financing Receivables, 30 to 59 Days Past Due | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	0	2
Financing Receivables, 60 to 89 Days Past Due
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,137	$ 2,430
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Past due, percentage of total loans	0.90%	1.00%
Financing Receivables, 60 to 89 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 805	$ 1,032
Financing Receivables, 60 to 89 Days Past Due | Consumer Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,165	1,334
Financing Receivables, 60 to 89 Days Past Due | Consumer Banking | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,158	1,326
Financing Receivables, 60 to 89 Days Past Due | Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	7	8
Financing Receivables, 60 to 89 Days Past Due | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	167	64
Financing Receivables, 60 to 89 Days Past Due | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	167	63
Financing Receivables, 60 to 89 Days Past Due | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	21	20
Financing Receivables, 60 to 89 Days Past Due | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	146	43
Financing Receivables, 60 to 89 Days Past Due | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	0	1
Financing Receivables, Equal to Greater than 90 Days Past Due
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 2,168	$ 2,742
Financing Receivable, Recorded Investment, Aging, Percent of Total Loan [Abstract]
Past due, percentage of total loans	0.90%	1.10%
Financing Receivables, Equal to Greater than 90 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 1,769	$ 2,239
Financing Receivables, Equal to Greater than 90 Days Past Due | Consumer Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	294	379
Financing Receivables, Equal to Greater than 90 Days Past Due | Consumer Banking | Auto
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	278	359
Financing Receivables, Equal to Greater than 90 Days Past Due | Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	16	20
Financing Receivables, Equal to Greater than 90 Days Past Due | Commercial Banking
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	105	124
Financing Receivables, Equal to Greater than 90 Days Past Due | Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	101	120
Financing Receivables, Equal to Greater than 90 Days Past Due | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	14	19
Financing Receivables, Equal to Greater than 90 Days Past Due | Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	87	101
Financing Receivables, Equal to Greater than 90 Days Past Due | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	4	4
Domestic credit card | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	99,456	103,014
Past due	3,503	4,335
Loans held for investment	102,959	107,350
Domestic credit card | PCI Loans | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	1
Domestic credit card | Financing Receivables, 30 to 59 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,126	1,270
Domestic credit card | Financing Receivables, 60 to 89 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	733	954
Domestic credit card | Financing Receivables, Equal to Greater than 90 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	1,644	2,111
International card business | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Current	8,853	8,678
Past due	329	333
Loans held for investment	9,182	9,011
International card business | PCI Loans | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Loans held for investment	0	0
International card business | Financing Receivables, 30 to 59 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	132	127
International card business | Financing Receivables, 60 to 89 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	72	78
International card business | Financing Receivables, Equal to Greater than 90 Days Past Due | Credit Card
Financing Receivable, Recorded Investment, Aging [Abstract]
Past due	$ 125	$ 128

Loans - 90+ Day Delinquent Loan

Loans - 90+ Day Delinquent Loans Accruing Interest and Nonperforming Loans (Details) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,769	$ 2,233
Nonperforming Loans	$ 780	$ 813
Percentage, 90 Days Past Due and Accruing	0.70%	0.90%
Percentage, Nonperforming Loans	0.30%	0.30%
Credit Card
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 1,763	$ 2,233
Nonperforming Loans	23	22
Credit Card | Domestic credit card
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1,644	2,111
Credit Card | International card business
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	119	122
Nonperforming Loans	23	22
Consumer Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	0	0
Nonperforming Loans	$ 397	$ 479
Percentage, Nonperforming Loans	0.66%	0.81%
Consumer Banking | Auto
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 369	$ 449
Percentage, Nonperforming Loans	0.64%	0.80%
Consumer Banking | Retail banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 0	$ 0
Nonperforming Loans	$ 28	$ 30
Percentage, Nonperforming Loans	1.02%	1.04%
Commercial Banking
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	$ 6	$ 0
Nonperforming Loans	360	312
Commercial Banking | Total commercial lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	6	0
Nonperforming Loans	354	306
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	5	0
Nonperforming Loans	43	83
Commercial Banking | Commercial and industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90 Days Past Due and Accruing	1	0
Nonperforming Loans	311	223
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	$ 6	$ 6

Loans - Credit Card_ Risk Profi

Loans - Credit Card: Risk Profile by Geographic Region (Detail) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2019	Dec. 31, 2018	Jun. 30, 2018
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 244,460	$ 245,899	$ 236,124
Credit Card
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 112,141	$ 116,361
Percentage of portfolio	100.00%	100.00%
Credit Card | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 11,114	$ 11,591
Percentage of portfolio	9.90%	10.00%
Credit Card | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,881	$ 8,173
Percentage of portfolio	7.00%	7.00%
Credit Card | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,055	$ 7,400
Percentage of portfolio	6.30%	6.40%
Credit Card | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,831	$ 7,086
Percentage of portfolio	6.10%	6.10%
Credit Card | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,513	$ 4,761
Percentage of portfolio	4.00%	4.10%
Credit Card | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,335	$ 4,575
Percentage of portfolio	3.90%	3.90%
Credit Card | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,760	$ 3,967
Percentage of portfolio	3.40%	3.40%
Credit Card | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,468	$ 3,641
Percentage of portfolio	3.10%	3.10%
Credit Card | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 3,367	$ 3,544
Percentage of portfolio	3.00%	3.00%
Credit Card | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 50,635	$ 52,612
Percentage of portfolio	45.10%	45.30%
Credit Card | Canada
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,275	$ 6,023
Percentage of portfolio	5.60%	5.10%
Credit Card | United Kingdom
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,907	$ 2,988
Percentage of portfolio	2.60%	2.60%
Credit Card | Domestic credit card
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 102,959	$ 107,350
Percentage of portfolio	91.80%	92.30%
Credit Card | International card business
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 9,182	$ 9,011
Percentage of portfolio	8.20%	7.70%

Loans - Credit Card_ Net Charge

Loans - Credit Card: Net Charge-Offs (Detail) - Credit Card - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 1,320	$ 1,260	$ 2,684	$ 2,637
Net charge-offs rate	4.76%	4.67%	4.83%	4.85%
Domestic credit card
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 1,240	$ 1,166	$ 2,534	$ 2,487
Net charge-offs rate	4.86%	4.72%	4.95%	4.99%
International card business
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 80	$ 94	$ 150	$ 150
Net charge-offs rate	3.63%	4.14%	3.41%	3.32%

Loans - Consumer Banking_ Risk

Loans - Consumer Banking: Risk Profile by Geographic Region (Detail) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2019	Dec. 31, 2018	Jun. 30, 2018
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 244,460	$ 245,899	$ 236,124
Consumer Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 60,327	$ 59,205
Percentage of portfolio	100.00%	100.00%
Consumer Banking | Auto
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 57,556	$ 56,341
Consumer Banking | Auto | Loans receivable | Geographic concentration risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 57,556	$ 56,341
Percentage of portfolio	95.40%	95.20%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,337	$ 7,264
Percentage of portfolio	12.10%	12.30%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | California
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6,587	$ 6,352
Percentage of portfolio	10.90%	10.70%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Florida
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,741	$ 4,623
Percentage of portfolio	7.90%	7.80%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Georgia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,648	$ 2,665
Percentage of portfolio	4.40%	4.50%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,574	$ 2,502
Percentage of portfolio	4.30%	4.20%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,113	$ 2,174
Percentage of portfolio	3.50%	3.70%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,170	$ 2,171
Percentage of portfolio	3.60%	3.70%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,207	$ 2,167
Percentage of portfolio	3.70%	3.70%
Consumer Banking | Auto | Loans receivable | Geographic concentration risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 27,179	$ 26,423
Percentage of portfolio	45.00%	44.60%
Consumer Banking | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,771	$ 2,864
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,771	$ 2,864
Percentage of portfolio	4.60%	4.80%
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk | Texas
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 613	$ 647
Percentage of portfolio	1.00%	1.10%
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk | Louisiana
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 735	$ 772
Percentage of portfolio	1.20%	1.30%
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 123	$ 109
Percentage of portfolio	0.20%	0.20%
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk | New York
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 818	$ 837
Percentage of portfolio	1.40%	1.40%
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 193	$ 201
Percentage of portfolio	0.30%	0.30%
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk | Maryland
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 158	$ 161
Percentage of portfolio	0.30%	0.30%
Consumer Banking | Retail banking | Loans receivable | Geographic concentration risk | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 131	$ 137
Percentage of portfolio	0.20%	0.20%

Loans - Consumer Banking_ Net C

Loans - Consumer Banking: Net Charge-Offs and Nonperforming Loans (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018	Dec. 31, 2018
Loans and Leases Receivable Disclosure [Line Items]
Nonperforming loans	$ 780		$ 780		$ 813
Nonperforming loans rate	0.30%		0.30%		0.30%
Consumer Banking
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 172	$ 198	$ 393	$ 421
Net charge-offs rate	1.15%	1.19%	1.32%	1.19%
Nonperforming loans	$ 397		$ 397		$ 479
Nonperforming loans rate	0.66%		0.66%		0.81%
Consumer Banking | Auto
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 155	$ 182	$ 358	$ 390
Net charge-offs rate	1.09%	1.32%	1.26%	1.42%
Nonperforming loans	$ 369		$ 369		$ 449
Nonperforming loans rate	0.64%		0.64%		0.80%
Consumer Banking | Home loan
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 0	$ 0	$ 0	$ (1)
Net charge-offs rate	0.00%	0.00%	0.00%	(0.02%)
Consumer Banking | Retail banking
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs	$ 17	$ 16	$ 35	$ 32
Net charge-offs rate	2.42%	2.07%	2.49%	1.97%
Nonperforming loans	$ 28		$ 28		$ 30
Nonperforming loans rate	1.02%		1.02%		1.04%

Loans - Commercial Banking_ Ris

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2019	Dec. 31, 2018	Jun. 30, 2018
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 244,460	$ 245,899	$ 236,124
PCI loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	33	135
Commercial Banking
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	71,992	70,333
Commercial Banking | PCI loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	31	130
Commercial Banking | Geographic concentration risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 71,992	$ 70,333
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Internal risk rating
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 71,992	$ 70,333
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	$ 29,861	$ 28,899
Commercial Banking | Commercial and multifamily real estate | PCI loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	22	22
Commercial Banking | Commercial and multifamily real estate | Geographic concentration risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 29,861	$ 28,899
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and multifamily real estate | Internal risk rating
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 29,861	$ 28,899
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 42,125	$ 41,091
Commercial Banking | Commercial and industrial | PCI loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	9	108
Commercial Banking | Commercial and industrial | Geographic concentration risk
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 42,125	$ 41,091
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Commercial and industrial | Internal risk rating
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 42,125	$ 41,091
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	$ 6	$ 343
Commercial Banking | Small-ticket commercial real estate | PCI loans
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	$ 6	$ 343
Percentage of portfolio	100.00%	100.00%
Commercial Banking | Small-ticket commercial real estate | Internal risk rating
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6	$ 343
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	$ 23,480	$ 23,348
Percentage of portfolio	32.60%	33.20%
Commercial Banking | Loans receivable | Geographic concentration risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 8,368	$ 8,132
Percentage of portfolio	11.60%	11.60%
Commercial Banking | Loans receivable | Geographic concentration risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 20,000	$ 19,634
Percentage of portfolio	27.80%	27.90%
Commercial Banking | Loans receivable | Geographic concentration risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 20,144	$ 19,219
Percentage of portfolio	28.00%	27.30%
Commercial Banking | Loans receivable | Internal risk rating | PCI loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 31	$ 130
Percentage of portfolio	0.00%	0.20%
Commercial Banking | Loans receivable | Internal risk rating | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 69,390	$ 68,043
Percentage of portfolio	96.40%	96.80%
Commercial Banking | Loans receivable | Internal risk rating | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2,211	$ 1,848
Percentage of portfolio	3.10%	2.60%
Commercial Banking | Loans receivable | Internal risk rating | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 360	$ 312
Percentage of portfolio	0.50%	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	$ 15,954	$ 15,562
Percentage of portfolio	53.40%	53.80%
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	$ 3,308	$ 3,410
Percentage of portfolio	11.10%	11.80%
Commercial Banking | Loans receivable | Commercial and multifamily real estate | Geographic concentration risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4,675	$ 4,247
Percentage of portfolio	15.70%	14.70%
Commercial Banking | Loans receivable | Commercial and multifamily real estate | Geographic concentration risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,924	$ 5,680
Percentage of portfolio	19.80%	19.70%
Commercial Banking | Loans receivable | Commercial and multifamily real estate | Internal risk rating | PCI loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 22	$ 22
Percentage of portfolio	0.10%	0.10%
Commercial Banking | Loans receivable | Commercial and multifamily real estate | Internal risk rating | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 28,991	$ 28,239
Percentage of portfolio	97.10%	97.70%
Commercial Banking | Loans receivable | Commercial and multifamily real estate | Internal risk rating | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 805	$ 555
Percentage of portfolio	2.70%	1.90%
Commercial Banking | Loans receivable | Commercial and multifamily real estate | Internal risk rating | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 43	$ 83
Percentage of portfolio	0.10%	0.30%
Commercial Banking | Loans receivable | Commercial and industrial | Geographic concentration risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 7,522	$ 7,573
Percentage of portfolio	17.90%	18.40%
Commercial Banking | Loans receivable | Commercial and industrial | Geographic concentration risk | Mid-Atlantic
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 5,060	$ 4,710
Percentage of portfolio	12.00%	11.50%
Commercial Banking | Loans receivable | Commercial and industrial | Geographic concentration risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 15,325	$ 15,367
Percentage of portfolio	36.30%	37.40%
Commercial Banking | Loans receivable | Commercial and industrial | Geographic concentration risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 14,218	$ 13,441
Percentage of portfolio	33.80%	32.70%
Commercial Banking | Loans receivable | Commercial and industrial | Internal risk rating | PCI loans
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 9	$ 108
Percentage of portfolio	0.00%	0.30%
Commercial Banking | Loans receivable | Commercial and industrial | Internal risk rating | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 40,399	$ 39,468
Percentage of portfolio	96.00%	96.10%
Commercial Banking | Loans receivable | Commercial and industrial | Internal risk rating | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 1,406	$ 1,292
Percentage of portfolio	3.30%	3.10%
Commercial Banking | Loans receivable | Commercial and industrial | Internal risk rating | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 311	$ 223
Percentage of portfolio	0.70%	0.50%
Commercial Banking | Loans receivable | Small-ticket commercial real estate | Geographic concentration risk | Northeast
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 4	$ 213
Percentage of portfolio	66.70%	62.10%
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	$ 0	$ 12
Percentage of portfolio	0.00%	3.50%
Commercial Banking | Loans receivable | Small-ticket commercial real estate | Geographic concentration risk | South
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 0	$ 20
Percentage of portfolio	0.00%	5.80%
Commercial Banking | Loans receivable | Small-ticket commercial real estate | Geographic concentration risk | Other
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 2	$ 98
Percentage of portfolio	33.30%	28.60%
Commercial Banking | Loans receivable | Small-ticket commercial real estate | Internal risk rating | PCI loans
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 | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 0	$ 336
Percentage of portfolio	0.00%	98.00%
Commercial Banking | Loans receivable | Small-ticket commercial real estate | Internal risk rating | Criticized | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 0	$ 1
Percentage of portfolio	0.00%	0.30%
Commercial Banking | Loans receivable | Small-ticket commercial real estate | Internal risk rating | Criticized | Criticized nonperforming
Loans and Leases Receivable Disclosure [Line Items]
Loans held for investment	$ 6	$ 6
Percentage of portfolio	100.00%	1.70%

Loans - Impaired Loans, Excludi

Loans - Impaired Loans, Excluding Acquired Loans (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018	Dec. 31, 2018
Impaired Financing Receivable:
With an Allowance	$ 1,667		$ 1,667		$ 1,591
Without an Allowance	187		187		253
Total Recorded Investment	1,854		1,854		1,844
Related Allowance	369		369		338
Net Recorded Investment	1,485		1,485		1,506
Unpaid Principal Balance	2,077		2,077		2,040
Average Recorded Investment	1,896	$ 2,161	1,879	$ 2,256
Interest Income Recognized	32	35	65	75
Credit Card
Impaired Financing Receivable:
With an Allowance	826		826		855
Without an Allowance	0		0		0
Total Recorded Investment	826		826		855
Related Allowance	255		255		277
Net Recorded Investment	571		571		578
Unpaid Principal Balance	810		810		837
Average Recorded Investment	842	836	846	828
Interest Income Recognized	17	19	36	38
Credit Card | Domestic credit card
Impaired Financing Receivable:
With an Allowance	632		632		666
Without an Allowance	0		0		0
Total Recorded Investment	632		632		666
Related Allowance	165		165		186
Net Recorded Investment	467		467		480
Unpaid Principal Balance	621		621		654
Average Recorded Investment	646	653	652	648
Interest Income Recognized	14	16	29	32
Credit Card | International card business
Impaired Financing Receivable:
With an Allowance	194		194		189
Without an Allowance	0		0		0
Total Recorded Investment	194		194		189
Related Allowance	90		90		91
Net Recorded Investment	104		104		98
Unpaid Principal Balance	189		189		183
Average Recorded Investment	196	183	194	180
Interest Income Recognized	3	3	7	6
Consumer Banking
Impaired Financing Receivable:
With an Allowance	350		350		343
Without an Allowance	40		40		50
Total Recorded Investment	390		390		393
Related Allowance	32		32		27
Net Recorded Investment	358		358		366
Unpaid Principal Balance	504		504		480
Average Recorded Investment	394	581	394	646
Interest Income Recognized	10	12	20	26
Consumer Banking | Auto
Impaired Financing Receivable:
With an Allowance	294		294		301
Without an Allowance	40		40		38
Total Recorded Investment	334		334		339
Related Allowance	28		28		22
Net Recorded Investment	306		306		317
Unpaid Principal Balance	442		442		420
Average Recorded Investment	339	408	339	432
Interest Income Recognized	9	11	19	24
Consumer Banking | Home loan
Impaired Financing Receivable:
Average Recorded Investment	0	112	0	153
Interest Income Recognized	0	0	0	1
Consumer Banking | Retail banking
Impaired Financing Receivable:
With an Allowance	56		56		42
Without an Allowance	0		0		12
Total Recorded Investment	56		56		54
Related Allowance	4		4		5
Net Recorded Investment	52		52		49
Unpaid Principal Balance	62		62		60
Average Recorded Investment	55	61	55	61
Interest Income Recognized	1	1	1	1
Commercial Banking
Impaired Financing Receivable:
With an Allowance	491		491		393
Without an Allowance	147		147		203
Total Recorded Investment	638		638		596
Related Allowance	82		82		34
Net Recorded Investment	556		556		562
Unpaid Principal Balance	763		763		723
Average Recorded Investment	660	744	639	782
Interest Income Recognized	5	4	9	11
Commercial Banking | Total commercial lending
Impaired Financing Receivable:
With an Allowance	491		491		393
Without an Allowance	141		141		197
Total Recorded Investment	632		632		590
Related Allowance	82		82		34
Net Recorded Investment	550		550		556
Unpaid Principal Balance	754		754		714
Average Recorded Investment	654	739	633	776
Interest Income Recognized	5	4	9	11
Commercial Banking | Commercial and multifamily real estate
Impaired Financing Receivable:
With an Allowance	37		37		92
Without an Allowance	42		42		28
Total Recorded Investment	79		79		120
Related Allowance	1		1		5
Net Recorded Investment	78		78		115
Unpaid Principal Balance	80		80		121
Average Recorded Investment	93	60	102	86
Interest Income Recognized	1	0	1	1
Commercial Banking | Commercial and industrial
Impaired Financing Receivable:
With an Allowance	454		454		301
Without an Allowance	99		99		169
Total Recorded Investment	553		553		470
Related Allowance	81		81		29
Net Recorded Investment	472		472		441
Unpaid Principal Balance	674		674		593
Average Recorded Investment	561	679	531	690
Interest Income Recognized	4	4	8	10
Commercial Banking | Small-ticket commercial real estate
Impaired Financing Receivable:
With an Allowance	0		0		0
Without an Allowance	6		6		6
Total Recorded Investment	6		6		6
Related Allowance	0		0		0
Net Recorded Investment	6		6		6
Unpaid Principal Balance	9		9		$ 9
Average Recorded Investment	6	5	6	6
Interest Income Recognized	$ 0	$ 0	$ 0	$ 0

Loans - TDR Disclosures in Prog

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 186	$ 290	$ 459	$ 538
Credit Card
Financing Receivable, Modifications [Line Items]
Total Loans Modified	114	139	259	302
Consumer Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	57	48	130	118
Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
Total Loans Modified	52	44	124	106
Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
Total Loans Modified				6
Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	5	4	6	6
Commercial Banking
Financing Receivable, Modifications [Line Items]
Total Loans Modified	15	103	70	118
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Total Loans Modified	14	103	69	116
Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified		17	34	19
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Total Loans Modified	14	86	35	97
Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 1	$ 0	$ 1	$ 2
Reduced Interest Rate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	75.00%	58.00%	75.00%	68.00%
Average Rate Reduction	17.45%	16.63%	15.78%	16.56%
Reduced Interest Rate | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	20.32%	19.22%	20.17%	19.19%
Reduced Interest Rate | Consumer Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	42.00%	60.00%	39.00%	53.00%
Average Rate Reduction	3.93%	4.22%	3.90%	3.94%
Reduced Interest Rate | Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	46.00%	64.00%	41.00%	57.00%
Average Rate Reduction	3.78%	4.10%	3.81%	3.92%
Reduced Interest Rate | Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity				28.00%
Average Rate Reduction				1.78%
Reduced Interest Rate | Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	9.00%	12.00%	10.00%	12.00%
Average Rate Reduction	10.55%	11.56%	10.91%	11.11%
Reduced Interest Rate | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	49.00%	0.00%
Average Rate Reduction	0.00%	2.00%	0.00%	1.79%
Reduced Interest Rate | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	49.00%	0.00%
Average Rate Reduction	0.00%	2.00%	0.00%	1.79%
Reduced Interest Rate | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%	100.00%	0.00%
Average Rate Reduction		0.00%	0.00%	0.00%
Reduced Interest Rate | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Rate Reduction	0.00%	2.00%	0.00%	1.79%
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	34.00%	37.00%	28.00%	34.00%
Average Term Extension (Months)	7 months	13 months	6 months	16 months
Term Extension | Credit Card
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 Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	86.00%	81.00%	89.00%	86.00%
Average Term Extension (Months)	8 months	9 months	7 months	18 months
Term Extension | Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity	89.00%	85.00%	90.00%	88.00%
Average Term Extension (Months)	8 months	9 months	7 months	8 months
Term Extension | Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity				83.00%
Average Term Extension (Months)				214 months
Term Extension | Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	57.00%	34.00%	61.00%	49.00%
Average Term Extension (Months)	3 months	6 months	3 months	5 months
Term Extension | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity	98.00%	67.00%	20.00%	69.00%
Average Term Extension (Months)	3 months	15 months	0 months	15 months
Term Extension | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	67.00%	20.00%	71.00%
Average Term Extension (Months)	3 months	15 months	1 month	15 months
Term Extension | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity		100.00%	0.00%	100.00%
Average Term Extension (Months)		8 months	0 months	8 months
Term Extension | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	61.00%	40.00%	65.00%
Average Term Extension (Months)	3 months	17 months	1 month	17 months
Term Extension | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity	0.00%	0.00%	0.00%	0.00%
Average Term Extension (Months)	0 months	0 months	0 months	0 months
Balance Reduction
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 1		$ 1
Balance Reduction | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
Balance Reduction | Consumer Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity		1.00%		0.00%
Gross Balance Reduction		$ 1		$ 1
Balance Reduction | Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
% of TDR Activity		1.00%		1.00%
Gross Balance Reduction		$ 1		$ 1
Balance Reduction | Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
% of TDR Activity				0.00%
Gross Balance Reduction				$ 0
Balance Reduction | Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
Balance Reduction | Commercial Banking
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
Balance Reduction | Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
Balance Reduction | Commercial Banking | Commercial and multifamily real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
Balance Reduction | Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
Balance Reduction | Commercial Banking | Small-ticket commercial real estate
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
Domestic credit card | Credit Card
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 74	$ 96	$ 172	$ 209
Domestic credit card | Reduced Interest Rate | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	16.60%	15.90%	16.50%	15.81%
Domestic credit card | Term Extension | Credit Card
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
Domestic credit card | Balance Reduction | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0
International card business | Credit Card
Financing Receivable, Modifications [Line Items]
Total Loans Modified	$ 40	$ 43	$ 87	$ 93
International card business | Reduced Interest Rate | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity	100.00%	100.00%	100.00%	100.00%
Average Rate Reduction	27.25%	26.79%	27.44%	26.82%
International card business | Term Extension | Credit Card
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
International card business | Balance Reduction | Credit Card
Financing Receivable, Modifications [Line Items]
% of TDR Activity		0.00%		0.00%
Gross Balance Reduction		$ 0		$ 0

Loans - TDR - Subsequent Defaul

Loans - TDR - Subsequent Defaults of Completed TDR Modifications (Detail) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019USD ($)Contract	Jun. 30, 2018USD ($)Contract	Jun. 30, 2019USD ($)Contract	Jun. 30, 2018USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	31,082	31,361	62,928	63,463
Total Loans | $	$ 71	$ 88	$ 141	$ 205
Credit Card
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	29,766	29,560	60,499	59,838
Total Loans | $	$ 54	$ 57	$ 111	$ 117
Consumer Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	1,316	1,794	2,429	3,612
Total Loans | $	$ 17	$ 21	$ 30	$ 43
Consumer Banking | Auto
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	1,312	1,793	2,417	3,600
Total Loans | $	$ 16	$ 21	$ 29	$ 42
Consumer Banking | Home loan
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	0	0	3
Total Loans | $	$ 0	$ 0	$ 0	$ 1
Consumer Banking | Retail banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	4	1	12	9
Total Loans | $	$ 1	$ 0	$ 1	$ 0
Commercial Banking
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	7	0	13
Total Loans | $	$ 0	$ 10	$ 0	$ 45
Commercial Banking | Total commercial lending
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	7	0	13
Total Loans | $	$ 0	$ 10	$ 0	$ 45
Commercial Banking | Commercial and industrial
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	0	7	0	13
Total Loans | $	$ 0	$ 10	$ 0	$ 45
Domestic credit card | Credit Card
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	11,581	14,206	25,608	30,545
Total Loans | $	$ 26	$ 30	$ 55	$ 64
International card business | Credit Card
Financing Receivable, Modifications [Line Items]
Number of Contracts | Contract	18,185	15,354	34,891	29,293
Total Loans | $	$ 28	$ 27	$ 56	$ 53

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		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period			$ 7,220
Balance at end of the period	$ 7,133		7,133
Provision for credit losses	1,342	$ 1,276	3,035	$ 2,950
Allowance
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	7,313	7,567	7,220	7,502
Charge-offs	(2,157)	(2,109)	(4,430)	(4,385)
Recoveries	649	650	1,323	1,308
Net charge-offs	(1,508)	(1,459)	(3,107)	(3,077)
Provision (benefit) for loan and lease losses	1,329	1,273	3,013	2,957
Allowance build (release) for loan and lease losses	(179)	(186)	(94)	(120)
Other changes	(1)	(13)	7	(14)
Balance at end of the period	7,133	7,368	7,133	7,368
Reserve for unfunded lending commitments
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	131	114	122	124
Provision (benefit) for loan and lease losses	13	3	22	(7)
Balance at end of the period	144	117	144	117
Combined allowance and reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	7,277	7,485	7,277	7,485
Credit Card
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	5,568	5,726	5,535	5,648
Charge-offs	(1,711)	(1,679)	(3,493)	(3,504)
Recoveries	391	419	809	867
Net charge-offs	(1,320)	(1,260)	(2,684)	(2,637)
Provision (benefit) for loan and lease losses	1,095	1,171	2,484	2,627
Allowance build (release) for loan and lease losses	(225)	(89)	(200)	(10)
Other changes	(1)	(13)	7	(14)
Balance at end of the period	5,342	5,624	5,342	5,624
Credit Card | Reserve for unfunded lending commitments
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 | Combined allowance and reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	5,342	5,624	5,342	5,624
Consumer Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	1,062	1,253	1,048	1,242
Charge-offs	(423)	(414)	(894)	(845)
Recoveries	251	216	501	424
Net charge-offs	(172)	(198)	(393)	(421)
Provision (benefit) for loan and lease losses	165	119	400	353
Allowance build (release) for loan and lease losses	(7)	(79)	7	(68)
Other changes	0	(54)	0	(54)
Balance at end of the period	1,055	1,120	1,055	1,120
Consumer Banking | Reserve for unfunded lending commitments
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	4	6	4	7
Provision (benefit) for loan and lease losses	0	(1)	0	(2)
Balance at end of the period	4	5	4	5
Consumer Banking | Combined allowance and reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	1,059	1,125	1,059	1,125
Consumer Banking | Home loan
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs	0	0	0	1
Commercial Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	683	587	637	611
Charge-offs	(23)	(7)	(43)	(28)
Recoveries	7	14	13	16
Net charge-offs	(16)	7	(30)	(12)
Provision (benefit) for loan and lease losses	69	30	129	25
Allowance build (release) for loan and lease losses	53	37	99	13
Other changes	0	0	0	0
Balance at end of the period	736	624	736	624
Commercial Banking | Reserve for unfunded lending commitments
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period	127	108	118	117
Provision (benefit) for loan and lease losses	13	4	22	(5)
Balance at end of the period	140	112	140	112
Commercial Banking | Combined allowance and reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period	$ 876	736	$ 876	736
Other
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period		1		1
Charge-offs		(9)		(8)
Recoveries		1		1
Net charge-offs		(8)		(7)
Provision (benefit) for loan and lease losses		(47)		(48)
Allowance build (release) for loan and lease losses		(55)		(55)
Other changes		54		54
Balance at end of the period		0		0
Other | Reserve for unfunded lending commitments
Allowance for Loan and Lease Losses [Roll Forward]
Balance as beginning of the period		0		0
Provision (benefit) for loan and lease losses		0		0
Balance at end of the period		0		0
Other | Combined allowance and reserve
Allowance for Loan and Lease Losses [Roll Forward]
Balance at end of the period		0		$ 0
Other | Home loan
Allowance for Loan and Lease Losses [Roll Forward]
Provision for credit 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	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 6,764		$ 6,882
Asset-specific	369		338
Total allowance for loan and lease losses	7,133		7,220
Loans held for investment by impairment methodology:
Collectively evaluated	242,573		243,920
Asset-specific	1,854		1,844
Loans held for investment	$ 244,460		$ 245,899	$ 236,124
Allowance as a percentage of period-end loans held for investment	2.92%		2.94%
Credit Card
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 5,087		$ 5,258
Asset-specific	255		277
Total allowance for loan and lease losses	5,342	$ 5,568	5,535	5,624	$ 5,726	$ 5,648
Loans held for investment by impairment methodology:
Collectively evaluated	111,315		115,505
Asset-specific	826		855
Loans held for investment	$ 112,141		$ 116,361
Allowance as a percentage of period-end loans held for investment	4.76%		4.76%
Consumer Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 1,023		$ 1,021
Asset-specific	32		27
Total allowance for loan and lease losses	1,055	1,062	1,048	1,120	1,253	1,242
Loans held for investment by impairment methodology:
Collectively evaluated	59,935		58,808
Asset-specific	390		393
Loans held for investment	$ 60,327		$ 59,205
Allowance as a percentage of period-end loans held for investment	1.75%		1.77%
Commercial Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated	$ 654		$ 603
Asset-specific	82		34
Total allowance for loan and lease losses	736	$ 683	637	624	587	611
Loans held for investment by impairment methodology:
Collectively evaluated	71,323		69,607
Asset-specific	638		596
Loans held for investment	$ 71,992		$ 70,333
Allowance as a percentage of period-end loans held for investment	1.02%		0.91%
Other
Allowance for loan and lease losses by impairment methodology:
Total allowance for loan and lease losses				$ 0	$ 1	$ 1
PCI loans
Loans held for investment by impairment methodology:
Loans held for investment	$ 33		$ 135
PCI loans | Credit Card
Loans held for investment by impairment methodology:
Loans held for investment	0		1
PCI loans | Consumer Banking
Loans held for investment by impairment methodology:
Loans held for investment	2		4
PCI loans | Commercial Banking
Loans held for investment by impairment methodology:
Loans held for investment	$ 31		$ 130

Allowance for Loan and Lease _5

Allowance for Loan and Lease Losses Allowance for Loan and Lease Losses - Loss Sharing Arrangements (Details) - Loss sharing agreements - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Expected reimbursement from loss sharing partners, beginning balance	$ 442	$ 388	$ 379	$ 380
Amounts due from partners which reduced net charge-offs	(105)	(92)	(213)	(189)
Amounts estimated to be charged to partners which reduced provision for credit losses	77	96	248	201
Expected reimbursement from loss sharing partners, ending balance	$ 414	$ 392	$ 414	$ 392

Variable Interest Entities an_3

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	$ 34,768	$ 35,556
Carrying Amount of Liabilities, Consolidated	17,359	19,019
Carrying Amount of Assets, Unconsolidated	5,050	4,802
Carrying Amount of Liabilities, Unconsolidated	1,231	1,377
Maximum Exposure to Loss	5,352	5,145
Affordable housing entities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	241	243
Carrying Amount of Liabilities, Consolidated	11	17
Carrying Amount of Assets, Unconsolidated	4,350	4,238
Carrying Amount of Liabilities, Unconsolidated	1,230	1,303
Maximum Exposure to Loss	4,350	4,238
VIE, nonconsolidated, carrying amount of assets included in certain investment structures	2,300	2,300
VIE, nonconsolidated, carrying amount of liabilities included in certain investment structures	795	811
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	1,779	1,739
Carrying Amount of Liabilities, Consolidated	87	117
Carrying Amount of Assets, Unconsolidated	0	0
Carrying Amount of Liabilities, Unconsolidated	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	523	353
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum Exposure to Loss	523	353
Total other VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	2,020	1,982
Carrying Amount of Liabilities, Consolidated	98	134
Carrying Amount of Assets, Unconsolidated	4,873	4,591
Carrying Amount of Liabilities, Unconsolidated	1,230	1,303
Maximum Exposure to Loss	4,873	4,591
Credit card loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	31,509	33,574
Carrying Amount of Liabilities, Consolidated	16,179	18,885
Carrying Amount of Assets, Unconsolidated	0	0
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum Exposure to Loss	0	0
Auto loan securitizations
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	1,239
Carrying Amount of Liabilities, Consolidated	1,082
Carrying Amount of Assets, Unconsolidated	0
Carrying Amount of Liabilities, Unconsolidated	0
Maximum Exposure to Loss	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	177	211
Carrying Amount of Liabilities, Unconsolidated	1	74
Maximum Exposure to Loss	479	554
Total securitization-related VIEs
Variable Interest Entity [Line Items]
Carrying Amount of Assets, Consolidated	32,748	33,574
Carrying Amount of Liabilities, Consolidated	17,261	18,885
Carrying Amount of Assets, Unconsolidated	177	211
Carrying Amount of Liabilities, Unconsolidated	1	74
Maximum Exposure to Loss	$ 479	$ 554

Variable Interest Entities an_4

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Credit Card
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, non-mortgage	$ 15,878	$ 18,307
Receivables in the trust, non-mortgage	31,710	34,197
Cash balance of spread or reserve accounts, non-mortgage	0	0
Auto
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, non-mortgage	1,081
Receivables in the trust, non-mortgage	1,194
Cash balance of spread or reserve accounts, non-mortgage	3
Home Loan
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Securities held by third-party investors, mortgage	1,096	1,276
Receivables in the trust, mortgage	1,145	1,305
Cash balance of spread or reserve accounts, mortgage	$ 121	$ 116

Variable Interest Entities an_5

Variable Interest Entities and Securitizations - Additional Information (Detail) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Dec. 31, 2018
Variable Interest Entity [Line Items]
Auto loan transferred for securitization	$ 1,200
Amortization method qualified affordable housing investments, amortization	279	$ 250
Affordable housing tax credits	355	$ 321
Amortization method qualified affordable housing investments	4,300		$ 4,200
Qualified affordable housing investments, commitment	1,400		1,500
VIE, unconsolidated, carrying amount, assets	5,050		4,802
VIE, consolidated, carrying amount, assets	34,768		35,556
VIE, reporting entity involvement, maximum loss exposure	5,352		5,145
Affordable housing entities
Variable Interest Entity [Line Items]
VIE, unconsolidated, carrying amount, assets	4,350		4,238
Total assets of the unconsolidated VIE investment funds	10,700		10,800
VIE, consolidated, carrying amount, assets	241		243
VIE, reporting entity involvement, maximum loss exposure	4,350		4,238
Entities that provide capital to low-income and rural communities
Variable Interest Entity [Line Items]
VIE, unconsolidated, carrying amount, assets	0		0
VIE, consolidated, carrying amount, assets	1,779		1,739
VIE, reporting entity involvement, maximum loss exposure	0		0
Other
Variable Interest Entity [Line Items]
VIE, unconsolidated, carrying amount, assets	523		353
VIE, consolidated, carrying amount, assets	0		0
VIE, reporting entity involvement, maximum loss exposure	$ 523		$ 353

Goodwill and Intangible Asset_2

Goodwill and Intangible Assets - Components (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Schedule of Intangible Assets by Major Class [Line Items]
Goodwill, gross	$ 14,545	$ 14,544
Goodwill	14,545	14,544
Intangible Assets, Gross (Excluding Goodwill)	2,320	3,522
Accumulated Amortization	(2,126)	(3,268)
Intangible Assets, Net (Excluding Goodwill)	194	254
Intangible Assets Gross Including Goodwill	16,865	18,066
Total goodwill and other intangible assets, Net Carrying Value	14,739	14,798
Commercial MSRs, Gross	501	459
Commercial MSR, Accumulated Amortization	(215)	(185)
Servicing Asset at Amortized Cost	286	274
PCCR intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	2,102	2,102
Accumulated Amortization	(1,995)	(1,952)
Intangible Assets, Net (Excluding Goodwill)	107	150
Core deposit intangibles
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)		1,149
Accumulated Amortization		(1,148)
Intangible Assets, Net (Excluding Goodwill)		1
Other intangible assets
Schedule of Intangible Assets by Major Class [Line Items]
Intangible Assets, Gross (Excluding Goodwill)	218	271
Accumulated Amortization	(131)	(168)
Intangible Assets, Net (Excluding Goodwill)	$ 87	$ 103

Goodwill and Intangible Asset_3

Goodwill and Intangible Assets - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Goodwill and Intangible Assets Disclosure [Abstract]
Amortization expense for amortizable intangible assets	$ 29	$ 43	$ 59	$ 87

Goodwill and Intangible Asset_4

Goodwill and Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) $ in Millions	6 Months Ended
	Jun. 30, 2019USD ($)
Goodwill [Roll Forward]
Goodwill, beginning balance	$ 14,544
Acquisitions	2
Reductions in goodwill related to divestitures	(1)
Goodwill, ending balance	14,545
Credit Card
Goodwill [Roll Forward]
Goodwill, beginning balance	5,060
Acquisitions	2
Reductions in goodwill related to divestitures	0
Goodwill, ending balance	5,062
Consumer Banking
Goodwill [Roll Forward]
Goodwill, beginning balance	4,600
Acquisitions	0
Reductions in goodwill related to divestitures	(1)
Goodwill, ending balance	4,599
Commercial Banking
Goodwill [Roll Forward]
Goodwill, beginning balance	4,884
Acquisitions	0
Reductions in goodwill related to divestitures	0
Goodwill, ending balance	$ 4,884

Deposits and Borrowings - Depos

Deposits and Borrowings - Deposits and Short-term Borrowings (Details) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018	Jun. 30, 2018
Deposits:
Non-interest-bearing deposits	$ 23,374	$ 23,483
Interest-bearing deposits	231,161	226,281
Total deposits	254,535	249,764	$ 248,225
Short-term borrowings
Short-term borrowings	359	9,402
Time deposits, at or above FDIC insurance limit	5,600	4,000
Federal funds purchased and securities loaned or sold under agreements to repurchase
Short-term borrowings
Short-term borrowings	359	352
FHLB advances
Short-term borrowings
Short-term borrowings	$ 0	$ 9,050

Deposits and Borrowings - Long-

Deposits and Borrowings - Long-Term Debt (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Debt Instrument [Line Items]
EUR denominated unsecured notes	$ 31,822	$ 30,826
Total long-term debt	48,874	49,503
Total short-term borrowings and long-term debt	49,233	58,905
Euro
Debt Instrument [Line Items]
EUR denominated unsecured notes	$ 1,400
Securitized debt obligations
Debt Instrument [Line Items]
Weighted average interest rate	2.37%
Carrying value	$ 16,959	18,307
Total senior and subordinated notes
Debt Instrument [Line Items]
Carrying value	$ 31,822	30,826
Senior notes | Total unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	3.07%
Carrying value	$ 27,070	26,283
Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	3.04%
Carrying value	$ 24,076	23,290
Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Weighted average interest rate	3.32%
Carrying value	$ 2,994	2,993
Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Weighted average interest rate	4.09%
Carrying value	$ 4,752	4,543
FHLB advances
Debt Instrument [Line Items]
Weighted average interest rate	0.00%
Carrying value	$ 0	251
Other borrowings
Debt Instrument [Line Items]
Weighted average interest rate	4.30%
Carrying value	$ 93	119
Total other long-term borrowings
Debt Instrument [Line Items]
Carrying value	$ 93	$ 370
Minimum | Securitized debt obligations
Debt Instrument [Line Items]
Stated interest rates	1.33%
Minimum | Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Stated interest rates	0.80%
Minimum | Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Stated interest rates	2.94%
Minimum | Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Stated interest rates	3.38%
Minimum | FHLB advances
Debt Instrument [Line Items]
Stated interest rates	0.00%
Minimum | Other borrowings
Debt Instrument [Line Items]
Stated interest rates	2.50%
Maximum | Securitized debt obligations
Debt Instrument [Line Items]
Stated interest rates	3.15%
Maximum | Senior notes | Fixed unsecured senior debt
Debt Instrument [Line Items]
Stated interest rates	4.75%
Maximum | Senior notes | Floating unsecured senior debt
Debt Instrument [Line Items]
Stated interest rates	3.73%
Maximum | Subordinated notes | Fixed unsecured subordinated debt
Debt Instrument [Line Items]
Stated interest rates	8.80%
Maximum | FHLB advances
Debt Instrument [Line Items]
Stated interest rates	0.00%
Maximum | Other borrowings
Debt Instrument [Line Items]
Stated interest rates	12.86%

Derivative Instruments and He_3

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Details) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Derivatives, Fair Value [Line Items]
Notional or contractual amount	$ 229,742	$ 212,505
Derivative assets, gross amount	1,865	1,539
Derivative liabilities, gross amount	1,096	1,201
Derivative asset, netting adjustments	(856)	(1,079)
Derivative liability, netting adjustments	(456)	(287)
Total derivative assets	1,009	460
Total derivative liabilities	640	914
Cumulative CVA balance	11	3
Cumulative DVA balance	1	1
Derivatives designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or contractual amount	150,819	142,965
Derivative assets, gross amount	487	509
Derivative liabilities, gross amount	169	100
Derivatives designated as accounting hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Notional or contractual amount	140,997	134,613
Derivative assets, gross amount	362	147
Derivative liabilities, gross amount	73	98
Derivatives designated as accounting hedges | Interest rate contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or contractual amount	55,397	53,413
Derivative assets, gross amount	28	64
Derivative liabilities, gross amount	55	28
Derivatives designated as accounting hedges | Interest rate contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or contractual amount	85,600	81,200
Derivative assets, gross amount	334	83
Derivative liabilities, gross amount	18	70
Derivatives designated as accounting hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Notional or contractual amount	9,822	8,352
Derivative assets, gross amount	125	362
Derivative liabilities, gross amount	96	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Fair value hedges
Derivatives, Fair Value [Line Items]
Notional or contractual amount	1,421	0
Derivative assets, gross amount	20	0
Derivative liabilities, gross amount	0	0
Derivatives designated as accounting hedges | Foreign exchange contracts | Cash flow hedges
Derivatives, Fair Value [Line Items]
Notional or contractual amount	5,741	5,745
Derivative assets, gross amount	6	184
Derivative liabilities, gross amount	91	2
Derivatives designated as accounting hedges | Foreign exchange contracts | Net investment hedges
Derivatives, Fair Value [Line Items]
Notional or contractual amount	2,660	2,607
Derivative assets, gross amount	99	178
Derivative liabilities, gross amount	5	0
Derivatives not designated as accounting hedges
Derivatives, Fair Value [Line Items]
Notional or contractual amount	78,923	69,540
Derivative assets, gross amount	1,378	1,030
Derivative liabilities, gross amount	927	1,101
Derivatives not designated as accounting hedges | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or contractual amount	70,303	61,477
Derivative assets, gross amount	1,334	999
Derivative liabilities, gross amount	870	1,053
Derivatives not designated as accounting hedges | Interest rate contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or contractual amount	55,113	49,386
Derivative assets, gross amount	541	190
Derivative liabilities, gross amount	133	256
Derivatives not designated as accounting hedges | Interest rate contracts | Other interest rate exposures
Derivatives, Fair Value [Line Items]
Notional or contractual amount	7,208	6,427
Derivative assets, gross amount	44	29
Derivative liabilities, gross amount	47	36
Derivatives not designated as accounting hedges | Foreign exchange contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or contractual amount	2,352	1,418
Derivative assets, gross amount	18	12
Derivative liabilities, gross amount	18	11
Derivatives not designated as accounting hedges | Commodity contracts | Customer accommodation
Derivatives, Fair Value [Line Items]
Notional or contractual amount	12,838	10,673
Derivative assets, gross amount	775	797
Derivative liabilities, gross amount	719	786
Derivatives not designated as accounting hedges | Other contracts
Derivatives, Fair Value [Line Items]
Notional or contractual amount	1,412	1,636
Derivative assets, gross amount	0	2
Derivative liabilities, gross amount	$ 10	$ 12

Derivative Instruments and He_4

Derivative Instruments and Hedging Activities Derivative Instruments and Hedging Activities - Hedged Items in Fair Value Hedging Relationship (Details) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Hedged Items In Fair Value Hedging Relationship [Line Items]
Amortized cost of closed prepayment assets	$ 8,700	$ 8,300
Amortized cost of closed prepayable assets, designated hedged items	4,200	4,000
Hedged assets cumulative basis adjustment	133	26
Available-for-sale securities
Hedged Items In Fair Value Hedging Relationship [Line Items]
Carrying Amount of Assets	13,217	14,067
Hedged Assets, Fair Value Hedge, Cumulative Increase (Decrease)	319	(6)
Hedged Assets, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	7	(2)
Interest-bearing deposits
Hedged Items In Fair Value Hedging Relationship [Line Items]
Carrying Amount Of Liabilities	(14,000)	(13,101)
Hedged Liabilities, Fair Value Hedge, Cumulative Increase (Decrease)	4	247
Hedged Liabilities, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	0	0
Securitized debt obligations
Hedged Items In Fair Value Hedging Relationship [Line Items]
Carrying Amount Of Liabilities	(7,510)	(5,887)
Hedged Liabilities, Fair Value Hedge, Cumulative Increase (Decrease)	9	168
Hedged Liabilities, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	95	143
Senior and subordinated notes
Hedged Items In Fair Value Hedging Relationship [Line Items]
Carrying Amount Of Liabilities	(27,047)	(23,572)
Hedged Liabilities, Fair Value Hedge, Cumulative Increase (Decrease)	(514)	315
Hedged Liabilities, Discontinued Fair Value Hedge, Cumulative Increase (Decrease)	$ 323	$ 392

Derivative Instruments and He_5

Derivative Instruments and Hedging Activities - Offsetting Assets (Details) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Derivative assets
Derivative assets, gross amount	$ 1,865	$ 1,539
Derivative assets, offsetting financial instruments	(326)	(205)
Derivative assets, offsetting cash collateral	(530)	(874)
Total derivative assets	1,009	460
Derivative assets, securities not netted	0	0
Net Exposure	1,009	460
Derivative, collateral, obligation to return cash	586	925
Derivative, collateral, obligation to return securities	1	1
Derivative, collateral, right to reclaim cash	$ 707	$ 633

Derivative Instruments and He_6

Derivative Instruments and Hedging Activities - Offsetting Liabilities (Details) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Derivative liabilities
Derivative liabilities, gross amount	$ 1,096	$ 1,201
Derivative liabilities, offsetting financial instruments	(326)	(205)
Derivative liabilities, offsetting cash collateral	(130)	(82)
Total derivative liabilities	640	914
Derivative liabilities, securities collateral not netted	0	0
Net exposure	640	914
Repurchase agreements
Gross amounts	359	352
Repurchase agreements, securities sold, offset	0	0
Repurchase agreements, cash collateral pledged, offset	0	0
Net amounts as recognized	359	352
Repurchase agreements, securities collateral not netted	(359)	(352)
Net exposure	0	0
Derivative, collateral, obligation to return cash	586	925
Derivative, collateral, obligation to return securities	1	1
Derivative, collateral, right to reclaim cash	707	633
Securities sold under repurchase agreements, fair value of collateral	$ 366	$ 359

Derivative Instruments and He_7

Derivative Instruments and Hedging Activities - Net Gains (Losses) Recognized in Earnings Related to Derivatives in Fair Value Hedging and Cash Flow Hedging (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Derivative Instruments, Gain (Loss) [Line Items]
Interest and dividend income, securities	$ 629	$ 539	$ 1,284	$ 991
Interest and fee income, loans	6,383	5,989	12,751	12,123
Interest and dividend income, other	64	68	133	119
Deposits	(870)	(622)	(1,687)	(1,161)
Securitized debt obligations	(139)	(124)	(282)	(231)
Senior and subordinated notes	(310)	(289)	(624)	(540)
Non-interest income	191	528	348	636
Amortization of basis adjustment	56	16	117	6
Non interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Realized gains on foreign exchange contracts reclassified from AOCI	123	101	295	176
Fair value hedges | Interest income - Investment securities
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on fair value hedges	(2)	(7)	(1)	(14)
Fair value hedges | Interest income - Loans
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on fair value hedges	0	0	0	0
Fair value hedges | Interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on fair value hedges	0	0	0	0
Fair value hedges | Interest expense - Deposits
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on fair value hedges	(30)	(26)	(63)	(33)
Fair value hedges | Interest expense - Securitized Debt Obligation
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on fair value hedges	(29)	(20)	(59)	(28)
Fair value hedges | Interest expense - Senior and Subordinated Debt
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on fair value hedges	(50)	(21)	(100)	(23)
Fair value hedges | Non interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on fair value hedges	1		1
Fair value hedges | Interest rate contracts | Interest income - Investment securities
Derivative Instruments, Gain (Loss) [Line Items]
Interest recognized on derivatives	(1)	(9)	1	(17)
Gains (losses) recognized on derivatives	(175)	83	(286)	183
Gains (losses) recognized on hedged items	174	(81)	284	(180)
Fair value hedges | Interest rate contracts | Interest income - Loans
Derivative Instruments, Gain (Loss) [Line Items]
Interest recognized on derivatives	0	0	0	0
Gains (losses) recognized on derivatives	0	0	0	0
Gains (losses) recognized on hedged items	0	0	0	0
Fair value hedges | Interest rate contracts | Interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Interest recognized on derivatives	0	0	0	0
Gains (losses) recognized on derivatives	0	0	0	0
Gains (losses) recognized on hedged items	0	0	0	0
Fair value hedges | Interest rate contracts | Interest expense - Deposits
Derivative Instruments, Gain (Loss) [Line Items]
Interest recognized on derivatives	(33)	(21)	(69)	(23)
Gains (losses) recognized on derivatives	154	(37)	249	(197)
Gains (losses) recognized on hedged items	(151)	32	(243)	187
Fair value hedges | Interest rate contracts | Interest expense - Securitized Debt Obligation
Derivative Instruments, Gain (Loss) [Line Items]
Interest recognized on derivatives	(6)	(18)	(12)	(23)
Gains (losses) recognized on derivatives	79	(17)	112	(118)
Gains (losses) recognized on hedged items	(102)	15	(159)	113
Fair value hedges | Interest rate contracts | Interest expense - Senior and Subordinated Debt
Derivative Instruments, Gain (Loss) [Line Items]
Interest recognized on derivatives	(10)	4	(21)	14
Gains (losses) recognized on derivatives	471	(154)	752	(511)
Gains (losses) recognized on hedged items	(511)	129	(831)	474
Fair value hedges | Interest rate contracts | Non interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Interest recognized on derivatives	0		0
Gains (losses) recognized on derivatives	11		11
Gains (losses) recognized on hedged items	(10)		(10)
Cash flow hedges | Interest income - Investment securities
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on cash flow hedges	(3)	(2)	(7)	(4)
Cash flow hedges | Interest income - Loans
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on cash flow hedges	(59)	(17)	(115)	(9)
Cash flow hedges | Interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on cash flow hedges	13	11	25	19
Cash flow hedges | Interest expense - Deposits
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on cash flow hedges	0	0	0	0
Cash flow hedges | Interest expense - Securitized Debt Obligation
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on cash flow hedges	0	0	0	0
Cash flow hedges | Interest expense - Senior and Subordinated Debt
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on cash flow hedges	0	0	0	0
Cash flow hedges | Non interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Net income (expense) recognized on cash flow hedges	(1)		(1)
Cash flow hedges | Interest rate contracts | Interest income - Investment securities
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	(3)	(2)	(7)	(4)
Cash flow hedges | Interest rate contracts | Interest income - Loans
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	(59)	(17)	(115)	(9)
Cash flow hedges | Interest rate contracts | Interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Interest rate contracts | Interest expense - Deposits
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Interest rate contracts | Interest expense - Securitized Debt Obligation
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Interest rate contracts | Interest expense - Senior and Subordinated Debt
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Interest rate contracts | Non interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0		0
Cash flow hedges | Foreign exchange contracts | Interest income - Investment securities
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Interest income - Loans
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	13	11	25	19
Cash flow hedges | Foreign exchange contracts | Interest expense - Deposits
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Interest expense - Securitized Debt Obligation
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	0	0	0
Cash flow hedges | Foreign exchange contracts | Interest expense - Senior and Subordinated Debt
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	0	$ 0	0	$ 0
Cash flow hedges | Foreign exchange contracts | Non interest income - Other
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification adjustment from AOCI on derivatives, net of tax	$ (1)		$ (1)

Derivative Instruments and He_8

Derivative Instruments and Hedging Activities - Additional Information (Details) $ in Millions	6 Months Ended
	Jun. 30, 2019USD ($)
Derivative Instruments and Hedging Activities Disclosure [Abstract]
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	$ (36)
Maximum length of time over which forecasted transactions were hedged, years	7 years

Derivative Instruments and He_9

Derivative Instruments and Hedging Activities Derivative Instruments and Hedging Activities - Freestanding Derivative (Details) - Other non-interest income - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	$ 1	$ 25	$ 10	$ 27
Interest rate contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	15	16	26	26
Interest rate contracts | Customer accommodation
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	4	10	10	14
Interest rate contracts | Other interest rate exposures
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	(14)	9	(14)	21
Commodity contracts | Customer accommodation
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	7	4	9	8
Foreign exchange contracts | Customer accommodation
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	4	2	7	4
Other contracts
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivatives not designated as accounting hedges	$ 0	$ 0	$ (2)	$ (20)

Stockholders' Equity - Schedule

Stockholders' Equity - Schedule of Preferred Stock (Details) $ / shares in Units, $ in Millions	6 Months Ended
	Jun. 30, 2019USD ($)$ / sharesshares	Dec. 31, 2018USD ($)
Class of Stock [Line Items]
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 4,360	$ 4,360
Depository Share, Percent Interest in Preferred Stock	0.025
Series B Preferred Stock
Class of Stock [Line Items]
Per Annum Dividend Rate	6.00%
Liquidation Preference per Share | $ / shares	$ 1,000
Total Shares Outstanding | shares	875,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 853	853
Series C Preferred Stock
Class of Stock [Line Items]
Per Annum Dividend Rate	6.25%
Liquidation Preference per Share | $ / shares	$ 1,000
Total Shares Outstanding | shares	500,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 484	484
Series D Preferred Stock
Class of Stock [Line Items]
Per Annum Dividend Rate	6.70%
Liquidation Preference per Share | $ / shares	$ 1,000
Total Shares Outstanding | shares	500,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 485	485
Series E Preferred Stock
Class of Stock [Line Items]
Per Annum Dividend Rate	5.55%
Liquidation Preference per Share | $ / shares	$ 1,000
Total Shares Outstanding | 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]
Per Annum Dividend Rate	6.20%
Liquidation Preference per Share | $ / shares	$ 1,000
Total Shares Outstanding | shares	500,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 484	484
Series G Preferred Stock
Class of Stock [Line Items]
Per Annum Dividend Rate	5.20%
Liquidation Preference per Share | $ / shares	$ 1,000
Total Shares Outstanding | shares	600,000
Preferred Stock, Including Additional Paid in Capital, Net of Discount	$ 583	583
Series H Preferred Stock
Class of Stock [Line Items]
Per Annum Dividend Rate	6.00%
Liquidation Preference per Share | $ / shares	$ 1,000
Total Shares Outstanding | 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				6 Months Ended
	Jun. 30, 2019	Mar. 31, 2019	Jun. 30, 2018	Mar. 31, 2018	Jun. 30, 2019	Jun. 30, 2018	Dec. 31, 2018
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	$ (660)	$ (1,263)	$ (1,599)	$ (926)	$ (1,263)	$ (926)
Cumulative effects from adoption of new accounting standards		(11)		0
Other comprehensive income (loss) before reclassifications	705		(129)		1,155	(627)
Net realized (gains) losses reclassified from AOCI into earnings	125		(65)		278	(121)
Other comprehensive income (loss), net of tax	830		(194)		1,433	(666)
AOCI ending balance	170	(660)	(1,793)	(1,599)	170	(1,793)
One time transfer of held to maturity securities	35,475				35,475		$ 36,771
Accumulated Net Unrealized Investment Gain (Loss) | Available-for-sale securities
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(147)	(439)	(565)	17	(439)	17
Cumulative effects from adoption of new accounting standards						3
Other comprehensive income (loss) before reclassifications	284		(65)		594	(319)
Net realized (gains) losses reclassified from AOCI into earnings	(12)		0		(30)	(6)
Other comprehensive income (loss), net of tax	272		(65)		564	(650)
AOCI ending balance	125	(147)	(630)	(565)	125	(630)
Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(184)	(190)	(212)	(524)	(190)	(524)
Cumulative effects from adoption of new accounting standards						(113)
Other comprehensive income (loss) before reclassifications	0		0		0	0
Net realized (gains) losses reclassified from AOCI into earnings	6		8		12	26
Other comprehensive income (loss), net of tax	6		8		12	433
AOCI ending balance	(178)	(184)	(204)	(212)	(178)	(204)
Cash Flow Hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(141)	(418)	(662)	(281)	(418)	(281)
Cumulative effects from adoption of new accounting standards						(63)
Other comprehensive income (loss), transfers from held-to-maturity to available-for-sale securities, before tax						0
Other comprehensive income (loss) before reclassifications	406		(41)		517	(292)
Net realized (gains) losses reclassified from AOCI into earnings	131		(72)		297	(139)
Other comprehensive income (loss), net of tax	537		(113)		814	(431)
AOCI ending balance	396	(141)	(775)	(662)	396	(775)
Foreign Currency Translation Adjustments
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(147)	(177)	(131)	(138)	(177)	(138)
Cumulative effects from adoption of new accounting standards						0
Other comprehensive income (loss), transfers from held-to-maturity to available-for-sale securities, before tax						0
Other comprehensive income (loss) before reclassifications	15		(24)		45	(17)
Net realized (gains) losses reclassified from AOCI into earnings	0		0		0	0
Other comprehensive income (loss), net of tax	15		(24)		45	(17)
AOCI ending balance	(132)	(147)	(155)	(131)	(132)	(155)
Other
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance	(41)	(39)	(29)	0	(39)	0
Cumulative effects from adoption of new accounting standards						(28)
Other comprehensive income (loss), transfers from held-to-maturity to available-for-sale securities, before tax						0
Other comprehensive income (loss) before reclassifications	0		1		(1)	1
Net realized (gains) losses reclassified from AOCI into earnings	0		(1)		(1)	(2)
Other comprehensive income (loss), net of tax	0		0		(2)	(1)
AOCI ending balance	(41)	(41)	(29)	(29)	(41)	(29)
Accumulated Other Comprehensive Income (Loss)
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Cumulative effects from adoption of new accounting standards				(201)		(201)
ASU 2017-12
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
One time transfer of held to maturity securities				9,000
ASU 2017-12 | Accumulated Net Unrealized Investment Gain (Loss)
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance			82
AOCI ending balance				82
AOCI, pre-tax				107
ASU 2017-12 | Accumulated Net Unrealized Investment Gain (Loss) | Available-for-sale securities
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance			(325)
AOCI ending balance				(325)
ASU 2017-12 | Accumulated Net Unrealized Investment Gain (Loss) | Securities Held to Maturity
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
AOCI beginning balance			407
AOCI ending balance				$ 407
Net investment hedges
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Gains (losses) recorded in AOCI	$ 53		$ 123		$ 19	$ 63

Stockholders' Equity - Reclassi

Stockholders' Equity - Reclassifications from AOCI (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Interest income	$ 5,746	$ 5,551	$ 11,537	$ 11,269
Non-interest income	191	528	348	636
Income from continuing operations before income taxes	2,003	2,492	3,722	4,154
Income tax provision (benefit)	387	575	696	894
Net income	1,625	1,906	3,037	3,252
Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	(125)	65	(278)	121
Accumulated Net Unrealized Investment Gain (Loss) | Reclassification out of Accumulated Other Comprehensive Income [Member] | Available-for-sale securities
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Non-interest income	15	0	39	8
Income tax provision (benefit)	3	0	9	2
Net income	12	0	30	6
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	(8)	(10)	(16)	(34)
Income tax provision (benefit)	(2)	(2)	(4)	(8)
Net income	(6)	(8)	(12)	(26)
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	(172)	94	(392)	183
Income tax provision (benefit)	(41)	22	(95)	44
Net income	(131)	72	(297)	139
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	(62)	(19)	(122)	(13)
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	12	25	20
Non-interest income	(123)	101	(295)	176
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	0	1	1	2
Income tax provision (benefit)	0	0	0	0
Net income	$ 0	$ 1	$ 1	$ 2

Stockholders' Equity - Componen

Stockholders' Equity - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Before Tax
Net unrealized gains (losses) on securities available for sale	$ 358	$ (86)	$ 742	$ (857)
Net changes in securities held to maturity	9	10	16	569
Net unrealized gains (losses) on hedging relationships	708	(149)	1,073	(567)
Foreign currency translation adjustments	33	15	52	3
Other	(1)	(1)	(3)	(2)
Other comprehensive income before taxes	1,107	(211)	1,880	(854)
Provision (Benefit)
Net unrealized gains (losses) on securities available for sale	86	(21)	178	(207)
Net changes in securities held to maturity	3	2	4	136
Net unrealized gains (losses) on hedging relationships	171	(36)	259	(136)
Foreign currency translation adjustments	18	39	7	20
Other	(1)	(1)	(1)	(1)
Other comprehensive income (loss), provision (benefit)	277	(17)	447	(188)
After Tax
Net unrealized gains (losses) on securities available for sale	272	(65)	564	(650)
Net changes in securities held to maturity	6	8	12	433
Net unrealized gains (losses) on hedging relationships	537	(113)	814	(431)
Foreign currency translation adjustments	15	(24)	45	(17)
Other	0	0	(2)	(1)
Other comprehensive income (loss), net of tax	$ 830	$ (194)	$ 1,433	$ (666)

Earnings Per Common Share - Sch

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Detail) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Earnings Per Share [Abstract]
Income from continuing operations, net of tax	$ 1,616	$ 1,917	$ 3,026	$ 3,260
Income (loss) from discontinued operations, net of tax	9	(11)	11	(8)
Net income	1,625	1,906	3,037	3,252
Dividends and undistributed earnings allocated to participating securities	(12)	(12)	(24)	(23)
Preferred stock dividends	(80)	(80)	(132)	(132)
Net income available to common stockholders	$ 1,533	$ 1,814	$ 2,881	$ 3,097
Total weighted-average basic shares outstanding	470.8	485.1	470.1	485.9
Effect of dilutive securities:
Stock options	1.3	1.6	1.2	1.9
Other contingently issuable shares	0.9	1	1	1.1
Warrants	0	0.6	0	0.7
Total effect of dilutive securities	2.2	3.2	2.2	3.7
Total weighted-average diluted shares outstanding	473	488.3	472.3	489.6
Basic earnings per common share:
Net income from continuing operations (in dollars per share)	$ 3.24	$ 3.76	$ 6.11	$ 6.39
Income (loss) from discontinued operations (in dollars per share)	0.02	(0.02)	0.02	(0.02)
Net income per basic common share (in dollars per share)	3.26	3.74	6.13	6.37
Diluted earnings per common share:
Net income from continuing operations (in dollars per share)	3.22	3.73	6.08	6.35
Income (loss) from discontinued operations (in dollars per share)	0.02	(0.02)	0.02	(0.02)
Net income per diluted common share (in dollars per share)	$ 3.24	$ 3.71	$ 6.10	$ 6.33

Earnings Per Common Share - Add

Earnings Per Common Share - Additional Information (Detail) - Stock option - $ / shares shares in Thousands	3 Months Ended	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
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)	24	137	65
Minimum exercise price range		$ 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	Jun. 30, 2019	Dec. 31, 2018	Jun. 30, 2018
Assets:
Securities available for sale	$ 45,658	$ 46,150
Derivative assets, gross amount	1,865	1,539
Derivative asset, netting adjustments	(856)	(1,079)
Derivative asset	1,009	460
Liabilities:
Derivative liabilities, gross amount	1,096	1,201
Derivative liability, netting adjustments	(456)	(287)
Derivative liability	640	914
Net valuation allowance	10	2
Recurring
Assets:
Securities available for sale	45,658	46,150
Derivative asset	1,009	460
Other assets	495	423
Total assets	47,162	47,033
Liabilities:
Derivative liability	640	914
Recurring | Level 1
Assets:
Securities available for sale	4,414	6,363
Derivative assets, gross amount	6	0
Other assets	318	265
Total assets	4,738	6,628
Other assets:
Deferred compensation plan assets	314	264
Equity securities	4	1
Liabilities:
Derivative liabilities, gross amount	7	0
Recurring | Level 2
Assets:
Securities available for sale	40,720	39,344
Derivative assets, gross amount	1,789	1,501
Other assets	0	0
Total assets	42,509	40,845
Liabilities:
Derivative liabilities, gross amount	1,025	1,153
Recurring | Level 3
Assets:
Securities available for sale	524	443
Derivative assets, gross amount	70	38	$ 43
Other assets	177	158
Total assets	771	639
Other assets:
Retained interests in securitizations	177	158
Liabilities:
Derivative liabilities, gross amount	64	48	$ 48
U.S. Treasury securities
Assets:
Securities available for sale	4,219	6,144
U.S. Treasury securities | Recurring
Assets:
Securities available for sale	4,219	6,144
U.S. Treasury securities | Recurring | Level 1
Assets:
Securities available for sale	4,219	6,144
U.S. Treasury securities | Recurring | Level 2
Assets:
Securities available for sale	0	0
U.S. Treasury securities | Recurring | Level 3
Assets:
Securities available for sale	0	0
RMBS
Assets:
Securities available for sale	34,707	33,645
RMBS | Recurring
Assets:
Securities available for sale	34,707	33,645
RMBS | Recurring | Level 1
Assets:
Securities available for sale	0	0
RMBS | Recurring | Level 2
Assets:
Securities available for sale	34,192	33,212
RMBS | Recurring | Level 3
Assets:
Securities available for sale	515	433
CMBS | Recurring
Assets:
Securities available for sale	5,389	4,739
CMBS | Recurring | Level 1
Assets:
Securities available for sale	0	0
CMBS | Recurring | Level 2
Assets:
Securities available for sale	5,380	4,729
CMBS | Recurring | Level 3
Assets:
Securities available for sale	9	10
Other securities
Assets:
Securities available for sale	1,343	1,622
Other securities | Recurring
Assets:
Securities available for sale	1,343	1,622
Other securities | Recurring | Level 1
Assets:
Securities available for sale	195	219
Other securities | Recurring | Level 2
Assets:
Securities available for sale	1,148	1,403
Other securities | Recurring | Level 3
Assets:
Securities available for sale	$ 0	$ 0

Fair Value Measurement Fair Val

Fair Value Measurement Fair Value Measurement - Schedule of Level 3 Inputs Reconciliation (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018	Dec. 31, 2018
Derivative, Fair Value, Net [Abstract]
Derivative assets, gross amount	$ 1,865		$ 1,865		$ 1,539
Derivative liabilities, gross amount	1,096		1,096		1,201
Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net Unrealized Gains (Losses) Included in OCI Related to Assets and Liabilities Still Held	3		13
Derivative, Fair Value, Net [Abstract]
Beginning balance	6	$ (9)	(10)	$ 13
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	(2)	5	(24)
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	(7)	6	(13)	7
Settlements	8	(1)	27	(2)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	(1)	1	(3)	1
Ending balance	6	(5)	6	(5)
Derivative assets, gross amount	70	43	70	43	38
Derivative liabilities, gross amount	64	48	64	48	$ 48
RMBS | Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	434	614	433	614
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	9	9	17	18
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	2	9	13	7
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(13)	(21)	(25)	(42)
Transfers Into Level 3	97	4	114	65
Transfers Out of Level 3	(14)	(173)	(37)	(220)
Ending balance	515	442	515	442
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	10	7	20	13
CMBS | Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	9	13	10	14
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	0	(2)	(1)	(3)
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	9	11	9	11
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Other securities | Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance		5		5
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income		0		0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI		0		0
Purchases		0		0
Sales		0		0
Issuances		0		0
Settlements		0		0
Transfers Into Level 3		0		0
Transfers Out of Level 3		0		0
Ending balance		5		5
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held		0		0
Available-for-sale securities | Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	443	632	443	633
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	9	9	17	18
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	2	9	13	7
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(13)	(23)	(26)	(45)
Transfers Into Level 3	97	4	114	65
Transfers Out of Level 3	(14)	(173)	(37)	(220)
Ending balance	524	458	524	458
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	10	7	20	13
Consumer MSRs | Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance				92
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income				3
Total Gains or (Losses) (Realized/Unrealized), Included in OCI				0
Purchases				0
Sales				(97)
Issuances				2
Settlements				0
Transfers Into Level 3				0
Transfers Out of Level 3				0
Ending balance		0		0
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held				0
Retained interest in securitizations | Recurring | Level 3
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning balance	155	176	158	172
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	22	(12)	19	(8)
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	177	164	177	164
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	22	(12)	19	(8)
Net derivative assets (liabilities) | Recurring | Level 3
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)	$ 4	$ (24)

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	Jun. 30, 2019USD ($)	Dec. 31, 2018USD ($)	Mar. 31, 2019USD ($)	Jun. 30, 2018USD ($)	Mar. 31, 2018USD ($)	Dec. 31, 2017USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	$ 45,658	$ 46,150
Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	45,658	46,150
Recurring | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	524	443
Retained interests in securitizations	177	158
Net derivative assets (liabilities)	6	(10)	$ 6	$ (5)	$ (9)	$ 13
RMBS
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	34,707	33,645
RMBS | Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	34,707	33,645
RMBS | Recurring | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	515	433
CMBS | Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	5,389	4,739
CMBS | Recurring | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	9	10
Other securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	1,343	1,622
Other securities | Recurring
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	1,343	1,622
Other securities | Recurring | Level 3
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available for sale	$ 0	$ 0
Yield | RMBS | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.02	0.03
Yield | RMBS | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.15	0.11
Yield | RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.04	0.05
Yield | CMBS | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.03	0.03
Yield | CMBS | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.03	0.03
Yield | CMBS | Recurring | Level 3 | Discounted cash flows | Weighted average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.03	0.03
Constant prepayment rate | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	0.03	0.03
Constant prepayment rate | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	0.15	0.14
Constant prepayment rate | RMBS | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0	0
Constant prepayment rate | RMBS | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.15	0.17
Constant prepayment rate | RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.07	0.05
Default rate | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	0.02	0.02
Default rate | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	0.03	0.04
Default rate | RMBS | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0	0
Default rate | RMBS | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.07	0.07
Default rate | RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.03	0.03
Loss severity | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	0.53	0.50
Loss severity | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	1.05	1.04
Loss severity | RMBS | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0	0
Loss severity | RMBS | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.85	0.75
Loss severity | RMBS | Recurring | Level 3 | Discounted cash flows | Weighted average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Securities available-for-sale, measurement input	0.68	0.65
Life of receivables (months) | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input, life of receivables	2 months	3 months
Life of receivables (months) | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input, life of receivables	54 months	56 months
Discount rate | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	0.03	0.04
Discount rate | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Retained interests, measurement input	0.06	0.06
Swap rates | Recurring | Level 3 | Discounted cash flows | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Net derivative assets (liabilities) Net, measurement input	0.02	0.03
Swap rates | Recurring | Level 3 | Discounted cash flows | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Net derivative assets (liabilities) Net, measurement input	0.02	0.03
Swap rates | Recurring | Level 3 | Discounted cash flows | Weighted average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Net derivative assets (liabilities) Net, measurement input	0.02	0.03

Fair Value Measurement - Sche_3

Fair Value Measurement - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
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	1,846	1,218
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	239,295	241,556
Loans held for sale	0	0
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	191	129
Loans held for sale	180	38
Other assets	83	100
Total assets	454	267
Equity investments accounted for under measurement alternative	16	24
Repossessed assets, fair value disclosure	53
Foreclosed property and repossessed assets, fair value disclosure		57
Long lived assets held for sale	14	19
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	180	38
Other assets	0	0
Total assets	180	38
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Net loans held for investment	191	129
Loans held for sale	0	0
Other assets	83	100
Total assets	$ 274	$ 229

Fair Value Measurement - Additi

Fair Value Measurement - Additional Information (Detail) - Non-Recoverable Rate - Level 3 - Appraisal value	Jun. 30, 2019	Dec. 31, 2018
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	0.61	0.84
Weighted average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for investment, measurement input	0.04	0.33

Fair Value Measurement - Sche_4

Fair Value Measurement - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) - Nonrecurring - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held for investment	$ (132)	$ (65)
Loans held for sale	(1)	(3)
Other assets	(57)	(47)
Total	$ (190)	$ (115)

Fair Value Measurement - Sche_5

Fair Value Measurement - Schedule of Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions	Jun. 30, 2019	Dec. 31, 2018
Financial assets:
Securities held to maturity	$ 36,541	$ 36,619
Level 1
Financial assets:
Cash and cash equivalents	5,184	4,768
Restricted cash for securitization investors	710	303
Securities held to maturity	0	0
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	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
Interest payable	0	0
Level 2
Financial assets:
Cash and cash equivalents	9,927	8,418
Restricted cash for securitization investors	0	0
Securities held to maturity	36,510	36,513
Net loans held for investment	0	0
Loans held for sale	1,846	1,218
Interest receivable	1,544	1,614
Other investments	1,341	1,725
Financial liabilities:
Deposits with defined maturities	42,383	38,279
Securitized debt obligations	17,071	18,359
Senior and subordinated notes	32,259	30,635
Federal funds purchased and securities loaned or sold under agreements to repurchase	359	352
Other borrowings		9,354
Interest payable	437	458
Level 3
Financial assets:
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities held to maturity	31	106
Net loans held for investment	239,295	241,556
Loans held for sale	0	0
Interest receivable	0	0
Other investments	0	0
Financial liabilities:
Deposits with defined maturities	0	0
Securitized debt obligations	0	0
Senior and subordinated notes	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings		0
Interest payable	0	0
Carrying Value
Financial assets:
Cash and cash equivalents	15,111	13,186
Restricted cash for securitization investors	710	303
Securities held to maturity	35,475	36,771
Net loans held for investment	237,327	238,679
Loans held for sale	1,829	1,192
Interest receivable	1,544	1,614
Other investments	1,341	1,725
Financial liabilities:
Deposits with defined maturities	42,291	38,471
Securitized debt obligations	16,959	18,307
Senior and subordinated notes	31,822	30,826
Federal funds purchased and securities loaned or sold under agreements to repurchase	359	352
Other borrowings		9,354
Interest payable	437	458
Estimated Fair Value
Financial assets:
Cash and cash equivalents	15,111	13,186
Restricted cash for securitization investors	710	303
Securities held to maturity	36,541	36,619
Net loans held for investment	239,295	241,556
Loans held for sale	1,846	1,218
Interest receivable	1,544	1,614
Other investments	1,341	1,725
Financial liabilities:
Deposits with defined maturities	42,383	38,279
Securitized debt obligations	17,071	18,359
Senior and subordinated notes	32,259	30,635
Federal funds purchased and securities loaned or sold under agreements to repurchase	359	352
Other borrowings		9,354
Interest payable	$ 437	$ 458

Business Segments and Revenue_3

Business Segments and Revenue from Contracts with Customers - Additional Information (Detail) $ in Millions	3 Months Ended	6 Months Ended
	Jun. 30, 2018USD ($)	Jun. 30, 2019Segment	Jun. 30, 2018USD ($)
Segment Reporting Information [Line Items]
Number of operating segments | Segment		3
Operating segments | Commercial Banking
Segment Reporting Information [Line Items]
Revenue change due to impact of federal tax rate | $	$ (32)		$ (62)

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		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018	Dec. 31, 2018
Segment Reporting Information [Line Items]
Net interest income	$ 5,746	$ 5,551	$ 11,537	$ 11,269
Non-interest income	1,378	1,641	2,670	2,832
Total net revenue	7,124	7,192	14,207	14,101
Provision (benefit) for credit losses	1,342	1,276	3,035	2,950
Total non-interest expense	3,779	3,424	7,450	6,997
Income (loss) from continuing operations before income taxes	2,003	2,492	3,722	4,154
Income tax provision (benefit)	387	575	696	894
Income (loss) from continuing operations, net of tax	1,616	1,917	3,026	3,260
Loans held for investment	244,460	236,124	244,460	236,124	$ 245,899
Total Deposits	254,535	248,225	254,535	248,225	$ 249,764
Operating segments | Credit Card
Segment Reporting Information [Line Items]
Net interest income	3,531	3,396	7,121	6,954
Non-interest income	1,038	884	1,988	1,741
Total net revenue	4,569	4,280	9,109	8,695
Provision (benefit) for credit losses	1,095	1,171	2,484	2,627
Total non-interest expense	2,253	1,904	4,424	3,943
Income (loss) from continuing operations before income taxes	1,221	1,205	2,201	2,125
Income tax provision (benefit)	283	282	512	495
Income (loss) from continuing operations, net of tax	938	923	1,689	1,630
Loans held for investment	112,141	109,777	112,141	109,777
Total Deposits	0	0	0	0
Operating segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income	1,709	1,609	3,388	3,224
Non-interest income	166	175	326	349
Total net revenue	1,875	1,784	3,714	3,573
Provision (benefit) for credit losses	165	118	400	351
Total non-interest expense	1,002	963	1,996	1,963
Income (loss) from continuing operations before income taxes	708	703	1,318	1,259
Income tax provision (benefit)	165	164	307	294
Income (loss) from continuing operations, net of tax	543	539	1,011	965
Loans held for investment	60,327	58,727	60,327	58,727
Total Deposits	205,220	194,962	205,220	194,962
Operating segments | Commercial Banking
Segment Reporting Information [Line Items]
Net interest income	514	517	1,003	1,023
Non-interest income	200	209	387	396
Total net revenue	714	726	1,390	1,419
Provision (benefit) for credit losses	82	34	151	20
Total non-interest expense	427	409	844	812
Income (loss) from continuing operations before income taxes	205	283	395	587
Income tax provision (benefit)	48	66	92	137
Income (loss) from continuing operations, net of tax	157	217	303	450
Loans held for investment	71,992	67,609	71,992	67,609
Total Deposits	30,761	31,078	30,761	31,078
Revenue change due to impact of federal tax rate		(32)		(62)
Other
Segment Reporting Information [Line Items]
Net interest income	(8)	29	25	68
Non-interest income	(26)	373	(31)	346
Total net revenue	(34)	402	(6)	414
Provision (benefit) for credit losses	0	(47)	0	(48)
Total non-interest expense	97	148	186	279
Income (loss) from continuing operations before income taxes	(131)	301	(192)	183
Income tax provision (benefit)	(109)	63	(215)	(32)
Income (loss) from continuing operations, net of tax	(22)	238	23	215
Loans held for investment	0	11	0	11
Total Deposits	$ 18,554	$ 22,185	$ 18,554	$ 22,185

Business Segments and Revenue_5

Business Segments and Revenue from Contracts with Customers Business Segments and Revenue from Contracts with Customers - Revenue from Contracts with Customers (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Disaggregation of Revenue [Line Items]
Total contract revenue	$ 969	$ 882	$ 1,863	$ 1,686
Revenue from other sources	409	759	807	1,146
Non-interest income	1,378	1,641	2,670	2,832
Operating segments | Credit Card
Disaggregation of Revenue [Line Items]
Total contract revenue	777	671	1,491	1,267
Revenue from other sources	261	213	497	474
Non-interest income	1,038	884	1,988	1,741
Operating segments | Consumer Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	152	170	297	339
Revenue from other sources	14	5	29	10
Non-interest income	166	175	326	349
Operating segments | Commercial Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	42	43	78	82
Revenue from other sources	158	166	309	314
Non-interest income	200	209	387	396
Other
Disaggregation of Revenue [Line Items]
Total contract revenue	(2)	(2)	(3)	(2)
Revenue from other sources	(24)	375	(28)	348
Non-interest income	(26)	373	(31)	346
Interchange Fees, Contracts
Disaggregation of Revenue [Line Items]
Total contract revenue	820	723	1,578	1,366
Interchange Fees, Contracts | Operating segments | Credit Card
Disaggregation of Revenue [Line Items]
Total contract revenue	757	669	1,459	1,263
Interchange Fees, Contracts | Operating segments | Consumer Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	52	47	98	89
Interchange Fees, Contracts | Operating segments | Commercial Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	13	8	24	15
Interchange Fees, Contracts | Other
Disaggregation of Revenue [Line Items]
Total contract revenue	(2)	(1)	(3)	(1)
Service Charges And Other Customer Fees, Contracts
Disaggregation of Revenue [Line Items]
Total contract revenue	102	128	202	258
Service Charges And Other Customer Fees, Contracts | Operating segments | Credit Card
Disaggregation of Revenue [Line Items]
Total contract revenue	0	0	0	0
Service Charges And Other Customer Fees, Contracts | Operating segments | Consumer Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	74	95	149	193
Service Charges And Other Customer Fees, Contracts | Operating segments | Commercial Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	28	34	53	66
Service Charges And Other Customer Fees, Contracts | Other
Disaggregation of Revenue [Line Items]
Total contract revenue	0	(1)	0	(1)
Other Contract Revenue
Disaggregation of Revenue [Line Items]
Total contract revenue	47	31	83	62
Other Contract Revenue | Operating segments | Credit Card
Disaggregation of Revenue [Line Items]
Total contract revenue	20	2	32	4
Other Contract Revenue | Operating segments | Consumer Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	26	28	50	57
Other Contract Revenue | Operating segments | Commercial Banking
Disaggregation of Revenue [Line Items]
Total contract revenue	1	1	1	1
Other Contract Revenue | Other
Disaggregation of Revenue [Line Items]
Total contract revenue	$ 0	$ 0	$ 0	$ 0

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	Jun. 30, 2019	Dec. 31, 2018
Loss Contingencies [Line Items]
Unfunded lending commitments, contractual amount	$ 383,780	$ 382,427
Off-balance sheet lending commitment, carrying value	146	124
Credit Card
Loss Contingencies [Line Items]
Unused commitments to extend credit, contractual amount	347,314	346,186
Other excluding credit card
Loss Contingencies [Line Items]
Unused commitments to extend credit, contractual amount	34,768	34,449
Off-balance sheet lending commitment, carrying value	117	95
Advised line of credit	1,500	1,300
Letter of credit
Loss Contingencies [Line Items]
Standby letters of credit and commercial letters of credit, contractual amount	1,698	1,792
Off-balance sheet lending commitment, carrying value	$ 29	$ 29

Commitments, Contingencies, G_4

Commitments, Contingencies, Guarantees, and Others - Loss Sharing, U.K PPI and Cybersecuity Incident (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2019	Jul. 29, 2019	Dec. 31, 2018
Insurance claims
Loss Contingencies [Line Items]
Loss contingency accrual	$ 71,000,000		$ 133,000,000
Loss contingency, estimate beyond reserve	100,000,000
Loss contingency, period increase (decrease)	0
Cybersecurity Incident
Loss Contingencies [Line Items]
Cyber risk event insurance coverage deductible		$ 10,000,000
Cyber risk event insurance coverage limit		400,000,000
Loss sharing agreements
Loss Contingencies [Line Items]
Guarantee obligation	$ 66,000,000		$ 59,000,000

Commitments, Contingencies, G_5

Commitments, Contingencies, Guarantees, and Others - Litigation (Details) - USD ($) $ in Millions	1 Months Ended
	Oct. 31, 2018	Aug. 31, 2018	Jun. 30, 2019
Loss Contingencies [Line Items]
Loss contingency, estimate of possible loss			$ 1,100
Anti-money laundering
Loss Contingencies [Line Items]
Litigation settlement paid	$ 100
Pending litigation | Interchange litigation
Loss Contingencies [Line Items]
Litigation settlement, attributable to reporting entity and third party		$ 6,200