Capital One Financial (COF) 10-Q 6 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013	Oct. 31, 2013
Document And Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Entity Registrant Name	'CAPITAL ONE FINANCIAL CORP	'
Entity Central Index Key	'0000927628	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	576,554,996

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Income (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Interest income:	'	'	'	'
Loans, including loans held for sale	$4,579	$4,903	$13,824	$12,817
Investment securities	396	335	1,161	968
Other	23	16	74	64
Total interest income	4,998	5,254	15,059	13,849
Interest expense:	'	'	'	'
Deposits	309	371	953	1,055
Securitized debt obligations	42	64	143	213
Senior and subordinated notes	76	85	240	260
Other borrowings	11	88	40	260
Total interest expense	438	608	1,376	1,788
Net interest income	4,560	4,646	13,683	12,061
Provision for credit losses	849	1,014	2,496	3,264
Net interest income after provision for credit losses	3,711	3,632	11,187	8,797
Non-interest income:	'	'	'	'
Service charges and other customer-related fees	530	557	1,614	1,511
Interchange fees, net	476	452	1,407	1,188
Total other-than-temporary impairment	-16	-2	-34	-27
Less: Portion of other-than-temporary impairment recorded in AOCI	5	-11	-6	-13
Net other-than-temporary impairment recognized in earnings	-11	-13	-40	-40
Bargain purchase gain	0	0	0	594
Other	96	140	176	458
Total non-interest income	1,091	1,136	3,157	3,711
Non-interest expense:	'	'	'	'
Salaries and associate benefits	1,145	1,002	3,329	2,837
Occupancy and equipment	369	354	1,075	947
Marketing	299	316	946	971
Professional services	320	310	956	916
Communications and data processing	224	198	667	573
Amortization of intangibles	161	199	505	418
Acquisition-related	37	48	133	267
Other	592	618	1,623	1,762
Total non-interest expense	3,147	3,045	9,234	8,691
Income from continuing operations before income taxes	1,655	1,723	5,110	3,817
Income tax provision	525	535	1,600	931
Income from continuing operations, net of tax	1,130	1,188	3,510	2,886
Loss from discontinued operations, net of tax	-13	-10	-210	-212
Net income	1,117	1,178	3,300	2,674
Dividends and undistributed earnings allocated to participating securities	-5	-5	-14	-12
Preferred stock dividends	-13	0	-39	0
Net income available to common stockholders	$1,099	$1,173	$3,247	$2,662
Basic earnings per common share:	'	'	'	'
Income from continuing operations	$1.91	$2.05	$5.94	$5.18
Loss from discontinued operations	($0.02)	($0.02)	($0.36)	($0.38)
Net income per basic common share	$1.89	$2.03	$5.58	$4.80
Diluted earnings per common share:	'	'	'	'
Income from continuing operations	$1.88	$2.03	$5.87	$5.13
Loss from discontinued operations	($0.02)	($0.02)	($0.36)	($0.38)
Net income per diluted common share	$1.86	$2.01	$5.51	$4.75
Dividends paid per common share	$0.30	$0.05	$0.65	$0.15

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Statement Of Income And Comprehensive Income [Abstract]	'	'	'	'
Net income	$1,117	$1,178	$3,300	$2,674
Other comprehensive income (loss) before taxes:	'	'	'	'
Net unrealized gains (losses) on securities available for sale	1,107	523	-849	734
Net unrealized gains (losses) on securities held to maturity	-1,465	0	-1,465	0
Net unrealized gains (losses) on cash flow hedges	84	93	-195	188
Foreign currency translation adjustments	124	63	-19	74
Other	-1	-23	6	-57
Other comprehensive income (loss) before taxes	-151	656	-2,522	939
Income tax provision (benefit) related to other comprehensive income	-104	225	-944	327
Other comprehensive income (loss), net of tax	-47	431	-1,578	612
Comprehensive income	$1,070	$1,609	$1,722	$3,286

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Cash and cash equivalents:	'	'
Cash and due from banks	$2,855	$3,440
Interest-bearing deposits with banks	2,481	7,617
Federal funds sold and securities purchased under agreements to resell	382	1
Total cash and cash equivalents	5,718	11,058
Restricted cash for securitization investors	390	428
Securities available for sale, at fair value	43,132	63,979
Securities held to maturity, at carrying value	18,276	9
Loans held for investment:	'	'
Unsecuritized loans held for investment	152,332	162,059
Restricted loans for securitization investors	39,482	43,830
Total loans held for investment	191,814	205,889
Less: Allowance for loan and lease losses	-4,333	-5,156
Net loans held for investment	187,481	200,733
Loans held for sale, at lower of cost or fair value	180	201
Premises and equipment, net	3,792	3,587
Interest receivable	1,304	1,694
Goodwill	13,906	13,904
Other	15,709	17,325
Total assets	289,888	312,918
Liabilities:	'	'
Interest payable	276	450
Customer deposits:	'	'
Non-interest bearing deposits	22,281	22,467
Interest bearing deposits	184,553	190,018
Total customer deposits	206,834	212,485
Securitized debt obligations	9,544	11,398
Other debt:	'	'
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,686	1,248
Senior and subordinated notes	12,395	12,686
Other borrowings	8,220	24,578
Total other debt	22,301	38,512
Other liabilities	9,183	9,574
Total liabilities	248,138	272,419
Commitments, contingencies and guarantees (see Note 14)	'	'
Stockholders' equity:	'	'
Preferred stock, par value $.01 per share; 50,000,000 shares authorized; 875,000 shares issued and outstanding as of September 30, 2013 and December 31, 2012	0	0
Common stock, par value $.01 per share; 1,000,000,000 shares authorized; 635,821,013 and 631,806,585 shares issued as of September 30, 2013 and December 31, 2012, respectively, and 581,943,560 and 582,207,133 shares outstanding as of September 30, 2013 and December 31, 2012, respectively	6	6
Additional paid-in capital, net	26,426	26,188
Retained earnings	19,731	16,853
Accumulated other comprehensive income (loss)	-839	739
Less: Treasury stock, at cost; par value $.01 per share; 53,877,453 and 49,599,452 shares as of September 30, 2013 and December 31, 2012, respectively	-3,574	-3,287
Total stockholders' equity	41,750	40,499
Total liabilities and stockholders' equity	$289,888	$312,918

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Parenthetical) (USD $)	Sep. 30, 2013	Dec. 31, 2012
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	875,000	875,000
Preferred stock, shares outstanding	875,000	875,000
Common stock, par value	$0.01	$0.01
Common stock, shares authorized	1,000,000,000	1,000,000,000
Common stock, issued	635,821,013	631,806,585
Common stock, shares outstanding	581,943,560	582,207,133
Treasury stock, at cost; par value	$0.01	$0.01
Treasury stock, at cost shares	53,877,453	49,599,452

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Changes in Stockholders' Equity (USD $)	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Treasury Stock [Member]
In Millions, except Share data
Balance, Amount at Dec. 31, 2012	$40,499	$0	$6	$26,188	$16,853	$739	($3,287)
Balance, Shares at Dec. 31, 2012	'	875,000	631,806,585	'	'	'	'
Comprehensive income (loss)	1,722	'	'	'	3,300	-1,578	'
Cash dividends-common stock $0.65 per share	-383	'	'	'	-383	'	'
Cash dividends-preferred stock 6% per annum	-39	'	'	'	-39	'	'
Purchases of treasury stock	-287	'	'	'	'	'	-287
Issuances of common stock and restricted stock, net of forfeitures (in shares)	'	'	2,594,420	'	'	'	'
Issuances of common stock and restricted stock, net of forfeitures	64	'	0	64	'	'	'
Exercise of stock options and tax benefits of exercises and restricted stock vesting (in shares)	'	'	1,420,008	'	'	'	'
Exercise of stock options and tax benefits of exercises and restricted stock vesting	73	'	0	73	'	'	'
Compensation expense for restricted stock awards and stock options	101	'	'	101	'	'	'
Balance, Amount at Sep. 30, 2013	$41,750	$0	$6	$26,426	$19,731	($839)	($3,574)
Balance, Shares at Sep. 30, 2013	'	875,000	635,821,013	'	'	'	'

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Changes in Stockholders' Equity (Parenthetical) (USD $)	9 Months Ended
	Sep. 30, 2013
Statement Of Stockholders Equity [Abstract]	'
Cash dividends-common stock (in dollars per share)	$0.65
Percentage of cash dividends per annum-preferred stock	6.00%

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Operating activities:	'	'
Income from continuing operations, net of tax	$3,510	$2,886
Loss from discontinued operations, net of tax	-210	-212
Net income	3,300	2,674
Adjustments to reconcile net income to cash provided by operating activities:	'	'
Provision for credit losses	2,496	3,264
Depreciation and amortization, net	1,647	1,257
Net gains on sales of securities available for sale	-3	-42
Impairment losses on securities available for sale	40	40
Bargain purchase gain	0	-594
Loans held for sale:	'	'
Originations	-972	-1,242
Gains on sales	-23	-47
Proceeds from sales and paydowns	7,800	2,189
Stock plan compensation expense	172	153
Changes in operating assets and liabilities, net of effects of acquisitions:	'	'
(Increase) decrease in interest receivable	390	-415
(Increase) decrease in other assets	1,164	224
Increase (decrease) in interest payable	-174	-98
Increase (decrease) in other liabilities	-282	1,678
Net cash (used in) provided by operating activities attributable to discontinued operations	-291	-22
Net cash provided by operating activities	15,264	9,019
Investing activities:	'	'
Purchases of securities available for sale	-13,084	-19,131
Proceeds from paydowns and maturities of securities available for sale	11,785	12,945
Proceeds from sales of securities available for sale	1,355	14,274
Net (increase) decrease in loans held for investment	2,294	-3,289
Principal recoveries of loans previously charged off	1,204	1,105
Additions of premises and equipment	-622	-359
Net cash paid for acquisitions	0	-17,603
Net cash provided by (used in) investing activities	2,932	-12,058
Financing activities:	'	'
Increase in restricted cash for securitization investors	38	31
Net increase (decrease) in deposits	-5,662	601
Issuance of securitized debt obligations	1,450	0
Maturities and paydowns of securitized debt obligations	-3,304	-3,841
Issuance of senior and subordinated notes	934	1,250
Redemption of junior subordinated debentures	-3,641	0
Maturities and redemptions of senior and subordinate notes	-500	-632
Net increase (decrease) in other borrowings	-12,279	1,759
Net proceeds from issuances of common stock	64	3,217
Net proceeds from issuances of preferred stock	0	853
Proceeds from share-based payment activities	73	57
Dividends paid on common stock	-383	-82
Dividends paid on preferred stock	-39	0
Purchases of treasury stock	-287	-43
Net cash provided by (used in) financing activities	-23,536	3,170
Increase (decrease) in cash and cash equivalents	-5,340	131
Cash and cash equivalents at beginning of the period	11,058	5,838
Cash and cash equivalents at end of the period	5,718	5,969
Non-cash items:	'	'
Fair value of common stock issued in business acquisition	0	2,638
Net transfers of loans held for investment to loans held for sale	6,808	52
Transfer from securities available for sale to securities held to maturity	18,275	0
Redemption of senior and subordinated notes	-1,969	0
Issuance of senior and subordinated notes	$1,968	$0

Summary_of_Significant_Account

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2013
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 1995 and headquartered in McLean, Virginia, is a diversified financial services holding company with banking and non-banking subsidiaries. Capital One Financial Corporation and its subsidiaries (the “Company”) offer a broad array of financial products and services to consumers, small businesses and commercial clients through branches, the internet and other distribution channels. As of September 30, 2013, our principal subsidiaries included:
	•	Capital One Bank (USA), National Association (“COBNA”), which currently offers credit and debit card products, other lending products and deposit products; and
	•	Capital One, National Association (“CONA”), which offers a broad spectrum of banking products and financial services to consumers, small businesses and commercial clients.
	The Company and its subsidiaries are hereafter collectively referred to as “we”, “us” or “our.” CONA and COBNA are collectively referred to as the “Banks.”
	We also offer products outside of the United States principally through Capital One (Europe) plc (“COEP”), an indirect subsidiary of COBNA organized and located in the United Kingdom (the “U.K.”), and through a branch of COBNA in Canada. COEP has authority, among other things, to provide credit card and installment loans. Our branch of COBNA in Canada has the authority to provide credit card loans.
	On February 17, 2012, we completed the acquisition of substantially all of the ING Direct business in the United States (“ING Direct”) from ING Groep N.V., ING Bank N.V., ING Direct N.V. and ING Direct Bancorp (the “ING Direct acquisition”). The ING Direct acquisition resulted in the addition of loans of $40.4 billion, other assets of $53.9 billion and deposits of $84.4 billion as of the acquisition date.
	On May 1, 2012, pursuant to the agreement with HSBC Finance Corporation, HSBC USA Inc. and HSBC Technology and Services (USA) Inc. (collectively, “HSBC”), we closed the acquisition of substantially all of the assets and assumed liabilities of HSBC’s credit card and private-label credit card business in the United States (other than the HSBC Bank USA, National Association consumer credit card program and certain other retained assets and liabilities) (the “2012 U.S. card acquisition,” which we sometimes refer to as the “HSBC U.S. card acquisition”). The 2012 U.S. card acquisition included (i) the acquisition of HSBC’s U.S. credit card portfolio, (ii) its on-going private label and co-branded partnerships, and (iii) other assets, including infrastructure and capabilities. At closing, we acquired approximately 27 million new active accounts, $27.8 billion in outstanding credit card receivables designated as held for investment and $327 million in other net assets.
	On September 6, 2013, we completed the sale of the Best Buy private label and co-branded credit card portfolio to Citibank, N.A (“Portfolio Sale”). Pursuant to the agreement with Citibank, N.A, we received $6.4 billion for the net portfolio assets.
	Operations and Business Segments
	Our principal operations are currently organized for management reporting purposes into three primary business segments, which are defined primarily based on the products and services provided or the type of customer served: Credit Card, Consumer Banking and Commercial Banking. The operations of acquired businesses have been integrated into our existing business segments. See “Note 13—Business Segments” for additional information.
	Basis of Presentation and Use of Estimates
	The accompanying unaudited condensed consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP”) for interim financial information and should be read in conjunction with the audited consolidated financial statements in our Annual Report on Form 10-K for the year ended December 31, 2012 (the “2012 Form 10-K”). Certain financial information that is normally included in the annual financial statements in accordance with U.S. GAAP, but is not required for interim reporting purposes, has been condensed or omitted. In the opinion of management, all adjustments of a normal recurring nature considered necessary for a fair presentation of our interim unaudited financial statements are reflected.
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the unaudited condensed consolidated financial statements and related disclosures. These estimates are based on information available as of the date of the unaudited condensed consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. Interim period results may not be indicative of results for the full year. Certain prior period amounts have been reclassified to conform to the current period presentation.
	Principles of Consolidation
	The unaudited condensed consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. All significant intercompany account balances and transactions have been eliminated.
	Significant Accounting Policies
	We provide a summary of our significant accounting policies in our 2012 Form 10-K under “Notes to Consolidated Financial Statements—Note 1—Summary of Significant Accounting Policies.” There have been no significant changes to these policies during 2013 other than as disclosed in “Note 5—Allowance for Loan and Lease Losses,” which provides details on our change in our process for estimating the allowance for loan losses and reserve for unfunded lending commitments for our commercial loan portfolio. Below we describe accounting standards that we adopted in 2013 and recently issued accounting standards that we have not yet adopted.
	Accounting Standards Adopted in 2013
	Comprehensive Income: Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income
	In February 2013, the Financial Accounting Standards Board (“FASB”) issued new guidance requiring an entity to report the effect of significant reclassifications out of accumulated other comprehensive income on the respective line items in net income if the amount being reclassified is required under U.S. GAAP to be reclassified in its entirety to net income. The new guidance does not change the items which must be reported in other comprehensive income, how such items are measured or when they must be reclassified from other comprehensive income to net income. The guidance was effective for reporting periods beginning after December 15, 2012. Our adoption of the guidance on January 1, 2013 had no impact on our financial condition, results of operations or liquidity as it only affects our disclosures. See “Note 10—Stockholders’ Equity” for further details.
	Offsetting Financial Assets and Liabilities
	Effective January, 2013 we were required to disclose both gross and net information about instruments and transactions eligible for offset on the balance sheet as well as instruments and transactions subject to an agreement similar to a master netting arrangement. The disclosures are required irrespective of whether such instruments are presented gross or net on the balance sheet. The guidance was effective for annual and interim reporting periods beginning on or after January 1, 2013, with comparative retrospective disclosures required for all periods presented. Our adoption of the guidance had no effect on our financial condition, results of operations or liquidity as it only affects our disclosures. See “Note 9—Derivative Instruments and Hedging Activities” for further details.
	New Benchmark Interest Rate for Hedge Accounting Purposes
	In July 2013, the FASB issued guidance permitting the use of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate, “OIS”) as a benchmark interest rate for hedge accounting purposes. The addition of OIS expands the number of benchmark interest rates to three, including the US Treasury rate and London Interbank Offered Rate swap rate. The guidance also removes the previous restriction on using different benchmark rates for similar hedges. The guidance is effective for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. See “Note 9—Derivative Instruments and Hedging Activities” for further details regarding the impact derivative contracts designated as qualifying accounting hedges have on our financial condition and results of operations.
	Recently Issued but Not Yet Adopted Accounting Standards
	Obligations Resulting from Joint and Several Liability Arrangements
	In February 2013, the FASB issued guidance for the recognition, measurement, and disclosure of obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, except for obligations addressed within existing guidance in U.S. GAAP. The guidance clarifies that an entity shall measure obligations as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the reporting entity expects to pay on behalf of its co-obligors. The guidance also requires an entity to disclose the nature and amount of the obligation as well as other information about those obligations. The guidance is effective for annual and interim periods beginning after December 15, 2013, with early adoption permitted. We do not expect our adoption of this guidance in the first quarter of 2014 to have a significant effect on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.

Discontinued_Operations

Discontinued Operations	9 Months Ended
	Sep. 30, 2013
Discontinued Operations And Disposal Groups [Abstract]	'
Discontinued Operations	'
	NOTE 2—DISCONTINUED OPERATIONS
	Shutdown of Mortgage Origination Operations of our Wholesale Mortgage Banking Unit
	In the third quarter of 2007, we closed the mortgage origination operations of our wholesale mortgage banking unit, GreenPoint Mortgage Funding Inc. (“GreenPoint”), which we acquired in December 2006 as part of the North Fork acquisition. The results of the wholesale banking unit have been accounted for as a discontinued operation and are therefore not included in our results from continuing operations for the three and nine months ended September 30, 2013 and 2012. We have no significant continuing involvement in these operations.
	The following table summarizes the results from discontinued operations related to the closure of the mortgage origination operations of out wholesale mortgage banking unit:
	Table 2.1: Results of Discontinued Operations
		Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)	2013			2012			2013			2012
	Non-interest expense, net	$	(20	)	$	(16	)	$	(335	)	$	(337	)
	Loss from discontinued operations before taxes		(20	)		(16	)		(335	)		(337	)
	Income tax benefit		(7	)		(6	)		(125	)		(125	)
	Loss from discontinued operations	$	(13	)	$	(10	)	$	(210	)	$	(212	)
	The loss from discontinued operations includes an expense of $9 million ($6 million, net of tax) for the third quarter of 2013 and $303 million ($190 million, net of tax) and $307 million ($194 million, net of tax) for the first nine months of 2013 and 2012, respectively, attributable to provisions for mortgage loan repurchase losses related to representations and warranties provided on loans previously sold to third parties by the wholesale mortgage banking unit. See “Note 14—Commitments, Contingencies and Guarantees” for further details.
	The discontinued mortgage origination operations of our wholesale mortgage banking unit had remaining assets, which consisted primarily of income tax assets, of $315 million and $309 million as of September 30, 2013 and December 31, 2012, respectively. Liabilities, which primarily consisted of reserves for representations and warranties on loans previously sold to third parties, totaled $935 million and $644 million as of September 30, 2013 and December 31, 2012, respectively.

Investment_Securities

Investment Securities	9 Months Ended
	Sep. 30, 2013
Investments Debt And Equity Securities [Abstract]	'
Investment Securities	'
	NOTE 3—INVESTMENT SECURITIES
	Our investment portfolio consisted primarily of the following: U.S. Treasury debt, U.S. agency debt and corporate debt securities guaranteed by U.S. government agencies; agency and non-agency mortgage-backed securities (“MBS”); other asset-backed securities and other investments. The carrying value of our investments in U.S. Treasury, agency securities and other securities guaranteed by the U.S. government or agencies of the U.S. government represented 76% and 77% of our total investment securities as of September 30, 2013, and December 31, 2012, respectively.
	Our investment security portfolio includes securities available for sale as well as securities held to maturity. We reported securities available for sale in our condensed consolidated balance sheets at fair value with unrealized gains and losses recorded, net of tax, as a component of accumulated other comprehensive income (“AOCI”). We report securities held to maturity on our consolidated balance sheets at carrying value. Carrying value is amortized cost, includes any unamortized unrealized gains and losses recognized in AOCI prior to reclassifying the securities from securities available for sale to securities held to maturity. Investment securities transferred into the held to maturity category from the available for sale category are recorded at fair value at the date of transfer. The unrealized holding gain or loss at the date of transfer is retained in AOCI and in the carrying value of the securities held to maturity. Such unrealized gains/(losses) are accreted over the remaining life of the security with no impact on future net income.
	In the third quarter of 2013, we transferred securities with a fair value of $18.3 billion on the date of transfer, from securities available for sale to securities held to maturity. We transferred these securities to held to maturity to reduce the impact of price volatility on accumulated other comprehensive income and in consideration of potential changes to regulatory capital requirements under the final Basel III capital standards. The securities included net pre-tax unrealized losses of $1.5 billion at the date of transfer.
	Table 3.1 Overview of Investment Portfolio
	(Dollars in millions)		September 30, 2013			December 31, 2012
	Securities available for sale, at fair value		$	43,132		$	63,979
	Securities held to maturity, at carrying value			18,276			9
	Total investments		$	61,408		$	63,988
	Table 3.2 Investment Securities Available for Sale
			September 30, 2013
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	834		$	3		$	0		$	837
	U.S. agency debt obligations(2)			1			0			0			1
	Corporate debt securities guaranteed by U.S. government			1,311			1			(40	)		1,272
	agencies(3)
	Residential mortgage-backed securities (“RMBS”):
	Agency(4)			22,009			282			(230	)		22,061
	Non-agency			3,277			373			(27	)		3,623
	Total RMBS			25,286			655			(257	)		25,684
	Commercial mortgage-backed securities (“CMBS”):
	Agency(4)			4,130			27			(60	)		4,097
	Non-agency			1,697			19			(55	)		1,661
	Total CMBS			5,827			46			(115	)		5,758
	Other asset-backed securities (“ABS”)(5)			7,642			48			(34	)		7,656
	Other securities(6)			1,951			21			(48	)		1,924
	Total investment securities available for sale		$	42,852		$	774		$	(494	)	$	43,132
			December 31, 2012
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	1,548		$	4		$	0		$	1,552
	U.S. agency debt obligations(2)			301			2			(1	)		302
	Corporate debt securities guaranteed by U.S. government agencies(3)			1,003			10			(1	)		1,012
	Residential mortgage-backed securities (“RMBS”):
	Agency(4)			39,408			652			(58	)		40,002
	Non-agency			3,607			312			(48	)		3,871
	Total RMBS			43,015			964			(106	)		43,873
	Commercial mortgage-backed securities (“CMBS”):
	Agency(4)			6,045			103			(4	)		6,144
	Non-agency			1,425			62			(2	)		1,485
	Total CMBS			7,470			165			(6	)		7,629
	Other asset-backed securities (“ABS”)(5)			8,393			70			(5	)		8,458
	Other securities(6)			1,120			34			(1	)		1,153
	Total investment securities available for sale		$	62,850		$	1,249		$	(120	)	$	63,979
	(1)	Includes cumulative non-credit other-than-temporary (“OTTI”) losses recorded in AOCI. We have $20 million and $38 million of non-credit OTTI losses related to non-agency RMBS as of September 30, 2013 and December 31, 2012, respectively.
	-2	Includes debt securities issued by Fannie Mae, Freddie Mac, and the Department of Housing and Urban Development.
	-3	Consists of corporate debt securities guaranteed by other U.S. government agencies, such as the Export-Import Bank of the United States.
	-4	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
	-5	The other asset-backed securities portfolio was collateralized by approximately 66% credit card loans, 15% auto dealer floor plan inventory loans and leases, 6% auto loans, 4% equipment loans, 1% student loans and 8% of other assets as of September 30, 2013. In comparison, the distribution was approximately 64% credit card loans, 18% auto dealer floor plan inventory loans and leases, 6% auto loans, 5% equipment loans, 1% student loans, 2% commercial paper and 4% of other assets as of December 31, 2012. Approximately 87% of the securities in our other asset-backed security portfolio were rated AAA or its equivalent as of September 30, 2013, compared with 82% as of December 31, 2012.
	(6)	Includes foreign government/agency bonds, covered bonds, corporate securities, municipal securities and equity investments primarily related to activities under the Community Reinvestment Act (“CRA”).
	Table 3.3 Investment Securities Held to Maturity
			September 30, 2013
	(Dollars in millions)		Amortized			Unrealized			Carrying			Gross			Gross			Fair
			Cost			Losses			Value			Unrealized			Unrealized			Value
						Recorded						Gains			Losses
						in AOCI(1)
	Investment securities held to maturity:
	Residential mortgage-backed securities (“RMBS”):
Agency(2)		$	18,053		$	(1,331	)	$	16,722		$	355		$	(2	)	$	17,075
Commercial mortgage-backed securities (“CMBS”):
Agency(2)			1,688			(134	)		1,554			33			0			1,587
Total investment securities held to maturity		$	19,741		$	(1,465	)	$	18,276		$	388		$	(2	)	$	18,662
		December 31, 2012
(Dollars in millions)		Amortized			Unrealized			Carrying			Gross			Gross			Fair
		Cost			Losses			Value			Unrealized			Unrealized			Value
					Recorded						Gains			Losses
					in AOCI(1)
Investment securities held to maturity:
Other asset-backed securities (“ABS”)		$	9		$	0		$	9		$	0		$	0		$	9
Total investment securities held to maturity		$	9		$	0		$	9		$	0		$	0		$	9
(1)	Represents the unrealized holding gain or loss at the date of transfer from available for sale to held to maturity, net of any accretion.
(2)	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
Investment Securities in a Gross Unrealized Loss Position
The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of September 30, 2013 and December 31, 2012.
Table 3.4: Securities in Unrealized Loss Position
		September 30, 2013
		Less than 12 Months						12 Months or Longer						Total
(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
					Unrealized						Unrealized						Unrealized
					Losses						Losses						Losses
Investment securities available for sale:
U.S. agency debt obligations(1)		$	0		$	0		$	0		$	0		$	0		$	0
Corporate debt securities guaranteed by U.S. government agencies(2)			1,151			(40	)		0			0			1,151			(40	)
RMBS:
Agency(3)			9,461			(225	)		499			(5	)		9,960			(230	)
Non-agency			244			(15	)		343			(12	)		587			(27	)
Total RMBS			9,705			(240	)		842			(17	)		10,547			(257	)
CMBS:
Agency(3)			2,745			(59	)		35			(1	)		2,780			(60	)
Non-agency			1,119			(55	)		0			0			1,119			(55	)
Total CMBS			3,864			(114	)		35			(1	)		3,899			(115	)
Other ABS			3,155			(31	)		251			(3	)		3,406			(34	)
Other securities			1,134			(47	)		26			(1	)		1,160			(48	)
Total investment securities available for sale in a gross unrealized loss position		$	19,009		$	(472	)	$	1,154		$	(22	)	$	20,163		$	(494	)
		December 31, 2012
		Less than 12 Months						12 Months or Longer						Total
(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
					Unrealized						Unrealized						Unrealized
					Losses						Losses						Losses
Investment securities available for sale:
U.S. agency debt obligations(1)		$	199		$	(1	)	$	0		$	0		$	199		$	(1	)
Corporate debt securities guaranteed by U.S. government agencies(2)			172			(1	)		0			0			172			(1	)
RMBS:
Agency(3)			8,720			(46	)		884			(12	)		9,604			(58	)
Non-agency			196			(19	)		471			(29	)		667			(48	)
Total RMBS			8,916			(65	)		1,355			(41	)		10,271			(106	)
CMBS:
Agency(3)			1,009			(4	)		0			0			1,009			(4	)
Non-agency			201			(2	)		0			0			201			(2	)
Total CMBS			1,210			(6	)		0			0			1,210			(6	)
Other ABS			1,102			(4	)		99			(1	)		1,201			(5	)
Other securities			103			0			13			(1	)		116			(1	)
Total investment securities available for sale in a gross unrealized loss position		$	11,702		$	(77	)	$	1,467		$	(43	)	$	13,169		$	(120	)
-1	Includes debt securities issued by Fannie Mae, Freddie Mac, and the Department of Housing and Urban Development.
-2	Includes corporate debt securities guaranteed by other U.S. government agencies, such as the Export-Import Bank of the United States.
-3	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
As of September 30, 2013, our securities held to maturity had a fair value of $18.7 billion and unrealized losses of $1.5 billion. The unrealized losses related to our securities held to maturity have been in a loss position for less than 12 months as of September 30, 2013.
The gross unrealized losses on our securities available for sale of $494 million as of September 30, 2013 relate to 898 individual securities. The gross unrealized losses on our available-for-sale securities investment of $120 million as of December 31, 2012 relate to 532 individual securities. Our investments in non-agency MBS, non-agency asset-backed securities, and other securities accounted for $164 million, or 33%, of total gross unrealized losses as of September 30, 2013. Of the $494 million gross unrealized losses as of September 30, 2013, $22 million related to investment securities that had been in a loss position for 12 months or longer. As discussed in more detail below, we conduct periodic reviews of all investment securities with unrealized losses to assess whether the impairment is other-than-temporary. Based on our assessments, we have recorded OTTI for a portion of our non-agency residential MBS, which is discussed in more detail in the “Other-Than-Temporary Impairment” section of this footnote.
Maturities and Yields of Investment Securities
The following tables summarizes the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of September 30, 2013:
Table 3.5: Contractual Maturities of Securities Available for Sale
(Dollars in millions)		September 30, 2013
Investment securities available for sale		Amortized Cost			Fair Value
Due in 1 year or less		$	2,064		$	2,067
Due after 1 year through 5 years			6,230			6,238
Due after 5 years through 10 years			4,271			4,204
Due after 10 years(1)			30,287			30,623
Total		$	42,852		$	43,132
-1	Investments with no stated maturities, which consist of equity securities, are included with contractual maturities due after 10 years.
Table 3.6: Contractual Maturities of Securities Held to Maturity
(Dollars in millions)		September 30, 2013
Investment securities held to maturity		Carrying Value			Fair Value
Due in 1 year or less		$	0		$	0
Due after 1 year through 5 years			0			0
Due after 5 years through 10 years			1,045			1,071
Due after 10 years			17,231			17,591
Total		$	18,276		$	18,662
Because borrowers may have the right to call or prepay certain obligations, the expected maturities of our securities are likely to differ from the scheduled contractual maturities presented above. The table below summarizes, by major security type, the expected maturities and the weighted average yields of our investment securities as of September 30, 2013.
Table 3.7: Expected Maturities and Weighted Average Yields of Securities
		September 30, 2013
		Due in 1 Year			Due > 1  Year			Due > 5  Years			Due > 10 Years			Total
		or Less			through			through
					5 Years			10 Years
(Dollars in millions)		Amount			Amount			Amount			Amount			Amount
Fair value of securities available for sale:
U.S. Treasury debt obligations		$	0		$	837		$	0		$	0		$	837
U.S. agency debt obligations(2)			1			0			0			0			1
Corporate debt securities guaranteed by U.S. government agencies(3)			0			228			1,030			14			1,272
RMBS:
Agency(4)			87			6,371			15,603			0			22,061
Non-agency			56			1,803			1,600			164			3,623
Total RMBS			143			8,174			17,203			164			25,684
CMBS:
Agency(4)			352			2,761			984			0			4,097
Non-agency			142			293			1,208			18			1,661
Total CMBS			494			3,054			2,192			18			5,758
Other ABS			1,949			4,773			818			116			7,656
Other securities(5)			531			484			787			122			1,924
Total securities available for sale			3,118			17,550			22,030			434			43,132
Amortized cost of securities available for sale		$	3,117		$	17,334		$	22,007		$	394		$	42,852
Weighted average yield for securities available for sale(1)			1.44	%		2.45	%		2.99	%		5.19	%		2.68	%
Carrying value of securities held to maturity:
RMBS:
Agency(4)		$	0		$	0		$	11,559		$	5,163		$	16,722
CMBS:
Agency(4)			0			402			1,144			8			1,554
Total securities held for maturity			0			402			12,703			5,171			18,276
Fair value of securities held to maturity		$	0		$	407		$	12,969		$	5,286		$	18,662
Weighted average yield for securities held to maturity(1)			0	%		2.11	%		2.34	%		2.71	%		2.44	%
-1	Yields are calculated based on the amortized cost of each security.
-2	Includes debt securities issued by Fannie Mae, Freddie Mac, and the Department of Housing and Urban Development.
-3	Includes corporate debt securities guaranteed by other U.S. government agencies, such as the Export-Import Bank of the United States.
-4	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
-5	Yields of tax-exempt securities are calculated on a fully taxable-equivalent (“FTE”) basis.
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 OTTI assessment is a subjective process which requires the careful use of judgments and assumptions. Accordingly, we consider a number of qualitative and quantitative criteria in our assessment, including the extent and duration of the impairment; recent 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 market conditions.
We assess and recognize OTTI in accordance with the accounting guidance for recognition and presentation of OTTI. Under this guidance, OTTI is recognized in earnings for debt securities that we intent to sell or we believe it is more-likely-than-not that we will be required to sell prior to recovery of the amortized cost basis. For those securities that we do not intend to sell or expect to be required to sell, credit-related impairment is recognized in earnings, with the 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 future cash flows, discounted based on the effective yield. The non-credit component represents the difference between the security’s fair value and the present value of expected future cash flows.
We recorded net OTTI in earnings totaling $11 million and $13 million for the three months ended September 30, 2013 and 2012, respectively, and $40 million for both of the nine months ended September 30, 2013 and 2012. We estimate the portion of losses attributable to credit using a discounted cash flow model and we estimate the expected cash flows from the underlying collateral using internal information to derive key assumptions. Our calculation takes into consideration security specific delinquencies, product specific delinquency roll rates and expected severities. Key assumptions used in estimating the expected cash flows include default rates, loss severity and prepayment rates. Assumptions used can vary widely based on the collateral underlying the securities and are influenced by factors such as collateral type, loan interest rate, geographical location of the borrower, and borrower characteristics.
We believe the $474 million gross unrealized losses as of September 30, 2013 related to securities available for sale for which we have not recognized OTTI are attributable to issuer specific credit spreads and changes in market interest rates and asset spreads. Therefore, we currently do not expect to incur credit losses related to these securities. In addition, we have no intent to sell these securities with unrealized losses, and it is not likely that we will be required to sell these securities prior to recovery of their amortized cost. Accordingly, we have concluded that the impairment on these securities is not other than temporary.
The table below presents activity for the three and nine months ended September 30, 2013 and 2012, related to the credit component of OTTI recognized in earnings on investment debt securities:
Table 3.8 Credit Impairment Rollforward
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
(Dollars in millions)		2013			2012			2013			2012
Credit loss component, beginning of period		$	149		$	95		$	120		$	68
Additions:
Initial credit impairment			3			6			14			16
Subsequent credit impairment			8			7			26			24
Total additions			11			13			40			40
Reductions:
Sales of credit-impaired securities			0			0			0			0
Total reductions			0			0			0			0
Credit loss component, end of period		$	160		$	108		$	160		$	108
AOCI Related to Securities
The table below presents for the three and nine months ended September 30, 2013 and 2012, the changes in AOCI related to our debt securities. The net unrealized gains and losses represent fair value adjustments recorded during the period. The net realized gains and losses reclassified from AOCI into earnings includes accretion of the unrealized losses on securities held to maturity into earnings.
Table 3.9: AOCI Related to Securities, Net of Tax
		Three Months Ended September 30,
		2013									2012
(Dollars in millions)		Available			Held to			Total			Available			Held to			Total
		for Sale			Maturity						for Sale			Maturity
Beginning balance AOCI related to securities		$	(517	)	$	0		$	(517	)	$	418		$	0		$	418
Net unrealized gains (losses)			(224	)		0			(224	)		327			0			327
Transfers from available for sale to held to maturity			916			(916	)		0			0			0			0
Net realized (gains) losses reclassified from AOCI into earnings(1)			0			1			1			(1	)		0			(1	)
Ending balance AOCI related to securities		$	175		$	(915	)	$	(740	)	$	744		$	0		$	744
		Nine Months Ended September 30,
		2013									2012
(Dollars in millions)		Available			Held to			Total			Available			Held to			Total
		for Sale			Maturity						for Sale			Maturity
Beginning balance AOCI related to securities		$	703		$	0		$	703		$	286		$	0		$	286
Unrealized gains (losses)			(1,442	)		0			(1,442	)		485			0			485
Transfers from available for sale to held to maturity			916			(916	)		0			0			0			0
Net realized (gains) losses reclassified from AOCI into earnings(1)			(2	)		1			(1	)		(27	)		0			(27	)
Ending balance AOCI related to securities			175			(915	)		(740	)		744			0			744
-1	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
Realized Gains and Losses on Securities
The following table presents the gross realized gains and losses on the sale and redemption of securities available for sale recognized in earnings for the three and nine months ended September 30, 2013 and 2012. The gross realized investment losses presented below exclude credit losses recognized in earnings attributable to OTTI. We also present the proceeds from the sale of securities available for sale for the periods presented. The investment securities we sold were predominantly agency MBS. We did not sell any investment securities that are held to maturity for the nine months ended September 30, 2013 and 2012.
Table 3.10: Realized Gains and Losses on Securities Available for Sale
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
(Dollars in millions)		2013			2012			2013			2012
Gross realized investment gains		$	0		$	2		$	6		$	51
Gross realized investment losses			0			(1	)		(3	)		(9	)
Net realized gains		$	0		$	1		$	3		$	42
Total proceeds from sales		$	35		$	16		$	1,355		$	14,274
Securities Pledged and Received
As part of our liquidity management strategy, we pledge securities to secure borrowings from counterparties including the Federal Home Loan Bank (“FHLB”) and the Federal Reserve Bank. We also pledge securities to secure trust and public deposits and for other purposes as required or permitted by law. We pledged securities available for sale with a fair value of $11.6 billion and $13.8 billion as of September 30, 2013 and December 31, 2012, respectively. We pledged securities held to maturity with a carrying value of $7.1 billion as of September 30, 2013, and we did not pledge any securities held to maturity as of December 31, 2012. All the securities pledged were primarily related to FHLB transactions and Public Fund deposits. We accepted pledges of securities with a fair value of $37 million and $238 million as of September 30, 2013 and December 31, 2012, respectively, primarily related to our derivative transactions.
Securities Acquired
Our investment portfolio includes certain securities acquired in the ING Direct acquisition and other securities we purchased that were deemed to be credit impaired as of the purchase date. In accordance with accounting guidance for purchased credit-impaired securities, we recorded these securities at fair value as of the purchase date and determined the contractually required payments due based on the total undiscounted amount of all uncollected principal and interest payments, adjusted for the effect of estimated prepayments. We then estimated the undiscounted cash flows we expect to collect. The difference between the contractually required payments due and the cash flows we expect to collect at acquisition, considering the impact of prepayments, is referred to as the nonaccretable difference. The nonaccretable difference, which is neither accreted into income nor recorded on our consolidated balance sheet, reflects estimated future credit losses expected to be incurred over the life of the security. The excess of cash flows expected to be collected over the estimated fair value of credit-impaired debt securities at acquisition is referred to as the accretable yield, which is accreted into interest income over the remaining life of the security using the effective interest method. Subsequent to acquisition, we complete quarterly evaluations of expected cash flows. Decreases in expected cash flows attributable to credit result in the recognition of other-than-temporary impairment. Increases in expected cash flows are recognized prospectively over the remaining life of the security as an adjustment to the accretable yield.
Outstanding Balance and Carrying Value of Acquired Securities
The table below presents the outstanding contractual balance and the carrying value of the acquired credit-impaired investment debt securities as of September 30, 2013.
Table 3.11: Outstanding Balance and Carrying Value of Acquired Securities
(Dollars in millions)		September 30,			December 31,
		2013			2012
Contractual principal and interest		$	4,882		$	5,242
Carrying value		$	2,865		$	2,887
Amortized Cost		$	2,491		$	2,585
Changes in Accretable Yield of Acquired Securities
The following table presents changes in the accretable yield related to the acquired credit-impaired debt securities:
Table 3.12: Changes in Accretable Yield of Acquired Securities
(Dollars in millions)		Purchased
		Credit-Impaired
		Securities
Accretable yield as of December 31, 2011		$	0
Additions from new acquisitions(1)			1,743
Accretion recognized in earnings			(202	)
Reductions due to disposals, transfers, and other non-credit related changes			0
Net reclassifications (to)/from nonaccretable difference			(29	)
Accretable yield as of December 31, 2012		$	1,512
Additions from new acquisitions			82
Accretion recognized in earnings			(184	)
Reductions due to disposals, transfers, and other non-credit related changes			1
Net reclassifications (to)/from nonaccretable difference			31
Accretable yield as of September 30, 2013		$	1,442
-1	Includes securities acquired in the ING Direct acquisition as well as other securities purchased.

Loans

Loans	9 Months Ended
	Sep. 30, 2013
Receivables [Abstract]	'
Loans	'
	NOTE 4—LOANS
	Loan Portfolio Composition
	Our total loan portfolio consists of loans held for investment, loans held for sale and loans held in our securitization. Our loan portfolio, by business segment, consists of credit card, consumer banking and commercial banking loans. Credit card loans consist of domestic and international credit card loans as well as installment loans. Consumer banking loans consist of auto, home, and retail banking loans. Commercial banking loans consist of commercial and multifamily real estate, commercial and industrial, and small-ticket commercial real estate loans.
	Loans Acquired in Business Acquisitions
	Our portfolio of loans held for investment includes loans acquired in the Chevy Chase Bank (“CCB”), ING Direct and 2012 U.S. card acquisitions. These loans were recorded at fair value as of the date of each acquisition.
	Acquired Loans Accounted for Based on Expected Cash Flows
	We use the term “acquired loans” to refer to a limited portion of the credit card loans acquired in the 2012 U.S. card acquisition and the substantial majority of consumer and commercial loans acquired in the ING Direct and CCB acquisitions, which are accounted for based on expected cash flows to be collected. Acquired loans accounted for based on expected cash flows to be collected was $30.1 billion as of September 30, 2013, compared with $37.1 billion as of December 31, 2012.
	We regularly update our estimate of the amount of expected principal and interest to be collected from these loans and evaluate the results on an aggregated pool basis for loans with common risk characteristics. Probable decreases in expected loan principal cash flows would trigger the recognition of impairment through our provision for credit losses. Probable and significant increases in expected cash flows would first reverse any previously recorded allowance for loan and lease losses established subsequent to acquisition, with any remaining increase in expected cash flows recognized prospectively in interest income over the remaining estimated life of the underlying loans. We reduced the allowance and provision for credit losses by $10 million for the three months ended September 30, 2013 and reduced the allowance and provision for credit losses by $25 million for the nine months ended September 30, 2013 related to certain pools of acquired loans. The cumulative impairment recognized on acquired loans totaled $32 million and $57 million as of September 30, 2013 and December 31, 2012, respectively. The credit performance of the remaining pools has generally been more favorable than expected, which has resulted in the reclassification of amounts from the nonaccretable difference to the accretable yield.
	Table 4.1 below presents the composition of our portfolio of loans held for investment, which includes restricted loans for securitization investors, as of September 30, 2013 and December 31, 2012.
	Table 4.1: Loan Portfolio Composition
	(Dollars in millions)		September 30,			December 31,
			2013			2012
	Credit Card business:
	Domestic credit card loans		$	69,538		$	82,328
	International credit card loans			8,031			8,614
	Total credit card loans			77,569			90,942
	Domestic installment loans			398			813
	Total credit card			77,967			91,755
	Consumer Banking business:
	Auto			30,803			27,123
	Home loan			36,817			44,100
	Other retail			3,665			3,904
	Total consumer banking			71,285			75,127
	Commercial Banking business:(1)
	Commercial and multifamily real estate			19,523			17,732
	Commercial and industrial			21,848			19,892
	Total commercial lending			41,371			37,624
	Small-ticket commercial real estate			1,028			1,196
	Total commercial banking			42,399			38,820
	Other:
	Other loans			163			187
	Total loans		$	191,814		$	205,889
	(1)	Includes construction loans and land development loans totaling $2.2 billion and $2.1 billion as of September 30, 2013 and December 31, 2012, respectively.
	On February 19, 2013, we announced our agreement with Best Buy Stores, L.P. (“Best Buy”) to end our contractual credit card relationship early and to sell the Best Buy loan portfolio of private label and co-branded credit card accounts that we acquired in the 2012 U.S. card acquisition to Citibank, N.A. (“Citibank”). We reclassified the assets subject to the sale agreement, which included loans of approximately $7 billion as of the date of the transfer, to the held for sale category from the held for investment category in the first quarter.
	We transferred the net assets subject to the sale agreement to the held for sale category upon meeting the pertinent criteria for this classification during the first quarter of 2013. The loan portfolio was transferred to held for sale based upon the carrying value of the loans, including the transfer of the allowance for loan losses. All other net assets subject to the sale agreement were transferred to held for sale at fair value less costs to sell. During the held for sale period, we continued to recognize interest and fee income on the transferred loans, and did not recognize any impacts from charge-offs and recoveries unless these net charge-offs exceeded the associated transferred allowance for loan losses. The amortization and accretion on the related intangibles ceased upon the transfer to the held for sale category. The sale of the portfolio to Citibank was completed on September 6, 2013. We recognized $19 million of lower of cost or market adjustments related to the portfolio assets. We had total loans held for sale of $180 million and $201 million as of September 30, 2013 and December 31, 2012, respectively.
	Credit Quality
	We closely monitor economic conditions and loan performance trends to manage and evaluate our exposure to credit risk. Trends in delinquency ratios are an indicator, among other considerations, of credit risk within our loan portfolios. The level of nonperforming assets represents another indicator of the potential for future credit losses. Accordingly, key metrics we track and use in evaluating the credit quality of our loan portfolio include delinquency and nonperforming asset rates, as well as charge-off rates and our internal risk ratings of larger balance, commercial loans.
	The following table summarizes the payment status of loans in our total loan portfolio, including an aging of delinquent loans, loans 90 days or more past due that continue to accrue interest and loans classified as nonperforming. We present the information below on the credit performance of our loan portfolio, by major loan category, including key metrics that we use in tracking changes in the credit quality of each of our loan portfolios. The delinquency aging includes all past due loans, both performing and nonperforming, as of September 30, 2013 and December 31, 2012.
	Loans 90 days or more past due totaled approximately $1.7 billion and $2.3 billion as of September 30, 2013 and December 31, 2012, respectively. Loans classified as nonperforming totaled $882 million and $1.1 billion as of September 30, 2013 and December 31, 2012, respectively.
	Table 4.2: Credit Quality
			September 30, 2013
	(Dollars in millions)		Current			30-59			60-89			³ 90			Total			Acquired			Total			³ 90 Days			Nonperforming
						Days			Days			Days			Delinquent			Loans			Loans			and			Loans(1)
															Loans									Accruing(1)
	Credit Card:
	Domestic credit card		$	67,440		$	812		$	549		$	1,062		$	2,423		$	73		$	69,936		$	1,062		$	0
	International credit card			7,647			147			90			147			384			0			8,031			98			93
	Total credit card			75,087			959			639			1,209			2,807			73			77,967			1,160			93
	Consumer Banking:
	Auto			28,708			1,351			585			153			2,089			6			30,803			0			153
	Home loan			6,853			56			28			236			320			29,644			36,817			0			374
	Retail banking			3,579			20			7			27			54			32			3,665			1			40
	Total consumer banking			39,140			1,427			620			416			2,463			29,682			71,285			1			567
	Commercial Banking:
	Commercial and multifamily real estate			19,280			81			5			55			141			102			19,523			5			70
	Commercial and industrial			21,599			21			2			38			61			188			21,848			1			116
	Total commercial lending			40,879			102			7			93			202			290			41,371			6			186
	Small-ticket commercial real estate			1,005			14			2			7			23			0			1,028			0			15
	Total commercial banking			41,884			116			9			100			225			290			42,399			6			201
	Other:
	Other loans			107			4			3			14			21			35			163			0			21
	Total		$	156,218		$	2,506		$	1,271		$	1,739		$	5,516		$	30,080		$	191,814		$	1,167		$	882
	% of Total loans			81.4	%		1.3	%		0.7	%		0.9	%		2.9	%		15.7	%		100	%		0.6	%		0.5	%
		December 31, 2012
(Dollars in millions)		Current			30-59			60-89			³ 90			Total			Acquired			Total			³ 90 Days			Nonperforming
					Days			Days			Days			Delinquent			Loans			Loans			and			Loans(1)
														Loans									Accruing(1)
Credit Card:
Domestic credit card		$	79,852		$	932		$	659		$	1,410		$	3,001		$	288		$	83,141		$	1,410		$	0
International credit card			8,227			145			89			153			387			0			8,614			100			100
Total credit card			88,079			1,077			748			1,563			3,388			288			91,755			1,510			100
Consumer Banking:
Auto			25,057			1,341			559			149			2,049			17			27,123			0			149
Home loan			7,317			63			29			288			380			36,403			44,100			0			422
Retail banking			3,789			26			10			45			81			34			3,904			1			71
Total consumer banking			36,163			1,430			598			482			2,510			36,454			75,127			1			642
Commercial Banking:
Commercial and multifamily real estate			17,357			64			77			107			248			127			17,732			2			137
Commercial and industrial			19,525			57			3			75			135			232			19,892			14			133
Total commercial lending			36,882			121			80			182			383			359			37,624			16			270
Small-ticket commercial real estate			1,153			28			9			6			43			0			1,196			0			12
Total commercial banking			38,035			149			89			188			426			359			38,820			16			282
Other:
Other loans			118			8			5			23			36			33			187			0			30
Total		$	162,395		$	2,664		$	1,440		$	2,256		$	6,360		$	37,134		$	205,889		$	1,527		$	1,054
% of Total loans			78.9	%		1.3	%		0.7	%		1.1	%		3.1	%		18	%		100	%		0.7	%		0.5	%
(1)	Acquired loans are excluded from loans reported as 90 days and accruing interest as well as nonperforming loans.
Credit Card
Our credit card loan portfolio is generally highly diversified across millions of accounts and multiple geographies without significant individual exposures. We therefore generally manage credit risk on a portfolio basis. The risk in our credit card portfolio is correlated with broad economic trends, such as unemployment rates, gross domestic product (“GDP”), and home values, as well as customer liquidity, which can have a material effect on credit performance. The primary factors we assess in monitoring the credit quality and risk of our credit card portfolio are delinquency and charge-off trends, including an analysis of the migration of loans between delinquency categories over time. The table below displays the geographic profile of our credit card loan portfolio and delinquency statistics as of as of September 30, 2013 and December 31, 2012. We also present comparative net charge-offs for the third quarter and first nine months of 2013 and 2012.
Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
		September 30, 2013
(Dollars in millions)		Loans			% of			Acquired			% of			Total			% of
					Total(1)			Loans			Total(1)						Total(1)
Domestic credit card and installment loans:
California		$	7,585			9.7	%	$	7			0	%	$	7,592			9.7	%
New York			5,060			6.5			7			0			5,067			6.5
Texas			4,757			6.1			5			0			4,762			6.1
Florida			4,086			5.2			4			0			4,090			5.2
Illinois			3,441			4.4			3			0			3,444			4.4
Pennsylvania			3,253			4.2			3			0			3,256			4.2
Ohio			2,811			3.6			3			0			2,814			3.6
New Jersey			2,607			3.4			2			0			2,609			3.4
Michigan			2,478			3.2			2			0			2,480			3.2
Other			33,785			43.3			37			0.1			33,822			43.4
Total domestic credit card and installment loans			69,863			89.6			73			0.1			69,936			89.7
International credit card:
United Kingdom			3,447			4.4			0			0			3,447			4.4
Canada			4,584			5.9			0			0			4,584			5.9
Total international credit card			8,031			10.3			0			0			8,031			10.3
Total credit card and installment loans		$	77,894			99.9	%	$	73			0.1	%	$	77,967			100	%
Selected credit metrics:
30+ day delinquencies(2)		$	2,786			3.57	%	$	21			0.03	%	$	2,807			3.6	%
90+ day delinquencies(2)			1,201			1.54			8			0.01			1,209			1.55
		December 31, 2012
(Dollars in millions)		Loans			% of			Acquired			% of			Total			% of
					Total(1)			Loans			Total(1)						Total(1)
Domestic credit card and installment loans:
California		$	9,245			10	%	$	31			0.1	%	$	9,276			10.1	%
Texas			5,910			6.5			23			0			5,933			6.5
New York			5,846			6.4			23			0			5,869			6.4
Florida			4,835			5.3			17			0			4,852			5.3
Illinois			4,100			4.5			15			0			4,115			4.5
Pennsylvania			3,861			4.2			14			0			3,875			4.2
Ohio			3,351			3.6			12			0			3,363			3.6
New Jersey			3,060			3.3			10			0			3,070			3.3
Michigan			2,917			3.2			11			0			2,928			3.2
Other			39,728			43.3			132			0.2			39,860			43.5
Total domestic credit card and installment loans			82,853			90.3			288			0.3			83,141			90.6
International credit card:
United Kingdom			3,678			4			0			0			3,678			4
Canada			4,936			5.4			0			0			4,936			5.4
Total international credit card			8,614			9.4			0			0			8,614			9.4
Total credit card and installment loans		$	91,467			99.7	%	$	288			0.3	%	$	91,755			100	%
Selected credit metrics:
30+ day delinquencies(2)		$	3,326			3.62	%	$	62			0.07	%	$	3,388			3.69	%
90+ day delinquencies(2)			1,530			1.67			33			0.03			1,563			1.7
(1)	Percentages by geographic region within the domestic and international credit card portfolios are calculated based on the total held-for- investment credit card loans as of the end of the reported period.
(2)	Delinquency rates calculated by dividing delinquent credit card loans by the total balance of credit card loans held for investment as of the end of the reported period.
Table 4.4: Credit Card: Net Charge-offs
		Three Months Ended September 30,												Nine Months Ended September 30,
		2013						2012						2013						2012
(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
Net charge-offs:
Domestic credit card		$	642			3.67	%	$	612			3.04	%	$	2,218			4.14	%	$	1,653			3.21	%
International credit card			92			4.71			101			4.95			288			4.79			328			5.32
Total(1)		$	734			3.78	%	$	713			3.22	%	$	2,506			4.2	%	$	1,981			3.43	%
(1)	Calculated by dividing annualized net charge-offs by average credit card loans held for investment for the three and nine months ended September 30, 2013 and 2012.
The 30+ day delinquency rate for our entire credit card loan portfolio decreased to 3.60% as of September 30, 2013, from 3.69% as of December 31, 2012, reflecting underlying credit improvement trends.
Consumer Banking
Our consumer banking loan portfolio consists of auto, home loan and retail banking loans. Similar to our credit card loan portfolio, the risk in our consumer banking loan portfolio is correlated with broad economic trends, such as unemployment rates, GDP, and home values, as well as customer liquidity, all of which can have a material effect on credit performance. Delinquency, nonperforming loans and charge-off trends are key factors we assess in monitoring the credit quality and risk of our consumer banking loan portfolio. The table below displays the geographic profile of our consumer banking loan portfolio, including acquired loans. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio, excluding acquired loans, as of September 30, 2013 and December 31, 2012, and net charge-offs for the third quarter and first nine months of 2013 and 2012.
Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
(Dollars in millions)		September 30, 2013
		Loans						Acquired Loans						Total
		Loans			% of			Loans			% of			Loans			% of
					Total(1)						Total(1)						Total(1)
Auto:
Texas		$	4,624			6.5	%	$	0			0	%	$	4,624			6.5	%
California			3,159			4.4			0			0			3,159			4.4
Florida			1,949			2.7			0			0			1,949			2.7
Louisiana			1,663			2.3			0			0			1,663			2.3
Georgia			1,628			2.3			0			0			1,628			2.3
Illinois			1,244			1.8			0			0			1,244			1.8
Ohio			1,212			1.7			0			0			1,212			1.7
Other			15,318			21.5			6			0			15,324			21.5
Total auto			30,797			43.2			6			0			30,803			43.2
Home loan:
California			1,032			1.5			7,503			10.5			8,535			12
New York			1,539			2.2			1,322			1.9			2,861			4.1
Illinois			89			0.1			2,311			3.2			2,400			3.3
Maryland			413			0.6			1,568			2.2			1,981			2.8
New Jersey			366			0.5			1,460			2.1			1,826			2.6
Virginia			340			0.5			1,445			2			1,785			2.5
Florida			172			0.2			1,553			2.2			1,725			2.4
Other			3,222			4.5			12,482			17.5			15,704			22
Total home loan			7,173			10.1			29,644			41.6			36,817			51.7
Retail banking:
Louisiana			1,282			1.8			0			0			1,282			1.8
New York			859			1.2			0			0			859			1.2
Texas			780			1.1			0			0			780			1.1
New Jersey			271			0.4			0			0			271			0.4
Maryland			115			0.2			18			0			133			0.2
Virginia			85			0.1			10			0			95			0.1
California			38			0			0			0			38			0
Other			203			0.3			4			0			207			0.3
Total retail banking			3,633			5.1			32			0			3,665			5.1
Total consumer banking		$	41,603			58.4	%	$	29,682			41.6	%	$	71,285			100	%
		September 30, 2013
		Auto						Home Loan						Retail Banking						Total Consumer
																				Banking
(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
Credit performance:(2)
30+ day delinquencies		$	2,089			6.78	%	$	320			0.87	%	$	54			1.48	%	$	2,463			3.46	%
90+ day delinquencies			153			0.5			236			0.64			27			0.74			416			0.58
Nonperforming loans			153			0.5			374			1.01			40			1.1			567			0.79
		December 31, 2012
		Loans						Acquired Loans						Total
(Dollars in millions)		Loans			% of			Loans			% of			Loans			% of
					Total(1)						Total(1)						Total(1)
Auto:
Texas		$	4,317			5.7	%	$	0			0	%	$	4,317			5.7	%
California			2,676			3.6			0			0			2,676			3.6
Florida			1,621			2.1			0			0			1,621			2.1
Louisiana			1,504			2			0			0			1,504			2
Georgia			1,404			1.9			0			0			1,404			1.9
Illinois			1,134			1.5			0			0			1,134			1.5
Ohio			1,032			1.4			0			0			1,032			1.4
Other			13,418			17.8			17			0.1			13,435			17.9
Total auto			27,106			36			17			0.1			27,123			36.1
Home loan:
California			1,168			1.6			9,098			12.1			10,266			13.7
New York			1,678			2.2			1,598			2.1			3,276			4.3
Illinois			102			0.1			2,875			3.8			2,977			3.9
Maryland			403			0.5			1,878			2.5			2,281			3
New Jersey			402			0.5			1,717			2.3			2,119			2.8
Virginia			342			0.5			1,748			2.3			2,090			2.8
Florida			183			0.3			1,863			2.5			2,046			2.8
Other			3,419			4.6			15,626			20.8			19,045			25.4
Total home loan			7,697			10.3			36,403			48.4			44,100			58.7
Retail banking:
Louisiana			1,447			1.9			0			0			1,447			1.9
New York			864			1.2			0			0			864			1.2
Texas			844			1.1			0			0			844			1.1
New Jersey			312			0.4			0			0			312			0.4
Maryland			96			0.1			20			0.1			116			0.2
Virginia			78			0.1			9			0			87			0.1
California			47			0.1			0			0			47			0.1
Other			182			0.2			5			0			187			0.2
Total retail banking			3,870			5.1			34			0.1			3,904			5.2
Total consumer banking		$	38,673			51.4	%	$	36,454			48.6	%	$	75,127			100	%
		December 31, 2012
		Auto						Home Loan						Retail Banking						Total Consumer
																				Banking
(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
Credit performance:(2)
30+ day delinquencies		$	2,049			7.55	%	$	380			0.86	%	$	81			2.07	%	$	2,510			3.34	%
90+ day delinquencies			149			0.55			288			0.65			45			1.15			482			0.64
Nonperforming loans			149			0.55			422			0.96			71			1.82			642			0.85
(1)	Percentages by geographic region are calculated based on the total held-for-investment consumer banking loans as of the end of the reported period.
(2)	Credit performance statistics exclude acquired loans, which were recorded at fair value at acquisition. Although acquired loans may be contractually delinquent, we separately track these loans and do not include them in our delinquency and nonperforming loan statistics as the fair value recorded at acquisition included an estimate of credit losses expected to be realized over the remaining lives of the loans.
Table 4.6: Consumer Banking: Net Charge-offs
		Three Months Ended September 30,												Nine Months Ended September 30,
		2013						2012						2013						2012
(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
Net charge-offs:
Auto		$	152			2.01	%	$	115			1.79	%	$	366			1.69	%	$	262			1.44	%
Home Loan			5			0.06			32			0.28			13			0.04			59			0.19
Retail Banking			13			1.38			14			1.2			44			1.58			41			1.29
Total Consumer Banking(1)		$	170			0.95	%	$	161			0.83	%	$	423			0.77	%	$	362			0.69	%
(1)	Calculated by dividing annualized net charge-offs by average loans held for investment for the three and nine months ended September 30, 2013 and 2012.
Home Loan
Our home loan portfolio consists of both first-lien and second-lien residential mortgage loans. In evaluating the credit quality and risk of our home loan portfolio, we continually monitor a variety of mortgage loan characteristics that may affect the default experience on our overall home loan portfolio, such as vintage, geographic concentrations, lien priority and product type. Certain loan concentrations have experienced higher delinquency rates as a result of the significant decline in home prices since the home price peak in 2006 and the rise in unemployment. These loan concentrations include loans originated between 2006 and 2008 in an environment of decreasing home sales, broadly declining home prices and more relaxed underwriting standards and loans. The following table presents the distribution of our home loan portfolio as of September 30, 2013 and December 31, 2012, based on selected key risk characteristics.
Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
(Dollars in millions)		September 30, 2013
		Loans						Acquired Loans						Total Home Loans
		Amount			% of			Amount			% of			Amount			% of
					Total(1)						Total(1)						Total(1)
Origination year:
< =005		$	2,984			8.1	%	$	4,203			11.4	%	$	7,187			19.5	%
2006			546			1.5			2,555			6.9			3,101			8.4
2007			387			1			5,451			14.8			5,838			15.8
2008			219			0.6			4,311			11.7			4,530			12.3
2009			135			0.4			2,697			7.3			2,832			7.7
2010			149			0.4			4,510			12.3			4,659			12.7
2011			269			0.7			4,990			13.6			5,259			14.3
2012			1,982			5.4			849			2.3			2,831			7.7
2013			502			1.4			78			0.2			580			1.6
Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
Geographic concentration:(2)
California		$	1,032			2.8	%	$	7,503			20.4	%	$	8,535			23.2	%
New York			1,539			4.2			1,322			3.6			2,861			7.8
Illinois			89			0.2			2,311			6.3			2,400			6.5
Maryland			413			1.1			1,568			4.3			1,981			5.4
New Jersey			366			1			1,460			4			1,826			5
Virginia			340			0.9			1,445			3.9			1,785			4.8
Florida			172			0.5			1,553			4.2			1,725			4.7
Arizona			92			0.2			1,506			4.1			1,598			4.3
Washington			103			0.3			1,374			3.7			1,477			4
Louisiana			1,307			3.6			50			0.1			1,357			3.7
Other			1,720			4.7			9,552			25.9			11,272			30.6
Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
Lien type:
1st lien		$	6,085			16.5	%	$	29,210			79.3	%	$	35,295			95.8	%
2nd lien			1,088			3			434			1.2			1,522			4.2
Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
Interest rate type:
Fixed rate		$	2,438			6.6	%	$	3,582			9.7	%	$	6,020			16.3	%
Adjustable rate			4,735			12.9			26,062			70.8			30,797			83.7
Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
		December 31, 2012
		Loans						Acquired Loans						Total Home Loans
(Dollars in millions)		Amount			% of			Amount			% of			Amount			% of
					Total(1)						Total(1)						Total(1)
Origination year:
< =005		$	3,483			7.9	%	$	4,858			11	%	$	8,341			18.9	%
2006			621			1.4			2,865			6.5			3,486			7.9
2007			446			1			6,189			14			6,635			15
2008			257			0.6			5,210			11.8			5,467			12.4
2009			167			0.4			3,438			7.8			3,605			8.2
2010			188			0.4			6,024			13.7			6,212			14.1
2011			324			0.7			6,705			15.2			7,029			15.9
2012			2,211			5.1			1,114			2.5			3,325			7.6
Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
Geographic concentration:(2)
California		$	1,168			2.7	%	$	9,098			20.6	%	$	10,266			23.3	%
New York			1,678			3.8			1,598			3.6			3,276			7.4
Illinois			102			0.2			2,875			6.5			2,977			6.7
Maryland			403			0.9			1,878			4.3			2,281			5.2
New Jersey			402			0.9			1,717			3.9			2,119			4.8
Virginia			342			0.8			1,748			4			2,090			4.8
Florida			183			0.4			1,863			4.2			2,046			4.6
Arizona			95			0.2			1,828			4.1			1,923			4.3
Washington			113			0.3			1,766			4			1,879			4.3
Colorado			126			0.3			1,594			3.6			1,720			3.9
Other			3,085			7			10,438			23.7			13,523			30.7
Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
Lien type:
1st lien		$	6,502			14.8	%	$	35,905			81.4	%	$	42,407			96.2	%
2nd lien			1,195			2.7			498			1.1			1,693			3.8
Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
Interest rate type:
Fixed rate		$	2,534			5.8	%	$	4,037			9.1	%	$	6,571			14.9	%
Adjustable rate			5,163			11.7			32,366			73.4			37,529			85.1
Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
(1)	Percentages within each risk category calculated based on total held-for-investment home loans.
(2)	Represents the ten states in which we have the highest concentration of home loans.
Commercial Banking
We evaluate the credit risk of commercial loans individually and use a risk-rating system to determine the credit quality of our commercial loans. We assign internal risk ratings to loans based on relevant information about the ability of borrowers to service their debt. In determining the risk rating of a particular loan, among the factors considered are the borrower’s current financial condition, historical credit performance, projected future credit performance, prospects for support from financially responsible guarantors, the estimated realizable value of any collateral and current economic trends. The ratings scale based on our internal risk-rating system is as follows:
	•		Noncriticized: Loans that have not been designated as criticized, frequently referred to as “pass” loans.
	•		Criticized performing: Loans in which the financial condition of the obligor is stressed, affecting earnings, cash flows or collateral values. The borrower currently has adequate capacity to meet near-term obligations; however, the stress, left unabated, may result in deterioration of the repayment prospects at some future date.
	•		Criticized nonperforming: Loans that are not adequately protected by the current net worth and paying capacity of the obligor or the collateral pledged, if any. Loans classified as criticized nonperforming have a well-defined weakness, or weaknesses, which jeopardize the repayment of the debt. These loans are characterized by the distinct possibility that we will sustain a credit loss if the deficiencies are not corrected and are generally placed on nonaccrual status.
We use our internal risk-rating system for regulatory reporting, determining the frequency of review of the credit exposures and evaluation and determination of the allowance for commercial loans. Loans of $1 million or more designated as criticized performing and criticized nonperforming are reviewed quarterly by management for further deterioration or improvement to determine if they are appropriately classified/graded and whether impairment exists. Noncriticized loans greater than $1 million are specifically reviewed, at least annually, to determine the appropriate loan grading. In addition, during the renewal process of any loan or if a loan becomes past due, we evaluate the risk rating.
The following table presents the geographic distribution and internal risk ratings of our commercial loan portfolio as of September 30, 2013 and December 31, 2012.
Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
		September 30, 2013
(Dollars in millions)		Commercial			% of			Commercial			% of			Small-ticket			% of			Total			% of
		&			Total(1)			and			Total(1)			Commercial			Total(1)			Commercial			Total(1)
		Multifamily						Industrial						Real Estate
		Real Estate
Geographic concentration:(2)
Loans:
Northeast		$	13,849			70.9	%	$	5,619			25.7	%	$	619			60.2	%	$	20,087			47.4	%
Mid-Atlantic			1,865			9.6			1,318			6			36			3.5			3,219			7.6
South			2,321			11.9			9,998			45.8			62			6			12,381			29.2
Other			1,386			7.1			4,725			21.6			311			30.3			6,422			15.1
Loans			19,421			99.5			21,660			99.1			1,028			100			42,109			99.3
Acquired loans			102			0.5			188			0.9			0			0			290			0.7
Total		$	19,523			100	%	$	21,848			100	%	$	1,028			100	%	$	42,399			100	%
Internal risk rating:(3)
Loans:
Noncriticized		$	18,859			96.6	%	$	21,078			96.5	%	$	1,003			97.5	%	$	40,940			96.5	%
Criticized performing			492			2.5			466			2.1			10			1			968			2.3
Criticized nonperforming			70			0.4			116			0.5			15			1.5			201			0.5
Loans			19,421			99.5			21,660			99.1			1,028			100			42,109			99.3
Acquired loans:
Noncriticized			73			0.4			168			0.8			0			0			241			0.6
Criticized performing			29			0.1			20			0.1			0			0			49			0.1
Total acquired loans			102			0.5			188			0.9			0			0			290			0.7
Total		$	19,523			100	%	$	21,848			100	%	$	1,028			100	%	$	42,399			100	%
		December 31, 2012
(Dollars in millions)		Commercial			% of			Commercial			% of			Small-ticket			% of			Total			% of
		&			Total(1)			and			Total(1)			Commercial			Total(1)			Commercial			Total(1)
		Multifamily						Industrial						Real Estate
		Real Estate
Geographic concentration:(2)
Loans:
Northeast		$	13,299			75	%	$	5,460			27.4	%	$	723			60.5	%	$	19,482			50.2	%
Mid-Atlantic			1,398			7.9			1,149			5.8			47			3.9			2,594			6.7
South			2,055			11.6			9,182			46.2			72			6			11,309			29.1
Other			853			4.8			3,869			19.4			354			29.6			5,076			13.1
Loans			17,605			99.3			19,660			98.8			1,196			100			38,461			99.1
Acquired loans			127			0.7			232			1.2			0			0			359			0.9
Total		$	17,732			100	%	$	19,892			100	%	$	1,196			100	%	$	38,820			100	%
Internal risk rating:(3)
Loans:
Noncriticized		$	16,614			93.7	%	$	19,073			95.9	%	$	1,152			96.3	%	$	36,839			94.9	%
Criticized performing			853			4.8			454			2.3			33			2.8			1,340			3.5
Criticized nonperforming			138			0.8			133			0.6			11			0.9			282			0.7
Loans			17,605			99.3			19,660			98.8			1,196			100			38,461			99.1
Acquired loans:
Noncriticized			77			0.4			228			1.2			0			0			305			0.8
Criticized performing			50			0.3			4			0			0			0			54			0.1
Total acquired loans			127			0.7			232			1.2			0			0			359			0.9
Total		$	17,732			100	%	$	19,892			100	%	$	1,196			100	%	$	38,820			100	%
(1)	Percentages calculated based on total held-for-investment commercial loans in each respective loan category as of the end of the reported period.
-2	Northeast consists of CT, ME, MA, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DE, DC, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MS, MO, NC, SC, TN and TX.
(3)	Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset categories defined by banking regulatory authorities.
The following table presents information about our impaired loans, excluding acquired loans, which are reported separately and discussed below as of September 30, 2013 and December 31, 2012:
Table 4.9: Impaired Loans
		September 30, 2013
(Dollars in millions)		With an			Without			Total			Related			Net			Unpaid			Average			Interest
		Allowance			an			Recorded			Allowance			Recorded			Principal			Recorded			Income
					Allowance			Investment						Investment			Balance			Investment			Recognized
Credit card and installment loans:
Domestic credit card and installment loans		$	623		$	0		$	623		$	145		$	478		$	607		$	656		$	50
International credit card and installment loans			168			0			168			104			64			161			169			8
Total credit card and installment loans(1)			791			0			791			249			542			768			825			58
Consumer banking:
Auto			163			175			338			16			322			563			330			46
Home loan			217			0			217			17			200			255			184			5
Retail banking			68			23			91			18			73			233			94			2
Total consumer banking			448			198			646			51			595			1,051			608			53
Commercial banking:
Commercial and multifamily real estate			78			93			171			4			167			154			237			0
Commercial and industrial			108			99			207			15			192			267			227			1
Total commercial lending			186			192			378			19			359			421			464			1
Small-ticket commercial real estate			16			0			16			7			9			24			19			0
Total commercial banking			202			192			394			26			368			445			483			1
Total		$	1,441		$	390		$	1,831		$	326		$	1,505		$	2,264		$	1,916		$	112
		December 31, 2012
(Dollars in millions)		With an			Without			Total			Related			Net			Unpaid			Average			Interest
		Allowance			an			Recorded			Allowance			Recorded			Principal			Recorded			Income
					Allowance			Investment						Investment			Balance			Investment			Recognized
Credit card and installment loans:
Domestic credit card and installment loans		$	701		$	0		$	701		$	230		$	471		$	678		$	687		$	70
International credit card and installment loans			172			0			172			101			71			164			192			11
Total credit card and installment loans(1)			873			0			873			331			542			842			879			81
Consumer banking:
Auto			169			159			328			20			308			606			130			31
Home loan			145			0			145			13			132			167			120			4
Retail banking			61			35			96			7			89			118			88			3
Total consumer banking			375			194			569			40			529			891			338			38
Commercial banking:
Commercial and multifamily real estate			168			112			280			32			248			315			353			8
Commercial and industrial			152			92			244			22			222			277			227			6
Total commercial lending			320			204			524			54			470			592			580			14
Small-ticket commercial real estate			3			11			14			1			13			21			23			0
Total commercial banking			323			215			538			55			483			613			603			14
Total		$	1,571		$	409		$	1,980		$	426		$	1,554		$	2,346		$	1,820		$	133
(1)	Credit card and installment loans include finance charges and fees.
Troubled debt restructuring (“TDR”) loans accounted for $1.7 billion and $1.8 billion of impaired loans as of September 30, 2013 and December 31, 2012, respectively. Consumer TDR loans classified as performing totaled $996 million and $1.2 billion as of September 30, 2013 and December 31, 2012, respectively. Commercial TDR loans classified as performing totaled $193 million and $253 million as of September 30, 2013 and December 31, 2012, respectively.
As part of our loan modifications to borrowers experiencing financial difficulty, we may provide multiple concessions to minimize our economic loss and improve long-term loan performance and collectability. The following tables present the types, amounts and financial effects of loans modified and accounted for as troubled debt restructurings during the period:
Table 4.10: Troubled Debt Restructurings
					Three Months Ended September 30, 2013
					Reduced Interest Rate						Term Extension						Balance Reduction
(Dollars in millions)		Total			% of			Average			% of			Average			% of			Gross
		Loans			TDR			Rate			TDR			Term			TDR			Balance
		Modified(1)			Activity(2)(8)			Reduction(3)			Activity(4)(8)			Extension			Activity(6)(8)			Reduction(7)
														(Months)(5)
Credit card:
Domestic credit card		$	80			100	%		11.24	%		0	%		0			0	%	$	0
International credit card			46			100			25.26			0			0			0			0
Total credit card			126			100			16.34			0			0			0			0
Consumer banking:
Auto			73			32			1.04			54			9			45			30
Home loan			10			45			3.33			58			25			13			0
Retail banking			6			9			3.89			60			6			0			0
Total consumer banking			89			31			1.45			55			11			38			30
Commercial banking:
Commercial and multifamily real estate			18			67			1.74			54			43			0			0
Commercial and industrial			15			0			0			100			7			0			0
Total commercial lending			33			36			1.74			75			21			0			0
Small-ticket commercial real estate			4			0			0			0			0			0			0
Total commercial banking			37			32			1.74			67			21			0			0
Total		$	252			66	%		12.79	%		29	%		14			14	%	$	30
					Nine Months Ended September 30, 2013
					Reduced Interest Rate						Term Extension						Balance Reduction
(Dollars in millions)		Total			% of			Average			% of			Average			% of			Gross
		Loans			TDR			Rate			TDR			Term			TDR			Balance
		Modified(1)			Activity(2)(8)			Reduction(3)			Activity(4)(8)			Extension			Activity(6)(8)			Reduction(7)
														(Months)(5)
Credit card:
Domestic credit card		$	234			100	%		11.9	%		0	%		0			0	%	$	0
International credit card			144			100			24.89			0			0			0			0
Total credit card			378			100			16.85			0			0			0			0
Consumer banking:
Auto			196			31			1.53			54			9			45			79
Home loan			78			23			2.95			18			99			22			3
Retail banking			25			6			3.61			61			8			0			0
Total consumer banking			299			27			1.89			45			18			35			82
Commercial banking:
Commercial and multifamily real estate			50			24			1.74			76			16			0			0
Commercial and industrial			31			0			0			68			7			1			0
Total commercial lending			81			15			1.74			73			13			0			0
Small-ticket commercial real estate			5			0			0			0			0			0			0
Total commercial banking			86			14			1.74			69			13			0			0
Total		$	763			62	%		13.93	%		25	%		16			14	%	$	82
					Three Months Ended September 30, 2012
					Reduced Interest Rate						Term Extension						Balance Reduction
(Dollars in millions)		Total			% of			Average			% of TDR			Average			% of			Gross
		Loans			TDR			Rate			Activity(4)(8)			Term			TDR			Balance
		Modified(1)			Activity(2)(8)			Reduction(3)						Extension			Activity(6)(8)			Reduction(7)
														(Months)(5)
Credit card:
Domestic credit card		$	109			100	%		11.77	%		0	%		0			0	%	$	0
International credit card			51			99			24.38			0			0			0			0
Total credit card			160			100			15.82			0			0			0			0
Consumer banking:
Auto			213			73			10.62			76			17			89			143
Home loan			41			83			2.96			79			148			67			9
Retail banking			5			7			1.3			95			7			0			0
Total consumer banking			259			73			9.25			77			38			84			152
Commercial banking:
Commercial and multifamily real estate			1			0			0			100			24			0			0
Commercial and industrial			33			10			1.11			98			20			0			0
Total commercial lending			34			10			1.11			98			20			0			0
Small-ticket commercial real estate			0			0			0			0			0			0			0
Total commercial banking			34			10			1.11			98			20			0			0
Total		$	453			78	%		12.15	%		51	%		35			48	%	$	152
					Nine Months Ended September 30, 2012
					Reduced Interest Rate						Term Extension						Balance Reduction
(Dollars in millions)		Total			% of			Average			% of  TDR			Average			% of			Gross
		Loans			TDR			Rate			Activity(4)(8)			Term			TDR			Balance
		Modified(1)			Activity(2)(8)			Reduction(3)						Extension			Activity(6)(8)			Reduction(7)
														(Months)(5)
Credit card:
Domestic credit card		$	254			100	%		11.24	%		0	%		0			0	%	$	0
International credit card			166			99			24.17			0			0			0			0
Total credit card			420			100			15.39			0			0			0			0
Consumer banking:
Auto			258			73			9.07			80			15			74			143
Home loan			58			67			2.49			72			131			49			9
Retail banking			19			2			1.72			99			10			0			0
Total consumer banking			335			68			7.93			80			33			65			152
Commercial banking:
Commercial and multifamily real estate			29			16			1.72			100			10			0			0
Commercial and industrial			99			7			4.18			98			15			0			0
Total commercial lending			128			9			3.24			99			14			0			0
Small-ticket commercial real estate			0			0			0			0			0			0			0
Total commercial banking			128			9			3.24			99			14			0			0
Total		$	883			75	%		12.6	%		44	%		27			25	%	$	152
(1)	Represents total loans modified and accounted for as a TDR during the period. Paydowns, charge-offs and any other changes in the loan carrying value subsequent to the loan entering TDR status are not reflected.
(2)	Percentage of loans modified and accounted for as a TDR during the period that were granted a reduced interest rate.
(3)	Weighted average interest rate reduction for those loans that received an interest rate concession.
(4)	Percentage of loans modified and accounted for as a TDR during the period that were granted a maturity date extension.
(5)	Weighted average change in maturity date for those loans that received a maturity date extension.
(6)	Percentage of loans modified and accounted for as a TDR during the period that were granted forgiveness or forbearance of a portion of their balance.
(7)	Total amount represents the gross balance forgiven. For loans modified in bankruptcy, the gross balance reduction represents collateral value write downs associated with the discharge of the borrower’s obligations.
(8)	Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types.
TDR—Subsequent Payment Defaults of Completed TDR Modifications
The following table presents the type, number and amount of loans accounted for as TDRs that experienced a payment default during the period and had completed a modification event in the twelve months prior to the payment default. A payment default occurs if the loan is either 90 days or more delinquent or the loan has been charged-off as of the end of the period presented.
Table 4.11: TDR—Subsequent Payment Defaults
		Three Months Ended September 30, 2013						Nine Months Ended September 30, 2013
(Dollars in millions)		Number of			Total			Number of			Total
		Contracts			Loans			Contracts			Loans
Credit card:
Domestic credit card			10,114		$	16			28,957		$	53
International credit card(1)			12,641			36			35,769			104
Total credit card			22,755			52			64,726			157
Consumer banking:
Auto			2,321			17			7,178			49
Home loan			7			1			25			2
Retail banking			41			3			99			5
Total consumer banking			2,369			21			7,302			56
Commercial banking:
Commercial and multifamily real estate			3			4			10			15
Commercial and industrial			13			11			20			19
Total commercial lending			16			15			30			34
Small-ticket commercial real estate			0			0			1			0
Total commercial banking			16			15			31			34
Total			25,140		$	88			72,059		$	247
		Three Months Ended September 30, 2012						Nine Months Ended September 30, 2012
(Dollars in millions)		Number of			Total			Number of			Total
		Contracts			Loans			Contracts			Loans
Credit card:
Domestic credit card			12,314		$	22			30,484		$	61
International credit card(1)			11,903			40			36,956			127
Total credit card			24,217			62			67,440			188
Consumer banking:
Auto			1,121			10			2,986			27
Home loan			12			1			79			7
Retail banking			14			2			83			9
Total consumer banking			1,147			13			3,148			43
Commercial banking:
Commercial and multifamily real estate			0			0			5			8
Commercial and industrial			4			2			12			17
Total commercial lending			4			2			17			25
Small-ticket commercial real estate			0			0			3			2
Total commercial banking			4			2			20			27
Total			25,368		$	77			70,608		$	258
(1)	The regulatory regime in the U.K. requires U.K. credit card businesses to accept payment plan proposals even when the proposed payments are less than the contractual minimum amount. As a result, loans entering long-term TDR payment programs in the U.K. typically continue to age and ultimately charge-off even when fully in compliance with the TDR program terms.
Outstanding Balance and Carrying Value of Acquired Loans
The table below presents the outstanding contractual balance and the carrying value of loans from the CCB, ING Direct and 2012 U.S. card acquisitions accounted for based on expected cash flows as of September 30, 2013 and December 31, 2012. The table displays separately loans considered credit-impaired at acquisition and loans not considered credit-impaired at acquisition.
Table 4.12: Acquired Loans
		September 30, 2013									December 31, 2012
(Dollars in millions)		Total			Impaired			Non-			Total			Impaired			Non-
					Loans			Impaired						Loans			Impaired
								Loans									Loans
Contractual balance		$	32,266		$	5,318		$	26,948		$	39,321		$	6,195		$	33,126
Carrying value(1)		$	30,125		$	3,447		$	26,678		$	37,109		$	4,069		$	33,040
(1)	Includes $32 million and $57 million of cumulative impairment as of September 30, 2013 and December 31, 2012, respectively.
Changes in Accretable Yield
We decreased the allowance related to these loans by $10 million and $25 million for the three and nine months ended September 30, 2013, respectively. We recorded impairment benefit of $10 million through our provision for credit losses and increased the allowance by $31 million for the three months ended September 30, 2013 and 2012, respectively. We recorded an impairment benefit of $25 million and impairment increase of $42 million for the nine months ended September 30, 2013 and 2012, respectively. The cumulative impairment recognized on these acquired loans totaled $32 million and $57 million as of September 30, 2013 and December 31, 2012, respectively.
The following table presents changes in the accretable yield on loans related to the CCB, ING Direct, and 2012 U.S. card acquisitions:
Table 4.13: Changes in Accretable Yield on Acquired Loans
(Dollars in millions)		Total			Impaired			Non-
		Loans			Loans			Impaired
								Loans
Accretable yield as of December 31, 2011		$	1,752		$	1,566		$	186
Acquired loans accretable yield(1)			5,616			306			5,310
Accretion recognized in earnings			(1,316	)		(390	)		(926	)
Reclassifications from nonaccretable difference for loans with improving cash flows(2)(3)			860			448			412
Reductions in accretable yield for non-credit related changes in expected cash flows(4)			(704	)		(31	)		(673	)
Accretable yield as of December 31, 2012		$	6,208		$	1,899		$	4,309
Accretion recognized in earnings			(879	)		(313	)		(566	)
Reclassifications from nonaccretable difference for loans with improving cash flows(2)			883			538			345
Increases/(Reductions) in accretable yield for non-credit related changes in expected cash flows(4)			397			(25	)		422
Accretable yield as of September 30, 2013		$	6,609		$	2,099		$	4,510
(1)	Includes revised acquisition date accretable yield for ING Direct acquired loans.
(2)	Represents increases in accretable yields for those pools with increases that are primarily the result of improved credit performance.
(3)	Includes the implementation of the 2012 OCC update to the Bank Accounting Advisory Series, which requires write-down of performing consumer loans restructured in bankruptcy to collateral value. Includes reductions of $28 million and $44 million for purchased credit-impaired loans and non-impaired loans, respectively.
(4)	Represents changes in accretable yields for those pools with reductions that are driven primarily by changes in actual and estimated prepayments.
Unfunded Lending Commitments
We manage the potential risk in credit commitments by limiting the total amount of arrangements, both by individual customer and in total, by monitoring the size and maturity structure of these portfolios and by applying the same credit standards for all of our credit activities. Unused credit card lines available to our customers totaled $276.6 billion and $298.9 billion as of September 30, 2013 and December 31, 2012, respectively. While these amounts represented the total available 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.
In addition to available unused credit card lines, we enter into commitments to extend credit that are legally binding conditional agreements having fixed expirations or termination dates and specified interest rates and purposes. These commitments generally require customers to maintain certain credit standards. Collateral requirements and loan-to-value 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. The outstanding unfunded commitments to extend credit, other than credit card lines, were approximately $20.6 billion and $17.5 billion as of September 30, 2013 and December 31, 2012, respectively.
We maintain a reserve for unfunded loan commitments and letters of credit to absorb estimated probable losses related to these unfunded credit facilities in other liabilities on our consolidated balance sheets. See “Note 5— Allowance for Loan and Lease Losses” below for additional information.

Allowance_for_Loan_and_Lease_L

Allowance for Loan and Lease Losses	9 Months Ended
	Sep. 30, 2013
Text Block [Abstract]	'
Allowance for Loan and Lease Losses	'
	NOTE 5—ALLOWANCE FOR LOAN AND LEASE LOSSES
	We maintain an allowance for loan and lease losses that represents management’s best estimate of incurred loan and lease losses inherent in our held-for-investment portfolio as of each balance sheet date. We do not maintain an allowance for held-for-sale loans or acquired loans that are performing, in accordance with or better than our expectations, as of the date of acquisition, as the fair value of these loans already reflect a credit component.
	In addition to the allowance for loan and lease losses, we also estimate probable losses related to unfunded lending commitments, such as letters of credit, financial guarantees, and binding unfunded loan commitments. The provision for unfunded lending commitments is included in the provision for credit losses on our consolidated statements of income and the related reserve for unfunded lending commitments is included in other liabilities on our consolidated balance sheets.
	In the first quarter of 2013, we changed our process for estimating the allowance and reserve for unfunded lending commitments for our commercial loan portfolio. See “Note 5—Allowance for Loan and Lease Losses” in our Quarterly Report on Form 10-Q for the period ended March 31, 2013 for more information. These changes resulted in a net increase in the combined allowance and reserve for unfunded lending commitments of $37 million as of March 31, 2013 and a corresponding increase in the provision for credit losses of $37 million in the first quarter of 2013. The gross impact of these changes resulted in a decrease in the allowance of $2 million and an increase in the reserve for unfunded lending commitments of $39 million as of March 31, 2013. We do not expect these changes to have a material impact on our future allowance and reserve for unfunded lending commitments for our commercial loan portfolio.
	See “Note 1—Summary of Significant Accounting Policies” of our 2012 Form 10-K for further discussion on the methodologies and policies for determining our allowance for loan and lease losses for each of our loan portfolio segments.
	Allowance for Loan and Lease Losses Activity
	The allowance for loan and lease losses is increased through the provision for credit losses and reduced by net charge-offs. The provision for credit losses, which is charged to earnings, reflects credit losses we believe have been incurred and will eventually be reflected over time in our charge-offs. Charge-offs of uncollectible amounts are deducted from the allowance and subsequent recoveries are included. The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three months ended September 30, 2013 and 2012:
	Table 5.1: Allowance for Loan and Lease Losses
	(Dollars in millions)		Three Months Ended September 30, 2013
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of June 30, 2013		$	3,349		$	537		$	79		$	86		$	702		$	338		$	18		$	4,407		$	69		$	4,476
	Provision for credit losses			617			200			5			(3	)		202			11			(1	)		829			20			849
	Charge-offs			(1,036	)		(210	)		(6	)		(18	)		(234	)		(17	)		(7	)		(1,294	)		0			(1,294	)
	Recoveries			302			58			1			5			64			9			2			377			0			377
	Net charge-offs			(734	)		(152	)		(5	)		(13	)		(170	)		(8	)		(5	)		(917	)		0			(917	)
	Other changes(2)			13						(1	)		0			(1	)		0			2			14			0			14
	Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89		$	4,422
	(Dollars in millions)		Nine Months Ended September 30, 2013
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of December 31, 2012		$	3,979		$	486		$	113		$	112		$	711		$	433		$	33		$	5,156		$	35		$	5,191
	Provision for credit losses			2,073			464			(22	)		2			444			(73	)		(2	)		2,442			54			2,496
	Charge-offs			(3,479	)		(545	)		(18	)		(62	)		(625	)		(43	)		(22	)		(4,169	)		0			(4,169	)
	Recoveries			973			179			5			18			202			24			5			1,204			0			1,204
	Net charge-offs			(2,506	)		(366	)		(13	)		(44	)		(423	)		(19	)		(17	)		(2,965	)		0			(2,965	)
	Other changes(2)			(301	)		1			0			0			1			0			0			(300	)		0			(300	)
	Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89		$	4,422
	(Dollars in millions)		Three Months Ended September 30, 2012
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of June 30, 2012		$	3,750		$	447		$	87		$	135		$	669		$	535		$	44		$	4,998		$	51		$	5,049
	Provision for credit losses			892			138			64			1			203			(74	)		7			1,028			(14	)		1,014
	Charge-offs			(981	)		(166	)		(37	)		(18	)		(221	)		(9	)		(13	)		(1,224	)		0			(1,224	)
	Recoveries			268			51			5			4			60			8			1			337			0			337
	Net charge-offs			(713	)		(115	)		(32	)		(14	)		(161	)		(1	)		(12	)		(887	)		0			(887	)
	Other changes(2)			15			0			0			0			0			0			0			15			0			15
	Balance as of September 30, 2012		$	3,944		$	470		$	119		$	122		$	711		$	460		$	39		$	5,154		$	37		$	5,191
	(Dollars in millions)		Nine Months Ended September 30, 2012
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of December 31, 2011		$	2,847		$	391		$	98		$	163		$	652		$	715		$	36		$	4,250		$	66		$	4,316
	Provision for credit losses			3,062			341			80			0			421			(221	)		31			3,293			(29	)		3,264
	Charge-offs			(2,844	)		(428	)		(80	)		(58	)		(566	)		(69	)		(31	)		(3,510	)		0			(3,510	)
	Recoveries			863			166			21			17			204			35			3			1,105			0			1,105
	Net charge-offs			(1,981	)		(262	)		(59	)		(41	)		(362	)		(34	)		(28	)		(2,405	)		0			(2,405	)
	Other changes(2)			16			0			0			0			0			0			0			16			0			16
Balance as of September 30, 2012		$	3,944		$	470		$	119		$	122		$	711		$	460		$	39		$	5,154		$	37		$	5,191
(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
(2)	Consists of a reduction in the allowance of $289 million, which was attributable to Portfolio Sale, in the first nine months of 2013, and a foreign translation gain of $14 million and a foreign translation loss of $11 million in the third quarter and first nine months of 2013, respectively. Consists of a foreign translation gain of $15 million and $16 million for the third quarter and first nine months of 2012, respectively.
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 loan category and impairment methodology, and the recorded investment of the related loans as of September 30, 2013 and December 31, 2012:
Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
(Dollars in millions)		September 30, 2013
		Credit			Consumer									Total			Commercial			Other			Total
		Card			Auto			Home			Retail			Consumer
								Loan			Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated(1)		$	2,996		$	569		$	33		$	52		$	654		$	312		$	14		$	3,976
Asset-specific(2)			249			16			17			18			51			26			0			326
Acquired loans(3)			0			0			28			0			28			3			0			31
Total allowance for loan and lease losses		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333
Held-for-investment loans by impairment methodology:
Collectively evaluated(1)		$	77,103		$	30,459		$	6,957		$	3,542		$	40,958		$	41,714		$	129		$	159,904
Asset-specific(2)			791			338			217			91			646			394			0			1,831
Acquired loans(3)			73			6			29,643			32			29,681			291			34			30,079
Total held-for-investment loans		$	77,967		$	30,803		$	36,817		$	3,665		$	71,285		$	42,399		$	163		$	191,814
Allowance as a percentage of period-end held-for-investment loans			4.16	%		1.9	%		0.21	%		1.91	%		1.03	%		0.8	%		8.59	%		2.26	%
(Dollars in millions)		December 31, 2012
		Credit			Consumer									Total			Commercial			Other			Total
		Card			Auto			Home			Retail			Consumer
								Loan			Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated(1)		$	3,648		$	466		$	47		$	104		$	617		$	376		$	32		$	4,673
Asset-specific(2)			331			20			13			7			40			54			1			426
Acquired loans(3)			0			0			53			1			54			3			0			57
Total allowance for loan and lease losses		$	3,979		$	486		$	113		$	112		$	711		$	433		$	33		$	5,156
Held-for-investment loans by impairment methodology:
Collectively evaluated(1)		$	90,594		$	26,778		$	7,552		$	3,774		$	38,104		$	37,923		$	154		$	166,775
Asset-specific(2)			873			328			145			96			569			538			0			1,980
Acquired loans(3)			288			17			36,403			34			36,454			359			33			37,134
Total held-for-investment loans		$	91,755		$	27,123		$	44,100		$	3,904		$	75,127		$	38,820		$	187		$	205,889
Allowance as a percentage of period-end held-for-investment loans			4.34	%		1.79	%		0.26	%		2.87	%		0.95	%		1.12	%		17.65	%		2.5	%
(1)	The component of the allowance for credit card and other consumer loans that we collectively evaluate for impairment is based on a statistical calculation. The component of the allowance for commercial loans, which we collectively evaluate for impairment, is based on historical loss experience for loans with similar characteristics and consideration of credit quality supplemented by management judgment and interpretation.
(2)	The asset-specific component of the allowance for smaller-balance impaired loans is calculated on a pool basis using historical loss experience for the respective class of assets. The asset-specific component of the allowance for larger-balance commercial loans is individually calculated for each loan.
(3)	The acquired loans component of the allowance is accounted for based on expected cash flows. See “Note 4—Loans” for details on these loans.

Variable_Interest_Entities_and

Variable Interest Entities and Securitizations	9 Months Ended
	Sep. 30, 2013
Text Block [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. Historically, our primary involvement with VIEs has been related to our securitization transactions in which we transferred assets from our balance sheet to securitization trusts. These securitization trusts typically meet the definition of a VIE. We have generally securitized credit card loans, auto loans, home loans and installment loans, which have provided a source of funding for us and enabled us to transfer a certain portion of the economic risk of the loans or debt securities to third parties.
	The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and is required to consolidate the VIE. The vast majority of the VIEs in which we are involved have been consolidated in our financial statements.
	Summary of Consolidated and Unconsolidated VIEs
	The table below presents a summary of VIEs, aggregated based on VIEs with similar characteristics, in which we had continuing involvement or held a variable interest as of September 30, 2013 and December 31, 2012. We separately present information for consolidated and unconsolidated VIEs.
	For consolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets. The assets of consolidated VIEs primarily consist of cash and loans, which we report on our consolidated balance sheets under restricted cash and restricted loans, respectively, for securitization investors. The assets of a particular VIE are the primary source of funds to settle its obligations. The creditors of the VIEs typically do not have recourse to the general credit of our company. The liabilities primarily consist of debt securities issued by the VIEs, which we report under securitized debt obligations. For unconsolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets and our maximum exposure to loss. Our maximum exposure to loss is estimated based on the unlikely event that all of the assets in the VIEs became worthless and we were required to meet our maximum remaining funding obligations.
	Table 6.1: Carrying Amount of Consolidated and Unconsolidated VIEs
			September 30, 2013
			Consolidated				Unconsolidated
	(Dollars in millions)		Carrying		Carrying		Carrying			Carrying			Maximum
			Amount		Amount of		Amount			Amount of			Exposure to
			of Assets		Liabilities		of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(1)		$	39,837	$	11,850	$	0		$	0		$	0
	Home loan securitizations(2)			34		31		201			17			224
	Other asset securitizations(1)			0		0		0			0			0
	Total securitization-related VIEs			39,871		11,881		201			17			224
	Other VIEs:
	Affordable housing entities			0		0		2,887			420			2,887
	Entities that provide capital to low-income and rural communities			389		98		6			5			6
	Other			1		0		100			0			100
	Total other VIEs			390		98		2,993			425			2,993
	Total VIEs		$	40,261	$	11,979	$	3,194		$	442		$	3,217
			December 31, 2012
			Consolidated				Unconsolidated
	(Dollars in millions)		Carrying		Carrying		Carrying			Carrying			Maximum
			Amount		Amount of		Amount			Amount of			Exposure to
			of Assets		Liabilities		of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(1)		$	44,238	$	13,488	$	0		$	0		$	0
	Home loan securitizations(2)			41		38		212			17			237
	Other asset securitizations(1)			19		19		0			0			0
	Total securitization-related VIEs			44,298		13,545		212			17			237
	Other VIEs:
	Affordable housing entities			0		0		2,390			414			2,390
	Entities that provide capital to low-income and rural communities			375		88		6			4			6
	Other			1		0		201			86			201
	Total other VIEs			376		88		2,597			504			2,597
	Total VIEs		$	44,674	$	13,633	$	2,809		$	521		$	2,834
	(1)	Represents the gross assets and liabilities owned by the VIE, which includes seller’s interest and retained and repurchased notes held by other related parties.
	(2)	The carrying amount of assets of non-consolidated securitization-related VIEs consists of retained interests associated with the securitization of option-adjustable rate mortgage loans (“option-arms”) and letters of credit related to manufactured housing securitizations. These are reported on our consolidated balance sheets under other assets. The carrying amount of liabilities of non-consolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitization of manufactured housing loans.
	Securitization-related VIEs
	In a securitization transaction, assets from our balance sheet are transferred to a trust we establish, which typically meets the definition of a VIE. The trust then issues various forms of interests in those assets to investors. We typically receive cash proceeds and/or other interests in the securitization trust for the assets we transfer. If the transfer of the assets to an unconsolidated securitization trust qualifies as a sale, we remove the assets from our consolidated balance sheet and recognize a gain or loss on the transfer. Alternatively, if the transfer does not qualify as a sale but instead is considered a secured borrowing or the transfer of assets is to a consolidated VIE, the assets remain on our consolidated balance sheets and we record an offsetting liability for the proceeds received.
	Our continuing involvement in the majority of our securitization transactions consists primarily of holding certain retained interests and acting as the primary servicer. We have the option to repurchase receivables from the trust if the outstanding balance of the receivables falls to a level where the cost exceeds the benefits of servicing such receivables. In some cases, we are contractually required to exercise the repurchase option if the primary servicer fails to do so. We also may have exposure associated with contractual obligations to repurchase previously transferred loans due to breaches of representations and warranties. See “Note 14—Commitments, Contingencies and Guarantees” for information related to reserves we have established for our potential mortgage representation and warranty exposure.
	The table below presents the securitization-related VIEs in which we had continuing involvement as of September 30, 2013 and December 31, 2012:
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage				Mortgage
	(Dollars in millions)		Credit		Other		Option			GreenPoint			GreenPoint
			Card		Loan		Arm			HELOCs			Manufactured
													Housing
	September 30, 2013:
	Securities held by third-party investors		$	9,513	$	0	$	2,400		$	129		$	1,025
	Receivables in the trust			39,447		0		2,482			123			1,031
	Cash balance of spread or reserve accounts			3		0		8			N/A			147
	Retained interests			Yes		Yes		Yes			Yes			Yes
	Servicing retained			Yes		Yes		Yes	(1)		Yes	(1)		No	(2)
	Amortization event(3)			No		No		No			No			No
	December 31, 2012:
	Securities held by third-party investors		$	11,347	$	13	$	2,702		$	158		$	1,117
	Receivables in the trust			43,811		19		2,794			151			1,123
	Cash balance of spread or reserve accounts			0		0		8			0			164
	Retained interests			Yes		Yes		Yes			Yes			Yes
	Servicing retained			Yes		Yes		Yes	(1)		Yes	(1)		No	(2)
Amortization event(3)			No		No		No			Yes			No
(1)	We continue to service some of the outstanding balance of securitized mortgage receivables.
(2)	The core servicing activities for the manufactured housing securitizations are done by a third party.
(3)	Amortization events vary according to each specific trust agreement but generally are triggered by declines in performance or credit metrics such as charge-off rates or delinquency rates below certain predetermined thresholds. Generally, the occurrence of an amortization event changes the sequencing and amount of trust-related cash flows to the benefit of senior noteholders.
Non-Mortgage Securitizations
As of September 30, 2013 and December 31, 2012, we were deemed to be the primary beneficiary of all of our non-mortgage securitization trusts. Accordingly, all of these trusts have been consolidated in our financial statements. For additional information on our principal involvement with non-mortgage securitization trusts and the impact of the consolidation of these trusts on our financial statements, see “Note 1—Summary of Significant Accounting Policies” and “Note 7—Variable Interest Entities and Securitizations” of our 2012 Form 10-K.
Mortgage Securitizations
Option-ARM Loans
We had previously securitized option-ARM mortgage loans by transferring the mortgage loans to securitization trusts that had issued mortgage-backed securities to investors. The outstanding balance of debt securities held by third-party investors related to our mortgage loan securitization trusts was $2.4 billion and $2.7 billion as of September 30, 2013 and December 31, 2012, respectively.
We continue to service some of the outstanding balance of securitized mortgage receivables. We also retain rights to future cash flows arising from the receivables, the most significant being certificated interest-only bonds issued by the trusts. We generally estimate the fair value of these retained interests based on the estimated present value of expected future cash flows from securitized and sold receivables, using our best estimates of the key assumptions which include credit losses, prepayment speeds and discount rates commensurate with the risks involved. For the trusts that we continue to service, we do not consolidate these entities because we do not have the right to receive benefits that could potentially be significant nor the obligation to absorb losses that could potentially be significant to the trusts. For the remaining trusts, for which we no longer service the underlying mortgage loans, we do not consolidate these entities because we do not have the power to direct the activities that most significantly impact the economic performance of the trusts.
In connection with the securitization of certain option-ARM loans, a third party is obligated to advance a portion of any “negative amortization” resulting from monthly payments that are less than the interest accrued for that payment period. We have an agreement in place with the third party that mirrors this advance requirement. The amount advanced is tracked through mortgage-backed securities retained as part of the securitization transaction. As the borrowers make principal payments, these securities receive their net pro rata portion of those payments in cash and advances of negative amortization are refunded accordingly. As advances occur, we record an asset in the form of negative amortization bonds, which are held at fair value in other assets on our consolidated balance sheets. We have also entered into certain derivative contracts related to the securitization activities. These are classified as free standing derivatives, with fair value adjustments recorded in non-interest income. See “Note 9 —Derivative Instruments and Hedging Activities” for further details on these derivatives.
GreenPoint Mortgage HELOCs
Our discontinued wholesale mortgage banking unit, GreenPoint, previously sold home equity lines of credit in whole loan sales and subsequently acquired residual interests in certain trusts which securitized some of those loans. As the residual interest holder, GreenPoint is required to fund advances on the home equity lines of credit when certain performance triggers are met due to deterioration in asset performance. As of September 30, 2013 and December 31, 2012, we funded $29 million and $28 million in cumulative advances, respectively, which are generally expensed as funded due to the low likelihood of recovery. We also have unfunded commitments of $7 million and $8 million related to those interests for both our consolidated and non-consolidated VIEs as of September 30, 2013 and December 31, 2012, respectively. We were deemed to be the primary beneficiary, and have therefore consolidated, one of these trusts as of September 30, 2013 and December 31, 2012. We have not consolidated the remaining trusts because we either lack the power to direct the activities that most significantly impact the economic performance of the trust or because we do not have the right to receive benefits or the obligation to absorb losses that could potentially be significant to the trusts.
GreenPoint Mortgage Manufactured Housing
We retain the primary obligation for certain provisions of corporate guarantees, recourse sales and clean-up calls related to the discontinued manufactured housing operations of GreenPoint Credit LLC (“GPC”), which was sold to a third party in 2004. Although we are the primary obligor, recourse obligations related to former GPC whole loan sales, commitments to exercise mandatory clean-up calls on certain GPC securitization transactions and servicing were transferred to a third party in the sale transaction. We do not consolidate the trusts used for the securitization of manufactured housing loans because we do not have the power to direct the activities that most significantly impact the economic performance of the trusts since we no longer service the loans.
We were required to fund letters of credit in 2004 to cover losses and are obligated to fund future amounts under swap agreements for certain transactions. We have the right to receive any funds remaining in the letters of credit after the securities are released. The amount available under the letters of credit was $147 million and $164 million as of September 30, 2013 and December 31, 2012, respectively. The fair value of the expected residual balances on the funded letters of credit was $41 million and $50 million as of September 30, 2013 and December 31, 2012, respectively, and is included in other assets on the consolidated balance sheets.
The unpaid principal balance of manufactured housing securitization transactions where we are the residual interest holder was $1.0 billion and $1.1 billion as of September 30, 2013 and December 31, 2012, respectively. In the event the third party servicer does not fulfill on its obligation to exercise the clean-up calls on certain transactions, the option reverts to us and we would assume approximately $420 million of loans receivable upon our execution of the clean-up call with the requirement to absorb any losses on the loans receivable.
We monitor the underlying assets for trends in delinquencies and related losses and review the purchaser’s financial strength as well as servicing performance. These factors are considered in assessing the adequacy of the liabilities established for these obligations and the valuations of the assets.
Other VIEs
Affordable Housing Entities
As part of our community reinvestment initiatives, we invest in private investment funds that make equity investments in 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. 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. As of September 30, 2013 and December 31, 2012 our interests consisted of assets of approximately $2.9 billion and $2.4 billion, respectively. Our maximum exposure to these entities is limited to our variable interests in the entities and was $2.9 billion as of September 30, 2013. The creditors of the VIEs have no recourse to our general credit and we do not provide additional financial or other support during the period that we were not previously contractually required to provide. The total assets of the unconsolidated investment funds that were VIEs as of September 30, 2013 and December 31, 2012 were approximately $8.7 billion and $7.7 billion, 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 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 we do not consider VIEs. The assets of the VIEs that we consolidated as of September 30, 2013 and as of December 31, 2012 totaled approximately $389 million and $375 million, respectively. The assets of the consolidated VIEs are reflected on our consolidated balance sheets in cash, loans held for investment, interest receivable and other assets. The liabilities are reflected in other liabilities.
The total assets of the VIEs that we held an interest in but were not required to consolidate as of September 30, 2013 and December 31, 2012 totaled approximately $6 million. Our interests in these unconsolidated VIEs are reflected on our consolidated balance sheets in loans held for investment and other assets. Our maximum exposure to these entities is limited to our variable interest of $6 million as of September 30, 2013. The creditors of the VIEs have no recourse to our general credit. We have not provided additional financial or other support during the period that we were not previously contractually required to provide.
Other
We also have a variable interest in a trust that has a royalty interest in certain oil and gas properties. The activities of the trust are financed solely with debt. The total assets of the trust were $215 million and $255 million as of September 30, 2013 and December 31, 2012, respectively. We were not required to consolidate the trust because we do not have the power to direct the activities of the trust that most significantly impact the trust’s economic performance. Our retained interest in the trust, which totaled approximately $98 million and $114 million as of September 30, 2013 and December 31, 2012, respectively, is reflected on our consolidated balance sheets under loans held for investment. Our maximum exposure is limited to our variable interest of $98 million as of September 30, 2013. The creditors of the trust have no recourse to our general credit. We have not provided additional financial or other support during the period that we were not previously contractually required to provide.

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	9 Months Ended
	Sep. 30, 2013
Goodwill And Intangible Assets Disclosure [Abstract]	'
Goodwill and Other Intangible Assets	'
	NOTE 7—GOODWILL AND OTHER INTANGIBLE ASSETS
	The table below displays the components of goodwill and other intangible assets subject to amortization as of September 30, 2013 and December 31, 2012. Goodwill is presented separately on our consolidated balance sheets. Other intangible assets are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill and Other Intangible Assets
			September 30, 2013								December 31, 2012
	(Dollars in millions)		Gross			Accumulated			Net		Gross			Accumulated			Net
			Carrying			Amortization			Carrying		Carrying			Amortization			Carrying
			Value						Value		Value						Value
	Unamortized intangible assets:
	Goodwill		$	13,906			N/A		$	13,906	$	13,904			N/A		$	13,904
	Amortized intangible assets:
	Purchased credit card relationship intangibles(1)			2,125			(682	)		1,443		2,242			(378	)		1,864
	Core deposit intangibles			1,771			(1,402	)		369		1,771			(1,275	)		496
	Other(2)			329			(166	)		163		354			(143	)		211
	Total amortized intangible assets		$	4,225		$	(2,250	)	$	1,975	$	4,367		$	(1,796	)	$	2,571
	(1)	During the first quarter of 2013, purchased credit card relationship intangibles with a net carrying value of $89 million related to the Best Buy loan portfolio, which was acquired in the 2012 U.S. card acquisition, was reclassified from intangibles to held for sale. See “Note 4 —Loans” for further discussion of the Portfolio Sale, which closed during the third quarter of 2013.
	(2)	Consists of brokerage relationship intangibles, partnership and other contract intangibles, trademark/name intangibles and other intangibles.
	Amortization expense for amortized intangible assets, which is presented separately on our consolidated statements of income, totaled $161 million and $199 million for the three months ended September 30, 2013 and 2012, respectively and $505 million and $418 million for the nine months ended September 30, 2013 and 2012, respectively.
	The following table presents goodwill attributable to each of our business segments as of September 30, 2013 and December 31, 2012.
	Table 7.2: Goodwill Attributable to Business Segments
			Credit			Consumer			Commercial
	(Dollars in millions)		Card			Banking			Banking		Total
	Balance as of December 31, 2012		$	5,003		$	4,583		$	4,318	$	13,904
	Acquisitions			0			3			0		3
	Other adjustments			(1	)		0			0		(1	)
	Balance as of September 30, 2013		$	5,002		$	4,586		$	4,318	$	13,906

Deposits_and_Borrowings

Deposits and Borrowings	9 Months Ended
	Sep. 30, 2013
Text Block [Abstract]	'
Deposits and Borrowings	'
	NOTE 8—DEPOSITS AND BORROWINGS
	Customer Deposits
	Our customer deposits, which are our largest source of funding for our operations and asset growth, consist of non-interest bearing and interest-bearing deposits, including demand deposits, money market deposits, negotiable order of withdrawal (“NOW”) accounts, savings accounts and certificates of deposit.
	As of September 30, 2013, we had $184.6 billion in interest-bearing deposits, of which $3.6 billion represented large denomination certificates of $100,000 or more. As of December 31, 2012, we had $190.0 billion in interest-bearing deposits, of which $4.5 billion represents large denomination certificates of $100,000 or more.
	Securitized Debt Obligations
	Borrowings due to securitization investors decreased by $1.9 billion during the first nine months of 2013 to $9.5 billion as of September 30, 2013, from $11.4 billion as of December 31, 2012. The decrease is driven by maturities, paydowns, and repurchases of our securitization debt of $3.3 billion during the nine months ended September 30, 2013. These reductions were partially offset by the execution of $1.45 billion of credit card securitization transactions during the nine months ended September 30, 2013.
	Other Debt
	We filed a shelf registration statement with the U.S. Securities & Exchange Commission (“SEC”) on April 30, 2012, which will expire three years from the filing date, under which, from time to time, we may offer and sell an indeterminate aggregate amount of senior or subordinated debt securities, preferred stock, depository shares, common stock, purchase contracts, warrants and units. There is no limit under this shelf registration statement to the amount or number of such securities that we may offer and sell, subject to market conditions.
	Senior and Subordinated Notes
	As of September 30, 2013, we had $12.4 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $124 million. As of December 31, 2012, we had $12.7 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $857 million. In the first nine months of 2013, we issued $850 million of long-term senior unsecured debt. The offering of senior notes included $250 million of floating-rate debt due 2016 and $600 million of fixed-debt rate due 2018.
	In the first quarter of 2013, we exchanged $1.2 billion of outstanding 8.80% subordinated notes due 2019. The transaction involved offering current holders market value plus an exchange premium for these outstanding notes, which consideration was paid through a combination of $1.4 billion of new 3.375% subordinated notes due 2023 and cash of $209 million. In the second quarter of 2013, we exchanged $763 million of outstanding 6.75% senior notes due 2017. The transaction involved offering current holders market value plus an exchange premium for these outstanding notes, which consideration was paid through a combination of $839 million of new 3.5% senior notes due 2023 and cash of $88 million. Both exchanges were accounted for as a modification of debt.
	See “Note 9—Derivative Instruments and Hedging Activities” for information about our fair value hedging activities.
	Junior Subordinated Debentures
	In the first quarter of 2013 in connection with our redemption of our trust preferred securities, we redeemed our junior subordinated debt with an aggregate carrying value of $3.65 billion, resulting in a $65 million loss on extinguishment of debt.
	FHLB Advances
	In addition to issuance capacity under the shelf registration statement, we have access to other borrowing programs, including advances from the FHLB. Our FHLB membership is secured by our investment in FHLB stock which totaled $423 million and $1.3 billion as of September 30, 2013 and December 31, 2012, respectively, and is included in other assets on our consolidated balance sheets.
	We had outstanding FHLB advances, which were secured by our investment securities, residential home loans, multifamily loans, commercial real-estate loans and home equity lines of credit, totaling $8.2 billion and $20.9 billion as of September 30, 2013 and December 31, 2012, respectively.
	Composition of Customer Deposits, Short-term Borrowings and Long-term Debt
	The table below summarizes the components of our deposits, short-term borrowings and long-term debt as of September 30, 2013 and December 31, 2012. Our total short-term borrowings consist of federal funds purchased and securities loaned and sold under agreements to repurchase and other short-term borrowings with an original contractual maturity of one year or less. Our long-term debt consists of borrowings with an original contractual maturity of greater than one year. The amounts presented for outstanding borrowings include unamortized debt premiums and discounts, net of fair value hedge accounting adjustments.
	Table 8.1: Components of Customer Deposits, Short-term Borrowings and Long-term Debt
	(Dollars in millions)		September 30,		December 31,
			2013		2012
	Deposits:
	Non-interest bearing deposits		$	22,281	$	22,467
	Interest-bearing deposits			184,553		190,018
	Total deposits		$	206,834	$	212,485
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	1,686	$	1,248
	FHLB advances			7,201		19,900
	Total short-term borrowings		$	8,887	$	21,148
			September 30, 2013									December 31,
	(Dollars in millions)		Maturity		Interest		Weighted			Outstanding		2012
			Date		Rate		Average			Amount
							Interest Rate
	Long-term debt:
	Securitized debt obligations			2014 - 2030		0.22 - 6.40%		1.62	%	$	9,544	$	11,398
	Senior and subordinated notes:
	Fixed unsecured senior debt			2013 - 2023		1.00 - 7.38%		3.91	%		8,933		8,623
	Floating unsecured senior debt			2014 - 2016		0.70 - 1.42%		1.01	%		750		500
	Total unsecured senior debt							3.68	%		9,683		9,123
	Fixed unsecured subordinated debt			2014 - 2023		3.38 - 8.80%		4.98	%		2,712		3,563
	Total senior and subordinated notes										12,395		12,686
	Other long-term borrowings:
	Fixed junior subordinated debt			N/A		N/A		N/A			0		3,641
	FHLB advances			2013 - 2023		0.33 - 6.88%		0.76	%		1,019		1,037
	Total long-term debt									$	22,958	$	28,762
	Total short-term borrowings and long-term debt									$	31,845	$	49,910
	Components of Interest Expense
	The following table displays interest expense attributable to short-term borrowings and long-term debt for the three and nine months ended September 30, 2013 and 2012:
	Table 8.2: Components of Interest Expense
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
	(Dollars in millions)		2013		2012		2013			2012
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	0	$	0	$	1		$	1
	FHLB advances			6		4		22			8
	Total short-term borrowings			6		4		23			9
	Long-term debt:
	Securitized debt obligations(1)			42		64		143			213
	Senior and subordinated notes:(1)
	Unsecured senior debt			58		56		174			170
	Unsecured subordinated debt			18		29		66			90
	Total senior and subordinated notes			76		85		240			260
Other long-term borrowings:
Junior subordinated debt			0		79		1			236
FHLB advances			2		2		7			8
Other			3		3		9			7
Total long-term debt			123		233		400			724
Total short-term borrowings and long-term debt		$	129	$	237	$	423		$	733
(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed

Derivative Instruments and Hedging Activities	9 Months Ended
	Sep. 30, 2013
Derivative Instruments And Hedging Activities Disclosure [Abstract]	'
Derivative Instruments and Hedging Activities	'
	NOTE 9—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES
	Use of Derivatives
	We manage our asset/liability position and market risk exposure in accordance with prescribed risk management policies and limits established by our Market and Liquidity Risk Policy and approved by our Board of Directors. Our primary market risk stems from the impact on our earnings and economic value of equity from changes in interest rates, and to a lesser extent, changes in foreign exchange rates. We manage our interest rate sensitivity through several approaches, which include, but are not limited to, changing the maturity and re-pricing characteristics of various balance sheet categories and by entering into interest rate derivatives. Derivatives are also utilized to manage our exposure to changes in foreign exchange rates. Derivative instruments may be privately negotiated contracts, which are often referred to as over-the-counter (“OTC”) derivatives, or they may be listed and traded on an exchange. We execute our derivative contracts in both the OTC and exchange-traded derivative markets. In addition to interest rate swaps, we use a variety of other derivative instruments, including caps, floors, options, futures and forward contracts, to manage our interest rate and foreign currency risk. On a regular basis, we enter into customer-accommodation derivative transactions. We engage in these transactions as a service to our commercial banking customers to facilitate their risk management objectives. We typically offset the market risk exposure to our customer-accommodation derivatives through derivative transactions with other counterparties.
	Accounting for Derivatives
	We account for derivatives pursuant to the accounting standards for derivatives and hedging activities. The outstanding notional amount of our derivative contracts totaled $62.0 billion as of September 30, 2013, compared with $57.8 billion as of December 31, 2012. The notional amount provides an indication of the volume of our derivatives activity and is used as the basis on which interest and other payments are determined; however, it is generally not the amount exchanged. Derivatives are recorded at fair value in our consolidated balance sheets. The fair value of a derivative represents our estimate of the amount at which a derivative could be exchanged in an orderly transaction between market participants. We report derivatives in a gain position, or derivative assets, in our consolidated balance sheets as a component of other assets. We report derivatives in a loss position, or derivative liabilities, in our consolidated balance sheets as a component of other liabilities. We report derivative asset and liability amounts on a gross basis based on individual contracts, which does not take into consideration the effects of master netting agreements or collateral netting. The fair value of derivative assets and derivative liabilities reported in our consolidated balance sheets was $988 million and $587 million, respectively, as of September 30, 2013, compared with $1.8 billion and $400 million, respectively, as of December 31, 2012.
	Our derivatives are designated as either qualifying accounting hedges or free-standing derivatives. Free-standing derivatives consist of customer-accommodation derivatives and economic hedges that we enter into for risk management purposes that are not linked to specific assets or liabilities or to forecasted transactions and, therefore, do not qualify for hedge accounting. Qualifying accounting hedges are designated as fair value hedges or cash flow hedges.
		•		Fair Value Hedges: We designate derivatives as fair value hedges to manage our exposure to changes in the fair value of certain financial assets and liabilities, which fluctuate in value as a result of movements in interest rates. Changes in the fair value of derivatives designated as fair value hedges are recorded in earnings together with offsetting changes in the fair value of the hedged item and any resulting ineffectiveness. Our fair value hedges consist of interest rate swaps that are intended to modify our exposure to interest rate risk on various fixed rate liabilities.
		•		Cash Flow Hedges: We designate derivatives as cash flow hedges to manage our exposure to variability in cash flows related to forecasted transactions. Changes in the fair value of derivatives designated as cash flow hedges are recorded as a component of AOCI, to the extent that the hedge relationships are effective, and amounts are reclassified from AOCI to earnings as the forecasted transactions occur. To the extent that any ineffectiveness exists in the hedge relationships, the amounts are recorded in current period earnings. Our cash flow hedges consist of interest rate swaps that are intended to hedge the variability in interest payments on some of our variable rate assets through 2018. These hedges have the effect of converting some of our variable rate assets to a fixed rate. We also have entered into forward foreign currency derivative contracts to hedge our exposure to variability in cash flows related to foreign currency denominated intercompany borrowings.
		•		Free-Standing Derivatives: We use free-standing derivatives to hedge the risk of changes in the fair value of residential mortgage servicing rights (“MSRs”), mortgage loan origination and purchase commitments and other interests held. We also categorize our customer-accommodation derivatives and the related offsetting contracts as free-standing derivatives. Changes in the fair value of free-standing derivatives are recorded in earnings as a component of other non-interest income.
	Balance Sheet Presentation
	The following table summarizes the fair value and related outstanding notional amounts of derivative instruments reported in our consolidated balance sheets as of September 30, 2013 and December 31, 2012. The fair value amounts 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.
	Table 9.1: Derivative Assets and Liabilities at Fair Value
			September 30, 2013									December 31, 2012
			Notional or			Derivatives at Fair Value						Notional or			Derivatives at Fair Value
			Contractual									Contractual
	(Dollars in millions)		Amount			Assets			Liabilities			Amount			Assets			Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value interest rate contracts		$	14,970		$	336		$	129		$	15,902		$	1,020		$	0
	Cash flow interest rate contracts			14,525			16			110			13,025			116			14
	Total interest rate contracts			29,495			352			239			28,927			1,136			14
	Foreign exchange contracts:
	Cash flow foreign exchange contracts			4,515			15			60			5,212			18			40
	Total foreign exchange contracts			4,515			15			60			5,212			18			40
	Total derivatives designated as accounting hedges			34,010			367			299			34,139			1,154			54
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs			262			1			3			147			12			2
	Customer accommodation			23,126			399			201			18,900			479			273
	Other interest rate exposures			2,068			33			18			2,553			45			22
	Total interest rate contracts			25,456			433			222			21,600			536			297
	Foreign exchange contracts			1,398			183			46			1,372			158			46
	Other contracts			1,086			5			20			701			0			3
	Total derivatives not designated as accounting hedges			27,940			621			288			23,673			694			346
	Total derivatives		$	61,950		$	988		$	587		$	57,812		$	1,848		$	400
	Offsetting of Financial Assets and Liabilities
	We present our derivative assets and liabilities and repurchase agreements as gross amounts in our consolidated balance sheet. The following tables summarize gross and net information about our derivative transactions and repurchase agreements subject to legally enforceable master netting agreements and the corresponding collateral received or pledged.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
												Gross Amounts Not
												Offset in the Balance
												Sheet
	(Dollars in millions)		Gross			Gross			Net Amounts of			Financial			Collateral			Net
			Amounts  of			Amounts			Assets Presented			Instruments			Received			Amount
			Recognized			Offset  in the			in the Balance
			Assets			Balance			Sheet
						Sheet
	As of September 30, 2013
	Derivatives		$	988		$	0		$	988		$	(259	)	$	(326	)(1)	$	403	(2)
	Total		$	988		$	0		$	988		$	(259	)	$	(326	)	$	403
												Gross Amounts Not
												Offset in the Balance
												Sheet
	(Dollars in millions)		Gross			Gross			Net Amounts of			Financial			Collateral			Net
			Amounts  of			Amounts			Liabilities			Instruments			Pledged			Amount
			Recognized			Offset  in the			Presented in the
			Liabilities			Balance			Balance Sheet
						Sheet
	As of September 30, 2013
	Derivatives		$	587		$	0		$	587		$	(259	)	$	(144	)(1)	$	184	(2)
	Repurchase agreements			777			0			777			0			(777	)		0
	Total		$	1,364		$	0		$	1,364		$	(259	)	$	(921	)	$	184
												Gross Amounts Not
												Offset in the Balance
Sheet
(Dollars in millions)		Gross			Gross			Net Amounts of			Financial			Collateral			Net
		Amounts of			Amounts			Assets Presented			Instruments			Received			Amount
		Recognized			Offset in  the			in the Balance
		Assets			Balance			Sheet
					Sheet
As of December 31, 2012
Derivatives		$	1,848		$	0		$	1,848		$	(220	)	$	(1,160	)(1)	$	468
Total		$	1,848		$	0		$	1,848		$	(220	)	$	(1,160	)	$	468
											Gross Amounts Not
											Offset in the Balance
											Sheet
(Dollars in millions)		Gross			Gross			Net Amounts  of			Financial			Collateral			Net
		Amounts of			Amounts			Liabilities			Instruments			Pledged			Amount
		Recognized			Offset in  the			Presented in the
		Liabilities			Balance			Balance Sheet
					Sheet
As of December 31, 2012
Derivatives		$	400		$	0		$	400		$	(220	)	$	(98	)(1)	$	82	(2)
Repurchase agreements			1,235			0			1,235			0			(1,235	)		0
Total		$	1,635		$	0		$	1,635		$	(220	)	$	(1,333	)	$	82
-1	When we receive or pledge collateral, we factor in accrued interest when calculating net positions with counterparties.
-2	The majority of the net position relates to customer-accommodation derivatives. Customer-accommodation derivatives are cross-collateralized by the associated commercial loans and we do not require additional collateral on these transactions.
Under our existing enforceable master netting arrangements, we have the right to offset contracts with the same counterparty. Under these arrangements, either counterparty can request the net settlement of all contracts through a single payment upon default on or termination of any one contract.
Income Statement Presentation and AOCI
The following tables summarize the impact of derivatives and the related hedged items on our consolidated statements of income and AOCI.
Fair Value Hedges and Free-Standing Derivatives
The net gains (losses) recognized in earnings related to derivatives in fair value hedging relationships and free-standing derivatives are presented below for the three and nine months ended September 30, 2013 and 2012:
Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
(Dollars in millions)		2013			2012			2013			2012
Derivatives designated as accounting hedges(1):
Fair value interest rate contracts:
Gains (losses) recognized in earnings on derivatives		$	3		$	16		$	(409	)	$	95
Gains (losses) recognized in earnings on hedged items			(10	)		(36	)		380			(123	)
Net fair value hedge ineffectiveness gains (losses)			(7	)		(20	)		(29	)		(28	)
Derivatives not designated as accounting hedges(1):
Interest rate contracts covering:
MSRs			0			1			(8	)		4
Customer accommodation			6			11			31			29
Other interest rate exposures			4			(1	)		(5	)		(58	)
Total			10			11			18			(25	)
Foreign exchange contracts			0			(5	)		(4	)		(14	)
Other contracts(2)			(18	)		(3	)		(25	)		(6	)
Total gains (losses) on derivatives not designated as accounting hedges			(8	)		3			(11	)		(45	)
Net derivative gains (losses) recognized in earnings		$	(15	)	$	(17	)	$	(40	)	$	(73	)
-1	Amounts are recorded in our consolidated statements of income in other non-interest income.
(2)	Includes derivative instruments used to hedge mortgage pipeline and certain free-standing derivatives.
Cash Flow Hedges
The table below shows the net gains (losses) related to derivatives designated as cash flow hedges for the three and nine months ended September 30, 2013 and 2012:
Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
(Dollars in millions)		2013			2012			2013			2012
Gains (losses) recorded in AOCI:
Cash flow hedges:
Interest rate contracts		$	65		$	60		$	(82	)	$	121
Foreign exchange contracts			(6	)		(7	)		(16	)		(18	)
Net derivative gains (losses) recognized in AOCI		$	59		$	53		$	(98	)	$	103
Gains (losses) recorded in earnings:
Cash flow hedges:
Gains (losses) reclassified from AOCI into earnings:
Interest rate contracts(1)		$	14		$	12		$	40		$	32
Foreign exchange contracts(2)			(8	)		3			(17	)		(8	)
Subtotal			6			15			23			24
Gains (losses) recognized in earnings due to ineffectiveness:
Interest rate contracts(2)			1			0			0			0
Net derivative gains (losses) recognized in earnings		$	7		$	15		$	23		$	24
-1	Amounts reclassified are recorded in our consolidated statements of income in interest income or interest expense.
(2)	Amounts reclassified are recorded in our consolidated statements of income in other non-interest income.
We expect to reclassify net after-tax losses of $164 million recorded in AOCI as of September 30, 2013, related to derivatives designated as cash flow hedges to earnings over the next 12 months, which we expect to offset against the cash flows associated with the hedged forecasted transactions. The maximum length of time over which forecasted transactions were hedged was five years as of September 30, 2013. 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.
Credit Risk-Related Contingency Features
Certain of our derivative contracts include provisions requiring that our debt maintain a credit rating of investment grade or above by each of the major credit rating agencies. In the event of a downgrade of our debt credit rating below investment grade, some of our derivative counterparties would have the right to terminate the derivative contract and close-out the existing positions. Other derivative contracts include provisions that would, in the event of a downgrade of our debt credit rating below investment grade, allow our derivative counterparties to demand immediate and ongoing full overnight collateralization on derivative instruments in a net liability position. Certain of our derivative contracts may allow, in the event of a downgrade of our debt credit rating of any kind, our derivative counterparties to demand additional collateralization on such derivative instruments in a net liability position. The fair value of derivative instruments with credit-risk-related contingent features in a net liability position was $1 million and $7 million as of September 30, 2013 and December 31, 2012, respectively. We were required to post collateral totaling $144 million and $109 million as of September 30, 2013 and December 31, 2012, respectively, for our derivative transactions. If our debt credit rating had fallen below investment grade, we would have been required to post additional variation margin, which represents the impact of daily position mark-to-market calculations, of $1 million and $4 million as of September 30, 2013 and December 31, 2012, respectively. In addition, we would have been required to post independent margin of $67 million as of both September 30, 2013 and December 31, 2012, in compliance with the terms of certain of our swap agreements.
Derivative Counterparty Credit Risk
Derivative instruments contain an element of credit risk that arises from the potential failure of a counterparty to perform according to the contractual terms of the contract. Our exposure to derivative counterparty credit risk, at any point in time, is represented by the fair value of derivatives in a gain position, or derivative assets, assuming no recoveries of underlying collateral. To mitigate the risk of counterparty default, we maintain collateral agreements with certain derivative counterparties. These agreements typically require both parties to maintain collateral in the event the fair values of derivative financial instruments exceed established thresholds. We received cash collateral from derivatives counterparties totaling $288 million and $922 million as of September 30, 2013 and December 31, 2012, respectively. We also received securities from derivatives counterparties totaling $37 million and $238 million as of September 30, 2013 and December 31, 2012, respectively, which we have the ability to repledge.
We record counterparty credit risk valuation adjustments on our derivative assets to properly reflect the credit quality of the counterparty. We consider collateral and legally enforceable master netting agreements that mitigate our credit exposure to each counterparty in determining the counterparty credit risk valuation adjustment, which may be adjusted in future periods due to changes in the fair value of the derivative contract, collateral and creditworthiness of the counterparty. The cumulative counterparty credit risk valuation adjustment recorded on our consolidated balance sheets as a reduction in the derivative asset balance was $9 million as of both September 30, 2013 and December 31, 2012. We also adjust the fair value of our derivative liabilities to reflect the impact of our credit quality. We calculate this adjustment by comparing the spreads on our credit default swaps to the discount benchmark curve. The cumulative credit risk valuation adjustment related to our credit quality recorded on our consolidated balance sheets as a reduction in the derivative liability balance was $4 million and $1 million as of September 30, 2013 and December 31, 2012, respectively.
During the second quarter of 2013, it became mandatory for Capital One to clear certain categories of derivative transactions through a central clearinghouse. We anticipate our cleared derivatives notional and margin amounts outstanding to grow in the future and expect our bilateral OTC derivatives portfolio to shrink as additional categories of derivatives are mandated for clearing by the CFTC. As a result, over time, our counterparty credit risk is expected to shift from our bilateral counterparties and consolidate at central clearinghouses.

Stockholders_Equity

Stockholders' Equity	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Stockholders' Equity	'
	NOTE 10—STOCKHOLDERS’ EQUITY
	The following table presents the components of accumulated other comprehensive income as of September 30, 2013 and December 31, 2012, as well as the current period activity related to our other comprehensive income. AOCI is presented net of deferred tax of $500 million and $443 million, as of September 30, 2013 and December 31, 2012, respectively.
	Table 10.1: Accumulated Other Comprehensive Income
			Three Months Ended September 30, 2013
	(Dollars in millions)		Securities			Other-than-			Securities			Cash			Foreign			Other			Total
			Available			Temporary			Held to			Flow			Currency
			for Sale			Impairment			Maturity(1)			Hedges			Translation
															Adjustments
	AOCI as of June 30, 2013		$	(532	)	$	15		$	0		$	(129	)	$	(111	)	$	(35	)	$	(792	)
	Other comprehensive income (loss) before reclassifications			689			3			(916	)		59			124			(1	)		(42	)
	Net realized (gains) losses reclassified from AOCI into earnings			0			0			1			(6	)		0			0			(5	)
	Net current period other comprehensive income (loss)			689			3			(915	)		53			124			(1	)		(47	)
	AOCI as of September 30, 2013		$	157		$	18		$	(915	)	$	(76	)	$	13		$	(36	)	$	(839	)
			Nine Months Ended September 30, 2013
	(Dollars in millions)		Securities			Other-than-			Securities			Cash			Foreign			Other			Total
			Available			Temporary			Held to			Flow			Currency
			for Sale			Impairment			Maturity(1)			Hedges			Translation
															Adjustments
	AOCI as of December 31, 2012		$	708		$	(5	)	$	0		$	45		$	32		$	(41	)	$	739
	Other comprehensive income (loss) before reclassifications			(549	)		23			(916	)		(98	)		(19	)		4			(1,555	)
	Net realized (gains) losses reclassified from AOCI into earnings			(2	)		0			1			(23	)		0			1			(23	)
	Net current period other comprehensive income (loss)			(551	)		23			(915	)		(121	)		(19	)		5			(1,578	)
	AOCI as of September 30, 2013		$	157		$	18		$	(915	)	$	(76	)	$	13		$	(36	)	$	(839	)
	-1	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
	Table 10.2: Reclassifications from AOCI
			Amount Reclassified from AOCI
	(Dollars in millions)		Three Months			Nine Months			Affected Income Statement Line Item
			Ended  September 30,			Ended  September 30,
			2013			2013
	Net unrealized gains (losses) on securities available for sale:
	Sale of available for sale securities		$	0		$	3		Other - Non-interest income
				0			1		Income tax provision
				0			2		Net income
	Net unrealized gains (losses) on securities held to maturity(1):
	Held to maturity securities		$	(2	)	$	(2	)	Other - Non-interest income
				(1	)		(1	)	Income tax benefit
				(1	)		(1	)	Net income
	Net unrealized gains on cash flow hedges:
	Interest rate contracts			23			65		Other - Non-interest income
	Foreign exchange contracts			(13	)		(27	)	Other - Non-interest expense
				10			38
				4			15		Income tax provision
				6			23		Net income
	Other:
	Other			0			(1	)	Salaries and associate benefits
				0			0		Income tax provision
				0			(1	)	Net income
	Total reclassifications		$	5		$	23
	-1	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
	The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2013 and 2012:
	Table 10.3: Comprehensive Income
			Three Months Ended September 30,
			2013									2012
	(Dollars in millions)		Before			Provision			After			Before			Provision			After
			Tax			(Benefit)			Tax			Tax			(Benefit)			Tax
	Other comprehensive income:
	Net unrealized gains (losses) on securities available for sale		$	1,104		$	415		$	689		$	449		$	169		$	280
	Other-than-temporary impairment not recognized in earnings			3			0			3			74			28			46
	Net unrealized gains (losses) on securities held to maturity			(1,465	)		(550	)		(915	)		0			0			0
	Net unrealized gains (losses) on cash flow hedges			84			31			53			93			33			60
	Foreign currency translation adjustments			124			0			124			63			0			63
	Other			(1	)		0			(1	)		(23	)		(5	)		(18	)
	Other comprehensive income (loss)		$	(151	)	$	(104	)	$	(47	)	$	656		$	225		$	431
		Nine Months Ended September 30,
		2013									2012
(Dollars in millions)		Before			Provision			After			Before			Provision			After
		Tax			(Benefit)			Tax			Tax			(Benefit)			Tax
Other comprehensive income:
Net unrealized gains (losses) on securities available for sale		$	(885	)	$	(334	)	$	(551	)	$	607		$	229		$	378
Other-than-temporary impairment not recognized in earnings			36			13			23			127			47			80
Net unrealized gains (losses) on securities held to maturity			(1,465	)		(550	)		(915	)		0			0			0
Net unrealized gains (losses) on cash flow hedges			(195	)		(74	)		(121	)		188			67			121
Foreign currency translation adjustments			(19	)		0			(19	)		74			0			74
Other			6			1			5			(57	)		(16	)		(41	)
Other comprehensive income (loss)		$	(2,522	)	$	(944	)	$	(1,578	)	$	939		$	327		$	612

Earnings_Per_Common_Share

Earnings Per Common Share	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	NOTE 11—EARNINGS PER COMMON SHARE
	The following table sets forth the computation of basic and diluted earnings per common share:
	Table 11.1: Computation of Basic and Diluted Earnings per Common Share
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars and shares in millions, except per share data)		2013			2012			2013			2012
	Basic earnings per share
	Income from continuing operations, net of tax		$	1,130		$	1,188		$	3,510		$	2,886
	Loss from discontinued operations, net of tax			(13	)		(10	)		(210	)		(212	)
	Net income			1,117			1,178			3,300			2,674
	Dividends and undistributed earnings allocated to participating securities(1)			(5	)		(5	)		(14	)		(12	)
	Preferred stock dividends			(13	)		0			(39	)		0
	Net income available to common stockholders		$	1,099		$	1,173		$	3,247		$	2,662
	Total weighted-average basic shares outstanding			582.3			578.3			581.4			555
	Net income per share		$	1.89		$	2.03		$	5.58		$	4.8
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars and shares in millions, except per share data)		2013			2012			2013			2012
	Diluted earnings per share(2)
	Net income available to common stockholders		$	1,099		$	1,173		$	3,247		$	2,662
	Total weighted-average basic shares outstanding			582.3			578.3			581.4			555
	Stock options, warrants, contingently issuable shares, and other			8.8			5.8			7.6			5.1
	Total weighted-average diluted shares outstanding			591.1			584.1			589			560.1
	Net income per share		$	1.86		$	2.01		$	5.51		$	4.75
	-1	Includes undistributed earnings allocated to participating securities using the two-class method under the accounting guidance for computing earnings per share.
	-2	Excluded from the computation of diluted earnings per share was 5 million and 6 million of awards, options or warrants, for the three months ended September 30, 2013 and 2012, respectively, and 6 million and 7 million of awards, options or warrants, for the nine months ended September 30, 2013 and 2012, respectively, because their inclusion would be anti-dilutive.

Fair_Value_of_Financial_Instru

Fair Value of Financial Instruments	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value of Financial Instruments	'
	NOTE 12—FAIR VALUE OF FINANCIAL INSTRUMENTS
	Fair value is defined as the price that would be received for an asset or paid to transfer a liability in an orderly transaction between market participants on the measurement date (also referred to as an exit price). The fair value accounting guidance provides a three-level fair value hierarchy for classifying financial instruments. This hierarchy is based on whether the inputs to the valuation techniques used to measure fair value are observable or unobservable. Fair value measurement of a financial asset or liability is assigned to a level based on the lowest level of any input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are described below:
			Level 1:		Quoted prices (unadjusted) in active markets for identical assets or liabilities
			Level 2:		Observable market-based inputs, other than quoted prices in active markets for identical assets or liabilities
			Level 3:		Unobservable inputs
	The accounting guidance for fair value 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 into earnings. We have not made any material fair value option elections as of September 30, 2013 and December 31, 2012.
	Level 1, 2 and 3 Valuation Techniques
	Financial instruments are considered Level 1 when the valuation is based on quoted prices in active markets for identical assets or liabilities. Level 2 financial instruments are valued using quoted prices for similar assets or liabilities, quoted prices in markets that are not active, or models using inputs that are observable or can be corroborated by observable market data of substantially the full term of the assets or liabilities. Financial instruments are considered Level 3 when their values are determined using pricing models, discounted cash flow methodologies or similar techniques and at least one significant model assumption or input is unobservable and when the determination of the fair value requires significant management judgment or estimation.
	The following table displays our assets and liabilities measured on our condensed consolidated balance sheets at fair value on a recurring basis as of September 30, 2013 and December 31, 2012:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			September 30, 2013
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	837		$	0		$	0		$	837
	U.S. agency debt obligations			0			1			0			1
	Corporate debt securities guaranteed by U.S. government agencies			0			346			926			1,272
	Residential mortgage-backed securities			0			24,363			1,321			25,684
	Commercial mortgage-backed securities			0			5,454			304			5,758
	Other asset-backed securities			0			7,343			313			7,656
	Other securities			134			1,752			38			1,924
	Total securities available for sale			971			39,259			2,902			43,132
	Other assets:
	Mortgage servicing rights			0			25			58			83
	Derivative assets(1)			5			929			54			988
	Retained interests in securitizations and other			0			0			201			201
	Total assets		$	976		$	40,213		$	3,215		$	44,404
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	8		$	540		$	39		$	587
	Total liabilities		$	8		$	540		$	39		$	587
			December 31, 2012
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	1,552		$	0		$	0		$	1,552
	U.S. agency debt obligations			0			302			0			302
	Corporate debt securities guaranteed by U.S. government agencies			0			362			650			1,012
	Residential mortgage-backed securities			0			42,538			1,335			43,873
	Commercial mortgage-backed securities			0			7,042			587			7,629
	Other asset-backed securities			0			8,356			102			8,458
	Other securities			145			993			15			1,153
	Total securities available for sale			1,697			59,593			2,689			63,979
	Other assets:
	Mortgage servicing rights			0			0			55			55
	Derivative assets(1)			1			1,757			90			1,848
	Retained interests in securitizations and other			0			0			204			204
	Total assets		$	1,698		$	61,350		$	3,038		$	66,086
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	1		$	361		$	38		$	400
	Total liabilities		$	1		$	361		$	38		$	400
	(1)	Does not reflect $5 million and $9 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2013 and December 31, 2012, respectively. Non-performance risk is reflected in other assets/liabilities on the balance sheet and offset through the income statement in other income.
	The determination of the classification of financial instruments in Level 2 or Level 3 of the fair value hierarchy is performed at the end of each reporting period. We consider all available information, including observable market data, indications of market liquidity and orderliness, and our understanding of the valuation techniques and significant inputs. Based upon the specific facts and circumstances of each instrument or instrument category, judgments are made regarding the significance of the Level 3 inputs to the instruments’ fair value measurement in its entirety. If Level 3 inputs are considered significant, the instrument is classified as Level 3. The process for determining fair value using unobservable inputs is generally more subjective and involves a high degree of management judgment and assumptions. During the third quarter of 2013 and the first nine months of 2013 we had minimal movements between Levels 1 and 2.
	Level 3 Instruments Only
	Financial instruments are considered Level 3 when their values are determined using pricing models, which include comparison of prices from multiple sources, discounted cash flow methodologies or similar techniques and at least one significant model assumption or input is unobservable or there is significant variability among pricing sources. Level 3 financial instruments also include those for which the determination of fair value requires significant management judgment or estimation. The tables below present a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3). When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period.
	Table 12.2: Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended September 30, 2013
						Total Gains or  (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
						(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
						Level 3(2)		Level 3(2)		2013														Gains
																								(Losses)
																								Included
																								in Net
																								Income
																								Related to
																								Assets and
																								Liabilities
																								Still Held as of
																								September 30,
(Dollars in millions)		Balance,			Included			Included  in																						2013(3)
		July 1,			in Net			Other
		2013			Income(1)			Comprehensive
								Income
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	832		$	0		$	4		$	61	$	0		$	0			$	(19	)	$	47		$	1		$	926	$	0
Residential mortgage-backed securities			1,535			(6	)		57			85		0			0				(72	)		152			(430	)		1,321		(5	)
Commercial mortgage-backed securities			461			0			(2	)		96		0			0				(4	)		48			(295	)		304		0
Other asset-backed securities			109			0			6			129		0			0				0			84			(15	)		313		0
Other securities			16			0			0			30		0			0				(6	)		0			(2	)		38		0
Total securities available for sale			2,953			(6	)		65			401		0			0				(101	)		331			(741	)		2,902		(5	)
Other assets:
Mortgage servicing rights			61			(5	)		0			0		0			4				(2	)		0			0			58		(5	)
Derivative assets			72			(13	)		0			0		0			4				(3	)		0			(6	)		54		(13	)
Retained interest in securitization and other			198			3			0			0		0			0				0			0			0			201		3
Liabilities:
Other liabilities
Derivative liabilities			42			4			0			0		0			3				(9	)		0			(1	)		39		4
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Three Months Ended September 30, 2012
					Total Gains or (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
					(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
																							Level 3(2)			Level 3(2)			2012		Gains
																															(Losses)
																															Included
																															in Net
																															Income
																															Related to
																															Assets and
																															Liabilities
																															Still Held as of
																															September 30,
(Dollars in millions)		Balance,			Included			Included in																							2012(3)
		July 1,			in Net			Other
		2012			Income(1)			Comprehensive
								Income
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	64		$	0		$	(1	)	$	85	$	0		$	0			$	(1	)	$	140		$	0		$	287	$	0
Residential mortgage-backed securities			1,170			(5	)		91			194		0			0				(76	)		74			(392	)		1,056		(5	)
Commercial mortgage-backed securities			267			0			10			204		0			0				3			50			(173	)		361		0
Other asset-backed securities			293			0			9			229		0			0				0			82			(68	)		545		0
Other securities			10			0			0			0		0			0				(1	)		0			0			9		0
Total securities available for sale			1,804			(5	)		109			712		0			0				(75	)		346			(633	)		2,258		(5	)
Other assets:
Mortgage servicing rights			84			(7	)		0			0		0			1				(2	)		0			0			76		(7	)
Derivative assets			103			10			0			0		0			8				(11	)		0			(1	)		109		10
Retained interest under utilizations and other			140			69			0			0		0			0				0			0			0			209		69
Liabilities:
Other liabilities:
Derivative liabilities			34			13			0			0		0			5				(4	)		0			(1	)		47		13
Other			13			9			0			0		0			0				0			0			0			22		9
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2013
					Total Gains or (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
					(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
																							Level 3(2)			Level 3(2)			2013		Gains
																															(Losses)
																															Included
																															in Net
																															Income
																															Related to
																															Assets and
																															Liabilities
																															Still Held as of
																															September 30,
(Dollars in millions)		Balance,			Included			Included in																							2013(3)
		January 1,			in Net			Other
		2013			Income(1)			Comprehensive
								Income
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	650		$	0		$	(31	)	$	272	$	0		$	0			$	(47	)	$	125		$	(43	)	$	926	$	0
Residential mortgage-backed securities			1,335			(16	)		141			277		0			0				(217	)		681			(880	)		1,321		(21	)
Commercial mortgage-backed securities			587			0			(49	)		643		(10	)		0				(31	)		168			(1,004	)		304		0
Other asset-backed securities			102			(1	)		12			169		(41	)		0				(2	)		98			(24	)		313		(1	)
Other securities			15			0			0			30		0			0				(6	)		1			(2	)		38		0
Total securities available for sale			2,689			(17	)		73			1,391		(51	)		0				(303	)		1,073			(1,953	)		2,902		(22	)
Other assets:
Mortgage servicing rights			55			25			0			0		0			9				(5	)		0			(26	)		58		25
Derivative assets			90			(20	)		0			0		0			8				(15	)		0			(9	)		54		(20	)
Retained interest in securitizations and other			204			(3	)		0			0		0			0				0			0			0			201		(3	)
Liabilities:
Other liabilities:
Derivative liabilities			38			15			0			0		0			13				(25	)		0			(2	)		39		15
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2012
					Total Gains or (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
					(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
																							Level 3(2)			Level 3(2)			2012		Gains
																															(Losses)
																															Included
																															in Net
																															Income
																															Related to
																															Assets and
																															Liabilities
																															Still Held as of
																															September 30,
(Dollars in millions)		Balance,			Included			Included in																							2012(3)
		January 1,			in Net			Other
		2012			Income(1)			Comprehensive
								Income
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	0		$	0		$	0		$	135	$	0		$	0			$	(2	)	$	154		$	0		$	287	$	0
Residential mortgage-backed securities			195			(6	)		78			2,477		(640	)		0				(226	)		302			(1,124	)		1,056		(6	)
Commercial mortgage-backed securities			274			5			20			674		(76	)		0				(16	)		63			(583	)		361		5
Other asset-backed securities			32			0			22			384		0			0				(3	)		214			(104	)		545		0
Other securities			12			0			0			0		0			0				(6	)		9			(6	)		9		0
Total securities available for sale			513			(1	)		120			3,670		(716	)		0				(253	)		742			(1,817	)		2,258		(1	)
Other assets:
Mortgage servicing rights			93			(18	)		0			0		0			9				(8	)		0			0			76		(18	)
Derivative assets			103			55			0			0		0			12				(73	)		13			(1	)		109		55
Retained interest in securitization and other			145			64			0			0		0			0				0			0			0			209		64
Liabilities:
Other liabilities
Derivative liabilities			279			18			0			0		0			37				(276	)		(8	)		(3	)		47		18
Other			12			10			0			0		0			0				0			0			0			22		10
-1	Gains (losses) related to Level 3 mortgage servicing rights and Level 3 derivative assets and derivative liabilities are reported in other non-interest income, which is a component of non-interest income. Gains (losses) related to Level 3 retained interests in securitizations are reported in servicing and securitizations income, which is a component of non-interest income.
-2	The transfers out of Level 3 for the third quarter and first nine months of 2013 and 2012 were primarily driven by greater consistency among multiple pricing sources. The transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities.
-3	The amount presented for unrealized gains (loss) for assets still held as of the reporting date primarily represents impairments for securities available for sale, accretion on certain fixed maturity securities, change in fair value of derivative instruments and mortgage servicing rights transaction. The impairments are reported in total other-than-temporary losses as a component of non-interest income.
Significant Level 3 Fair Value Asset and Liability Input Sensitivity
Changes in unobservable inputs may have a significant impact on fair value. Certain of these unobservable inputs will (in isolation) have a directionally consistent impact on the fair value of the instrument for a given change in that input. Alternatively, the fair value of the instrument may move in an opposite direction for a given change in another input. In general, an increase in the discount rate, default rates, loss severity and credit spreads, in isolation, would result in a decrease in the fair value measurement. In addition, an increase in default rates would generally be accompanied by a decrease in recovery rates, slower prepayment rates and an increase in liquidity spreads.
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 from our trading and investing functions, including our Corporate Valuations Group (“CVG”), Fair Value Committee (“FVC”) and Model Validation Group (“MVG”), participate in the review and validation process. The fair valuation governance process is set up in a manner that allows the Chairperson of the FVC to escalate valuation disputes that cannot be resolved at the FVC to a more senior committee called the Valuations Advisory Committee (“VAC”) for resolution. The VAC is chaired by the Chief Financial Officer. Membership of the VAC includes the Chief Risk Officer.
The CVG performs periodic independent verification of fair value measurements to determine if assigned fair values are reasonable. For example, in cases where we rely on third party pricing services to obtain fair value measures, we analyze pricing variances among different pricing sources and validate the final price used by comparing the information to additional sources, including dealer pricing indications in transaction results and other internal sources, where necessary. Additional validation procedures performed by the CVG include reviewing (either directly or indirectly through the reasonableness of assigned fair values) valuation inputs and assumptions, and monitoring acceptable variances between recommended prices and validation prices. The CVG and the Trade Analytics and Valuation team (“TAV”) perform due diligence reviews of the third party pricing services by comparing their prices with prices from other sources and reviewing other control documentation. Additionally, when necessary, the CVG and TAV challenge prices from third party vendors to ensure reasonableness of prices through a pricing challenge process. This may include a request for a transparency of the assumptions used by the third party.
The FVC, which includes representation from business areas, our Risk Management division and our Finance division, is a forum for discussing fair market valuations, inputs, assumptions, methodologies, variance thresholds, valuation control environment and material risks or concerns related to fair market valuations. Additionally, the FVC is empowered to resolve valuation disputes between the primary valuation providers and the CVG. It provides guidance and oversight to ensure an appropriate valuation control environment. The FVC regularly reviews and approves our valuation methodologies to ensure that our methodologies and practices are consistent with industry standards and adhere to regulatory and accounting guidance. The Chief Financial Officer determines when material issues or concerns regarding valuations shall be raised to the Audit Committee or other delegated committee of the Board of Directors.
We have a model policy, established by an independent Model Risk Office, which governs the validation of models and related supporting documentation to ensure the appropriate use of models for pricing. The MVG is part of the Model Risk Office and validates all models and provides ongoing monitoring of their performance, including the validation and monitoring of the performance of all valuation models.
Assets and Liabilities Measured at Fair Value on a Recurring Basis
The following table presents the significant unobservable inputs relied upon to determine the fair values of our recurring Level 3 financial instruments. We utilize multiple third party pricing services to obtain fair value measures for our securities. Several of our third party pricing services are only able to provide unobservable input information for a limited number of securities due to software licensing restrictions. Other third party pricing services are able to provide unobservable input information for all securities for which they provide a valuation. As a result, the unobservable input information for the securities available for sale presented below represents a composite summary of all information we are able to obtain for a majority of our securities. The unobservable input information for all other Level 3 financial instruments is based on the assumptions used in our internal valuation models.
Table 12.3: Quantitative Information about Level 3 Fair Value Measurements
Quantitative Information about Level 3 Fair Value Measurements
(Dollars in millions)		Fair Value at			Significant		Significant	Range		Weighted
		September 30,			Valuation		Unobservable			Average
		2013			Techniques		Inputs
Assets:
Securities available for sale:
Residential mortgage-backed securities		$	1,321		Discounted cash		Yield	1-25%		5%
					flows (3rd party		Constant prepayment rate	0-45%		5%
					pricing)		Default rate	0-22%		8%
							Loss severity	0-85%		50%
Commercial mortgage-backed securities		$	304		Discounted cash		Yield	2-4%		3%
					flows (3rd party		Constant prepayment rate	0-20%		13%
					pricing)
Other asset-backed securities		$	313		Discounted cash		Yield	3-8%		4%
					flows (3rd party		Constant prepayment rate Default rate	0-24%		3%
					pricing)		Loss severity	0-20%		12%
								0-88%		67%
U.S. government guaranteed debt and other securities		$	964		Discounted cash		Yield	2-3%		2%
					flows (3rd party pricing)
Other assets:
Mortgage servicing rights		$	58		Discounted cash		Total prepayment rate Discount rate Servicing cost ($ per loan)	8.18-32.52%		18.83%
					flows			9.95-17.07%		10.57%
								$85-$420		$93
Derivative assets		$	54		Discounted cash flows		Swap rates	2.76-3.47%		3.36%
Retained interests in securitization and other		$	201		Discounted cash flows		Life of receivables (months) Constant prepayment rate Discount rate	37-105		83
							Default rate	1.63-6.71%		4.88%
							Loss severity	4.25-13.57%		13.19%
								1.56-7.37%		4.80%
								14.82-89.45%		21.98%
Liabilities:
Other liabilities:
Derivative liabilities		$	39		Discounted cash flows		Swap rates	2.76-3.43%		3.34%
Quantitative Information about Level 3 Fair Value Measurements
(Dollars in millions)		Fair Value at			Significant		Significant	Range		Weighted
		December 31,			Valuation		Unobservable			Average
		2012			Techniques		Inputs
Assets:
Securities available for sale:
Residential mortgage-					Discounted		Yield	0-24%		5%
backed securities		$	1,335		cash flows		Constant prepayment rate	0-26%		6%
					(3rd party		Default rate	0-21%		9%
					pricing)		Loss severity	4-75%		52%
Commercial mortgage-					Discounted		Yield	1-3%		2%
backed securities		$	587		cash flows		Constant prepayment rate	0-15%		11%
					(3rd party
					pricing)
Other asset-backed					Discounted		Yield	1-24%		4%
securities		$	102		cash flows		Constant prepayment rate	0-5%		2%
					(3rd party		Default rate	1-28%		15%
					pricing)		Loss severity	46-88%		72%
U.S. government					Discounted		Yield	1-4%		2%
guaranteed debt and other securities		$	665		cash flows
					(3rd party
					pricing)
Other assets:
Mortgage servicing rights		$	55		Discounted		Total prepayment rate	11.77-32.99%		19.37%
					cash flows		Discount rate	9.95-37.88%		12.66%
							Servicing cost ($ per loan)	$81-$864		$302
Derivative assets		$	90		Discounted		Swap rates	1.82-2.58%		2.46%
					cash flows
Retained interests in					Discounted		Life of receivables (months)	29-243		66
securitization and other		$	204		cash flows		Constant prepayment rate	1.25-22.21%		13.52%
							Discount rate	2.90-13.57%		12.70%
Liabilities:
Other liabilities:
Derivative liabilities		$	38		Discounted		Swap rates	1.82-2.55%		2.42%
					cash flows
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis
We are required to measure and recognize certain other financial assets at fair value on a nonrecurring basis in the consolidated balance sheets. These financial assets are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when we evaluate impairment).
Loans Held For Sale
Loans held for sale are carried at the lower of aggregate cost, net of deferred fees and deferred origination costs, or fair value. The fair value of loans held for sale is determined using a discounted cash flow model or the fair value of the underlying collateral, less the estimated cost to sell. Held-for-sale loans that are valued using a discounted cash flow model are classified as Level 2. Loans that are valued using fair value less the estimated cost to sell have significant unobservable inputs and are classified as Level 3 under the fair value hierarchy. Fair value adjustments to loans held for sale are recorded in other non-interest income in our consolidated statements of income.
Loans Held For Investment, Net
Loans held for investment that are individually impaired are carried at the lower of cost or fair value of the underlying collateral, less the estimated cost to sell. Due to the use of unobservable inputs, loans held for investment are classified as Level 3 under the fair value hierarchy. Fair value adjustments for loans held for investment are recorded in provision for credit losses in the consolidated statement of income.
Foreclosed Property and Other Repossessed Assets
Foreclosed property and other repossessed assets are carried at the lower of the carrying amount or fair value less costs to sell. Due to the use of significant unobservable inputs, foreclosed property is classified as Level 3 under the fair value hierarchy. Fair value adjustments for foreclosed property are recorded in other non-interest expense in the consolidated statement of income.
Other Assets
Nonrecurring other assets measured at fair value consist of long-lived assets held for sale. These assets are recorded in other assets in our consolidated balance sheets. These assets are carried at the lower of their carrying amount or fair value less costs to sell. Due to the use of unobservable inputs, long-lived assets held for sale are classified as Level 3 under the fair value hierarchy. Fair value adjustments for other assets are recorded in other non-interest expense in the consolidated statement of income.
For assets measured at fair value on a nonrecurring basis and still held on the consolidated balance sheet, the following table provides the fair value measures by level of valuation assumptions used and the gains or losses recognized for these assets as a result of fair value measurements.
The following table presents the carrying amounts of all assets that were still held as of September 30, 2013 and December 31, 2012, and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended.
Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
		September 30, 2013
		Fair Value Measurements Using									Assets		Significant		Significant	Range		Weighted
											at Fair		Valuation		Unobservable			Average
(Dollars in millions)		Level 1			Level 2			Level 3			Value		Techniques		Inputs
Assets:
Loans held for sale		$	0		$	51		$	0		$	51	N/A		N/A	N/A			N/A
Loans held for investment			0			0			102			102	Appraisal		Non-	0-49%			15	%
													Value		recoverable rate
Foreclosed property(1)			0			0			43			43	Appraisal		Cost to Sell	10-14%			10	%
													Value
Other(2)			0			0			13			13	Appraisal		Cost to Sell	6-6%			6	%
													Value
Total		$	0		$	51		$	158		$	209
		December 31, 2012
		Fair Value Measurements Using									Assets		Significant		Significant	Range		Weighted
											at Fair		Valuation		Unobservable			Average
(Dollars in millions)		Level 1			Level 2			Level 3			Value		Techniques		Inputs
Assets:
Loans held for sale		$	0		$	201		$	0		$	201	N/A		N/A	N/A			N/A
Loans held for investment			0			0			162			162	Appraisal		Non-	0-100%			13	%
													Value		recoverable rate
Foreclosed property(1)			0			0			50			50	Appraisal		Cost to Sell	10-14%			11	%
													Value
Other(2)			0			0			59			59	Appraisal		Cost to Sell	6-6%			6	%
													Value
Total		$	0		$	201		$	271		$	472
-1	Represents the fair value and related losses of foreclosed properties that were written down subsequent to their initial classification as foreclosed properties.
-2	Consists of long lived assets classified as held for sale.
The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at September 30, 2013 and 2012.
Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
		Total Gains (Losses)
		Nine Months Ended September 30,
(Dollars in millions)		2013			2012
Assets:
Loans held for sale		$	0		$	52
Loans held for investment			(27	)		(87	)
Foreclosed property(1)			(8	)		(21	)
Other(2)			(8	)		(4	)
Total		$	(43	)	$	(60	)
-1	Represents the fair value and related losses of foreclosed properties that were written down subsequent to their initial classification as foreclosed properties.
-2	Consists of long lived assets classified as held for sale.
Fair Value of Financial Instruments
The following reflects the fair value of financial instruments, whether or not recognized on the condensed consolidated balance sheets at fair value, as of September 30, 2013 and December 31, 2012:
Table 12.6: Fair Value of Financial Instruments
		September 30, 2013						Fair Value Measurements Using
(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
		Amount			Fair Value
Financial assets:
Cash and cash equivalents		$	5,718		$	5,718		$	5,718		$	0	$	0
Restricted cash for securitization investors			390			390			390			0		0
Securities available for sale			43,132			43,132			971			39,259		2,902
Securities held to maturity			18,276			18,662			0			18,540		122
Net loans held for investment			187,481			192,919			0			0		192,919
Loans held for sale			180			180			0			180		0
Interest receivable			1,304			1,304			0			1,304		0
Mortgage servicing rights			83			83			0			25		58
Derivative assets			988			988			5			929		54
Retained interests in securitizations and other			201			201			0			0		201
Financial liabilities:
Non-interest bearing deposits		$	22,281		$	22,281		$	22,281		$	0	$	0
Interest-bearing deposits			184,553			179,151			0			17,589		161,562
Securitized debt obligations			9,544			10,315			0			10,067		248
Senior and subordinated notes			12,395			12,904			0			12,904		0
Federal funds purchased and securities loaned or sold under agreements to repurchase			1,686			1,686			1,686			0		0
Other borrowings			8,220			8,228			0			8,228		0
Interest payable			276			276			0			276		0
Derivative liabilities			587			587			8			540		39
		December 31, 2012						Fair Value Measurements Using
(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
		Amount			Fair Value
Financial assets:
Cash and cash equivalents		$	11,058		$	11,058		$	11,058		$	0	$	0
Restricted cash for securitization investors			428			428			428			0		0
Securities available for sale			63,979			63,979			1,697			59,593		2,689
Securities held to maturity			9			9			0			9		0
Net loans held for investment			200,733			205,000			0			0		205,000
Loans held for sale			201			201			0			201		0
Interest receivable			1,694			1,694			0			1,694		0
Mortgage servicing rights			55			55			0			0		55
Derivatives			1,848			1,848			1			1,757		90
Retained interests in securitizations and other			204			204			0			0		204
Financial liabilities:
Non-interest bearing deposits		$	22,467		$	22,467		$	22,467		$	0	$	0
Interest-bearing deposits			190,018			189,423			0			22,216		167,207
Securitized debt obligations			11,398			11,590			0			11,252		338
Senior and subordinated notes			12,686			13,312			0			13,312		0
Federal funds purchased and securities loaned or sold under agreements to repurchase			1,248			1,248			1,248			0		0
Other borrowings			24,578			24,616			346			24,215		55
Interest payable			450			450			0			450		0
Derivatives			400			400			1			361		38
The following describes the valuation techniques used in estimating the fair value of our financial instruments as of September 30, 2013 and December 31, 2012. We applied the fair value provisions to the financial instruments not recognized on the consolidated balance sheet at fair value, which include securities held to maturity, loans held for investment, interest receivable, non-interest bearing and interest bearing deposits, other borrowings, senior and subordinated notes, and interest payable. The provisions requiring us to maximize the use of observable inputs and to measure fair value using a notion of exit price were factored into our selection of inputs of our established valuation techniques.
Cash and Cash Equivalents
The carrying amounts of cash and due from banks, federal funds sold and securities purchased under agreements to resell and interest-bearing deposits with banks approximate fair value.
Restricted Cash for Securitization Investors
The carrying amounts of restricted cash for securitization investors approximate their fair value due to their relatively short-term nature.
Investment Securities
Quoted prices in active markets are used to measure the fair value of U.S. Treasury debt obligations. For other investment categories, we utilize multiple third-party pricing services to obtain fair value measures for the large majority of our securities. A pricing service may be considered as the primary pricing provider for certain types of securities, and the designation of the primary pricing provider may vary depending on the type of securities. The determination of the primary pricing provider is based on our experience and validation benchmark of the pricing service’s performance in terms of providing fair value measurement for the various types of securities.
Certain securities are classified as Level 2 and 3, the majority of which are collateralized mortgage obligations and mortgage-backed securities. Level 2 and 3 classifications indicate that significant valuation assumptions are not consistently observable in the market. When significant assumptions are not consistently observable, fair values are derived using the best available data. Such data may include quotes provided by a dealer, the use of external pricing services, independent pricing models, or other model-based valuation techniques such as calculation of the present values of future cash flows incorporating assumptions such as benchmark yields, spreads, prepayment speeds, credit ratings, and losses. The techniques used by the pricing services utilize observable market data to the extent available. Pricing models may be used, which can vary by asset class and may incorporate available trade, bid and other market information. Across asset classes, information such as trader/dealer input, credit spreads, forward curves, and prepayment speeds are used to help determine appropriate valuations. Because many fixed income securities do not trade on a daily basis, the evaluated pricing applications may apply available information through processes such as benchmarking curves, like securities, sector groupings, and matrix pricing to prepare valuations. In addition, model processes are used by the pricing services to develop prepayment and interest rate scenarios.
We validate the pricing obtained from the primary pricing providers through comparison of pricing to additional sources, including other pricing services, dealer pricing indications in transaction results, and other internal sources. Pricing variances among different pricing sources are analyzed and validated. Additionally, on an on-going basis we may select a sample of securities and test the third-party valuation by obtaining more detailed information about the pricing methodology, sources of information, and assumptions used to value the securities.
The significant unobservable inputs used in the fair value measurement of our residential, asset-backed and commercial securities include yield, prepayment rate, default rate and loss severity in the event of default. Significant increases (decreases) in any of those inputs in isolation or combination would result in a significant change in fair value measurement. Generally, an increase in the yield assumption will result in a decrease in fair value measurement, however, an increase or decrease in prepayment rate, default rate or loss severity may have a different impact on the fair value given various characteristics of the security including the capital structure of the deal, credit enhancement for the security or other factors.
There was a considerable decrease in the market value of our portfolio holdings as of September 30, 2013, compared with December 31, 2012 due to higher interest rates.
Loans Held For Sale
Our estimation of the fair value of loans classified as held for sale was determined using current secondary market prices for loan pools with similar characteristics. The carrying amount of loans held for sale as of September 30, 2013 and December 31, 2012 approximates fair value.
Net Loans Held For Investment
The fair values of credit card loans, installment loans, auto loans, home loans and commercial loans were estimated using a discounted cash flow method, a form of the income approach. Discount rates were determined considering rates at which similar portfolios of loans would be made under current conditions and considering liquidity spreads applicable to each loan portfolio based on the secondary market. The fair value of credit card loans excluded any value related to customer account relationships. The fair value of these loans as of September 30, 2013 remained substantially unchanged compared to the previous quarter as the impact of higher market rates was offset by improved credit performance in our card, mortgage and commercial loan portfolios.
Interest Receivable
The carrying amount of interest receivable approximates the fair value of this asset due to its relatively short-term nature.
Derivative Assets and Liabilities
We use both exchange-traded derivatives and over-the-counter (“OTC”) derivatives to manage our interest rate and foreign currency risk exposure. Quoted market prices are available and used for our exchange-traded derivatives, which we classify as Level 1. However, substantially all of our derivatives are traded in OTC markets where quoted market prices are not always readily available. Therefore, we value most OTC derivatives using valuation techniques, which include internally-developed models. We primarily rely on market observable inputs for our models, such as interest rate yield curves, credit curves, option volatility and currency rates, that vary depending on the type of derivative and nature of the underlying rate, price or index upon which the derivative’s value is based. Where model inputs can be observed in a liquid market and the model does not require significant judgment, such derivatives are typically classified as Level 2 of the fair value hierarchy. When instruments are traded in less liquid markets and significant inputs are unobservable, such as interest rate swaps whose remaining terms do not correlate with market observable interest rate yield curves, the derivatives are classified as Level 3.
The impact of counterparty non-performance risk is considered when measuring the fair value of derivative assets. These derivatives are included in other assets on the balance sheet.
We validate the pricing obtained from the internal models through comparison of pricing to additional sources, including external valuation agents and other internal sources. Pricing variances among different pricing sources are analyzed and validated.
Mortgage Servicing Rights
Mortgage servicing rights (“MSRs”) do not trade in an active market with readily observable prices. Accordingly, we determine the fair value of MSRs using a valuation model that calculates the present value of estimated future net servicing income. The model incorporates assumptions that market participants use in estimating future net servicing income, including estimates of prepayment speeds, discount rate, cost to service, contractual servicing fee income, ancillary income and late fees. We record MSRs at fair value on a recurring basis. Fair value measurements of MSRs use significant unobservable inputs and, accordingly, are classified as Level 3. In the event we enter into an agreement with a third party to sell the MSRs, the valuation is based on the agreed upon sale price which is considered to be the determined exit price for the assets and the MSRs are classified as Level 2.
Non-Interest Bearing Deposits
The carrying amount of non-interest bearing deposits approximates fair value.
Interest-Bearing Deposits
The fair value of interest-bearing deposits was determined based on discounted expected cash flows using discount rates consistent with current market rates for similar products with similar remaining terms.
Securitized Debt Obligations
We utilized multiple third party pricing services to obtain fair value measures for the large majority of our securitized debt obligations. The techniques used by the pricing services utilize observable market data to the extent available; and pricing models may be used which incorporate available trade, bid and other market information as described in the above section. We used internal pricing models, discounted cash flow models or similar techniques to estimate the fair value of certain securitization trusts where third-party pricing was not available.
Senior and Subordinated Notes
We engage multiple third party pricing services in order to estimate the fair value of senior and subordinated notes. The pricing service utilizes a pricing model that incorporates available trade, bid and other market information. It also incorporates spread assumptions, volatility assumptions and relevant credit information into the pricing models.
Federal Funds Purchased and Securities Loaned or Sold under Agreements to Repurchase and Other Borrowings
The carrying amount of federal funds purchased and repurchase agreements approximates fair value. The fair value of FHLB advances was determined based on discounted expected cash flows using discount rates consistent with current market rates for FHLB advances with similar remaining terms. The decrease in fair value of our other borrowings at September 30, 2013 was primarily due to market interest rates being slightly higher than the interest rates on the debt we own or the debt we issued.
Interest Payable
The carrying amount of interest payable approximates the fair value of this liability due to its relatively short-term nature.

Business_Segments

Business Segments	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Business Segments	'
	NOTE 13—BUSINESS SEGMENTS
	Our principal operations are currently organized for management reporting purposes into three primary business segments, which are defined primarily based on the products and services provided or the type of customer served: Credit Card, Consumer Banking and Commercial Banking. The operations of acquired businesses have been integrated into our existing business segments. Certain activities that are not part of a segment, such as management of our corporate investment portfolio and asset/ liability management by our centralized Corporate Treasury group, are included in the “Other” category.
	Basis of Presentation
	The results of our individual businesses, which we report on a continuing operations basis, reflect the manner in which management evaluates performance and makes decisions about funding our operations and allocating resources. Our business segment results are intended to reflect each segment as if it were a stand-alone business. We use an internal management accounting and reporting process to derive our business segment results. Our internal management accounting and reporting process 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. Total interest income and net fees are directly attributable to the segment in which they are reported. The net interest income of each segment reflects the results of our funds transfer pricing process, which is primarily based on a matched maturity method that takes into consideration market rates. 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. The allocation process is unique to each business segment and acquired businesses. We provide additional information on the allocation methodologies used to derive our business segment results in “Note 20—Business Segments” in our 2012 Form 10-K.
	Segment Results and Reconciliation
	The following tables present our business segment results for the three and nine months ended September 30, 2013 and 2012 as well as selected balance sheet data as of September 30, 2013 and December 31, 2012 and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, assets and deposits. Prior period amounts have been recast to conform to the current period presentation.
	Table 13.1: Segment Results and Reconciliation
		Three Months Ended September 30, 2013
	(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
		Card		Banking		Banking						Total
	Net interest income	$	2,757	$	1,481	$	480		$	(158	)	$	4,560
	Non-interest income		834		184		87			(14	)		1,091
	Total net revenue		3,591		1,665		567			(172	)		5,651
	Provision for credit losses		617		202		31			(1	)		849
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		106		0		0			0			106
	Core deposit intangible amortization		0		34		6			0			40
	Total PCCR and core deposit intangible amortization		106		34		6			0			146
	Other non-interest expense		1,798		893		260			50			3,001
	Total non-interest expense		1,904		927		266			50			3,147
	Income (loss) from continuing operations before income taxes		1,070		536		270			(221	)		1,655
	Income tax provision (benefit)		376		191		96			(138	)		525
	Income from continuing operations, net of tax	$	694	$	345	$	174		$	(83	)	$	1,130
	Period-end total loans held for investment	$	77,967	$	71,285	$	42,399		$	163		$	191,814
	Period-end total customer deposits		0		168,437		30,592			7,805			206,834
		Three Months Ended September 30, 2012
	(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
		Card		Banking		Banking						Total
	Net interest income	$	2,991	$	1,501	$	432		$	(278	)	$	4,646
	Non-interest income		826		260		87			(37	)		1,136
	Total net revenue		3,817		1,761		519			(315	)		5,782
	Provision for credit losses		892		202		(87	)		7			1,014
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		131		0		0			0			131
	Core deposit intangible amortization		0		41		8			0			49
	Total PCCR and core deposit intangible amortization		131		41		8			0			180
	Other non-interest expense		1,659		936		245			25			2,865
	Total non-interest expense		1,790		977		253			25			3,045
	Income (loss) from continuing operations before income taxes		1,135		582		353			(347	)		1,723
	Income tax provision (benefit)		394		206		125			(190	)		535
	Income from continuing operations, net of tax	$	741	$	376	$	228		$	(157	)	$	1,188
	Period-end total loans held for investment	$	89,033	$	76,738	$	37,209		$	152		$	203,132
	Period-end total customer deposits		0		173,100		28,670			11,485			213,255
		Nine Months Ended September 30, 2013
	(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
		Card		Banking		Banking						Total
	Net interest income	$	8,391	$	4,437	$	1,391		$	(536	)	$	13,683
	Non-interest income		2,487		554		264			(148	)		3,157
	Total net revenue		10,878		4,991		1,655			(684	)		16,840
	Provision for credit losses		2,073		444		(18	)		(3	)		2,496
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		332		0		0			0			332
	Core deposit intangible amortization		0		106		21			0			127
	Total PCCR and core deposit intangible amortization		332		106		21			0			459
	Other non-interest expense		5,239		2,621		772			143			8,775
	Total non-interest expense		5,571		2,727		793			143			9,234
	Income from continuing operations before income taxes		3,234		1,820		880			(824	)		5,110
	Income tax provision (benefit)		1,135		648		313			(496	)		1,600
	Income from continuing operations, net of tax	$	2,099	$	1,172	$	567		$	(328	)	$	3,510
	Period-end total loans held for investment	$	77,967	$	71,285	$	42,399		$	163		$	191,814
Period-end total customer deposits		0		168,437		30,592			7,805			206,834
	Nine Months Ended September 30, 2012
(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
	Card		Banking		Banking						Total
Net interest income	$	7,333	$	4,285	$	1,290		$	(847	)	$	12,061
Non-interest income		2,195		621		254			641			3,711
Total net revenue		9,528		4,906		1,544			(206	)		15,772
Provision for credit losses		3,061		420		(250	)		33			3,264
Non-interest expense:
Amortization of intangibles:
PCCR intangible amortization		223		0		0			0			223
Core deposit intangible amortization		0		120		26			0			146
Total PCCR and core deposit intangible amortization		223		120		26			0			369
Other non-interest expense		4,698		2,759		739			126			8,322
Total non-interest expense		4,921		2,879		765			126			8,691
Income from continuing operations before income taxes		1,546		1,607		1,029			(365	)		3,817
Income tax provision (benefit)		536		569		363			(537	)		931
Income from continuing operations, net of tax	$	1,010	$	1,038	$	666		$	172		$	2,886
Period-end total loans held for investment	$	89,033	$	76,738	$	37,209		$	152		$	203,132
Period-end total customer deposits		0		173,100		28,670			11,485			213,255

Commitments_Contingencies_and_

Commitments, Contingencies and Guarantees	9 Months Ended
	Sep. 30, 2013
Text Block [Abstract]	'
Commitments, Contingencies and Guarantees	'
	NOTE 14—COMMITMENTS, CONTINGENCIES AND GUARANTEES
	Contingent Payments Related to Acquisitions and Partnership Agreements
	Certain of our acquisition and partnership agreements include contingent payment provisions in which we agree to provide future payments, up to a maximum amount, based on certain performance criteria. Our contingent payment arrangements are generally based on the difference between the expected credit performance of specified loan portfolios as of the date of the applicable agreement and the actual future performance. To the extent that actual losses associated with these portfolios are less than the expected level, we agree to share a portion of the benefit with the seller. The maximum contingent payment amount related to our acquisitions totaled $30 million as of September 30, 2013. The actual payment amount related to the $30 million was determined as of September 30, 2013 and paid on October 15, 2013. As such, we had a liability for contingent payments related to these arrangements of $30 million and $165 million as of September 30, 2013 and December 31, 2012, respectively.
	Guarantees
	We have credit exposure on agreements that we entered into to absorb a portion of the risk of loss on certain manufactured housing securitizations issued by GPC in 2000. Our maximum credit exposure related to these agreements totaled $17 million and $19 million as of September 30, 2013 and December 31, 2012, respectively. These agreements are recorded in our consolidated balance sheets as a component of other liabilities. Our recorded liability under these agreements was $17 million and $17 million as of September 30, 2013 and December 31, 2012, respectively.
	See “Note 6—Variable Interest Entities and Securitizations” for additional information about our manufactured housing securitization transactions.
	Letters of Credit
	We issue letters of credit (financial standby, performance standby and commercial) to meet the financing needs of our customers. Standby letters of credit are conditional commitments issued by us to guarantee the performance of a customer to a third party in a borrowing arrangement. Commercial letters of credit are short-term commitments issued primarily to facilitate trade finance activities for customers and are generally collateralized by the goods being shipped to the client. Collateral requirements are similar to those for funded transactions and are established based on management’s credit assessment of the customer. Management conducts regular reviews of all outstanding letters of credit and customer acceptances, and the results of these reviews are considered in assessing the adequacy of our allowance for loan and lease losses.
	We had standby letters of credit and commercial letters of credit with contractual amounts of $2.0 billion and $1.9 billion as of September 30, 2013 and December 31, 2012, respectively. The carrying value of outstanding letters of credit, which we include in other liabilities in our consolidated balance sheets, was $4 million as of September 30, 2013. These financial guarantees had expiration dates ranging from 2013 to 2025 as of September 30, 2013.
	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”) investigated and raised concerns about the way some companies have handled complaints related to the sale of these insurance policies. In connection with this matter, we have established a reserve related to PPI, which totaled $154 million and $220 million as of September 30, 2013 and December 31, 2012, respectively.
	Potential Mortgage Representation & Warranty Liabilities
	We acquired three subsidiaries that originated residential mortgage loans and sold these loans to various purchasers, including purchasers who created securitization trusts. These subsidiaries are Capital One Home Loans, which was acquired in February 2005; GreenPoint Mortgage Funding, Inc. (“GreenPoint”), which was acquired in December 2006 as part of the North Fork acquisition; and CCB, which was acquired in February 2009 and subsequently merged into CONA (collectively, “the subsidiaries”).
	In connection with their sales of mortgage loans, the subsidiaries entered into agreements containing varying representations and warranties about, among other things, the ownership of the loan, the validity of the lien securing the loan, the loan’s compliance with any applicable loan criteria established by the purchaser, including underwriting guidelines and the ongoing existence of mortgage insurance, and the loan’s compliance with applicable federal, state and local laws. The representations and warranties do not address the credit performance of the mortgage loans, but mortgage loan performance often influences whether a claim for breach of representation and warranty will be asserted and has an effect on the amount of any loss in the event of a breach of a representation or warranty.
	Each of these subsidiaries may be required to repurchase mortgage loans in the event of certain breaches of these representations and warranties. In the event of a repurchase, the subsidiary is typically required to pay the unpaid principal balance of the loan together with interest and certain expenses (including, in certain cases, legal costs incurred by the purchaser and/or others). The subsidiary then recovers the loan or, if the loan has been foreclosed, the underlying collateral. The subsidiary is exposed to any losses on the repurchased loans after giving effect to any recoveries on the collateral. In some instances, rather than repurchase the loans, a subsidiary may agree to make cash payments to make an investor whole on losses or to settle repurchase claims, possibly including claims for attorneys’ fees and interest. In addition, our subsidiaries may be required to indemnify certain purchasers and others against losses they incur as a result of certain breaches of representations and warranties.
	These subsidiaries, in total, originated and sold to non-affiliates approximately $111 billion original principal balance of mortgage loans between 2005 and 2008, which are the years (or “vintages”) with respect to which our subsidiaries have received the vast majority of the repurchase requests and other related claims.
	The following table presents the original principal balance of mortgage loan originations, by vintage for 2005 through 2008, for the three general categories of purchasers of mortgage loans and the estimated outstanding principal balance as of September 30, 2013 and December 31, 2012:
	Table 14.1: Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser (UPB is estimated)
			Unpaid Principal Balance						Original Unpaid Principal Balance
	(Dollars in billions)		September 30,			December 31,			Total			2008			2007		2006		2005
			2013			2012
	Government sponsored enterprises (“GSEs”)(1)		$	3		$	4		$	11		$	1		$	4	$	3	$	3
	Insured Securitizations			5			5			20			0			2		8		10
	Uninsured Securitizations and Other			19			23			80			3			15		30		32
	Total		$	27		$	32		$	111		$	4		$	21	$	41	$	45
	(1)	GSEs include Fannie Mae and Freddie Mac.
	Between 2005 and 2008, our subsidiaries sold an aggregate amount of $11 billion in original principal balance mortgage loans to the GSEs.
	Of the $20 billion in original principal balance of mortgage loans sold directly by our subsidiaries to private-label purchasers who placed the loans into securitizations supported by bond insurance (“Insured Securitizations”), approximately 48% of the original principal balance was covered by the bond insurance. Further, approximately $16 billion original principal balance was placed in securitizations as to which the monoline bond insurers have made repurchase requests or loan file requests to one of our subsidiaries (“Active Insured Securitizations”) and the remaining approximately $4 billion original principal balance was placed in securitizations as to which the monoline bond insurers have not made repurchase requests or loan file requests to one of our subsidiaries (“Inactive Insured Securitizations”). Insured Securitizations often allow the monoline bond insurer to act independently of the investors. Bond insurers typically have indemnity agreements directly with both the mortgage originators and the securitizers, and they often have super-majority rights within the trust documentation that allow them to direct trustees to pursue mortgage repurchase requests without coordination with other investors.
	Because we do not service most of the loans our subsidiaries sold to others, we do not have complete information about the current ownership of a portion of the $80 billion in original principal balance of mortgage loans not sold directly to GSEs or placed in Insured Securitizations. We have determined based on information obtained from third-party databases that about $48 billion original principal balance of these mortgage loans are currently held by private-label publicly issued securitizations not supported by bond insurance (“Uninsured Securitizations”). An additional approximately $22 billion original principal balance of mortgage loans were initially sold to private investors as whole loans. Various known and unknown investors purchased the remaining $10 billion original principal balance of mortgage loans.
	With respect to the $111 billion in original principal balance of mortgage loans originated and sold to others between 2005 and 2008, we estimate that approximately $27 billion in unpaid principal balance remains outstanding as of September 30, 2013, of which approximately $6 billion in unpaid principal balance is at least 90 days delinquent. Approximately $20 billion in losses have been realized by third parties. Because we do not service most of the loans we sold to others, we do not have complete information about the underlying credit performance levels for some of these mortgage loans. These amounts reflect our best estimates, including extrapolations of underlying credit performance where necessary. These estimates could change as we get additional data or refine our analysis.
	The subsidiaries had open repurchase requests relating to approximately $2.6 billion original principal balance of mortgage loans as of September 30, 2013, compared with $2.4 billion as of December 31, 2012. Currently, repurchase demands predominantly relate to the 2006 and 2007 vintages. We have received relatively few repurchase demands from the 2008 and 2009 vintages, mostly because GreenPoint ceased originating mortgages in August 2007.
	The following table presents information on pending repurchase requests by counterparty category and timing of initial repurchase request. The amounts presented are based on original loan principal balances.
	Table 14.2: Open Pipeline All Vintages (all entities)(1)
	(Dollars in millions) (All amounts are Original Principal Balance)		GSEs			Insured			Uninsured			Total
						Securitizations			Securitizations
									and Other
	Open claims as of December 31, 2011		$	176		$	1,243		$	672		$	2,091
	Gross new demands received			189			366			291			846
	Loans repurchased/made whole			(233	)		(3	)		(138	)		(374	)
	Demands rescinded			(75	)		(30	)		(40	)		(145	)
	Reclassifications(2)			2			3			(4	)		1
	Open claims as of December 31, 2012		$	59		$	1,579		$	781		$	2,419
	Gross new demands received			121			40			191			352
	Loans repurchased/made whole			(40	)		(5	)		(20	)		(65	)
	Demands rescinded			(94	)		0			(21	)		(115	)
	Open claims as of September 30, 2013		$	46		$	1,614		$	931		$	2,591
	(1)	The open pipeline includes all repurchase requests ever received by our subsidiaries where either the requesting party has not formally rescinded the repurchase request and where our subsidiary has not agreed to either repurchase the loan at issue or make the requesting party whole with respect to its losses. Accordingly, repurchase requests denied by our subsidiaries and not pursued by the counterparty remain in the open pipeline, with the exception of certain aged repurchase requests submitted by parties without contractual standing to pursue such requests, which may be removed from the pipeline. Finally, the amounts reflected in this chart are the original principal balance amounts of the mortgage loans at issue and do not correspond to the losses our subsidiary would incur upon the repurchase of these loans.
	(2)	Represents adjustments to correct the counterparty category as of December 31, 2012 for amounts that were misclassified. The reclassification had no impact on the total pending repurchase requests; however, it resulted in an increase in open claims attributable to GSEs and Insured Securitizations and a decrease in open claims attributable to Uninsured Securitizations and Other.
	The following table summarizes changes in our representation and warranty reserves for the three and nine months ended September 30, 2013 and 2012, and for full year 2012:
	Table 14.3: Changes in Representation and Warranty Reserves
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
	(Dollars in millions)		2013			2012			2013			2012
	Representation and warranty repurchase reserve, beginning of period(1)		$	1,156		$	1,002		$	899		$	943
	Provision for mortgage representation and warranty losses(2)			(4	)		0			276			349
	Net realized losses			(7	)		(83	)		(30	)		(373	)
	Representation and warranty repurchase reserve, end of period(1)		$	1,145		$	919		$	1,145		$	919
	(1)	Reported in our consolidated balance sheets as a component of other liabilities.
	(2)	The pre-tax portion of the provision for mortgage representation and warranty losses recognized in our condensed consolidated statements of income as a component of non-interest income was a benefit of $13 million and $27 million in the third quarter and first nine months of 2013, respectively compared with a loss of $42 million in the first nine months of 2012. The portion of the provision for mortgage representation and warranty recognized in our consolidated statements of income as a component of discontinued operations totaled $9 million and $303 million in the third quarter and first nine months of 2013, respectively and $307 million in first nine months of 2012.
	As indicated in the table below, most of the reserves relate to the $27 billion in original principal balance of mortgage loans sold directly to the GSEs or to the Active Insured Securitizations.
	Table 14.4: Allocation of Representation and Warranty Reserves
			Reserve Liability
	(Dollars in millions, except for loans sold)		September 30,			December 31,			Loans Sold
2013			2012			2005 to 2008(1)
Selected period-end data:
GSEs and Active Insured Securitizations		$	970		$	817		$	27
Inactive Insured Securitizations and Others			175			82			84
Total		$	1,145		$	899		$	111
(1)	Reflects, in billions, the total original principal balance of mortgage loans originated by our subsidiaries and sold to third party investors between 2005 and 2008.
In establishing reserves for the $11 billion original principal balance of GSE loans, we rely on the historical relationship between GSE loan losses and repurchase outcomes for each GSE, adjusted for any settlements, to estimate: (1)the percentage of current and future GSE loan defaults that we anticipate will result in repurchase requests from the GSEs over the lifetime of the GSE loans; and (2)the percentage of those repurchase requests that we anticipate will result in actual repurchases. We rely on estimated collateral valuations and loss forecast models to estimate our lifetime liability on GSE loans. This reserving approach to the GSE loans reflects the historical interaction with the GSEs around repurchase requests, and also includes anticipated repurchases resulting from mortgage insurance rescissions. Although our assumed future claims rate considers the most recent claims experience and actual repurchases, an increase in GSE claims and/or repurchases could result in an increase in our reserve. We have entered into and completed repurchase or settlement agreements with respect to the majority of our exposure within this category.
For the $16 billion original principal balance in Active Insured Securitizations, our reserving approach reflects our historical interaction with monoline bond insurers around repurchase requests. Typically, monoline bond insurers allege a very high repurchase rate with respect to the mortgage loans in the Active Insured Securitization category. In response to these repurchase requests, our subsidiaries typically request information from the monoline bond insurers demonstrating that the contractual requirements around a valid repurchase request have been satisfied. In response to these requests for supporting documentation, monoline bond insurers typically initiate litigation. Accordingly, our reserves within the Active Insured Securitization segment are not based upon the historical repurchase rate with monoline bond insurers, but rather upon the expected resolution of litigation with the monoline bond insurers. Every bond insurer within this category is pursuing a substantially similar litigation strategy either through active or probable litigation. Accordingly, our representation and warranty reserves for this category are litigation reserves.
In establishing litigation reserves for this category, we consider the current and future monoline insurer losses inherent within the securitization and apply legal judgment to the anticipated factual and legal record to estimate the lifetime legal liability for each securitization. We rely on our own past monoline settlement ratios in addition to considering publicly available industry monoline settlement ratios to establish these reserves. Our reserves with respect to the U.S. Bank Litigation, the DBSP Litigation, and the Ambac Litigation, in each case as referenced below, are contained within the Active Insured Securitization reserve category. Further, to the extent we have litigation reserves with respect to indemnification risks from certain representation and warranty lawsuits brought by monoline bond insurers against third-party securitizations sponsors, where one of our subsidiaries provided some or all of the mortgage collateral within the securitization but is not a defendant in the litigation, such reserves are also contained within this category.
For the $4 billion original principal balance of mortgage loans in the Inactive Insured Securitizations category and the $48 billion original principal balance of mortgage loans in the Uninsured Securitizations category, we establish reserves based on an assessment of probable and estimable legal liability, if any, utilizing both our own experience and publicly available industry settlement information to estimate lifetime liability. In contrast with the bond insurers in the Insured Securitizations, investors in Uninsured Securitizations often face a number of legal and logistical hurdles before they can force a securitization trustee to pursue mortgage repurchases, including the need to coordinate with a certain percentage of investors holding the securities and to indemnify the trustee for any litigation it undertakes. Accordingly, we only reserve for such exposures when a trustee or investor with standing brings claims and it is probable we have incurred a loss. Some Uninsured Securitization investors from this category are currently suing investment banks and securitization sponsors under federal and/or state securities laws. Although we face some direct and indirect indemnity risks from these litigations, we generally have not established reserves with respect to these indemnity risks because we do not consider them to be both probable and reasonably estimable liabilities.
For the $22 billion original principal balance of mortgage loans sold to private investors as whole loans, we establish reserves by relying on our historical and anticipated claims and repurchase rates to estimate lifetime liability.
The aggregate reserves for all three subsidiaries totaled $1.1 billion as of September 30, 2013, compared with $899 million as of December 31, 2012. We recorded a total benefit for mortgage representation and warranty losses for our representation and warranty repurchase exposure of $4 million in the third quarter of 2013, which was primarily driven by updated economic loss modeling. During the quarter, we had settlements of repurchase requests totaling $7 million that were charged against the reserves.
As part of our business planning processes, we have considered various outcomes relating to the potential future representation and warranty liabilities of our subsidiaries that are possible but do not rise to the level of being both probable and reasonably estimable outcomes justifying an incremental accrual under applicable accounting standards. Our current best estimate of reasonably possible future losses from representation and warranty claims beyond what was in our reserve as of September 30, 2013 is approximately $2.5 billion, a decline from our estimate of $2.7 billion as of December 31, 2012. The estimate as of September 30, 2013 covers all reasonably possible losses relating to representation and warranty claim activity, including those relating to the U.S. Bank Litigation, the DBSP Litigation, the Ambac Litigation, the FHFA Litigation, the LXS Trust Litigation and the FHLB of Boston Litigation.
In estimating reasonably possible future losses in excess of our current reserves, we assume a portion of the inactive securitizations become active and for all Insured Securitizations, we assume loss rates on the high end of those observed in monoline settlements or court rulings. For our remaining GSE exposures, Uninsured Securitizations and whole loan exposures, our reasonably possible risk estimates assume lifetime loss rates and claims rates at the highest levels of our past experience and also consider the limited instances of observed settlements. We do not assume claim rates or loss rates for these risk categories will be as high as those assumed for the Active Insured Securitizations, however, based on industry precedent. Should the number of claims or the loss rates on these claims increase significantly, our estimate of reasonably possible risk would increase materially. We also assume that we will resolve any loan repurchase requests relating to loans originated more than six years ago at a discount as compared to those originated within six years of a repurchase claim because of the pending legal arguments in various matters around the applicable statute of limitations.
Notwithstanding our ongoing attempts to estimate a reasonably possible amount of future losses beyond our current accrual levels based on current information, it is possible that actual future losses will exceed both the current accrual level and our current estimate of the amount of reasonably possible losses. Our reserve and reasonably possible estimates involve considerable judgment and reflect that there is still significant uncertainty regarding numerous factors that may impact the ultimate loss levels, including, but not limited to: litigation outcomes; court rulings; governmental enforcement decisions; future repurchase and indemnification claim levels; securitization trustees pursuing mortgage repurchase litigation unilaterally or in coordination with investors; investors successfully pursuing repurchase litigation independently and without the involvement of the trustee as a party; ultimate repurchase and indemnification rates; future mortgage loan performance levels; actual recoveries on the collateral; and macroeconomic conditions (including unemployment levels and housing prices). In light of the significant uncertainty as to the ultimate liability our subsidiaries may incur from these matters, an adverse outcome in one or more of these matters could be material to our results of operations or cash flows for any particular reporting period.
Litigation
In accordance with the current accounting standards for loss contingencies, we establish reserves for litigation related matters when it is probable that a loss associated with a claim or proceeding has been incurred and the amount of the loss can be reasonably estimated. Litigation claims and proceedings of all types are subject to many uncertain factors that generally cannot be predicted with assurance. Below we provide a description of material legal proceedings and claims.
For some of the matters disclosed below, we are able to determine estimates of potential future outcomes that are not probable and reasonably estimable outcomes justifying either the establishment of a reserve or an incremental reserve build, but which are reasonably possible outcomes. For other disclosed matters, such an estimate is not possible at this time. For those matters below where an estimate is possible (excluding the reasonably possible future losses relating to the U.S. Bank Litigation, the DBSP Litigation, the Ambac Litigation, the FHFA Litigation, the LXS Trust Litigation and the FHLB of Boston Litigation, because reasonably possible losses with respect to those litigations are included within the reasonably possible representation and warranty liabilities discussed above) management currently estimates the reasonably possible future losses could be approximately $250 million. Notwithstanding our attempt to estimate a reasonably possible range of loss beyond our current accrual levels for some litigation matters based on current information, it is possible that actual future losses will exceed both the current accrual level and the range of reasonably possible losses disclosed here. Given the inherent uncertainties involved in these matters, and the very large or indeterminate damages sought in some of these matters, there is significant uncertainty as to the ultimate liability we may incur from these litigation matters and an adverse outcome in one or more of these matters could be material to our results of operations or cash flows for any particular reporting period.
Interchange Litigation
In 2005, a number of entities, each purporting to represent a class of retail merchants, filed antitrust lawsuits (the “Interchange Lawsuits”) against MasterCard and Visa and several member banks, including our subsidiaries and us, alleging among other things, that the defendants conspired to fix the level of interchange fees. The complaints seek injunctive relief and civil monetary damages, which could be trebled. Separately, a number of large merchants have asserted similar claims against Visa and MasterCard only. In October 2005, the class and merchant Interchange Lawsuits were consolidated before the U.S. District Court for the Eastern District of New York for certain purposes, including discovery. On July 13, 2012, the parties executed and filed with the court a Memorandum of Understanding agreeing to resolve the litigation on certain terms set forth in a settlement agreement attached to the Memorandum. The class settlement provides for, among other things, (i) payments by defendants to the class and individual plaintiffs totaling approximately $6.6 billion; (ii) a distribution to the class merchants of an amount equal to 10 basis points of certain interchange transactions for a period of eight months; and (iii) modifications to certain Visa and MasterCard rules regarding point of sale practices. This agreement is contingent on final court approval of the class settlement. In November 2012, the court granted preliminary approval of the class settlement. In September 2013, the court held oral argument to consider final approval of the class settlement. Several merchant plaintiffs have also opted out of the class settlement, some of which have sued MasterCard, Visa and various member banks, including Capital One (collectively “the Opt-Out Plaintiffs”). These cases are in their preliminary stages.
As members of Visa, our subsidiary banks have indemnification obligations to Visa with respect to final judgments and settlements, including the Interchange Lawsuits. In the first quarter of 2008, Visa completed an IPO of its stock. With IPO proceeds, Visa established an escrow account for the benefit of member banks to fund certain litigation settlements and claims, including the Interchange Lawsuits. As a result, in the first quarter of 2008, we reduced our Visa-related indemnification liabilities of $91 million recorded in other liabilities with a corresponding reduction of other non-interest expense. We made an election in accordance with the accounting guidance for fair value option for financial assets and liabilities on the indemnification guarantee to Visa, and the fair value of the guarantee at December 31, 2012 and September 30, 2013 was zero. Separately, in January 2011, we entered into a MasterCard Settlement and Judgment Sharing Agreement, along with other defendant banks, which apportions between MasterCard and its member banks the costs and liabilities of any judgment or settlement arising from the Interchange Lawsuits.
In March 2011, a furniture store owner named Mary Watson filed a proposed class action in the Supreme Court of British Columbia against Visa, MasterCard, and several banks, including Capital One (the “Watson Litigation”). The lawsuit asserts, among other things, that the defendants conspired to fix the merchant discount fees that merchants pay on credit card transactions in violation of Section 45 of the Competition Act and seeks unspecified damages and injunctive relief. In addition, Capital One has been named as a defendant in similar proposed class action claims filed in other jurisdictions in Canada. The Court heard oral argument on plaintiffs’ motion for class certification in the Watson Litigation in April, 2013, and the parties await a ruling.
Late Fees Litigation
In 2007, a number of individual plaintiffs, each purporting to represent a class of cardholders, filed antitrust lawsuits in the U.S. District Court for the Northern District of California against several issuing banks, including us. These lawsuits allege, among other things, that the defendants conspired to fix the level of late fees and over-limit fees charged to cardholders, and that these fees are excessive. In May 2007, the cases were consolidated for all purposes, and a consolidated amended complaint was filed alleging violations of federal statutes and state law. The amended complaint requests civil monetary damages, which could be trebled, and injunctive relief. In November 2007, the court dismissed the amended complaint. Plaintiffs appealed that order to the Ninth Circuit Court of Appeals. The plaintiffs’ appeal challenges the dismissal of their claims under the National Bank Act, the Depository Institutions Deregulation Act of 1980 and the California Unfair Competition Law (the “UCL”), but not their antitrust conspiracy claims. In June 2009, the Ninth Circuit Court of Appeals stayed the matter pending the bankruptcy proceedings of one of the defendant financial institutions. After numerous stays since 2009, the Ninth Circuit entered an order lifting the stay on August 29, 2012, and will now hear the appeal. The Ninth Circuit held oral argument on February 11, 2013, and the parties await the court’s decision.
Credit Card Interest Rate Litigation
The Capital One Bank Credit Card Interest Rate Multi-district Litigation matter was created as a result of a June 2010 transfer order issued by the United States Judicial Panel on Multi-district Litigation (“MDL”), which consolidated for pretrial proceedings in the U.S. District Court for the Northern District of Georgia two pending putative class actions against COBNA-Nancy Mancuso, et al. v. Capital One Bank (USA), N.A., et al., (E.D. Virginia); and Kevin S. Barker, et al. v. Capital One Bank (USA), N.A., (N.D. Georgia), A third action, Jennifer L. Kolkowski v. Capital One Bank (USA), N.A., (C.D. California) was subsequently transferred into the MDL. On August 2, 2010, the plaintiffs in the MDL filed a Consolidated Amended Complaint. The Consolidated Amended Complaint alleges in a putative class action that COBNA breached its contractual obligations, and violated the Truth in Lending Act (“TILA”), the California Consumers Legal Remedies Act, the UCL, the California False Advertising Act, the New Jersey Consumer Fraud Act, and the Kansas Consumer Protection Act when it raised interest rates on certain credit card accounts. The MDL plaintiffs seek statutory damages, restitution, attorney’s fees and an injunction against future rate increases. Fact discovery is now closed. On August 8, 2011, Capital One filed a motion for summary judgment, which remains pending with the court. On July 22, 2013, the MDL plaintiffs filed a supplemental opposition to Capital One’s motion for summary judgment. As a result of a settlement in another matter, the California-based UCL and TILA claims in the MDL are extinguished.
Mortgage Repurchase Litigation
On February 5, 2009, GreenPoint was named as a defendant in a lawsuit commenced in the New York County Supreme Court, by U.S. Bank, N. A., Syncora Guarantee Inc. and CIFG Assurance North America, Inc. (the “U.S. Bank Litigation”). Plaintiffs allege, among other things, that GreenPoint breached certain representations and warranties in two contracts pursuant to which GreenPoint sold approximately 30,000 mortgage loans having an aggregate original principal balance of approximately $1.8 billion to a purchaser that ultimately transferred most of these mortgage loans to a securitization trust. Some of the securities issued by the trust were insured by two of the plaintiffs - Syncora and CIFG. Plaintiffs seek unspecified damages and an order compelling GreenPoint to repurchase the entire portfolio of 30,000 mortgage loans based on alleged breaches of representations and warranties relating to a limited sampling of loans in the portfolio, or, alternatively, the repurchase of specific mortgage loans to which the alleged breaches of representations and warranties relate. On March 3, 2010, the Court granted GreenPoint’s motion to dismiss with respect to plaintiffs Syncora and CIFG and denied the motion with respect to U.S. Bank. GreenPoint subsequently answered the complaint with respect to U.S. Bank, denying the allegations, and filed a counterclaim against U.S. Bank alleging breach of covenant of good faith and fair dealing. On February 28, 2012, the Court denied plaintiffs’ motion for leave to file an amended complaint and dismissed Syncora and CIFG from the case. Syncora and CIFG appealed their dismissal to the New York Supreme Court, Appellate Division, First Department (the “First Department”). In April, 2013, the First Department affirmed the dismissal of Syncora and CIFG from the case.
In September, 2010, DB Structured Products, Inc. (“DBSP”) named GreenPoint in a third-party complaint, filed in the New York County Supreme Court, alleging breach of contract and seeking indemnification (the “DBSP Litigation”). In the underlying suit, Assured Guaranty Municipal Corp. (“AGM”) sued DBSP for alleged breaches of representations and warranties made by DBSP with respect to certain residential mortgage loans that collateralize a securitization insured by AGM and sponsored by DBSP. DBSP purchased the HELOC loans from GreenPoint in 2006. The entire securitization, almost all of which is insured by AGM, is comprised of loans with an aggregate original principal balance of approximately $353 million. DBSP asserts that any liability it faces lies with GreenPoint, alleging that DBSP’s representations and warranties to AGM are substantially similar to the representations and warranties made by GreenPoint to DBSP. GreenPoint filed a motion to dismiss the complaint in October 2010, which the court denied on July 25, 2011.
On October 24, 2012, Capital One, N.A., (“CONA”) as successor to Chevy Chase Bank, F.S.B. (“CCB”), was named as a defendant in a lawsuit filed in the Southern District of New York by Ambac Assurance Corporation and the Segregated Account of Ambac Assurance Corporation (the “Ambac Litigation”). Plaintiffs allege, among other things, that CONA (as successor to Chevy Chase Bank (“CCB”)) breached certain representations and warranties in contracts relating to six securitizations with an aggregate original principal balance of approximately $5.2 billion which were sponsored by a CCB affiliate in 2006 and 2007 and backed by loans originated by CCB. Almost half of the securities issued by the six trusts are insured by Ambac. Plaintiffs seek unspecified damages, an order compelling CONA to indemnify Ambac for all accrued and future damages based on alleged breaches of representations and warranties relating to a limited sampling of loans in the portfolio, the repurchase of specific mortgage loans to which the alleged breaches of representations and warranties relate, and all related fees, costs, and interest. CONA moved to dismiss the complaint on January 14, 2013, and that motion remains pending.
On May 30, June 29, and July 30, 2012, FHFA (acting as conservator for Freddie Mac) filed three summons with notice in the New York state court against GreenPoint, on behalf of the trustees for three RMBS trusts backed by loans originated by GreenPoint with an aggregate original principal balance of $3.4 billion. On January 25, 2013, the plaintiffs filed an amended consolidated complaint in the name of the three trusts, acting by the respective trustees, alleging breaches of contractual representations and warranties regarding compliance with GreenPoint underwriting guidelines relating to certain loans. (the “FHFA Litigation”). Plaintiffs seek specific performance of the repurchase obligations with respect to the loans for which they have provided notice of alleged breaches as well as all other allegedly breaching loans, rescissory damages, indemnification, costs and interest. GreenPoint moved to dismiss the complaint on April 4, 2013.
On July 8, 2013, Lehman XS Trust, Series 2006-4N, by its trustee U.S. Bank, N.A. filed a lawsuit in the Southern District of New York against GreenPoint alleging breaches of representations and warranties made in certain loan sale agreements, pursuant to which GreenPoint sold mortgage loans with an original principal balance of $915 million to Lehman Brothers for securitization and sale to investors. The lawsuit (“the LXS Trust Litigation”) seeks specific performance of GreenPoint’s obligation to repurchase certain allegedly breaching loans, or in the alternative, the repurchase of all loans in the trust, the award of rescissory damages, costs, fees and interest.
As noted above in the section entitled Potential Mortgage Representation & Warranty Liabilities, the Company’s subsidiaries establish reserves with respect to representation and warranty litigation matters, where appropriate, within the Company’s overall representation and warranty reserves. Please see above for more details.
FHLB Securities Litigation
On April 20, 2011, the Federal Home Loan Bank of Boston (the “FHLB of Boston”) filed suit against dozens of mortgage industry participants in Massachusetts Superior Court, alleging, among other things, violations of Massachusetts state securities laws in the sale and marketing of certain residential mortgage-backed securities (the “FHLB of Boston Litigation”). Capital One Financial Corporation and Capital One, National Association are named in the complaint as alleged successors in interest to Chevy Chase Bank, which allegedly marketed some of the mortgage-backed securities at issue in the litigation. The FHLB of Boston seeks rescission, unspecified damages, attorneys’ fees, and other unspecified relief. The case was removed to the United States District Court for the District of Massachusetts in May 2011. FHLB of Boston filed an Amended Complaint on June 29, 2012, and the Company’s motion to dismiss was denied on September 30, 2013.
Checking Account Overdraft Litigation
In May, 2010, Capital One Financial Corporation and COBNA were named as defendants in a putative class action named Steen v. Capital One Financial Corporation, et al., filed in the U.S. District Court for the Eastern District of Louisiana. Plaintiff challenges practices relating to fees for overdraft and non-sufficient funds fees on consumer checking accounts. Plaintiff alleges that our methodology for posting transactions to customer accounts is designed to maximize the generation of overdraft fees, supporting claims for breach of contract, breach of the covenant of good faith and fair dealing, unconscionability, conversion, unjust enrichment and violations of state unfair trade practices laws. Plaintiff seeks a range of remedies, including restitution, disgorgement, injunctive relief, punitive damages and attorneys’ fees. In May 2010, the case was transferred to the Southern District of Florida for coordinated pre-trial proceedings as part of a multi-district litigation (MDL) involving numerous defendant banks, In re Checking Account Overdraft Litigation. In January 2011, plaintiffs filed a second amended complaint against CONA in the MDL court. In February 2011, CONA filed a motion to dismiss the second amended complaint. On March 21, 2011, the MDL court granted CONA’s motion to dismiss claims of breach of the covenant of good faith and fair dealing under Texas law, but denied the motion to dismiss in all other respects. On June 21, 2012, the MDL court granted plaintiff’s motion for class certification. The modified scheduling order entered by the MDL court on August 13, 2013, contemplates the conclusion of discovery in the first quarter of 2014 and we anticipate a remand to the Eastern District of Louisiana in the second quarter of 2014.
Hawaii, Mississippi, Missouri and New Mexico State Attorney General Payment Protection Matters
On April 12, 2012, the Attorney General of Hawaii filed a lawsuit in First Circuit Court in Hawaii against Capital One Bank (USA) N.A., and Capital One Services, LLC. The case is one of several similar lawsuits filed by the Attorney General of Hawaii against various banks challenging the marketing and sale of payment protection and credit monitoring products. On June 28, 2012, the Attorney General of Mississippi filed substantially similar suits against Capital One and several other banks. On April 17, 2013, the Attorney General of New Mexico also filed substantially similar suits against Capital One and several other banks. All three state attorney general complaints allege that Capital One enrolls customers in such programs without their consent and that Capital One enrolls customers in such programs in circumstances in which the customer is not eligible to receive benefits for the product in question. All suits allege unjust enrichment and violation of Unfair and Deceptive Practices Act statutes. The remedies sought in the lawsuits include an injunction prohibiting the Company from engaging in the alleged violations, restitution for all persons allegedly injured by the complained of practices, civil penalties and costs.
On May 18, 2012, Capital One removed the Hawaii AG case to U.S. District Court, District of Hawaii. On November 30, 2012, the court denied the Hawaii AG’s motion to remand. The Hawaii AG petitioned to appeal the District Court’s decision to the Ninth Circuit Court of Appeals, which was granted by the Ninth Circuit on April 1, 2013. The District Court case is now stayed pending the appeal.
On August 10, 2012, Capital One removed the Mississippi AG case to the U.S. District Court, Southern District of Mississippi. On July 31, 2013, the court denied the Mississippi AG’s motion to remand. The Mississippi AG petitioned to appeal the District Court’s decision to the Fifth Circuit Court of Appeals, which was granted by the Fifth Circuit on October 3, 2013.
On June 3, 2013, Capital One removed the New Mexico AG case to the U.S. District Court, District of New Mexico. In response, on July 2, 2013, the New Mexico AG filed an Amended Complaint in federal court, adding a claim for alleged violations of the Truth in Lending Act.
Relatedly, Capital One has provided information to the Attorney General of Missouri as part of an industry-wide informal inquiry initiated in August, 2011, relating to the marketing of payment protection products.
Intellectual Ventures Corp., et al.
On June 19, 2013, Intellectual Ventures I, LLC and Intellectual Ventures II, LLC (collectively “IV”) sued Capital One Financial Corp., Capital One Bank (USA), N.A. and Capital One, N.A. (collectively “Capital One”) for patent infringement in the United States District Court for the Eastern District of Virginia. In the Complaint, IV alleges infringement of patents related to various business processes across the Capital One enterprise. IV simultaneously filed patent infringement actions against numerous other financial institutions on the same and other patents in several other federal courts. Capital One’s motion to dismiss was denied without prejudice on August 28, 2013. Capital One filed an answer and counterclaim alleging antitrust violations. Discovery in the case is ongoing and the final pretrial conference is currently scheduled for December 19, 2013.
Derivative Actions
On August 17, 2012, a derivative action, titled Iron Workers Mid-South Pension Fund v. Fairbank, et al., Case No. 2012 14130 (“Iron Workers Action”), was filed by a putative stockholder on behalf of the Company in Virginia Circuit Court of Fairfax County (hereafter “Virginia Circuit Court”) against certain current and former directors and officers of the Company, alleging breach of the fiduciary duty of loyalty, gross mismanagement, corporate waste, and unjust enrichment. The allegations stem from the Company’s entering into consent orders with the Office of the Comptroller of the Currency and the Consumer Financial Protection Bureau regarding vendor sales practices of payment protection and credit monitoring products. Plaintiff shareholder generally alleges that the alleged failure of the Company’s officers and directors to oversee certain practices between 2010 and early 2012 caused harm to the Company, which is named as a “nominal defendant.” The action includes claims for, among other things, damages in favor of the Company, certain corporate actions to purportedly improve the Company’s corporate governance and internal procedures, and an award of costs and expenses to the putative plaintiff stockholder, including attorneys’ fees. On September 19, 2012, a second derivative complaint, titled Barovic v. Fairbank, et al., Case No. 2012 14130, was filed by another putative stockholder on behalf of the Company also in the Virginia Circuit Court. The Barovic derivative complaint is substantially identical to the Iron Workers’ Action (collectively “Derivative Actions”). The defendants removed the Derivative Actions to federal court and moved to dismiss the complaints. On June 24, 2013, the court granted Capital One’s motion to dismiss, finding that the plaintiffs did not adequately allege facts showing that the Board could not be impartial in responding to a litigation demand. The court also dismissed with prejudice the claims for unjust enrichment and corporate waste, and the claims against the named officer defendants. The plaintiffs filed an amended complaint on July 8, 2013, which Capital One moved to dismiss with prejudice on July 25, 2013. On October 8, 2013, the Court granted Capital One’s motion to dismiss the amended complaint with prejudice, thereby dismissing the consolidated matter in its entirety.
Telephone Consumer Protection Act Litigation
In December 2012, the Capital One Telephone Consumer Protection Act (“TCPA”) Litigation Multi-district Litigation matter was created as a result of a transfer order issued by the United States Judicial Panel on Multi-district Litigation (“TCPA MDL”), which consolidated for pretrial proceedings in the U.S. District Court for the Northern District of Illinois three pending putative class actions-Bridgett Amadeck, et al. v. Capital One Financial Corporation, et al. (W.D. Washington); Nicholas Martin, et al. v. Capital One Bank (USA), N.A., et al. (N.D. Illinois); and Charles C. Patterson v. Capital One Bank (USA), N.A., et al. (N.D. Illinois)-and several individual lawsuits. On February 28, 2013, the putative class action plaintiffs in the TCPA MDL filed a Consolidated Master Class Action Complaint. The Consolidated Master Class Action Complaint and individual lawsuits allege that COBNA and/or entities acting on its behalf violated the TCPA by contacting consumers on their cellular telephones using an automatic telephone dialing system and/or artificial or prerecorded voice without first obtaining prior express consent to do so. The plaintiffs seek statutory damages for alleged negligent and willful violations of the TCPA, attorneys’ fees, costs, and injunctive relief.
Other Pending and Threatened Litigation
In addition, we are commonly subject to various pending and threatened legal actions relating to the conduct of our normal business activities. In the opinion of management, the ultimate aggregate liability, if any, arising out of all such other pending or threatened legal actions will not be material to our consolidated financial position or our results of operations.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Basis of Presentation	'
	Basis of Presentation
	The accompanying unaudited condensed consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP”) for interim financial information and should be read in conjunction with the audited consolidated financial statements in our Annual Report on Form 10-K for the year ended December 31, 2012 (the “2012 Form 10-K”). Certain financial information that is normally included in the annual financial statements in accordance with U.S. GAAP, but is not required for interim reporting purposes, has been condensed or omitted. In the opinion of management, all adjustments of a normal recurring nature considered necessary for a fair presentation of our interim unaudited financial statements are reflected.
Use of Estimates	'
	Use of Estimates
	The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported in the unaudited condensed consolidated financial statements and related disclosures. These estimates are based on information available as of the date of the unaudited condensed consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. Interim period results may not be indicative of results for the full year. Certain prior period amounts have been reclassified to conform to the current period presentation.
Principles of Consolidation	'
	Principles of Consolidation
	The unaudited condensed consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. All significant intercompany account balances and transactions have been eliminated.
Significant Accounting Policies	'
	Significant Accounting Policies
	We provide a summary of our significant accounting policies in our 2012 Form 10-K under “Notes to Consolidated Financial Statements—Note 1—Summary of Significant Accounting Policies.” There have been no significant changes to these policies during 2013 other than as disclosed in “Note 5—Allowance for Loan and Lease Losses,” which provides details on our change in our process for estimating the allowance for loan losses and reserve for unfunded lending commitments for our commercial loan portfolio. Below we describe accounting standards that we adopted in 2013 and recently issued accounting standards that we have not yet adopted.
	Accounting Standards Adopted in 2013
	Comprehensive Income: Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income
	In February 2013, the Financial Accounting Standards Board (“FASB”) issued new guidance requiring an entity to report the effect of significant reclassifications out of accumulated other comprehensive income on the respective line items in net income if the amount being reclassified is required under U.S. GAAP to be reclassified in its entirety to net income. The new guidance does not change the items which must be reported in other comprehensive income, how such items are measured or when they must be reclassified from other comprehensive income to net income. The guidance was effective for reporting periods beginning after December 15, 2012. Our adoption of the guidance on January 1, 2013 had no impact on our financial condition, results of operations or liquidity as it only affects our disclosures. See “Note 10—Stockholders’ Equity” for further details.
	Offsetting Financial Assets and Liabilities
	Effective January, 2013 we were required to disclose both gross and net information about instruments and transactions eligible for offset on the balance sheet as well as instruments and transactions subject to an agreement similar to a master netting arrangement. The disclosures are required irrespective of whether such instruments are presented gross or net on the balance sheet. The guidance was effective for annual and interim reporting periods beginning on or after January 1, 2013, with comparative retrospective disclosures required for all periods presented. Our adoption of the guidance had no effect on our financial condition, results of operations or liquidity as it only affects our disclosures. See “Note 9—Derivative Instruments and Hedging Activities” for further details.
	New Benchmark Interest Rate for Hedge Accounting Purposes
	In July 2013, the FASB issued guidance permitting the use of the Fed Funds Effective Swap Rate (or Overnight Index Swap Rate, “OIS”) as a benchmark interest rate for hedge accounting purposes. The addition of OIS expands the number of benchmark interest rates to three, including the US Treasury rate and London Interbank Offered Rate swap rate. The guidance also removes the previous restriction on using different benchmark rates for similar hedges. The guidance is effective for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. See “Note 9—Derivative Instruments and Hedging Activities” for further details regarding the impact derivative contracts designated as qualifying accounting hedges have on our financial condition and results of operations.
	Recently Issued but Not Yet Adopted Accounting Standards
	Obligations Resulting from Joint and Several Liability Arrangements
	In February 2013, the FASB issued guidance for the recognition, measurement, and disclosure of obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, except for obligations addressed within existing guidance in U.S. GAAP. The guidance clarifies that an entity shall measure obligations as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the reporting entity expects to pay on behalf of its co-obligors. The guidance also requires an entity to disclose the nature and amount of the obligation as well as other information about those obligations. The guidance is effective for annual and interim periods beginning after December 15, 2013, with early adoption permitted. We do not expect our adoption of this guidance in the first quarter of 2014 to have a significant effect on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.

Discontinued_Operations_Tables

Discontinued Operations (Tables)	9 Months Ended
	Sep. 30, 2013
Discontinued Operations And Disposal Groups [Abstract]	'
Summary of Results from Discontinued Operations	'
	The following table summarizes the results from discontinued operations related to the closure of the mortgage origination operations of out wholesale mortgage banking unit:
	Table 2.1: Results of Discontinued Operations
		Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars in millions)	2013			2012			2013			2012
	Non-interest expense, net	$	(20	)	$	(16	)	$	(335	)	$	(337	)
	Loss from discontinued operations before taxes		(20	)		(16	)		(335	)		(337	)
	Income tax benefit		(7	)		(6	)		(125	)		(125	)
	Loss from discontinued operations	$	(13	)	$	(10	)	$	(210	)	$	(212	)

Investment_Securities_Tables

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Investments Debt And Equity Securities [Abstract]	'
Schedule of Investment Portfolio	'
	Table 3.1 Overview of Investment Portfolio
	(Dollars in millions)		September 30, 2013			December 31, 2012
	Securities available for sale, at fair value		$	43,132		$	63,979
	Securities held to maturity, at carrying value			18,276			9
	Total investments		$	61,408		$	63,988
Schedule of Available-for-Sale Securities	'
	Table 3.2 Investment Securities Available for Sale
			September 30, 2013
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	834		$	3		$	0		$	837
	U.S. agency debt obligations(2)			1			0			0			1
	Corporate debt securities guaranteed by U.S. government			1,311			1			(40	)		1,272
	agencies(3)
	Residential mortgage-backed securities (“RMBS”):
	Agency(4)			22,009			282			(230	)		22,061
	Non-agency			3,277			373			(27	)		3,623
	Total RMBS			25,286			655			(257	)		25,684
	Commercial mortgage-backed securities (“CMBS”):
	Agency(4)			4,130			27			(60	)		4,097
	Non-agency			1,697			19			(55	)		1,661
	Total CMBS			5,827			46			(115	)		5,758
	Other asset-backed securities (“ABS”)(5)			7,642			48			(34	)		7,656
	Other securities(6)			1,951			21			(48	)		1,924
	Total investment securities available for sale		$	42,852		$	774		$	(494	)	$	43,132
			December 31, 2012
	(Dollars in millions)		Amortized			Gross			Gross			Fair
			Cost			Unrealized			Unrealized			Value
						Gains			Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	1,548		$	4		$	0		$	1,552
	U.S. agency debt obligations(2)			301			2			(1	)		302
	Corporate debt securities guaranteed by U.S. government agencies(3)			1,003			10			(1	)		1,012
	Residential mortgage-backed securities (“RMBS”):
	Agency(4)			39,408			652			(58	)		40,002
	Non-agency			3,607			312			(48	)		3,871
	Total RMBS			43,015			964			(106	)		43,873
	Commercial mortgage-backed securities (“CMBS”):
	Agency(4)			6,045			103			(4	)		6,144
	Non-agency			1,425			62			(2	)		1,485
	Total CMBS			7,470			165			(6	)		7,629
	Other asset-backed securities (“ABS”)(5)			8,393			70			(5	)		8,458
	Other securities(6)			1,120			34			(1	)		1,153
	Total investment securities available for sale		$	62,850		$	1,249		$	(120	)	$	63,979
	(1)	Includes cumulative non-credit other-than-temporary (“OTTI”) losses recorded in AOCI. We have $20 million and $38 million of non-credit OTTI losses related to non-agency RMBS as of September 30, 2013 and December 31, 2012, respectively.
	-2	Includes debt securities issued by Fannie Mae, Freddie Mac, and the Department of Housing and Urban Development.
	-3	Consists of corporate debt securities guaranteed by other U.S. government agencies, such as the Export-Import Bank of the United States.
	-4	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
	-5	The other asset-backed securities portfolio was collateralized by approximately 66% credit card loans, 15% auto dealer floor plan inventory loans and leases, 6% auto loans, 4% equipment loans, 1% student loans and 8% of other assets as of September 30, 2013. In comparison, the distribution was approximately 64% credit card loans, 18% auto dealer floor plan inventory loans and leases, 6% auto loans, 5% equipment loans, 1% student loans, 2% commercial paper and 4% of other assets as of December 31, 2012. Approximately 87% of the securities in our other asset-backed security portfolio were rated AAA or its equivalent as of September 30, 2013, compared with 82% as of December 31, 2012.
	(6)	Includes foreign government/agency bonds, covered bonds, corporate securities, municipal securities and equity investments primarily related to activities under the Community Reinvestment Act (“CRA”).
Investment Securities Held to Maturity	'
	Table 3.3 Investment Securities Held to Maturity
			September 30, 2013
	(Dollars in millions)		Amortized			Unrealized			Carrying			Gross			Gross			Fair
			Cost			Losses			Value			Unrealized			Unrealized			Value
						Recorded						Gains			Losses
						in AOCI(1)
	Investment securities held to maturity:
	Residential mortgage-backed securities (“RMBS”):
	Agency(2)		$	18,053		$	(1,331	)	$	16,722		$	355		$	(2	)	$	17,075
	Commercial mortgage-backed securities (“CMBS”):
	Agency(2)			1,688			(134	)		1,554			33			0			1,587
	Total investment securities held to maturity		$	19,741		$	(1,465	)	$	18,276		$	388		$	(2	)	$	18,662
			December 31, 2012
	(Dollars in millions)		Amortized			Unrealized			Carrying			Gross			Gross			Fair
			Cost			Losses			Value			Unrealized			Unrealized			Value
						Recorded						Gains			Losses
						in AOCI(1)
	Investment securities held to maturity:
	Other asset-backed securities (“ABS”)		$	9		$	0		$	9		$	0		$	0		$	9
	Total investment securities held to maturity		$	9		$	0		$	9		$	0		$	0		$	9
	(1)	Represents the unrealized holding gain or loss at the date of transfer from available for sale to held to maturity, net of any accretion.
	(2)	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position	'
	Investment Securities in a Gross Unrealized Loss Position
	The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of September 30, 2013 and December 31, 2012.
	Table 3.4: Securities in Unrealized Loss Position
			September 30, 2013
			Less than 12 Months						12 Months or Longer						Total
	(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
						Unrealized						Unrealized						Unrealized
						Losses						Losses						Losses
	Investment securities available for sale:
	U.S. agency debt obligations(1)		$	0		$	0		$	0		$	0		$	0		$	0
	Corporate debt securities guaranteed by U.S. government agencies(2)			1,151			(40	)		0			0			1,151			(40	)
	RMBS:
	Agency(3)			9,461			(225	)		499			(5	)		9,960			(230	)
	Non-agency			244			(15	)		343			(12	)		587			(27	)
	Total RMBS			9,705			(240	)		842			(17	)		10,547			(257	)
	CMBS:
	Agency(3)			2,745			(59	)		35			(1	)		2,780			(60	)
	Non-agency			1,119			(55	)		0			0			1,119			(55	)
	Total CMBS			3,864			(114	)		35			(1	)		3,899			(115	)
	Other ABS			3,155			(31	)		251			(3	)		3,406			(34	)
	Other securities			1,134			(47	)		26			(1	)		1,160			(48	)
	Total investment securities available for sale in a gross unrealized loss position		$	19,009		$	(472	)	$	1,154		$	(22	)	$	20,163		$	(494	)
			December 31, 2012
			Less than 12 Months						12 Months or Longer						Total
	(Dollars in millions)		Fair Value			Gross			Fair Value			Gross			Fair Value			Gross
						Unrealized						Unrealized						Unrealized
						Losses						Losses						Losses
	Investment securities available for sale:
	U.S. agency debt obligations(1)		$	199		$	(1	)	$	0		$	0		$	199		$	(1	)
	Corporate debt securities guaranteed by U.S. government agencies(2)			172			(1	)		0			0			172			(1	)
	RMBS:
	Agency(3)			8,720			(46	)		884			(12	)		9,604			(58	)
	Non-agency			196			(19	)		471			(29	)		667			(48	)
	Total RMBS			8,916			(65	)		1,355			(41	)		10,271			(106	)
	CMBS:
	Agency(3)			1,009			(4	)		0			0			1,009			(4	)
	Non-agency			201			(2	)		0			0			201			(2	)
	Total CMBS			1,210			(6	)		0			0			1,210			(6	)
	Other ABS			1,102			(4	)		99			(1	)		1,201			(5	)
	Other securities			103			0			13			(1	)		116			(1	)
	Total investment securities available for sale in a gross unrealized loss position		$	11,702		$	(77	)	$	1,467		$	(43	)	$	13,169		$	(120	)
	-1	Includes debt securities issued by Fannie Mae, Freddie Mac, and the Department of Housing and Urban Development.
	-2	Includes corporate debt securities guaranteed by other U.S. government agencies, such as the Export-Import Bank of the United States.
	-3	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
Schedule of Contractual Maturities for Available for Sale Securities	'
	The following tables summarizes the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of September 30, 2013:
	Table 3.5: Contractual Maturities of Securities Available for Sale
	(Dollars in millions)		September 30, 2013
	Investment securities available for sale		Amortized Cost			Fair Value
	Due in 1 year or less		$	2,064		$	2,067
	Due after 1 year through 5 years			6,230			6,238
	Due after 5 years through 10 years			4,271			4,204
	Due after 10 years(1)			30,287			30,623
	Total		$	42,852		$	43,132
	-1	Investments with no stated maturities, which consist of equity securities, are included with contractual maturities due after 10 years.
Schedule of Contractual Maturities of Securities Held to Maturity	'
	Table 3.6: Contractual Maturities of Securities Held to Maturity
	(Dollars in millions)		September 30, 2013
	Investment securities held to maturity		Carrying Value			Fair Value
	Due in 1 year or less		$	0		$	0
	Due after 1 year through 5 years			0			0
	Due after 5 years through 10 years			1,045			1,071
	Due after 10 years			17,231			17,591
	Total		$	18,276		$	18,662
Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type	'
	The table below summarizes, by major security type, the expected maturities and the weighted average yields of our investment securities as of September 30, 2013.
	Table 3.7: Expected Maturities and Weighted Average Yields of Securities
			September 30, 2013
			Due in 1 Year			Due > 1  Year			Due > 5  Years			Due > 10 Years			Total
			or Less			through			through
						5 Years			10 Years
	(Dollars in millions)		Amount			Amount			Amount			Amount			Amount
	Fair value of securities available for sale:
	U.S. Treasury debt obligations		$	0		$	837		$	0		$	0		$	837
	U.S. agency debt obligations(2)			1			0			0			0			1
	Corporate debt securities guaranteed by U.S. government agencies(3)			0			228			1,030			14			1,272
	RMBS:
	Agency(4)			87			6,371			15,603			0			22,061
	Non-agency			56			1,803			1,600			164			3,623
	Total RMBS			143			8,174			17,203			164			25,684
	CMBS:
	Agency(4)			352			2,761			984			0			4,097
	Non-agency			142			293			1,208			18			1,661
	Total CMBS			494			3,054			2,192			18			5,758
	Other ABS			1,949			4,773			818			116			7,656
	Other securities(5)			531			484			787			122			1,924
	Total securities available for sale			3,118			17,550			22,030			434			43,132
	Amortized cost of securities available for sale		$	3,117		$	17,334		$	22,007		$	394		$	42,852
	Weighted average yield for securities available for sale(1)			1.44	%		2.45	%		2.99	%		5.19	%		2.68	%
	Carrying value of securities held to maturity:
	RMBS:
	Agency(4)		$	0		$	0		$	11,559		$	5,163		$	16,722
	CMBS:
	Agency(4)			0			402			1,144			8			1,554
	Total securities held for maturity			0			402			12,703			5,171			18,276
	Fair value of securities held to maturity		$	0		$	407		$	12,969		$	5,286		$	18,662
	Weighted average yield for securities held to maturity(1)			0	%		2.11	%		2.34	%		2.71	%		2.44	%
	-1	Yields are calculated based on the amortized cost of each security.
	-2	Includes debt securities issued by Fannie Mae, Freddie Mac, and the Department of Housing and Urban Development.
	-3	Includes corporate debt securities guaranteed by other U.S. government agencies, such as the Export-Import Bank of the United States.
	-4	Includes MBS issued by Fannie Mae and Freddie Mac and MBS guaranteed by Ginnie Mae.
	-5	Yields of tax-exempt securities are calculated on a fully taxable-equivalent (“FTE”) basis.
Schedule of Credit Losses Related to Debt Securities Recognized in Earnings	'
	The table below presents activity for the three and nine months ended September 30, 2013 and 2012, related to the credit component of OTTI recognized in earnings on investment debt securities:
	Table 3.8 Credit Impairment Rollforward
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
	(Dollars in millions)		2013			2012			2013			2012
	Credit loss component, beginning of period		$	149		$	95		$	120		$	68
	Additions:
	Initial credit impairment			3			6			14			16
	Subsequent credit impairment			8			7			26			24
	Total additions			11			13			40			40
	Reductions:
	Sales of credit-impaired securities			0			0			0			0
	Total reductions			0			0			0			0
	Credit loss component, end of period		$	160		$	108		$	160		$	108
Schedule of Changes in AOCI, Related to Debt Securities, Net of Tax	'
	The table below presents for the three and nine months ended September 30, 2013 and 2012, the changes in AOCI related to our debt securities. The net unrealized gains and losses represent fair value adjustments recorded during the period. The net realized gains and losses reclassified from AOCI into earnings includes accretion of the unrealized losses on securities held to maturity into earnings.
	Table 3.9: AOCI Related to Securities, Net of Tax
			Three Months Ended September 30,
			2013									2012
	(Dollars in millions)		Available			Held to			Total			Available			Held to			Total
			for Sale			Maturity						for Sale			Maturity
	Beginning balance AOCI related to securities		$	(517	)	$	0		$	(517	)	$	418		$	0		$	418
	Net unrealized gains (losses)			(224	)		0			(224	)		327			0			327
	Transfers from available for sale to held to maturity			916			(916	)		0			0			0			0
	Net realized (gains) losses reclassified from AOCI into earnings(1)			0			1			1			(1	)		0			(1	)
	Ending balance AOCI related to securities		$	175		$	(915	)	$	(740	)	$	744		$	0		$	744
			Nine Months Ended September 30,
			2013									2012
	(Dollars in millions)		Available			Held to			Total			Available			Held to			Total
			for Sale			Maturity						for Sale			Maturity
	Beginning balance AOCI related to securities		$	703		$	0		$	703		$	286		$	0		$	286
	Unrealized gains (losses)			(1,442	)		0			(1,442	)		485			0			485
	Transfers from available for sale to held to maturity			916			(916	)		0			0			0			0
	Net realized (gains) losses reclassified from AOCI into earnings(1)			(2	)		1			(1	)		(27	)		0			(27	)
	Ending balance AOCI related to securities			175			(915	)		(740	)		744			0			744
	-1	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
Schedule of Gross Realized Gains and Losses on Sale and Redemption of Available-for-Sale Securities Recognized in Earnings	'
	The following table presents the gross realized gains and losses on the sale and redemption of securities available for sale recognized in earnings for the three and nine months ended September 30, 2013 and 2012. The gross realized investment losses presented below exclude credit losses recognized in earnings attributable to OTTI. We also present the proceeds from the sale of securities available for sale for the periods presented. The investment securities we sold were predominantly agency MBS. We did not sell any investment securities that are held to maturity for the nine months ended September 30, 2013 and 2012.
	Table 3.10: Realized Gains and Losses on Securities Available for Sale
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
	(Dollars in millions)		2013			2012			2013			2012
	Gross realized investment gains		$	0		$	2		$	6		$	51
	Gross realized investment losses			0			(1	)		(3	)		(9	)
	Net realized gains		$	0		$	1		$	3		$	42
	Total proceeds from sales		$	35		$	16		$	1,355		$	14,274
Schedule of Outstanding Contractual Balance and Carrying Value of Credit-Impaired ING Direct Debt Securities	'
	The table below presents the outstanding contractual balance and the carrying value of the acquired credit-impaired investment debt securities as of September 30, 2013.
	Table 3.11: Outstanding Balance and Carrying Value of Acquired Securities
	(Dollars in millions)		September 30,			December 31,
			2013			2012
	Contractual principal and interest		$	4,882		$	5,242
	Carrying value		$	2,865		$	2,887
	Amortized Cost		$	2,491		$	2,585
Schedule of Changes in Accretable Yield of Acquired Securities	'
	The following table presents changes in the accretable yield related to the acquired credit-impaired debt securities:
	Table 3.12: Changes in Accretable Yield of Acquired Securities
	(Dollars in millions)		Purchased
			Credit-Impaired
			Securities
	Accretable yield as of December 31, 2011		$	0
	Additions from new acquisitions(1)			1,743
	Accretion recognized in earnings			(202	)
	Reductions due to disposals, transfers, and other non-credit related changes			0
	Net reclassifications (to)/from nonaccretable difference			(29	)
	Accretable yield as of December 31, 2012		$	1,512
	Additions from new acquisitions			82
	Accretion recognized in earnings			(184	)
	Reductions due to disposals, transfers, and other non-credit related changes			1
	Net reclassifications (to)/from nonaccretable difference			31
	Accretable yield as of September 30, 2013		$	1,442
	-1	Includes securities acquired in the ING Direct acquisition as well as other securities purchased.

Loans_Tables

Loans (Tables)	9 Months Ended
	Sep. 30, 2013
Receivables [Abstract]	'
Composition of Loans Held-for-Investment Portfolio	'
	Table 4.1 below presents the composition of our portfolio of loans held for investment, which includes restricted loans for securitization investors, as of September 30, 2013 and December 31, 2012.
	Table 4.1: Loan Portfolio Composition
	(Dollars in millions)		September 30,			December 31,
			2013			2012
	Credit Card business:
	Domestic credit card loans		$	69,538		$	82,328
	International credit card loans			8,031			8,614
	Total credit card loans			77,569			90,942
	Domestic installment loans			398			813
	Total credit card			77,967			91,755
	Consumer Banking business:
	Auto			30,803			27,123
	Home loan			36,817			44,100
	Other retail			3,665			3,904
	Total consumer banking			71,285			75,127
	Commercial Banking business:(1)
	Commercial and multifamily real estate			19,523			17,732
	Commercial and industrial			21,848			19,892
	Total commercial lending			41,371			37,624
	Small-ticket commercial real estate			1,028			1,196
	Total commercial banking			42,399			38,820
	Other:
	Other loans			163			187
	Total loans		$	191,814		$	205,889
	(1)	Includes construction loans and land development loans totaling $2.2 billion and $2.1 billion as of September 30, 2013 and December 31, 2012, respectively.
Aging of Held-for-Investment Loans by Portfolio Segment and Class	'
	Table 4.2: Credit Quality
			September 30, 2013
	(Dollars in millions)		Current			30-59			60-89			³ 90			Total			Acquired			Total			³ 90 Days			Nonperforming
						Days			Days			Days			Delinquent			Loans			Loans			and			Loans(1)
															Loans									Accruing(1)
	Credit Card:
	Domestic credit card		$	67,440		$	812		$	549		$	1,062		$	2,423		$	73		$	69,936		$	1,062		$	0
	International credit card			7,647			147			90			147			384			0			8,031			98			93
	Total credit card			75,087			959			639			1,209			2,807			73			77,967			1,160			93
	Consumer Banking:
	Auto			28,708			1,351			585			153			2,089			6			30,803			0			153
	Home loan			6,853			56			28			236			320			29,644			36,817			0			374
	Retail banking			3,579			20			7			27			54			32			3,665			1			40
	Total consumer banking			39,140			1,427			620			416			2,463			29,682			71,285			1			567
	Commercial Banking:
	Commercial and multifamily real estate			19,280			81			5			55			141			102			19,523			5			70
	Commercial and industrial			21,599			21			2			38			61			188			21,848			1			116
	Total commercial lending			40,879			102			7			93			202			290			41,371			6			186
	Small-ticket commercial real estate			1,005			14			2			7			23			0			1,028			0			15
	Total commercial banking			41,884			116			9			100			225			290			42,399			6			201
	Other:
	Other loans			107			4			3			14			21			35			163			0			21
	Total		$	156,218		$	2,506		$	1,271		$	1,739		$	5,516		$	30,080		$	191,814		$	1,167		$	882
	% of Total loans			81.4	%		1.3	%		0.7	%		0.9	%		2.9	%		15.7	%		100	%		0.6	%		0.5	%
			December 31, 2012
	(Dollars in millions)		Current			30-59			60-89			³ 90			Total			Acquired			Total			³ 90 Days			Nonperforming
						Days			Days			Days			Delinquent			Loans			Loans			and			Loans(1)
															Loans									Accruing(1)
	Credit Card:
	Domestic credit card		$	79,852		$	932		$	659		$	1,410		$	3,001		$	288		$	83,141		$	1,410		$	0
	International credit card			8,227			145			89			153			387			0			8,614			100			100
	Total credit card			88,079			1,077			748			1,563			3,388			288			91,755			1,510			100
	Consumer Banking:
	Auto			25,057			1,341			559			149			2,049			17			27,123			0			149
	Home loan			7,317			63			29			288			380			36,403			44,100			0			422
	Retail banking			3,789			26			10			45			81			34			3,904			1			71
	Total consumer banking			36,163			1,430			598			482			2,510			36,454			75,127			1			642
	Commercial Banking:
	Commercial and multifamily real estate			17,357			64			77			107			248			127			17,732			2			137
	Commercial and industrial			19,525			57			3			75			135			232			19,892			14			133
	Total commercial lending			36,882			121			80			182			383			359			37,624			16			270
	Small-ticket commercial real estate			1,153			28			9			6			43			0			1,196			0			12
	Total commercial banking			38,035			149			89			188			426			359			38,820			16			282
	Other:
	Other loans			118			8			5			23			36			33			187			0			30
	Total		$	162,395		$	2,664		$	1,440		$	2,256		$	6,360		$	37,134		$	205,889		$	1,527		$	1,054
	% of Total loans			78.9	%		1.3	%		0.7	%		1.1	%		3.1	%		18	%		100	%		0.7	%		0.5	%
	(1)	Acquired loans are excluded from loans reported as 90 days and accruing interest as well as nonperforming loans.
Credit Card: Risk Profile by Geographic Region and Delinquency Status	'
	The table below displays the geographic profile of our credit card loan portfolio and delinquency statistics as of as of September 30, 2013 and December 31, 2012. We also present comparative net charge-offs for the third quarter and first nine months of 2013 and 2012.
	Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
			September 30, 2013
	(Dollars in millions)		Loans			% of			Acquired			% of			Total			% of
						Total(1)			Loans			Total(1)						Total(1)
	Domestic credit card and installment loans:
	California		$	7,585			9.7	%	$	7			0	%	$	7,592			9.7	%
	New York			5,060			6.5			7			0			5,067			6.5
	Texas			4,757			6.1			5			0			4,762			6.1
	Florida			4,086			5.2			4			0			4,090			5.2
	Illinois			3,441			4.4			3			0			3,444			4.4
	Pennsylvania			3,253			4.2			3			0			3,256			4.2
	Ohio			2,811			3.6			3			0			2,814			3.6
	New Jersey			2,607			3.4			2			0			2,609			3.4
	Michigan			2,478			3.2			2			0			2,480			3.2
	Other			33,785			43.3			37			0.1			33,822			43.4
	Total domestic credit card and installment loans			69,863			89.6			73			0.1			69,936			89.7
	International credit card:
	United Kingdom			3,447			4.4			0			0			3,447			4.4
	Canada			4,584			5.9			0			0			4,584			5.9
	Total international credit card			8,031			10.3			0			0			8,031			10.3
	Total credit card and installment loans		$	77,894			99.9	%	$	73			0.1	%	$	77,967			100	%
	Selected credit metrics:
	30+ day delinquencies(2)		$	2,786			3.57	%	$	21			0.03	%	$	2,807			3.6	%
	90+ day delinquencies(2)			1,201			1.54			8			0.01			1,209			1.55
			December 31, 2012
	(Dollars in millions)		Loans			% of			Acquired			% of			Total			% of
						Total(1)			Loans			Total(1)						Total(1)
	Domestic credit card and installment loans:
	California		$	9,245			10	%	$	31			0.1	%	$	9,276			10.1	%
	Texas			5,910			6.5			23			0			5,933			6.5
	New York			5,846			6.4			23			0			5,869			6.4
	Florida			4,835			5.3			17			0			4,852			5.3
	Illinois			4,100			4.5			15			0			4,115			4.5
	Pennsylvania			3,861			4.2			14			0			3,875			4.2
	Ohio			3,351			3.6			12			0			3,363			3.6
	New Jersey			3,060			3.3			10			0			3,070			3.3
	Michigan			2,917			3.2			11			0			2,928			3.2
	Other			39,728			43.3			132			0.2			39,860			43.5
	Total domestic credit card and installment loans			82,853			90.3			288			0.3			83,141			90.6
	International credit card:
	United Kingdom			3,678			4			0			0			3,678			4
	Canada			4,936			5.4			0			0			4,936			5.4
	Total international credit card			8,614			9.4			0			0			8,614			9.4
	Total credit card and installment loans		$	91,467			99.7	%	$	288			0.3	%	$	91,755			100	%
	Selected credit metrics:
	30+ day delinquencies(2)		$	3,326			3.62	%	$	62			0.07	%	$	3,388			3.69	%
	90+ day delinquencies(2)			1,530			1.67			33			0.03			1,563			1.7
	(1)	Percentages by geographic region within the domestic and international credit card portfolios are calculated based on the total held-for- investment credit card loans as of the end of the reported period.
	(2)	Delinquency rates calculated by dividing delinquent credit card loans by the total balance of credit card loans held for investment as of the end of the reported period.
Credit Card: Net Charge-Offs	'
	Table 4.4: Credit Card: Net Charge-offs
			Three Months Ended September 30,												Nine Months Ended September 30,
			2013						2012						2013						2012
	(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
	Net charge-offs:
	Domestic credit card		$	642			3.67	%	$	612			3.04	%	$	2,218			4.14	%	$	1,653			3.21	%
	International credit card			92			4.71			101			4.95			288			4.79			328			5.32
	Total(1)		$	734			3.78	%	$	713			3.22	%	$	2,506			4.2	%	$	1,981			3.43	%
	(1)	Calculated by dividing annualized net charge-offs by average credit card loans held for investment for the three and nine months ended September 30, 2013 and 2012.
Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status	'
	The table below displays the geographic profile of our consumer banking loan portfolio, including acquired loans. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio, excluding acquired loans, as of September 30, 2013 and December 31, 2012, and net charge-offs for the third quarter and first nine months of 2013 and 2012.
	Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
	(Dollars in millions)		September 30, 2013
			Loans						Acquired Loans						Total
			Loans			% of			Loans			% of			Loans			% of
						Total(1)						Total(1)						Total(1)
	Auto:
	Texas		$	4,624			6.5	%	$	0			0	%	$	4,624			6.5	%
	California			3,159			4.4			0			0			3,159			4.4
	Florida			1,949			2.7			0			0			1,949			2.7
	Louisiana			1,663			2.3			0			0			1,663			2.3
	Georgia			1,628			2.3			0			0			1,628			2.3
	Illinois			1,244			1.8			0			0			1,244			1.8
	Ohio			1,212			1.7			0			0			1,212			1.7
	Other			15,318			21.5			6			0			15,324			21.5
	Total auto			30,797			43.2			6			0			30,803			43.2
	Home loan:
	California			1,032			1.5			7,503			10.5			8,535			12
	New York			1,539			2.2			1,322			1.9			2,861			4.1
	Illinois			89			0.1			2,311			3.2			2,400			3.3
	Maryland			413			0.6			1,568			2.2			1,981			2.8
	New Jersey			366			0.5			1,460			2.1			1,826			2.6
	Virginia			340			0.5			1,445			2			1,785			2.5
	Florida			172			0.2			1,553			2.2			1,725			2.4
	Other			3,222			4.5			12,482			17.5			15,704			22
	Total home loan			7,173			10.1			29,644			41.6			36,817			51.7
	Retail banking:
	Louisiana			1,282			1.8			0			0			1,282			1.8
	New York			859			1.2			0			0			859			1.2
	Texas			780			1.1			0			0			780			1.1
	New Jersey			271			0.4			0			0			271			0.4
	Maryland			115			0.2			18			0			133			0.2
	Virginia			85			0.1			10			0			95			0.1
	California			38			0			0			0			38			0
	Other			203			0.3			4			0			207			0.3
	Total retail banking			3,633			5.1			32			0			3,665			5.1
	Total consumer banking		$	41,603			58.4	%	$	29,682			41.6	%	$	71,285			100	%
			September 30, 2013
			Auto						Home Loan						Retail Banking						Total Consumer
																					Banking
	(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
	Credit performance:(2)
	30+ day delinquencies		$	2,089			6.78	%	$	320			0.87	%	$	54			1.48	%	$	2,463			3.46	%
	90+ day delinquencies			153			0.5			236			0.64			27			0.74			416			0.58
	Nonperforming loans			153			0.5			374			1.01			40			1.1			567			0.79
			December 31, 2012
			Loans						Acquired Loans						Total
	(Dollars in millions)		Loans			% of			Loans			% of			Loans			% of
						Total(1)						Total(1)						Total(1)
	Auto:
	Texas		$	4,317			5.7	%	$	0			0	%	$	4,317			5.7	%
	California			2,676			3.6			0			0			2,676			3.6
	Florida			1,621			2.1			0			0			1,621			2.1
	Louisiana			1,504			2			0			0			1,504			2
	Georgia			1,404			1.9			0			0			1,404			1.9
	Illinois			1,134			1.5			0			0			1,134			1.5
	Ohio			1,032			1.4			0			0			1,032			1.4
	Other			13,418			17.8			17			0.1			13,435			17.9
	Total auto			27,106			36			17			0.1			27,123			36.1
	Home loan:
	California			1,168			1.6			9,098			12.1			10,266			13.7
	New York			1,678			2.2			1,598			2.1			3,276			4.3
	Illinois			102			0.1			2,875			3.8			2,977			3.9
Maryland			403			0.5			1,878			2.5			2,281			3
New Jersey			402			0.5			1,717			2.3			2,119			2.8
Virginia			342			0.5			1,748			2.3			2,090			2.8
Florida			183			0.3			1,863			2.5			2,046			2.8
Other			3,419			4.6			15,626			20.8			19,045			25.4
Total home loan			7,697			10.3			36,403			48.4			44,100			58.7
Retail banking:
Louisiana			1,447			1.9			0			0			1,447			1.9
New York			864			1.2			0			0			864			1.2
Texas			844			1.1			0			0			844			1.1
New Jersey			312			0.4			0			0			312			0.4
Maryland			96			0.1			20			0.1			116			0.2
Virginia			78			0.1			9			0			87			0.1
California			47			0.1			0			0			47			0.1
Other			182			0.2			5			0			187			0.2
Total retail banking			3,870			5.1			34			0.1			3,904			5.2
Total consumer banking		$	38,673			51.4	%	$	36,454			48.6	%	$	75,127			100	%
		December 31, 2012
		Auto						Home Loan						Retail Banking						Total Consumer
																				Banking
(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
Credit performance:(2)
30+ day delinquencies		$	2,049			7.55	%	$	380			0.86	%	$	81			2.07	%	$	2,510			3.34	%
90+ day delinquencies			149			0.55			288			0.65			45			1.15			482			0.64
Nonperforming loans			149			0.55			422			0.96			71			1.82			642			0.85
(1)	Percentages by geographic region are calculated based on the total held-for-investment consumer banking loans as of the end of the reported period.
(2)	Credit performance statistics exclude acquired loans, which were recorded at fair value at acquisition. Although acquired loans may be contractually delinquent, we separately track these loans and do not include them in our delinquency and nonperforming loan statistics as the fair value recorded at acquisition included an estimate of credit losses expected to be realized over the remaining lives of the loans.
Consumer Banking: Net Charge-Offs	'
	Table 4.6: Consumer Banking: Net Charge-offs
			Three Months Ended September 30,												Nine Months Ended September 30,
			2013						2012						2013						2012
	(Dollars in millions)		Amount			Rate			Amount			Rate			Amount			Rate			Amount			Rate
	Net charge-offs:
	Auto		$	152			2.01	%	$	115			1.79	%	$	366			1.69	%	$	262			1.44	%
	Home Loan			5			0.06			32			0.28			13			0.04			59			0.19
	Retail Banking			13			1.38			14			1.2			44			1.58			41			1.29
	Total Consumer Banking(1)		$	170			0.95	%	$	161			0.83	%	$	423			0.77	%	$	362			0.69	%
	(1)	Calculated by dividing annualized net charge-offs by average loans held for investment for the three and nine months ended September 30, 2013 and 2012.
Home Loans: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type	'
	The following table presents the distribution of our home loan portfolio as of September 30, 2013 and December 31, 2012, based on selected key risk characteristics.
	Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
	(Dollars in millions)		September 30, 2013
			Loans						Acquired Loans						Total Home Loans
			Amount			% of			Amount			% of			Amount			% of
						Total(1)						Total(1)						Total(1)
	Origination year:
	< =005		$	2,984			8.1	%	$	4,203			11.4	%	$	7,187			19.5	%
	2006			546			1.5			2,555			6.9			3,101			8.4
	2007			387			1			5,451			14.8			5,838			15.8
	2008			219			0.6			4,311			11.7			4,530			12.3
	2009			135			0.4			2,697			7.3			2,832			7.7
	2010			149			0.4			4,510			12.3			4,659			12.7
	2011			269			0.7			4,990			13.6			5,259			14.3
	2012			1,982			5.4			849			2.3			2,831			7.7
	2013			502			1.4			78			0.2			580			1.6
	Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
	Geographic concentration:(2)
	California		$	1,032			2.8	%	$	7,503			20.4	%	$	8,535			23.2	%
	New York			1,539			4.2			1,322			3.6			2,861			7.8
	Illinois			89			0.2			2,311			6.3			2,400			6.5
	Maryland			413			1.1			1,568			4.3			1,981			5.4
	New Jersey			366			1			1,460			4			1,826			5
	Virginia			340			0.9			1,445			3.9			1,785			4.8
	Florida			172			0.5			1,553			4.2			1,725			4.7
	Arizona			92			0.2			1,506			4.1			1,598			4.3
	Washington			103			0.3			1,374			3.7			1,477			4
	Louisiana			1,307			3.6			50			0.1			1,357			3.7
	Other			1,720			4.7			9,552			25.9			11,272			30.6
	Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
	Lien type:
	1st lien		$	6,085			16.5	%	$	29,210			79.3	%	$	35,295			95.8	%
	2nd lien			1,088			3			434			1.2			1,522			4.2
	Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
	Interest rate type:
	Fixed rate		$	2,438			6.6	%	$	3,582			9.7	%	$	6,020			16.3	%
	Adjustable rate			4,735			12.9			26,062			70.8			30,797			83.7
	Total		$	7,173			19.5	%	$	29,644			80.5	%	$	36,817			100	%
			December 31, 2012
			Loans						Acquired Loans						Total Home Loans
	(Dollars in millions)		Amount			% of			Amount			% of			Amount			% of
						Total(1)						Total(1)						Total(1)
	Origination year:
	< =005		$	3,483			7.9	%	$	4,858			11	%	$	8,341			18.9	%
	2006			621			1.4			2,865			6.5			3,486			7.9
	2007			446			1			6,189			14			6,635			15
	2008			257			0.6			5,210			11.8			5,467			12.4
	2009			167			0.4			3,438			7.8			3,605			8.2
	2010			188			0.4			6,024			13.7			6,212			14.1
	2011			324			0.7			6,705			15.2			7,029			15.9
	2012			2,211			5.1			1,114			2.5			3,325			7.6
	Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
	Geographic concentration:(2)
	California		$	1,168			2.7	%	$	9,098			20.6	%	$	10,266			23.3	%
	New York			1,678			3.8			1,598			3.6			3,276			7.4
	Illinois			102			0.2			2,875			6.5			2,977			6.7
	Maryland			403			0.9			1,878			4.3			2,281			5.2
	New Jersey			402			0.9			1,717			3.9			2,119			4.8
	Virginia			342			0.8			1,748			4			2,090			4.8
	Florida			183			0.4			1,863			4.2			2,046			4.6
	Arizona			95			0.2			1,828			4.1			1,923			4.3
	Washington			113			0.3			1,766			4			1,879			4.3
	Colorado			126			0.3			1,594			3.6			1,720			3.9
Other			3,085			7			10,438			23.7			13,523			30.7
Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
Lien type:
1st lien		$	6,502			14.8	%	$	35,905			81.4	%	$	42,407			96.2	%
2nd lien			1,195			2.7			498			1.1			1,693			3.8
Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
Interest rate type:
Fixed rate		$	2,534			5.8	%	$	4,037			9.1	%	$	6,571			14.9	%
Adjustable rate			5,163			11.7			32,366			73.4			37,529			85.1
Total		$	7,697			17.5	%	$	36,403			82.5	%	$	44,100			100	%
(1)	Percentages within each risk category calculated based on total held-for-investment home loans.
(2)	Represents the ten states in which we have the highest concentration of home loans.
Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating	'
	The following table presents the geographic distribution and internal risk ratings of our commercial loan portfolio as of September 30, 2013 and December 31, 2012.
	Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
			September 30, 2013
	(Dollars in millions)		Commercial			% of			Commercial			% of			Small-ticket			% of			Total			% of
			&			Total(1)			and			Total(1)			Commercial			Total(1)			Commercial			Total(1)
			Multifamily						Industrial						Real Estate
			Real Estate
	Geographic concentration:(2)
	Loans:
	Northeast		$	13,849			70.9	%	$	5,619			25.7	%	$	619			60.2	%	$	20,087			47.4	%
	Mid-Atlantic			1,865			9.6			1,318			6			36			3.5			3,219			7.6
	South			2,321			11.9			9,998			45.8			62			6			12,381			29.2
	Other			1,386			7.1			4,725			21.6			311			30.3			6,422			15.1
	Loans			19,421			99.5			21,660			99.1			1,028			100			42,109			99.3
	Acquired loans			102			0.5			188			0.9			0			0			290			0.7
	Total		$	19,523			100	%	$	21,848			100	%	$	1,028			100	%	$	42,399			100	%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	18,859			96.6	%	$	21,078			96.5	%	$	1,003			97.5	%	$	40,940			96.5	%
	Criticized performing			492			2.5			466			2.1			10			1			968			2.3
	Criticized nonperforming			70			0.4			116			0.5			15			1.5			201			0.5
	Loans			19,421			99.5			21,660			99.1			1,028			100			42,109			99.3
	Acquired loans:
	Noncriticized			73			0.4			168			0.8			0			0			241			0.6
	Criticized performing			29			0.1			20			0.1			0			0			49			0.1
	Total acquired loans			102			0.5			188			0.9			0			0			290			0.7
	Total		$	19,523			100	%	$	21,848			100	%	$	1,028			100	%	$	42,399			100	%
			December 31, 2012
	(Dollars in millions)		Commercial			% of			Commercial			% of			Small-ticket			% of			Total			% of
			&			Total(1)			and			Total(1)			Commercial			Total(1)			Commercial			Total(1)
			Multifamily						Industrial						Real Estate
			Real Estate
	Geographic concentration:(2)
	Loans:
	Northeast		$	13,299			75	%	$	5,460			27.4	%	$	723			60.5	%	$	19,482			50.2	%
	Mid-Atlantic			1,398			7.9			1,149			5.8			47			3.9			2,594			6.7
	South			2,055			11.6			9,182			46.2			72			6			11,309			29.1
	Other			853			4.8			3,869			19.4			354			29.6			5,076			13.1
	Loans			17,605			99.3			19,660			98.8			1,196			100			38,461			99.1
	Acquired loans			127			0.7			232			1.2			0			0			359			0.9
	Total		$	17,732			100	%	$	19,892			100	%	$	1,196			100	%	$	38,820			100	%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	16,614			93.7	%	$	19,073			95.9	%	$	1,152			96.3	%	$	36,839			94.9	%
	Criticized performing			853			4.8			454			2.3			33			2.8			1,340			3.5
	Criticized nonperforming			138			0.8			133			0.6			11			0.9			282			0.7
	Loans			17,605			99.3			19,660			98.8			1,196			100			38,461			99.1
	Acquired loans:
	Noncriticized			77			0.4			228			1.2			0			0			305			0.8
	Criticized performing			50			0.3			4			0			0			0			54			0.1
	Total acquired loans			127			0.7			232			1.2			0			0			359			0.9
	Total		$	17,732			100	%	$	19,892			100	%	$	1,196			100	%	$	38,820			100	%
	(1)	Percentages calculated based on total held-for-investment commercial loans in each respective loan category as of the end of the reported period.
	-2	Northeast consists of CT, ME, MA, NH, NJ, NY, PA and VT. Mid-Atlantic consists of DE, DC, MD, VA and WV. South consists of AL, AR, FL, GA, KY, LA, MS, MO, NC, SC, TN and TX.
	(3)	Criticized exposures correspond to the “Special Mention,” “Substandard” and “Doubtful” asset categories defined by banking regulatory authorities.
Individually Impaired Loans, Excluding Acquired Loans	'
	The following table presents information about our impaired loans, excluding acquired loans, which are reported separately and discussed below as of September 30, 2013 and December 31, 2012:
	Table 4.9: Impaired Loans
			September 30, 2013
	(Dollars in millions)		With an			Without			Total			Related			Net			Unpaid			Average			Interest
			Allowance			an			Recorded			Allowance			Recorded			Principal			Recorded			Income
						Allowance			Investment						Investment			Balance			Investment			Recognized
	Credit card and installment loans:
	Domestic credit card and installment loans		$	623		$	0		$	623		$	145		$	478		$	607		$	656		$	50
	International credit card and installment loans			168			0			168			104			64			161			169			8
	Total credit card and installment loans(1)			791			0			791			249			542			768			825			58
	Consumer banking:
	Auto			163			175			338			16			322			563			330			46
	Home loan			217			0			217			17			200			255			184			5
	Retail banking			68			23			91			18			73			233			94			2
	Total consumer banking			448			198			646			51			595			1,051			608			53
	Commercial banking:
	Commercial and multifamily real estate			78			93			171			4			167			154			237			0
	Commercial and industrial			108			99			207			15			192			267			227			1
	Total commercial lending			186			192			378			19			359			421			464			1
	Small-ticket commercial real estate			16			0			16			7			9			24			19			0
	Total commercial banking			202			192			394			26			368			445			483			1
	Total		$	1,441		$	390		$	1,831		$	326		$	1,505		$	2,264		$	1,916		$	112
			December 31, 2012
	(Dollars in millions)		With an			Without			Total			Related			Net			Unpaid			Average			Interest
			Allowance			an			Recorded			Allowance			Recorded			Principal			Recorded			Income
						Allowance			Investment						Investment			Balance			Investment			Recognized
	Credit card and installment loans:
	Domestic credit card and installment loans		$	701		$	0		$	701		$	230		$	471		$	678		$	687		$	70
	International credit card and installment loans			172			0			172			101			71			164			192			11
	Total credit card and installment loans(1)			873			0			873			331			542			842			879			81
	Consumer banking:
	Auto			169			159			328			20			308			606			130			31
	Home loan			145			0			145			13			132			167			120			4
	Retail banking			61			35			96			7			89			118			88			3
	Total consumer banking			375			194			569			40			529			891			338			38
	Commercial banking:
	Commercial and multifamily real estate			168			112			280			32			248			315			353			8
	Commercial and industrial			152			92			244			22			222			277			227			6
	Total commercial lending			320			204			524			54			470			592			580			14
	Small-ticket commercial real estate			3			11			14			1			13			21			23			0
	Total commercial banking			323			215			538			55			483			613			603			14
	Total		$	1,571		$	409		$	1,980		$	426		$	1,554		$	2,346		$	1,820		$	133
	(1)	Credit card and installment loans include finance charges and fees.
TDR Disclosures in Progress Financial Impact of Modification	'
	The following tables present the types, amounts and financial effects of loans modified and accounted for as troubled debt restructurings during the period:
	Table 4.10: Troubled Debt Restructurings
						Three Months Ended September 30, 2013
						Reduced Interest Rate						Term Extension						Balance Reduction
	(Dollars in millions)		Total			% of			Average			% of			Average			% of			Gross
			Loans			TDR			Rate			TDR			Term			TDR			Balance
			Modified(1)			Activity(2)(8)			Reduction(3)			Activity(4)(8)			Extension			Activity(6)(8)			Reduction(7)
															(Months)(5)
	Credit card:
	Domestic credit card		$	80			100	%		11.24	%		0	%		0			0	%	$	0
	International credit card			46			100			25.26			0			0			0			0
	Total credit card			126			100			16.34			0			0			0			0
	Consumer banking:
	Auto			73			32			1.04			54			9			45			30
	Home loan			10			45			3.33			58			25			13			0
	Retail banking			6			9			3.89			60			6			0			0
	Total consumer banking			89			31			1.45			55			11			38			30
	Commercial banking:
	Commercial and multifamily real estate			18			67			1.74			54			43			0			0
	Commercial and industrial			15			0			0			100			7			0			0
	Total commercial lending			33			36			1.74			75			21			0			0
	Small-ticket commercial real estate			4			0			0			0			0			0			0
	Total commercial banking			37			32			1.74			67			21			0			0
	Total		$	252			66	%		12.79	%		29	%		14			14	%	$	30
						Nine Months Ended September 30, 2013
						Reduced Interest Rate						Term Extension						Balance Reduction
	(Dollars in millions)		Total			% of			Average			% of			Average			% of			Gross
			Loans			TDR			Rate			TDR			Term			TDR			Balance
			Modified(1)			Activity(2)(8)			Reduction(3)			Activity(4)(8)			Extension			Activity(6)(8)			Reduction(7)
															(Months)(5)
	Credit card:
	Domestic credit card		$	234			100	%		11.9	%		0	%		0			0	%	$	0
	International credit card			144			100			24.89			0			0			0			0
	Total credit card			378			100			16.85			0			0			0			0
	Consumer banking:
	Auto			196			31			1.53			54			9			45			79
	Home loan			78			23			2.95			18			99			22			3
	Retail banking			25			6			3.61			61			8			0			0
	Total consumer banking			299			27			1.89			45			18			35			82
	Commercial banking:
	Commercial and multifamily real estate			50			24			1.74			76			16			0			0
	Commercial and industrial			31			0			0			68			7			1			0
	Total commercial lending			81			15			1.74			73			13			0			0
	Small-ticket commercial real estate			5			0			0			0			0			0			0
	Total commercial banking			86			14			1.74			69			13			0			0
	Total		$	763			62	%		13.93	%		25	%		16			14	%	$	82
						Three Months Ended September 30, 2012
						Reduced Interest Rate						Term Extension						Balance Reduction
	(Dollars in millions)		Total			% of			Average			% of TDR			Average			% of			Gross
			Loans			TDR			Rate			Activity(4)(8)			Term			TDR			Balance
			Modified(1)			Activity(2)(8)			Reduction(3)						Extension			Activity(6)(8)			Reduction(7)
															(Months)(5)
	Credit card:
	Domestic credit card		$	109			100	%		11.77	%		0	%		0			0	%	$	0
	International credit card			51			99			24.38			0			0			0			0
	Total credit card			160			100			15.82			0			0			0			0
	Consumer banking:
	Auto			213			73			10.62			76			17			89			143
	Home loan			41			83			2.96			79			148			67			9
	Retail banking			5			7			1.3			95			7			0			0
	Total consumer banking			259			73			9.25			77			38			84			152
	Commercial banking:
	Commercial and multifamily real estate			1			0			0			100			24			0			0
Commercial and industrial			33			10			1.11			98			20			0			0
Total commercial lending			34			10			1.11			98			20			0			0
Small-ticket commercial real estate			0			0			0			0			0			0			0
Total commercial banking			34			10			1.11			98			20			0			0
Total		$	453			78	%		12.15	%		51	%		35			48	%	$	152
					Nine Months Ended September 30, 2012
					Reduced Interest Rate						Term Extension						Balance Reduction
(Dollars in millions)		Total			% of			Average			% of  TDR			Average			% of			Gross
		Loans			TDR			Rate			Activity(4)(8)			Term			TDR			Balance
		Modified(1)			Activity(2)(8)			Reduction(3)						Extension			Activity(6)(8)			Reduction(7)
														(Months)(5)
Credit card:
Domestic credit card		$	254			100	%		11.24	%		0	%		0			0	%	$	0
International credit card			166			99			24.17			0			0			0			0
Total credit card			420			100			15.39			0			0			0			0
Consumer banking:
Auto			258			73			9.07			80			15			74			143
Home loan			58			67			2.49			72			131			49			9
Retail banking			19			2			1.72			99			10			0			0
Total consumer banking			335			68			7.93			80			33			65			152
Commercial banking:
Commercial and multifamily real estate			29			16			1.72			100			10			0			0
Commercial and industrial			99			7			4.18			98			15			0			0
Total commercial lending			128			9			3.24			99			14			0			0
Small-ticket commercial real estate			0			0			0			0			0			0			0
Total commercial banking			128			9			3.24			99			14			0			0
Total		$	883			75	%		12.6	%		44	%		27			25	%	$	152
(1)	Represents total loans modified and accounted for as a TDR during the period. Paydowns, charge-offs and any other changes in the loan carrying value subsequent to the loan entering TDR status are not reflected.
(2)	Percentage of loans modified and accounted for as a TDR during the period that were granted a reduced interest rate.
(3)	Weighted average interest rate reduction for those loans that received an interest rate concession.
(4)	Percentage of loans modified and accounted for as a TDR during the period that were granted a maturity date extension.
(5)	Weighted average change in maturity date for those loans that received a maturity date extension.
(6)	Percentage of loans modified and accounted for as a TDR during the period that were granted forgiveness or forbearance of a portion of their balance.
(7)	Total amount represents the gross balance forgiven. For loans modified in bankruptcy, the gross balance reduction represents collateral value write downs associated with the discharge of the borrower’s obligations.
(8)	Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types.
TDR - Subsequent Payment Defaults of Completed TDR Modifications	'
	The following table presents the type, number and amount of loans accounted for as TDRs that experienced a payment default during the period and had completed a modification event in the twelve months prior to the payment default. A payment default occurs if the loan is either 90 days or more delinquent or the loan has been charged-off as of the end of the period presented.
	Table 4.11: TDR—Subsequent Payment Defaults
			Three Months Ended September 30, 2013						Nine Months Ended September 30, 2013
	(Dollars in millions)		Number of			Total			Number of			Total
			Contracts			Loans			Contracts			Loans
	Credit card:
	Domestic credit card			10,114		$	16			28,957		$	53
	International credit card(1)			12,641			36			35,769			104
	Total credit card			22,755			52			64,726			157
	Consumer banking:
	Auto			2,321			17			7,178			49
	Home loan			7			1			25			2
	Retail banking			41			3			99			5
	Total consumer banking			2,369			21			7,302			56
	Commercial banking:
	Commercial and multifamily real estate			3			4			10			15
	Commercial and industrial			13			11			20			19
	Total commercial lending			16			15			30			34
	Small-ticket commercial real estate			0			0			1			0
	Total commercial banking			16			15			31			34
	Total			25,140		$	88			72,059		$	247
			Three Months Ended September 30, 2012						Nine Months Ended September 30, 2012
	(Dollars in millions)		Number of			Total			Number of			Total
			Contracts			Loans			Contracts			Loans
	Credit card:
	Domestic credit card			12,314		$	22			30,484		$	61
	International credit card(1)			11,903			40			36,956			127
	Total credit card			24,217			62			67,440			188
	Consumer banking:
	Auto			1,121			10			2,986			27
	Home loan			12			1			79			7
	Retail banking			14			2			83			9
	Total consumer banking			1,147			13			3,148			43
	Commercial banking:
	Commercial and multifamily real estate			0			0			5			8
	Commercial and industrial			4			2			12			17
	Total commercial lending			4			2			17			25
	Small-ticket commercial real estate			0			0			3			2
	Total commercial banking			4			2			20			27
	Total			25,368		$	77			70,608		$	258
	(1)	The regulatory regime in the U.K. requires U.K. credit card businesses to accept payment plan proposals even when the proposed payments are less than the contractual minimum amount. As a result, loans entering long-term TDR payment programs in the U.K. typically continue to age and ultimately charge-off even when fully in compliance with the TDR program terms.
Outstanding Balance and Carrying Value of Acquired Loans	'
	The table below presents the outstanding contractual balance and the carrying value of loans from the CCB, ING Direct and 2012 U.S. card acquisitions accounted for based on expected cash flows as of September 30, 2013 and December 31, 2012. The table displays separately loans considered credit-impaired at acquisition and loans not considered credit-impaired at acquisition.
	Table 4.12: Acquired Loans
			September 30, 2013									December 31, 2012
	(Dollars in millions)		Total			Impaired			Non-			Total			Impaired			Non-
						Loans			Impaired						Loans			Impaired
									Loans									Loans
	Contractual balance		$	32,266		$	5,318		$	26,948		$	39,321		$	6,195		$	33,126
	Carrying value(1)		$	30,125		$	3,447		$	26,678		$	37,109		$	4,069		$	33,040
	(1)	Includes $32 million and $57 million of cumulative impairment as of September 30, 2013 and December 31, 2012, respectively.
Changes in Accretable Yield of Acquired Loans	'
	The following table presents changes in the accretable yield on loans related to the CCB, ING Direct, and 2012 U.S. card acquisitions:
	Table 4.13: Changes in Accretable Yield on Acquired Loans
	(Dollars in millions)		Total			Impaired			Non-
			Loans			Loans			Impaired
									Loans
	Accretable yield as of December 31, 2011		$	1,752		$	1,566		$	186
	Acquired loans accretable yield(1)			5,616			306			5,310
	Accretion recognized in earnings			(1,316	)		(390	)		(926	)
	Reclassifications from nonaccretable difference for loans with improving cash flows(2)(3)			860			448			412
	Reductions in accretable yield for non-credit related changes in expected cash flows(4)			(704	)		(31	)		(673	)
	Accretable yield as of December 31, 2012		$	6,208		$	1,899		$	4,309
	Accretion recognized in earnings			(879	)		(313	)		(566	)
	Reclassifications from nonaccretable difference for loans with improving cash flows(2)			883			538			345
	Increases/(Reductions) in accretable yield for non-credit related changes in expected cash flows(4)			397			(25	)		422
	Accretable yield as of September 30, 2013		$	6,609		$	2,099		$	4,510
	(1)	Includes revised acquisition date accretable yield for ING Direct acquired loans.
	(2)	Represents increases in accretable yields for those pools with increases that are primarily the result of improved credit performance.
	(3)	Includes the implementation of the 2012 OCC update to the Bank Accounting Advisory Series, which requires write-down of performing consumer loans restructured in bankruptcy to collateral value. Includes reductions of $28 million and $44 million for purchased credit-impaired loans and non-impaired loans, respectively.
	(4)	Represents changes in accretable yields for those pools with reductions that are driven primarily by changes in actual and estimated prepayments.

Allowance_for_Loan_and_Lease_L1

Allowance for Loan and Lease Losses (Tables)	9 Months Ended
	Sep. 30, 2013
Text Block [Abstract]	'
Summary of Changes in Allowance for Loan and Lease Losses	'
	The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three months ended September 30, 2013 and 2012:
	Table 5.1: Allowance for Loan and Lease Losses
	(Dollars in millions)		Three Months Ended September 30, 2013
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of June 30, 2013		$	3,349		$	537		$	79		$	86		$	702		$	338		$	18		$	4,407		$	69		$	4,476
	Provision for credit losses			617			200			5			(3	)		202			11			(1	)		829			20			849
	Charge-offs			(1,036	)		(210	)		(6	)		(18	)		(234	)		(17	)		(7	)		(1,294	)		0			(1,294	)
	Recoveries			302			58			1			5			64			9			2			377			0			377
	Net charge-offs			(734	)		(152	)		(5	)		(13	)		(170	)		(8	)		(5	)		(917	)		0			(917	)
	Other changes(2)			13						(1	)		0			(1	)		0			2			14			0			14
	Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89		$	4,422
	(Dollars in millions)		Nine Months Ended September 30, 2013
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of December 31, 2012		$	3,979		$	486		$	113		$	112		$	711		$	433		$	33		$	5,156		$	35		$	5,191
	Provision for credit losses			2,073			464			(22	)		2			444			(73	)		(2	)		2,442			54			2,496
	Charge-offs			(3,479	)		(545	)		(18	)		(62	)		(625	)		(43	)		(22	)		(4,169	)		0			(4,169	)
	Recoveries			973			179			5			18			202			24			5			1,204			0			1,204
	Net charge-offs			(2,506	)		(366	)		(13	)		(44	)		(423	)		(19	)		(17	)		(2,965	)		0			(2,965	)
	Other changes(2)			(301	)		1			0			0			1			0			0			(300	)		0			(300	)
	Balance as of September 30, 2013		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333		$	89		$	4,422
	(Dollars in millions)		Three Months Ended September 30, 2012
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of June 30, 2012		$	3,750		$	447		$	87		$	135		$	669		$	535		$	44		$	4,998		$	51		$	5,049
	Provision for credit losses			892			138			64			1			203			(74	)		7			1,028			(14	)		1,014
	Charge-offs			(981	)		(166	)		(37	)		(18	)		(221	)		(9	)		(13	)		(1,224	)		0			(1,224	)
	Recoveries			268			51			5			4			60			8			1			337			0			337
	Net charge-offs			(713	)		(115	)		(32	)		(14	)		(161	)		(1	)		(12	)		(887	)		0			(887	)
	Other changes(2)			15			0			0			0			0			0			0			15			0			15
	Balance as of September 30, 2012		$	3,944		$	470		$	119		$	122		$	711		$	460		$	39		$	5,154		$	37		$	5,191
	(Dollars in millions)		Nine Months Ended September 30, 2012
			Credit			Consumer												Commercial			Other(1)			Total			Unfunded			Combined
			Card																					Allowance			Lending			Allowance
																											Commitments			&
																											Reserve			Unfunded
						Auto			Home			Retail			Total															Reserve
									Loan			Banking			Consumer
	Balance as of December 31, 2011		$	2,847		$	391		$	98		$	163		$	652		$	715		$	36		$	4,250		$	66		$	4,316
	Provision for credit losses			3,062			341			80			0			421			(221	)		31			3,293			(29	)		3,264
	Charge-offs			(2,844	)		(428	)		(80	)		(58	)		(566	)		(69	)		(31	)		(3,510	)		0			(3,510	)
	Recoveries			863			166			21			17			204			35			3			1,105			0			1,105
	Net charge-offs			(1,981	)		(262	)		(59	)		(41	)		(362	)		(34	)		(28	)		(2,405	)		0			(2,405	)
	Other changes(2)			16			0			0			0			0			0			0			16			0			16
	Balance as of September 30, 2012		$	3,944		$	470		$	119		$	122		$	711		$	460		$	39		$	5,154		$	37		$	5,191
	(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
	(2)	Consists of a reduction in the allowance of $289 million, which was attributable to Portfolio Sale, in the first nine months of 2013, and a foreign translation gain of $14 million and a foreign translation loss of $11 million in the third quarter and first nine months of 2013, respectively. Consists of a foreign translation gain of $15 million and $16 million for the third quarter and first nine months of 2012, respectively.
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 loan category and impairment methodology, and the recorded investment of the related loans as of September 30, 2013 and December 31, 2012:
	Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
	(Dollars in millions)		September 30, 2013
			Credit			Consumer									Total			Commercial			Other			Total
			Card			Auto			Home			Retail			Consumer
									Loan			Banking
	Allowance for loan and lease losses by impairment methodology:
	Collectively evaluated(1)		$	2,996		$	569		$	33		$	52		$	654		$	312		$	14		$	3,976
	Asset-specific(2)			249			16			17			18			51			26			0			326
	Acquired loans(3)			0			0			28			0			28			3			0			31
	Total allowance for loan and lease losses		$	3,245		$	585		$	78		$	70		$	733		$	341		$	14		$	4,333
	Held-for-investment loans by impairment methodology:
	Collectively evaluated(1)		$	77,103		$	30,459		$	6,957		$	3,542		$	40,958		$	41,714		$	129		$	159,904
	Asset-specific(2)			791			338			217			91			646			394			0			1,831
	Acquired loans(3)			73			6			29,643			32			29,681			291			34			30,079
	Total held-for-investment loans		$	77,967		$	30,803		$	36,817		$	3,665		$	71,285		$	42,399		$	163		$	191,814
	Allowance as a percentage of period-end held-for-investment loans			4.16	%		1.9	%		0.21	%		1.91	%		1.03	%		0.8	%		8.59	%		2.26	%
	(Dollars in millions)		December 31, 2012
			Credit			Consumer									Total			Commercial			Other			Total
			Card			Auto			Home			Retail			Consumer
									Loan			Banking
	Allowance for loan and lease losses by impairment methodology:
	Collectively evaluated(1)		$	3,648		$	466		$	47		$	104		$	617		$	376		$	32		$	4,673
	Asset-specific(2)			331			20			13			7			40			54			1			426
	Acquired loans(3)			0			0			53			1			54			3			0			57
	Total allowance for loan and lease losses		$	3,979		$	486		$	113		$	112		$	711		$	433		$	33		$	5,156
	Held-for-investment loans by impairment methodology:
	Collectively evaluated(1)		$	90,594		$	26,778		$	7,552		$	3,774		$	38,104		$	37,923		$	154		$	166,775
	Asset-specific(2)			873			328			145			96			569			538			0			1,980
	Acquired loans(3)			288			17			36,403			34			36,454			359			33			37,134
	Total held-for-investment loans		$	91,755		$	27,123		$	44,100		$	3,904		$	75,127		$	38,820		$	187		$	205,889
	Allowance as a percentage of period-end held-for-investment loans			4.34	%		1.79	%		0.26	%		2.87	%		0.95	%		1.12	%		17.65	%		2.5	%
	(1)	The component of the allowance for credit card and other consumer loans that we collectively evaluate for impairment is based on a statistical calculation. The component of the allowance for commercial loans, which we collectively evaluate for impairment, is based on historical loss experience for loans with similar characteristics and consideration of credit quality supplemented by management judgment and interpretation.
	(2)	The asset-specific component of the allowance for smaller-balance impaired loans is calculated on a pool basis using historical loss experience for the respective class of assets. The asset-specific component of the allowance for larger-balance commercial loans is individually calculated for each loan.
	(3)	The acquired loans component of the allowance is accounted for based on expected cash flows. See “Note 4—Loans” for details on these loans.

Variable_Interest_Entities_and1

Variable Interest Entities and Securitizations (Tables)	9 Months Ended
	Sep. 30, 2013
Text Block [Abstract]	'
Carrying Amount of Assets and Liabilities of Variable Interest Entities	'
	The table below presents a summary of VIEs, aggregated based on VIEs with similar characteristics, in which we had continuing involvement or held a variable interest as of September 30, 2013 and December 31, 2012. We separately present information for consolidated and unconsolidated VIEs.
	For consolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets. The assets of consolidated VIEs primarily consist of cash and loans, which we report on our consolidated balance sheets under restricted cash and restricted loans, respectively, for securitization investors. The assets of a particular VIE are the primary source of funds to settle its obligations. The creditors of the VIEs typically do not have recourse to the general credit of our company. The liabilities primarily consist of debt securities issued by the VIEs, which we report under securitized debt obligations. For unconsolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets and our maximum exposure to loss. Our maximum exposure to loss is estimated based on the unlikely event that all of the assets in the VIEs became worthless and we were required to meet our maximum remaining funding obligations.
	Table 6.1: Carrying Amount of Consolidated and Unconsolidated VIEs
			September 30, 2013
			Consolidated				Unconsolidated
	(Dollars in millions)		Carrying		Carrying		Carrying			Carrying			Maximum
			Amount		Amount of		Amount			Amount of			Exposure to
			of Assets		Liabilities		of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(1)		$	39,837	$	11,850	$	0		$	0		$	0
	Home loan securitizations(2)			34		31		201			17			224
	Other asset securitizations(1)			0		0		0			0			0
	Total securitization-related VIEs			39,871		11,881		201			17			224
	Other VIEs:
	Affordable housing entities			0		0		2,887			420			2,887
	Entities that provide capital to low-income and rural communities			389		98		6			5			6
	Other			1		0		100			0			100
	Total other VIEs			390		98		2,993			425			2,993
	Total VIEs		$	40,261	$	11,979	$	3,194		$	442		$	3,217
			December 31, 2012
			Consolidated				Unconsolidated
	(Dollars in millions)		Carrying		Carrying		Carrying			Carrying			Maximum
			Amount		Amount of		Amount			Amount of			Exposure to
			of Assets		Liabilities		of Assets			Liabilities			Loss
	Securitization-related VIEs:
	Credit card loan securitizations(1)		$	44,238	$	13,488	$	0		$	0		$	0
	Home loan securitizations(2)			41		38		212			17			237
	Other asset securitizations(1)			19		19		0			0			0
	Total securitization-related VIEs			44,298		13,545		212			17			237
	Other VIEs:
	Affordable housing entities			0		0		2,390			414			2,390
	Entities that provide capital to low-income and rural communities			375		88		6			4			6
	Other			1		0		201			86			201
	Total other VIEs			376		88		2,597			504			2,597
	Total VIEs		$	44,674	$	13,633	$	2,809		$	521		$	2,834
	(1)	Represents the gross assets and liabilities owned by the VIE, which includes seller’s interest and retained and repurchased notes held by other related parties.
	(2)	The carrying amount of assets of non-consolidated securitization-related VIEs consists of retained interests associated with the securitization of option-adjustable rate mortgage loans (“option-arms”) and letters of credit related to manufactured housing securitizations. These are reported on our consolidated balance sheets under other assets. The carrying amount of liabilities of non-consolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitization of manufactured housing loans.
External Debt and Receivable Balances of Securitization Programs	'
	The table below presents the securitization-related VIEs in which we had continuing involvement as of September 30, 2013 and December 31, 2012:
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage				Mortgage
	(Dollars in millions)		Credit		Other		Option			GreenPoint			GreenPoint
			Card		Loan		Arm			HELOCs			Manufactured
													Housing
	September 30, 2013:
	Securities held by third-party investors		$	9,513	$	0	$	2,400		$	129		$	1,025
	Receivables in the trust			39,447		0		2,482			123			1,031
	Cash balance of spread or reserve accounts			3		0		8			N/A			147
	Retained interests			Yes		Yes		Yes			Yes			Yes
	Servicing retained			Yes		Yes		Yes	(1)		Yes	(1)		No	(2)
	Amortization event(3)			No		No		No			No			No
	December 31, 2012:
	Securities held by third-party investors		$	11,347	$	13	$	2,702		$	158		$	1,117
	Receivables in the trust			43,811		19		2,794			151			1,123
	Cash balance of spread or reserve accounts			0		0		8			0			164
	Retained interests			Yes		Yes		Yes			Yes			Yes
	Servicing retained			Yes		Yes		Yes	(1)		Yes	(1)		No	(2)
	Amortization event(3)			No		No		No			Yes			No
	(1)	We continue to service some of the outstanding balance of securitized mortgage receivables.
	(2)	The core servicing activities for the manufactured housing securitizations are done by a third party.
	(3)	Amortization events vary according to each specific trust agreement but generally are triggered by declines in performance or credit metrics such as charge-off rates or delinquency rates below certain predetermined thresholds. Generally, the occurrence of an amortization event changes the sequencing and amount of trust-related cash flows to the benefit of senior noteholders.

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2013
Goodwill And Intangible Assets Disclosure [Abstract]	'
Components of Goodwill and Other Intangible Assets	'
	The table below displays the components of goodwill and other intangible assets subject to amortization as of September 30, 2013 and December 31, 2012. Goodwill is presented separately on our consolidated balance sheets. Other intangible assets are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill and Other Intangible Assets
			September 30, 2013								December 31, 2012
	(Dollars in millions)		Gross			Accumulated			Net		Gross			Accumulated			Net
			Carrying			Amortization			Carrying		Carrying			Amortization			Carrying
			Value						Value		Value						Value
	Unamortized intangible assets:
	Goodwill		$	13,906			N/A		$	13,906	$	13,904			N/A		$	13,904
	Amortized intangible assets:
	Purchased credit card relationship intangibles(1)			2,125			(682	)		1,443		2,242			(378	)		1,864
	Core deposit intangibles			1,771			(1,402	)		369		1,771			(1,275	)		496
	Other(2)			329			(166	)		163		354			(143	)		211
	Total amortized intangible assets		$	4,225		$	(2,250	)	$	1,975	$	4,367		$	(1,796	)	$	2,571
	(1)	During the first quarter of 2013, purchased credit card relationship intangibles with a net carrying value of $89 million related to the Best Buy loan portfolio, which was acquired in the 2012 U.S. card acquisition, was reclassified from intangibles to held for sale. See “Note 4 —Loans” for further discussion of the Portfolio Sale, which closed during the third quarter of 2013.
	(2)	Consists of brokerage relationship intangibles, partnership and other contract intangibles, trademark/name intangibles and other intangibles.
Goodwill Attributable to Each Business Segments	'
	The following table presents goodwill attributable to each of our business segments as of September 30, 2013 and December 31, 2012.
	Table 7.2: Goodwill Attributable to Business Segments
			Credit			Consumer			Commercial
	(Dollars in millions)		Card			Banking			Banking		Total
	Balance as of December 31, 2012		$	5,003		$	4,583		$	4,318	$	13,904
	Acquisitions			0			3			0		3
	Other adjustments			(1	)		0			0		(1	)
	Balance as of September 30, 2013		$	5,002		$	4,586		$	4,318	$	13,906

Deposits_and_Borrowings_Tables

Deposits and Borrowings (Tables)	9 Months Ended
	Sep. 30, 2013
Text Block [Abstract]	'
Schedule of Deposits, Short-Term Borrowings and Long-Term Debt	'
	The table below summarizes the components of our deposits, short-term borrowings and long-term debt as of September 30, 2013 and December 31, 2012. Our total short-term borrowings consist of federal funds purchased and securities loaned and sold under agreements to repurchase and other short-term borrowings with an original contractual maturity of one year or less. Our long-term debt consists of borrowings with an original contractual maturity of greater than one year. The amounts presented for outstanding borrowings include unamortized debt premiums and discounts, net of fair value hedge accounting adjustments.
	Table 8.1: Components of Customer Deposits, Short-term Borrowings and Long-term Debt
	(Dollars in millions)		September 30,		December 31,
			2013		2012
	Deposits:
	Non-interest bearing deposits		$	22,281	$	22,467
	Interest-bearing deposits			184,553		190,018
	Total deposits		$	206,834	$	212,485
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	1,686	$	1,248
	FHLB advances			7,201		19,900
	Total short-term borrowings		$	8,887	$	21,148
			September 30, 2013									December 31,
	(Dollars in millions)		Maturity		Interest		Weighted			Outstanding		2012
			Date		Rate		Average			Amount
							Interest Rate
	Long-term debt:
	Securitized debt obligations			2014 - 2030		0.22 - 6.40%		1.62	%	$	9,544	$	11,398
	Senior and subordinated notes:
	Fixed unsecured senior debt			2013 - 2023		1.00 - 7.38%		3.91	%		8,933		8,623
	Floating unsecured senior debt			2014 - 2016		0.70 - 1.42%		1.01	%		750		500
	Total unsecured senior debt							3.68	%		9,683		9,123
	Fixed unsecured subordinated debt			2014 - 2023		3.38 - 8.80%		4.98	%		2,712		3,563
	Total senior and subordinated notes										12,395		12,686
	Other long-term borrowings:
	Fixed junior subordinated debt			N/A		N/A		N/A			0		3,641
	FHLB advances			2013 - 2023		0.33 - 6.88%		0.76	%		1,019		1,037
	Total long-term debt									$	22,958	$	28,762
	Total short-term borrowings and long-term debt									$	31,845	$	49,910
Schedule of Components of Interest Expense	'
	The following table displays interest expense attributable to short-term borrowings and long-term debt for the three and nine months ended September 30, 2013 and 2012:
	Table 8.2: Components of Interest Expense
			Three Months Ended				Nine Months Ended
			September 30,				September 30,
	(Dollars in millions)		2013		2012		2013			2012
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	0	$	0	$	1		$	1
	FHLB advances			6		4		22			8
	Total short-term borrowings			6		4		23			9
	Long-term debt:
	Securitized debt obligations(1)			42		64		143			213
	Senior and subordinated notes:(1)
	Unsecured senior debt			58		56		174			170
	Unsecured subordinated debt			18		29		66			90
	Total senior and subordinated notes			76		85		240			260
	Other long-term borrowings:
	Junior subordinated debt			0		79		1			236
	FHLB advances			2		2		7			8
	Other			3		3		9			7
	Total long-term debt			123		233		400			724
	Total short-term borrowings and long-term debt		$	129	$	237	$	423		$	733
	(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed1

Derivative Instruments and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments And Hedging Activities Disclosure [Abstract]	'
Fair Value and Notional Amounts of Derivative Instruments	'
	The following table summarizes the fair value and related outstanding notional amounts of derivative instruments reported in our consolidated balance sheets as of September 30, 2013 and December 31, 2012. The fair value amounts 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.
	Table 9.1: Derivative Assets and Liabilities at Fair Value
			September 30, 2013									December 31, 2012
			Notional or			Derivatives at Fair Value						Notional or			Derivatives at Fair Value
			Contractual									Contractual
	(Dollars in millions)		Amount			Assets			Liabilities			Amount			Assets			Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value interest rate contracts		$	14,970		$	336		$	129		$	15,902		$	1,020		$	0
	Cash flow interest rate contracts			14,525			16			110			13,025			116			14
	Total interest rate contracts			29,495			352			239			28,927			1,136			14
	Foreign exchange contracts:
	Cash flow foreign exchange contracts			4,515			15			60			5,212			18			40
	Total foreign exchange contracts			4,515			15			60			5,212			18			40
	Total derivatives designated as accounting hedges			34,010			367			299			34,139			1,154			54
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs			262			1			3			147			12			2
	Customer accommodation			23,126			399			201			18,900			479			273
	Other interest rate exposures			2,068			33			18			2,553			45			22
	Total interest rate contracts			25,456			433			222			21,600			536			297
	Foreign exchange contracts			1,398			183			46			1,372			158			46
	Other contracts			1,086			5			20			701			0			3
	Total derivatives not designated as accounting hedges			27,940			621			288			23,673			694			346
	Total derivatives		$	61,950		$	988		$	587		$	57,812		$	1,848		$	400
Summary of Derivative Transactions and Repurchase Agreements Subject to Legally Enforceable Master Netting Agreements	'
	The following tables summarize gross and net information about our derivative transactions and repurchase agreements subject to legally enforceable master netting agreements and the corresponding collateral received or pledged.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
												Gross Amounts Not
												Offset in the Balance
												Sheet
	(Dollars in millions)		Gross			Gross			Net Amounts of			Financial			Collateral			Net
			Amounts  of			Amounts			Assets Presented			Instruments			Received			Amount
			Recognized			Offset  in the			in the Balance
			Assets			Balance			Sheet
						Sheet
	As of September 30, 2013
	Derivatives		$	988		$	0		$	988		$	(259	)	$	(326	)(1)	$	403	(2)
	Total		$	988		$	0		$	988		$	(259	)	$	(326	)	$	403
												Gross Amounts Not
												Offset in the Balance
												Sheet
	(Dollars in millions)		Gross			Gross			Net Amounts of			Financial			Collateral			Net
			Amounts  of			Amounts			Liabilities			Instruments			Pledged			Amount
			Recognized			Offset  in the			Presented in the
			Liabilities			Balance			Balance Sheet
						Sheet
	As of September 30, 2013
	Derivatives		$	587		$	0		$	587		$	(259	)	$	(144	)(1)	$	184	(2)
	Repurchase agreements			777			0			777			0			(777	)		0
	Total		$	1,364		$	0		$	1,364		$	(259	)	$	(921	)	$	184
												Gross Amounts Not
												Offset in the Balance
												Sheet
	(Dollars in millions)		Gross			Gross			Net Amounts of			Financial			Collateral			Net
			Amounts of			Amounts			Assets Presented			Instruments			Received			Amount
			Recognized			Offset in  the			in the Balance
			Assets			Balance			Sheet
						Sheet
	As of December 31, 2012
	Derivatives		$	1,848		$	0		$	1,848		$	(220	)	$	(1,160	)(1)	$	468
	Total		$	1,848		$	0		$	1,848		$	(220	)	$	(1,160	)	$	468
												Gross Amounts Not
												Offset in the Balance
												Sheet
	(Dollars in millions)		Gross			Gross			Net Amounts  of			Financial			Collateral			Net
			Amounts of			Amounts			Liabilities			Instruments			Pledged			Amount
			Recognized			Offset in  the			Presented in the
			Liabilities			Balance			Balance Sheet
						Sheet
	As of December 31, 2012
	Derivatives		$	400		$	0		$	400		$	(220	)	$	(98	)(1)	$	82	(2)
	Repurchase agreements			1,235			0			1,235			0			(1,235	)		0
	Total		$	1,635		$	0		$	1,635		$	(220	)	$	(1,333	)	$	82
	-1	When we receive or pledge collateral, we factor in accrued interest when calculating net positions with counterparties.
	-2	The majority of the net position relates to customer-accommodation derivatives. Customer-accommodation derivatives are cross-collateralized by the associated commercial loans and we do not require additional collateral on these transactions.
Net Gains (Losses) Recognized in Earnings Related to Derivatives in Fair Value Hedging Relationships and Free-Standing Derivatives	'
	The net gains (losses) recognized in earnings related to derivatives in fair value hedging relationships and free-standing derivatives are presented below for the three and nine months ended September 30, 2013 and 2012:
	Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
	(Dollars in millions)		2013			2012			2013			2012
	Derivatives designated as accounting hedges(1):
	Fair value interest rate contracts:
	Gains (losses) recognized in earnings on derivatives		$	3		$	16		$	(409	)	$	95
	Gains (losses) recognized in earnings on hedged items			(10	)		(36	)		380			(123	)
	Net fair value hedge ineffectiveness gains (losses)			(7	)		(20	)		(29	)		(28	)
	Derivatives not designated as accounting hedges(1):
	Interest rate contracts covering:
	MSRs			0			1			(8	)		4
	Customer accommodation			6			11			31			29
	Other interest rate exposures			4			(1	)		(5	)		(58	)
	Total			10			11			18			(25	)
	Foreign exchange contracts			0			(5	)		(4	)		(14	)
	Other contracts(2)			(18	)		(3	)		(25	)		(6	)
	Total gains (losses) on derivatives not designated as accounting hedges			(8	)		3			(11	)		(45	)
	Net derivative gains (losses) recognized in earnings		$	(15	)	$	(17	)	$	(40	)	$	(73	)
	-1	Amounts are recorded in our consolidated statements of income in other non-interest income.
	(2)	Includes derivative instruments used to hedge mortgage pipeline and certain free-standing derivatives.
Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges	'
	The table below shows the net gains (losses) related to derivatives designated as cash flow hedges for the three and nine months ended September 30, 2013 and 2012:
	Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
	(Dollars in millions)		2013			2012			2013			2012
	Gains (losses) recorded in AOCI:
	Cash flow hedges:
	Interest rate contracts		$	65		$	60		$	(82	)	$	121
	Foreign exchange contracts			(6	)		(7	)		(16	)		(18	)
	Net derivative gains (losses) recognized in AOCI		$	59		$	53		$	(98	)	$	103
	Gains (losses) recorded in earnings:
	Cash flow hedges:
	Gains (losses) reclassified from AOCI into earnings:
	Interest rate contracts(1)		$	14		$	12		$	40		$	32
	Foreign exchange contracts(2)			(8	)		3			(17	)		(8	)
	Subtotal			6			15			23			24
	Gains (losses) recognized in earnings due to ineffectiveness:
	Interest rate contracts(2)			1			0			0			0
	Net derivative gains (losses) recognized in earnings		$	7		$	15		$	23		$	24
	-1	Amounts reclassified are recorded in our consolidated statements of income in interest income or interest expense.
	(2)	Amounts reclassified are recorded in our consolidated statements of income in other non-interest income.

Stockholders_Equity_Tables

Stockholders' Equity (Tables)	9 Months Ended
	Sep. 30, 2013
Equity [Abstract]	'
Change in AOCI Gain (Loss) by Component (Net of Tax)	'
	The following table presents the components of accumulated other comprehensive income as of September 30, 2013 and December 31, 2012, as well as the current period activity related to our other comprehensive income. AOCI is presented net of deferred tax of $500 million and $443 million, as of September 30, 2013 and December 31, 2012, respectively.
	Table 10.1: Accumulated Other Comprehensive Income
			Three Months Ended September 30, 2013
	(Dollars in millions)		Securities			Other-than-			Securities			Cash			Foreign			Other			Total
			Available			Temporary			Held to			Flow			Currency
			for Sale			Impairment			Maturity(1)			Hedges			Translation
															Adjustments
	AOCI as of June 30, 2013		$	(532	)	$	15		$	0		$	(129	)	$	(111	)	$	(35	)	$	(792	)
	Other comprehensive income (loss) before reclassifications			689			3			(916	)		59			124			(1	)		(42	)
	Net realized (gains) losses reclassified from AOCI into earnings			0			0			1			(6	)		0			0			(5	)
	Net current period other comprehensive income (loss)			689			3			(915	)		53			124			(1	)		(47	)
	AOCI as of September 30, 2013		$	157		$	18		$	(915	)	$	(76	)	$	13		$	(36	)	$	(839	)
			Nine Months Ended September 30, 2013
	(Dollars in millions)		Securities			Other-than-			Securities			Cash			Foreign			Other			Total
			Available			Temporary			Held to			Flow			Currency
			for Sale			Impairment			Maturity(1)			Hedges			Translation
															Adjustments
	AOCI as of December 31, 2012		$	708		$	(5	)	$	0		$	45		$	32		$	(41	)	$	739
	Other comprehensive income (loss) before reclassifications			(549	)		23			(916	)		(98	)		(19	)		4			(1,555	)
	Net realized (gains) losses reclassified from AOCI into earnings			(2	)		0			1			(23	)		0			1			(23	)
	Net current period other comprehensive income (loss)			(551	)		23			(915	)		(121	)		(19	)		5			(1,578	)
	AOCI as of September 30, 2013		$	157		$	18		$	(915	)	$	(76	)	$	13		$	(36	)	$	(839	)
	-1	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
Reclassifications from AOCI	'
	Table 10.2: Reclassifications from AOCI
			Amount Reclassified from AOCI
	(Dollars in millions)		Three Months			Nine Months			Affected Income Statement Line Item
			Ended  September 30,			Ended  September 30,
			2013			2013
	Net unrealized gains (losses) on securities available for sale:
	Sale of available for sale securities		$	0		$	3		Other - Non-interest income
				0			1		Income tax provision
				0			2		Net income
	Net unrealized gains (losses) on securities held to maturity(1):
	Held to maturity securities		$	(2	)	$	(2	)	Other - Non-interest income
				(1	)		(1	)	Income tax benefit
				(1	)		(1	)	Net income
	Net unrealized gains on cash flow hedges:
	Interest rate contracts			23			65		Other - Non-interest income
	Foreign exchange contracts			(13	)		(27	)	Other - Non-interest expense
				10			38
				4			15		Income tax provision
				6			23		Net income
	Other:
	Other			0			(1	)	Salaries and associate benefits
				0			0		Income tax provision
				0			(1	)	Net income
	Total reclassifications		$	5		$	23
	-1	The amortization of unrealized holding gains or losses reported in AOCI for securities held to maturity will be offset by the amortization of the premium or discount created from the transfer into securities held to maturity, which occurred at fair value.
Components of Other Comprehensive Income Loss and Related Tax Impact	'
	The table below summarizes other comprehensive income activity and the related tax impact for the three and nine months ended September 30, 2013 and 2012:
	Table 10.3: Comprehensive Income
			Three Months Ended September 30,
			2013									2012
	(Dollars in millions)		Before			Provision			After			Before			Provision			After
			Tax			(Benefit)			Tax			Tax			(Benefit)			Tax
	Other comprehensive income:
	Net unrealized gains (losses) on securities available for sale		$	1,104		$	415		$	689		$	449		$	169		$	280
	Other-than-temporary impairment not recognized in earnings			3			0			3			74			28			46
	Net unrealized gains (losses) on securities held to maturity			(1,465	)		(550	)		(915	)		0			0			0
	Net unrealized gains (losses) on cash flow hedges			84			31			53			93			33			60
	Foreign currency translation adjustments			124			0			124			63			0			63
	Other			(1	)		0			(1	)		(23	)		(5	)		(18	)
	Other comprehensive income (loss)		$	(151	)	$	(104	)	$	(47	)	$	656		$	225		$	431
			Nine Months Ended September 30,
			2013									2012
	(Dollars in millions)		Before			Provision			After			Before			Provision			After
			Tax			(Benefit)			Tax			Tax			(Benefit)			Tax
	Other comprehensive income:
	Net unrealized gains (losses) on securities available for sale		$	(885	)	$	(334	)	$	(551	)	$	607		$	229		$	378
	Other-than-temporary impairment not recognized in earnings			36			13			23			127			47			80
	Net unrealized gains (losses) on securities held to maturity			(1,465	)		(550	)		(915	)		0			0			0
	Net unrealized gains (losses) on cash flow hedges			(195	)		(74	)		(121	)		188			67			121
	Foreign currency translation adjustments			(19	)		0			(19	)		74			0			74
	Other			6			1			5			(57	)		(16	)		(41	)
	Other comprehensive income (loss)		$	(2,522	)	$	(944	)	$	(1,578	)	$	939		$	327		$	612

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]	'
Schedule of Computation of Basic and Diluted Earnings Per Common Share	'
	The following table sets forth the computation of basic and diluted earnings per common share:
	Table 11.1: Computation of Basic and Diluted Earnings per Common Share
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars and shares in millions, except per share data)		2013			2012			2013			2012
	Basic earnings per share
	Income from continuing operations, net of tax		$	1,130		$	1,188		$	3,510		$	2,886
	Loss from discontinued operations, net of tax			(13	)		(10	)		(210	)		(212	)
	Net income			1,117			1,178			3,300			2,674
	Dividends and undistributed earnings allocated to participating securities(1)			(5	)		(5	)		(14	)		(12	)
	Preferred stock dividends			(13	)		0			(39	)		0
	Net income available to common stockholders		$	1,099		$	1,173		$	3,247		$	2,662
	Total weighted-average basic shares outstanding			582.3			578.3			581.4			555
	Net income per share		$	1.89		$	2.03		$	5.58		$	4.8
			Three Months Ended September 30,						Nine Months Ended September 30,
	(Dollars and shares in millions, except per share data)		2013			2012			2013			2012
	Diluted earnings per share(2)
	Net income available to common stockholders		$	1,099		$	1,173		$	3,247		$	2,662
	Total weighted-average basic shares outstanding			582.3			578.3			581.4			555
	Stock options, warrants, contingently issuable shares, and other			8.8			5.8			7.6			5.1
	Total weighted-average diluted shares outstanding			591.1			584.1			589			560.1
	Net income per share		$	1.86		$	2.01		$	5.51		$	4.75
	-1	Includes undistributed earnings allocated to participating securities using the two-class method under the accounting guidance for computing earnings per share.
	-2	Excluded from the computation of diluted earnings per share was 5 million and 6 million of awards, options or warrants, for the three months ended September 30, 2013 and 2012, respectively, and 6 million and 7 million of awards, options or warrants, for the nine months ended September 30, 2013 and 2012, respectively, because their inclusion would be anti-dilutive.

Fair_Value_of_Financial_Instru1

Fair Value of Financial Instruments (Tables)	9 Months Ended
	Sep. 30, 2013
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 condensed consolidated balance sheets at fair value on a recurring basis as of September 30, 2013 and December 31, 2012:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			September 30, 2013
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	837		$	0		$	0		$	837
	U.S. agency debt obligations			0			1			0			1
	Corporate debt securities guaranteed by U.S. government agencies			0			346			926			1,272
	Residential mortgage-backed securities			0			24,363			1,321			25,684
	Commercial mortgage-backed securities			0			5,454			304			5,758
	Other asset-backed securities			0			7,343			313			7,656
	Other securities			134			1,752			38			1,924
	Total securities available for sale			971			39,259			2,902			43,132
	Other assets:
	Mortgage servicing rights			0			25			58			83
	Derivative assets(1)			5			929			54			988
	Retained interests in securitizations and other			0			0			201			201
	Total assets		$	976		$	40,213		$	3,215		$	44,404
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	8		$	540		$	39		$	587
	Total liabilities		$	8		$	540		$	39		$	587
			December 31, 2012
			Fair Value Measurements Using
	(Dollars in millions)		Level 1			Level 2			Level 3			Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	1,552		$	0		$	0		$	1,552
	U.S. agency debt obligations			0			302			0			302
	Corporate debt securities guaranteed by U.S. government agencies			0			362			650			1,012
	Residential mortgage-backed securities			0			42,538			1,335			43,873
	Commercial mortgage-backed securities			0			7,042			587			7,629
	Other asset-backed securities			0			8,356			102			8,458
	Other securities			145			993			15			1,153
	Total securities available for sale			1,697			59,593			2,689			63,979
	Other assets:
	Mortgage servicing rights			0			0			55			55
	Derivative assets(1)			1			1,757			90			1,848
	Retained interests in securitizations and other			0			0			204			204
	Total assets		$	1,698		$	61,350		$	3,038		$	66,086
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	1		$	361		$	38		$	400
	Total liabilities		$	1		$	361		$	38		$	400
	(1)	Does not reflect $5 million and $9 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of September 30, 2013 and December 31, 2012, respectively. Non-performance risk is reflected in other assets/liabilities on the balance sheet and offset through the income statement in other income.
Schedule of Level 3 Inputs Reconciliation for Assets and Liabilities	'
	The tables below present a reconciliation for all assets and liabilities measured and recognized at fair value on a recurring basis using significant unobservable inputs (Level 3). When assets and liabilities are transferred between levels, we recognize the transfer as of the end of the period.
	Table 12.2: Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended September 30, 2013
						Total Gains or  (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
						(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
																								Level 3(2)			Level 3(2)			2013		Gains
																																(Losses)
																																Included
																																in Net
																																Income
																																Related to
																																Assets and
																																Liabilities
																																Still Held as of
																																September 30,
	(Dollars in millions)		Balance,			Included			Included  in																							2013(3)
			July 1,			in Net			Other
			2013			Income(1)			Comprehensive
									Income
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	832		$	0		$	4		$	61	$	0		$	0			$	(19	)	$	47		$	1		$	926	$	0
	Residential mortgage-backed securities			1,535			(6	)		57			85		0			0				(72	)		152			(430	)		1,321		(5	)
	Commercial mortgage-backed securities			461			0			(2	)		96		0			0				(4	)		48			(295	)		304		0
	Other asset-backed securities			109			0			6			129		0			0				0			84			(15	)		313		0
	Other securities			16			0			0			30		0			0				(6	)		0			(2	)		38		0
	Total securities available for sale			2,953			(6	)		65			401		0			0				(101	)		331			(741	)		2,902		(5	)
	Other assets:
	Mortgage servicing rights			61			(5	)		0			0		0			4				(2	)		0			0			58		(5	)
	Derivative assets			72			(13	)		0			0		0			4				(3	)		0			(6	)		54		(13	)
	Retained interest in securitization and other			198			3			0			0		0			0				0			0			0			201		3
	Liabilities:
	Other liabilities
	Derivative liabilities			42			4			0			0		0			3				(9	)		0			(1	)		39		4
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended September 30, 2012
						Total Gains or (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
						(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
																								Level 3(2)			Level 3(2)			2012		Gains
																																(Losses)
																																Included
																																in Net
																																Income
																																Related to
																																Assets and
																																Liabilities
																																Still Held as of
																																September 30,
	(Dollars in millions)		Balance,			Included			Included in																							2012(3)
			July 1,			in Net			Other
			2012			Income(1)			Comprehensive
									Income
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	64		$	0		$	(1	)	$	85	$	0		$	0			$	(1	)	$	140		$	0		$	287	$	0
	Residential mortgage-backed securities			1,170			(5	)		91			194		0			0				(76	)		74			(392	)		1,056		(5	)
	Commercial mortgage-backed securities			267			0			10			204		0			0				3			50			(173	)		361		0
	Other asset-backed securities			293			0			9			229		0			0				0			82			(68	)		545		0
	Other securities			10			0			0			0		0			0				(1	)		0			0			9		0
	Total securities available for sale			1,804			(5	)		109			712		0			0				(75	)		346			(633	)		2,258		(5	)
	Other assets:
	Mortgage servicing rights			84			(7	)		0			0		0			1				(2	)		0			0			76		(7	)
Derivative assets			103			10			0			0		0			8				(11	)		0			(1	)		109		10
Retained interest under utilizations and other			140			69			0			0		0			0				0			0			0			209		69
Liabilities:
Other liabilities:
Derivative liabilities			34			13			0			0		0			5				(4	)		0			(1	)		47		13
Other			13			9			0			0		0			0				0			0			0			22		9
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2013
					Total Gains or (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
					(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
																							Level 3(2)			Level 3(2)			2013		Gains
																															(Losses)
																															Included
																															in Net
																															Income
																															Related to
																															Assets and
																															Liabilities
																															Still Held as of
																															September 30,
(Dollars in millions)		Balance,			Included			Included in																							2013(3)
		January 1,			in Net			Other
		2013			Income(1)			Comprehensive
								Income
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	650		$	0		$	(31	)	$	272	$	0		$	0			$	(47	)	$	125		$	(43	)	$	926	$	0
Residential mortgage-backed securities			1,335			(16	)		141			277		0			0				(217	)		681			(880	)		1,321		(21	)
Commercial mortgage-backed securities			587			0			(49	)		643		(10	)		0				(31	)		168			(1,004	)		304		0
Other asset-backed securities			102			(1	)		12			169		(41	)		0				(2	)		98			(24	)		313		(1	)
Other securities			15			0			0			30		0			0				(6	)		1			(2	)		38		0
Total securities available for sale			2,689			(17	)		73			1,391		(51	)		0				(303	)		1,073			(1,953	)		2,902		(22	)
Other assets:
Mortgage servicing rights			55			25			0			0		0			9				(5	)		0			(26	)		58		25
Derivative assets			90			(20	)		0			0		0			8				(15	)		0			(9	)		54		(20	)
Retained interest in securitizations and other			204			(3	)		0			0		0			0				0			0			0			201		(3	)
Liabilities:
Other liabilities:
Derivative liabilities			38			15			0			0		0			13				(25	)		0			(2	)		39		15
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Nine Months Ended September 30, 2012
					Total Gains or (Losses)						Purchases		Sales			Issuances				Settlements			Transfers			Transfers			Balance,		Net
					(Realized/Unrealized)																		Into			Out of			September 30,		Unrealized
																							Level 3(2)			Level 3(2)			2012		Gains
																															(Losses)
																															Included
																															in Net
																															Income
																															Related to
																															Assets and
																															Liabilities
																															Still Held as of
																															September 30,
(Dollars in millions)		Balance,			Included			Included in																							2012(3)
		January 1,			in Net			Other
		2012			Income(1)			Comprehensive
								Income
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	0		$	0		$	0		$	135	$	0		$	0			$	(2	)	$	154		$	0		$	287	$	0
Residential mortgage-backed securities			195			(6	)		78			2,477		(640	)		0				(226	)		302			(1,124	)		1,056		(6	)
Commercial mortgage-backed securities			274			5			20			674		(76	)		0				(16	)		63			(583	)		361		5
Other asset-backed securities			32			0			22			384		0			0				(3	)		214			(104	)		545		0
Other securities			12			0			0			0		0			0				(6	)		9			(6	)		9		0
Total securities available for sale			513			(1	)		120			3,670		(716	)		0				(253	)		742			(1,817	)		2,258		(1	)
Other assets:
Mortgage servicing rights			93			(18	)		0			0		0			9				(8	)		0			0			76		(18	)
Derivative assets			103			55			0			0		0			12				(73	)		13			(1	)		109		55
Retained interest in securitization and other			145			64			0			0		0			0				0			0			0			209		64
Liabilities:
Other liabilities
Derivative liabilities			279			18			0			0		0			37				(276	)		(8	)		(3	)		47		18
Other			12			10			0			0		0			0				0			0			0			22		10
-1	Gains (losses) related to Level 3 mortgage servicing rights and Level 3 derivative assets and derivative liabilities are reported in other non-interest income, which is a component of non-interest income. Gains (losses) related to Level 3 retained interests in securitizations are reported in servicing and securitizations income, which is a component of non-interest income.
-2	The transfers out of Level 3 for the third quarter and first nine months of 2013 and 2012 were primarily driven by greater consistency among multiple pricing sources. The transfers into Level 3 were primarily driven by less consistency among vendor pricing on individual securities.
-3	The amount presented for unrealized gains (loss) for assets still held as of the reporting date primarily represents impairments for securities available for sale, accretion on certain fixed maturity securities, change in fair value of derivative instruments and mortgage servicing rights transaction. The impairments are reported in total other-than-temporary losses as a component of non-interest income.
Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements	'
	The following table presents the significant unobservable inputs relied upon to determine the fair values of our recurring Level 3 financial instruments.
	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			Significant		Significant	Range		Weighted
			September 30,			Valuation		Unobservable			Average
			2013			Techniques		Inputs
	Assets:
	Securities available for sale:
	Residential mortgage-backed securities		$	1,321		Discounted cash		Yield	1-25%		5%
						flows (3rd party		Constant prepayment rate	0-45%		5%
						pricing)		Default rate	0-22%		8%
								Loss severity	0-85%		50%
	Commercial mortgage-backed securities		$	304		Discounted cash		Yield	2-4%		3%
						flows (3rd party		Constant prepayment rate	0-20%		13%
						pricing)
	Other asset-backed securities		$	313		Discounted cash		Yield	3-8%		4%
						flows (3rd party		Constant prepayment rate Default rate	0-24%		3%
						pricing)		Loss severity	0-20%		12%
									0-88%		67%
	U.S. government guaranteed debt and other securities		$	964		Discounted cash		Yield	2-3%		2%
						flows (3rd party pricing)
	Other assets:
	Mortgage servicing rights		$	58		Discounted cash		Total prepayment rate Discount rate Servicing cost ($ per loan)	8.18-32.52%		18.83%
						flows			9.95-17.07%		10.57%
									$85-$420		$93
	Derivative assets		$	54		Discounted cash flows		Swap rates	2.76-3.47%		3.36%
	Retained interests in securitization and other		$	201		Discounted cash flows		Life of receivables (months) Constant prepayment rate Discount rate	37-105		83
								Default rate	1.63-6.71%		4.88%
								Loss severity	4.25-13.57%		13.19%
									1.56-7.37%		4.80%
									14.82-89.45%		21.98%
	Liabilities:
	Other liabilities:
	Derivative liabilities		$	39		Discounted cash flows		Swap rates	2.76-3.43%		3.34%
	Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at			Significant		Significant	Range		Weighted
			December 31,			Valuation		Unobservable			Average
			2012			Techniques		Inputs
	Assets:
	Securities available for sale:
	Residential mortgage-					Discounted		Yield	0-24%		5%
	backed securities		$	1,335		cash flows		Constant prepayment rate	0-26%		6%
						(3rd party		Default rate	0-21%		9%
						pricing)		Loss severity	4-75%		52%
	Commercial mortgage-					Discounted		Yield	1-3%		2%
	backed securities		$	587		cash flows		Constant prepayment rate	0-15%		11%
						(3rd party
						pricing)
	Other asset-backed					Discounted		Yield	1-24%		4%
	securities		$	102		cash flows		Constant prepayment rate	0-5%		2%
						(3rd party		Default rate	1-28%		15%
						pricing)		Loss severity	46-88%		72%
	U.S. government					Discounted		Yield	1-4%		2%
	guaranteed debt and other securities		$	665		cash flows
						(3rd party
						pricing)
	Other assets:
	Mortgage servicing rights		$	55		Discounted		Total prepayment rate	11.77-32.99%		19.37%
						cash flows		Discount rate	9.95-37.88%		12.66%
								Servicing cost ($ per loan)	$81-$864		$302
	Derivative assets		$	90		Discounted		Swap rates	1.82-2.58%		2.46%
						cash flows
	Retained interests in					Discounted		Life of receivables (months)	29-243		66
securitization and other		$	204		cash flows		Constant prepayment rate	1.25-22.21%		13.52%
							Discount rate	2.90-13.57%		12.70%
Liabilities:
Other liabilities:
Derivative liabilities		$	38		Discounted		Swap rates	1.82-2.55%		2.42%
					cash flows
Schedule of Assets Measured at Fair Value on Nonrecurring Basis	'
	The following table presents the carrying amounts of all assets that were still held as of September 30, 2013 and December 31, 2012, and for which a nonrecurring fair value measurement was recorded during the nine and twelve months then ended.
	Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
			September 30, 2013
			Fair Value Measurements Using									Assets		Significant		Significant	Range		Weighted
												at Fair		Valuation		Unobservable			Average
	(Dollars in millions)		Level 1			Level 2			Level 3			Value		Techniques		Inputs
	Assets:
	Loans held for sale		$	0		$	51		$	0		$	51	N/A		N/A	N/A			N/A
	Loans held for investment			0			0			102			102	Appraisal		Non-	0-49%			15	%
														Value		recoverable rate
	Foreclosed property(1)			0			0			43			43	Appraisal		Cost to Sell	10-14%			10	%
														Value
	Other(2)			0			0			13			13	Appraisal		Cost to Sell	6-6%			6	%
														Value
	Total		$	0		$	51		$	158		$	209
			December 31, 2012
			Fair Value Measurements Using									Assets		Significant		Significant	Range		Weighted
												at Fair		Valuation		Unobservable			Average
	(Dollars in millions)		Level 1			Level 2			Level 3			Value		Techniques		Inputs
	Assets:
	Loans held for sale		$	0		$	201		$	0		$	201	N/A		N/A	N/A			N/A
	Loans held for investment			0			0			162			162	Appraisal		Non-	0-100%			13	%
														Value		recoverable rate
	Foreclosed property(1)			0			0			50			50	Appraisal		Cost to Sell	10-14%			11	%
														Value
	Other(2)			0			0			59			59	Appraisal		Cost to Sell	6-6%			6	%
														Value
	Total		$	0		$	201		$	271		$	472
	-1	Represents the fair value and related losses of foreclosed properties that were written down subsequent to their initial classification as foreclosed properties.
	-2	Consists of long lived assets classified as held for sale.
	The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at September 30, 2013 and 2012.
	Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
			Total Gains (Losses)
			Nine Months Ended September 30,
	(Dollars in millions)		2013			2012
	Assets:
	Loans held for sale		$	0		$	52
	Loans held for investment			(27	)		(87	)
	Foreclosed property(1)			(8	)		(21	)
	Other(2)			(8	)		(4	)
	Total		$	(43	)	$	(60	)
	-1	Represents the fair value and related losses of foreclosed properties that were written down subsequent to their initial classification as foreclosed properties.
	-2	Consists of long lived assets classified as held for sale.
Schedule of Fair Value of Financial Instruments	'
	The following reflects the fair value of financial instruments, whether or not recognized on the condensed consolidated balance sheets at fair value, as of September 30, 2013 and December 31, 2012:
	Table 12.6: Fair Value of Financial Instruments
			September 30, 2013						Fair Value Measurements Using
	(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
			Amount			Fair Value
	Financial assets:
	Cash and cash equivalents		$	5,718		$	5,718		$	5,718		$	0	$	0
	Restricted cash for securitization investors			390			390			390			0		0
	Securities available for sale			43,132			43,132			971			39,259		2,902
	Securities held to maturity			18,276			18,662			0			18,540		122
	Net loans held for investment			187,481			192,919			0			0		192,919
	Loans held for sale			180			180			0			180		0
	Interest receivable			1,304			1,304			0			1,304		0
	Mortgage servicing rights			83			83			0			25		58
	Derivative assets			988			988			5			929		54
	Retained interests in securitizations and other			201			201			0			0		201
	Financial liabilities:
	Non-interest bearing deposits		$	22,281		$	22,281		$	22,281		$	0	$	0
	Interest-bearing deposits			184,553			179,151			0			17,589		161,562
	Securitized debt obligations			9,544			10,315			0			10,067		248
	Senior and subordinated notes			12,395			12,904			0			12,904		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase			1,686			1,686			1,686			0		0
	Other borrowings			8,220			8,228			0			8,228		0
	Interest payable			276			276			0			276		0
	Derivative liabilities			587			587			8			540		39
			December 31, 2012						Fair Value Measurements Using
	(Dollars in millions)		Carrying			Estimated			Level 1			Level 2		Level 3
			Amount			Fair Value
	Financial assets:
	Cash and cash equivalents		$	11,058		$	11,058		$	11,058		$	0	$	0
	Restricted cash for securitization investors			428			428			428			0		0
	Securities available for sale			63,979			63,979			1,697			59,593		2,689
	Securities held to maturity			9			9			0			9		0
	Net loans held for investment			200,733			205,000			0			0		205,000
	Loans held for sale			201			201			0			201		0
	Interest receivable			1,694			1,694			0			1,694		0
	Mortgage servicing rights			55			55			0			0		55
	Derivatives			1,848			1,848			1			1,757		90
	Retained interests in securitizations and other			204			204			0			0		204
	Financial liabilities:
	Non-interest bearing deposits		$	22,467		$	22,467		$	22,467		$	0	$	0
	Interest-bearing deposits			190,018			189,423			0			22,216		167,207
	Securitized debt obligations			11,398			11,590			0			11,252		338
	Senior and subordinated notes			12,686			13,312			0			13,312		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase			1,248			1,248			1,248			0		0
	Other borrowings			24,578			24,616			346			24,215		55
	Interest payable			450			450			0			450		0
	Derivatives			400			400			1			361		38

Business_Segments_Tables

Business Segments (Tables)	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]	'
Schedule of Business Segments	'
	The following tables present our business segment results for the three and nine months ended September 30, 2013 and 2012 as well as selected balance sheet data as of September 30, 2013 and December 31, 2012 and a reconciliation of our total business segment results to our reported consolidated income from continuing operations, assets and deposits. Prior period amounts have been recast to conform to the current period presentation.
	Table 13.1: Segment Results and Reconciliation
		Three Months Ended September 30, 2013
	(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
		Card		Banking		Banking						Total
	Net interest income	$	2,757	$	1,481	$	480		$	(158	)	$	4,560
	Non-interest income		834		184		87			(14	)		1,091
	Total net revenue		3,591		1,665		567			(172	)		5,651
	Provision for credit losses		617		202		31			(1	)		849
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		106		0		0			0			106
	Core deposit intangible amortization		0		34		6			0			40
	Total PCCR and core deposit intangible amortization		106		34		6			0			146
	Other non-interest expense		1,798		893		260			50			3,001
	Total non-interest expense		1,904		927		266			50			3,147
	Income (loss) from continuing operations before income taxes		1,070		536		270			(221	)		1,655
	Income tax provision (benefit)		376		191		96			(138	)		525
	Income from continuing operations, net of tax	$	694	$	345	$	174		$	(83	)	$	1,130
	Period-end total loans held for investment	$	77,967	$	71,285	$	42,399		$	163		$	191,814
	Period-end total customer deposits		0		168,437		30,592			7,805			206,834
		Three Months Ended September 30, 2012
	(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
		Card		Banking		Banking						Total
	Net interest income	$	2,991	$	1,501	$	432		$	(278	)	$	4,646
	Non-interest income		826		260		87			(37	)		1,136
	Total net revenue		3,817		1,761		519			(315	)		5,782
	Provision for credit losses		892		202		(87	)		7			1,014
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		131		0		0			0			131
	Core deposit intangible amortization		0		41		8			0			49
	Total PCCR and core deposit intangible amortization		131		41		8			0			180
	Other non-interest expense		1,659		936		245			25			2,865
	Total non-interest expense		1,790		977		253			25			3,045
	Income (loss) from continuing operations before income taxes		1,135		582		353			(347	)		1,723
	Income tax provision (benefit)		394		206		125			(190	)		535
	Income from continuing operations, net of tax	$	741	$	376	$	228		$	(157	)	$	1,188
	Period-end total loans held for investment	$	89,033	$	76,738	$	37,209		$	152		$	203,132
	Period-end total customer deposits		0		173,100		28,670			11,485			213,255
		Nine Months Ended September 30, 2013
	(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
		Card		Banking		Banking						Total
	Net interest income	$	8,391	$	4,437	$	1,391		$	(536	)	$	13,683
	Non-interest income		2,487		554		264			(148	)		3,157
	Total net revenue		10,878		4,991		1,655			(684	)		16,840
	Provision for credit losses		2,073		444		(18	)		(3	)		2,496
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization		332		0		0			0			332
	Core deposit intangible amortization		0		106		21			0			127
	Total PCCR and core deposit intangible amortization		332		106		21			0			459
	Other non-interest expense		5,239		2,621		772			143			8,775
	Total non-interest expense		5,571		2,727		793			143			9,234
	Income from continuing operations before income taxes		3,234		1,820		880			(824	)		5,110
	Income tax provision (benefit)		1,135		648		313			(496	)		1,600
	Income from continuing operations, net of tax	$	2,099	$	1,172	$	567		$	(328	)	$	3,510
	Period-end total loans held for investment	$	77,967	$	71,285	$	42,399		$	163		$	191,814
	Period-end total customer deposits		0		168,437		30,592			7,805			206,834
		Nine Months Ended September 30, 2012
	(Dollars in millions)	Credit		Consumer		Commercial			Other			Consolidated
		Card		Banking		Banking						Total
	Net interest income	$	7,333	$	4,285	$	1,290		$	(847	)	$	12,061
Non-interest income		2,195		621		254			641			3,711
Total net revenue		9,528		4,906		1,544			(206	)		15,772
Provision for credit losses		3,061		420		(250	)		33			3,264
Non-interest expense:
Amortization of intangibles:
PCCR intangible amortization		223		0		0			0			223
Core deposit intangible amortization		0		120		26			0			146
Total PCCR and core deposit intangible amortization		223		120		26			0			369
Other non-interest expense		4,698		2,759		739			126			8,322
Total non-interest expense		4,921		2,879		765			126			8,691
Income from continuing operations before income taxes		1,546		1,607		1,029			(365	)		3,817
Income tax provision (benefit)		536		569		363			(537	)		931
Income from continuing operations, net of tax	$	1,010	$	1,038	$	666		$	172		$	2,886
Period-end total loans held for investment	$	89,033	$	76,738	$	37,209		$	152		$	203,132
Period-end total customer deposits		0		173,100		28,670			11,485			213,255

Commitments_Contingencies_and_1

Commitments, Contingencies and Guarantees (Tables)	9 Months Ended
	Sep. 30, 2013
Text Block [Abstract]	'
Schedule of Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser	'
	The following table presents the original principal balance of mortgage loan originations, by vintage for 2005 through 2008, for the three general categories of purchasers of mortgage loans and the estimated outstanding principal balance as of September 30, 2013 and December 31, 2012:
	Table 14.1: Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser (UPB is estimated)
			Unpaid Principal Balance						Original Unpaid Principal Balance
	(Dollars in billions)		September 30,			December 31,			Total			2008			2007		2006		2005
			2013			2012
	Government sponsored enterprises (“GSEs”)(1)		$	3		$	4		$	11		$	1		$	4	$	3	$	3
	Insured Securitizations			5			5			20			0			2		8		10
	Uninsured Securitizations and Other			19			23			80			3			15		30		32
	Total		$	27		$	32		$	111		$	4		$	21	$	41	$	45
	(1)	GSEs include Fannie Mae and Freddie Mac.
Schedule of Open Claims in Pipeline	'
	The following table presents information on pending repurchase requests by counterparty category and timing of initial repurchase request. The amounts presented are based on original loan principal balances.
	Table 14.2: Open Pipeline All Vintages (all entities)(1)
	(Dollars in millions) (All amounts are Original Principal Balance)		GSEs			Insured			Uninsured			Total
						Securitizations			Securitizations
									and Other
	Open claims as of December 31, 2011		$	176		$	1,243		$	672		$	2,091
	Gross new demands received			189			366			291			846
	Loans repurchased/made whole			(233	)		(3	)		(138	)		(374	)
	Demands rescinded			(75	)		(30	)		(40	)		(145	)
	Reclassifications(2)			2			3			(4	)		1
	Open claims as of December 31, 2012		$	59		$	1,579		$	781		$	2,419
	Gross new demands received			121			40			191			352
	Loans repurchased/made whole			(40	)		(5	)		(20	)		(65	)
	Demands rescinded			(94	)		0			(21	)		(115	)
	Open claims as of September 30, 2013		$	46		$	1,614		$	931		$	2,591
	(1)	The open pipeline includes all repurchase requests ever received by our subsidiaries where either the requesting party has not formally rescinded the repurchase request and where our subsidiary has not agreed to either repurchase the loan at issue or make the requesting party whole with respect to its losses. Accordingly, repurchase requests denied by our subsidiaries and not pursued by the counterparty remain in the open pipeline, with the exception of certain aged repurchase requests submitted by parties without contractual standing to pursue such requests, which may be removed from the pipeline. Finally, the amounts reflected in this chart are the original principal balance amounts of the mortgage loans at issue and do not correspond to the losses our subsidiary would incur upon the repurchase of these loans.
	(2)	Represents adjustments to correct the counterparty category as of December 31, 2012 for amounts that were misclassified. The reclassification had no impact on the total pending repurchase requests; however, it resulted in an increase in open claims attributable to GSEs and Insured Securitizations and a decrease in open claims attributable to Uninsured Securitizations and Other.
Schedule of Changes in Representation and Warranty Reserves	'
	The following table summarizes changes in our representation and warranty reserves for the three and nine months ended September 30, 2013 and 2012, and for full year 2012:
	Table 14.3: Changes in Representation and Warranty Reserves
			Three Months Ended						Nine Months Ended
			September 30,						September 30,
	(Dollars in millions)		2013			2012			2013			2012
	Representation and warranty repurchase reserve, beginning of period(1)		$	1,156		$	1,002		$	899		$	943
	Provision for mortgage representation and warranty losses(2)			(4	)		0			276			349
	Net realized losses			(7	)		(83	)		(30	)		(373	)
	Representation and warranty repurchase reserve, end of period(1)		$	1,145		$	919		$	1,145		$	919
	(1)	Reported in our consolidated balance sheets as a component of other liabilities.
	(2)	The pre-tax portion of the provision for mortgage representation and warranty losses recognized in our condensed consolidated statements of income as a component of non-interest income was a benefit of $13 million and $27 million in the third quarter and first nine months of 2013, respectively compared with a loss of $42 million in the first nine months of 2012. The portion of the provision for mortgage representation and warranty recognized in our consolidated statements of income as a component of discontinued operations totaled $9 million and $303 million in the third quarter and first nine months of 2013, respectively and $307 million in first nine months of 2012.
Schedule of Allocation of Representation and Warranty Reserves	'
	As indicated in the table below, most of the reserves relate to the $27 billion in original principal balance of mortgage loans sold directly to the GSEs or to the Active Insured Securitizations.
	Table 14.4: Allocation of Representation and Warranty Reserves
			Reserve Liability
	(Dollars in millions, except for loans sold)		September 30,			December 31,			Loans Sold
			2013			2012			2005 to 2008(1)
	Selected period-end data:
	GSEs and Active Insured Securitizations		$	970		$	817		$	27
	Inactive Insured Securitizations and Others			175			82			84
	Total		$	1,145		$	899		$	111
	(1)	Reflects, in billions, the total original principal balance of mortgage loans originated by our subsidiaries and sold to third party investors between 2005 and 2008.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies - Additional Information (Detail) (USD $)	1 Months Ended		9 Months Ended
	Sep. 06, 2013	Jul. 31, 2013	Sep. 30, 2013	1-May-12	Feb. 17, 2012
		Benchmark	Segment	2012 U.S. Card Acquisition [Member]	ING Direct [Member]
				Accounts
Summary Of Significant Accounting Policies [Line Items]	'	'	'	'	'
Business acquisition, addition of loans	'	'	'	'	$40,400,000,000
Business acquisition, other assets	'	'	'	'	53,900,000,000
Business acquisition, deposits	'	'	'	'	84,400,000,000
New active accounts acquired at closing	'	'	'	27,000,000	'
Outstanding credit card receivables, acquired	'	'	'	27,800,000,000	'
Other net assets, acquired	'	'	'	327,000,000	'
Amount received from sale pursuant to the agreement	$6,400,000,000	'	'	'	'
Number of reportable segments	'	'	3	'	'
Number of Benchmark	'	3	'	'	'

Discontinued_Operations_Summar

Discontinued Operations - Summary of Results from Discontinued Operations (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Discontinued Operations And Disposal Groups [Abstract]	'	'	'	'
Non-interest expense, net	($20)	($16)	($335)	($337)
Loss from discontinued operations before taxes	-20	-16	-335	-337
Income tax benefit	-7	-6	-125	-125
Loss from discontinued operations	($13)	($10)	($210)	($212)

Discontinued_Operations_Additi

Discontinued Operations - Additional Information (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2012
In Millions, unless otherwise specified			Wholesale Mortgage Banking Unit [Member]	Wholesale Mortgage Banking Unit [Member]	Wholesale Mortgage Banking Unit [Member]
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]	'	'	'	'	'
Representations and warranties expenses for discontinued operations	'	'	$9	$303	$307
Representations and warranties expenses for discontinued operations, net of tax	'	'	6	190	194
Remaining assets of discontinued operations	315	309	'	'	'
Remaining liabilities of discontinued operations	$935	$644	'	'	'

Investment_Securities_Addition

Investment Securities - Additional Information (Detail) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
	Security		Security		Security
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'	'
Percentage of portfolio invested in U.S. Treasury and agency securities	76.00%	'	76.00%	'	77.00%
Available for sale securities transferred to held to maturity	$18,300,000,000	'	$18,300,000,000	'	'
Pre-tax unrealized losses under securities	1,500,000,000	'	'	'	'
Fair value of securities held to maturity	18,662,000,000	'	18,662,000,000	'	9,000,000
Unrealized losses related to held to maturity with loss position for less than 12 months	1,500,000,000	'	1,500,000,000	'	'
Gross unrealized losses, available-for-sale securities investment	494,000,000	'	494,000,000	'	120,000,000
Number of individual securities that account for gross unrealized losses	898	'	898	'	532
Unrealized losses related to non-agency residential MBS, ABS and other securities	164,000,000	'	164,000,000	'	'
Percent of total unrealized losses related to non-agency residential MBS, ABS and other securities	33.00%	'	33.00%	'	'
Loss position for 12 months or longer	22,000,000	'	22,000,000	'	43,000,000
Credit related losses in earnings	11,000,000	13,000,000	40,000,000	40,000,000	'
Gross unrealized losses related to all other securities available for sale	494,000,000	'	494,000,000	'	120,000,000
Fair value of securities pledged	11,600,000,000	'	11,600,000,000	'	13,800,000,000
Carrying value of securities pledged	7,100,000,000	'	7,100,000,000	'	0
Derivatives [Member]	'	'	'	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'	'
Fair value of securities pledged, accepted	$37,000,000	'	$37,000,000	'	$238,000,000

Investment_Securities_Schedule

Investment Securities - Schedule of Investment Portfolio (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Amortized Cost And Fair Value Debt Securities [Abstract]	'	'
Securities available for sale, at fair value	$43,132	$63,979
Securities held to maturity, at carrying value	18,276	9
Total investments	$61,408	$63,988

Investment_Securities_Schedule1

Investment Securities - Schedule of Available-for-Sale Securities (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	$42,852	$62,850
Gross Unrealized Gains	774	1,249
Gross Unrealized Losses	-494	-120
Total investment securities available for sale, fair value, Amount	43,132	63,979
U.S. Treasury Debt Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	834	1,548
Gross Unrealized Gains	3	4
Gross Unrealized Losses	0	0
Total investment securities available for sale, fair value, Amount	837	1,552
U.S. Agency Debt Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1	301
Gross Unrealized Gains	0	2
Gross Unrealized Losses	0	-1
Total investment securities available for sale, fair value, Amount	1	302
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1,311	1,003
Gross Unrealized Gains	1	10
Gross Unrealized Losses	-40	-1
Total investment securities available for sale, fair value, Amount	1,272	1,012
Residential Mortgage-Backed Securities Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	22,009	39,408
Gross Unrealized Gains	282	652
Gross Unrealized Losses	-230	-58
Total investment securities available for sale, fair value, Amount	22,061	40,002
Residential Mortgage-Backed Securities Non-Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	3,277	3,607
Gross Unrealized Gains	373	312
Gross Unrealized Losses	-27	-48
Total investment securities available for sale, fair value, Amount	3,623	3,871
Residential Mortgage-Backed Securities Total [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	25,286	43,015
Gross Unrealized Gains	655	964
Gross Unrealized Losses	-257	-106
Total investment securities available for sale, fair value, Amount	25,684	43,873
Commercial Mortgage-Backed Securities Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	4,130	6,045
Gross Unrealized Gains	27	103
Gross Unrealized Losses	-60	-4
Total investment securities available for sale, fair value, Amount	4,097	6,144
Commercial Mortgage-Backed Securities Non-Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1,697	1,425
Gross Unrealized Gains	19	62
Gross Unrealized Losses	-55	-2
Total investment securities available for sale, fair value, Amount	1,661	1,485
Commercial Mortgage-Backed Securities Total [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	5,827	7,470
Gross Unrealized Gains	46	165
Gross Unrealized Losses	-115	-6
Total investment securities available for sale, fair value, Amount	5,758	7,629
Other Asset-Backed Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	7,642	8,393
Gross Unrealized Gains	48	70
Gross Unrealized Losses	-34	-5
Total investment securities available for sale, fair value, Amount	7,656	8,458
Other Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1,951	1,120
Gross Unrealized Gains	21	34
Gross Unrealized Losses	-48	-1
Total investment securities available for sale, fair value, Amount	$1,924	$1,153

Investment_Securities_Schedule2

Investment Securities - Schedule of Available-for-Sale Securities (Parenthetical) (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of the securities in our asset-backed security portfolio were rated AAA or its equivalent	87.00%	82.00%
Credit Card and Installment Loans [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	66.00%	64.00%
Auto Dealer Floor Plan Inventory Loans and Leases [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	15.00%	18.00%
Auto Loan [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	6.00%	6.00%
Equipment Loans [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	4.00%	5.00%
Student Loans [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	1.00%	1.00%
Commercial Paper [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	'	2.00%
Other Loan [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	8.00%	4.00%
Residential Mortgage-Backed Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Non-credit OTTI losses related to non-agency RMBS	20	38

Investment_Securities_Investme

Investment Securities - Investment Securities Held to Maturity (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	$19,741	$9
Unrealized Losses Recorded in AOCI	-1,465	0
Securities held to maturity, at carrying value	18,276	9
Gross Unrealized Gains	388	0
Gross Unrealized Losses	-2	0
Fair value of investment securities held to maturity, Total	18,662	9
Residential Mortgage-Backed Securities Agency [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	18,053	'
Unrealized Losses Recorded in AOCI	-1,331	'
Securities held to maturity, at carrying value	16,722	'
Gross Unrealized Gains	355	'
Gross Unrealized Losses	-2	'
Fair value of investment securities held to maturity, Total	17,075	'
Commercial Mortgage-Backed Securities Agency [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	1,688	'
Unrealized Losses Recorded in AOCI	-134	'
Securities held to maturity, at carrying value	1,554	'
Gross Unrealized Gains	33	'
Gross Unrealized Losses	0	'
Fair value of investment securities held to maturity, Total	1,587	'
Other Asset-Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	'	9
Unrealized Losses Recorded in AOCI	'	0
Securities held to maturity, at carrying value	'	9
Gross Unrealized Gains	'	0
Gross Unrealized Losses	'	0
Fair value of investment securities held to maturity, Total	'	$9

Investment_Securities_Schedule3

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	$19,009	$11,702
Less than 12 Months, Gross Unrealized Losses	-472	-77
12 Months or Longer, Fair Value	1,154	1,467
12 Months or Longer, Gross Unrealized Losses	-22	-43
Total Fair Value	20,163	13,169
Total Gross Unrealized Losses	-494	-120
U.S. Agency Debt Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	0	199
Less than 12 Months, Gross Unrealized Losses	0	-1
12 Months or Longer, Fair Value	0	0
12 Months or Longer, Gross Unrealized Losses	0	'
Total Fair Value	0	199
Total Gross Unrealized Losses	0	-1
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	1,151	172
Less than 12 Months, Gross Unrealized Losses	-40	-1
12 Months or Longer, Fair Value	0	0
12 Months or Longer, Gross Unrealized Losses	0	0
Total Fair Value	1,151	172
Total Gross Unrealized Losses	-40	-1
Residential Mortgage-Backed Securities Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	9,461	8,720
Less than 12 Months, Gross Unrealized Losses	-225	-46
12 Months or Longer, Fair Value	499	884
12 Months or Longer, Gross Unrealized Losses	-5	-12
Total Fair Value	9,960	9,604
Total Gross Unrealized Losses	-230	-58
Residential Mortgage-Backed Securities Non-Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	244	196
Less than 12 Months, Gross Unrealized Losses	-15	-19
12 Months or Longer, Fair Value	343	471
12 Months or Longer, Gross Unrealized Losses	-12	-29
Total Fair Value	587	667
Total Gross Unrealized Losses	-27	-48
Residential Mortgage-Backed Securities Total [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	9,705	8,916
Less than 12 Months, Gross Unrealized Losses	-240	-65
12 Months or Longer, Fair Value	842	1,355
12 Months or Longer, Gross Unrealized Losses	-17	-41
Total Fair Value	10,547	10,271
Total Gross Unrealized Losses	-257	-106
Commercial Mortgage-Backed Securities Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	2,745	1,009
Less than 12 Months, Gross Unrealized Losses	-59	-4
12 Months or Longer, Fair Value	35	0
12 Months or Longer, Gross Unrealized Losses	-1	0
Total Fair Value	2,780	1,009
Total Gross Unrealized Losses	-60	-4
Commercial Mortgage-Backed Securities Non-Agency [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	1,119	201
Less than 12 Months, Gross Unrealized Losses	-55	-2
12 Months or Longer, Fair Value	0	0
12 Months or Longer, Gross Unrealized Losses	0	0
Total Fair Value	1,119	201
Total Gross Unrealized Losses	-55	-2
Commercial Mortgage-Backed Securities Total [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	3,864	1,210
Less than 12 Months, Gross Unrealized Losses	-114	-6
12 Months or Longer, Fair Value	35	0
12 Months or Longer, Gross Unrealized Losses	-1	0
Total Fair Value	3,899	1,210
Total Gross Unrealized Losses	-115	-6
Other Asset-Backed Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	3,155	1,102
Less than 12 Months, Gross Unrealized Losses	-31	-4
12 Months or Longer, Fair Value	251	99
12 Months or Longer, Gross Unrealized Losses	-3	-1
Total Fair Value	3,406	1,201
Total Gross Unrealized Losses	-34	-5
Other Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	1,134	103
Less than 12 Months, Gross Unrealized Losses	-47	0
12 Months or Longer, Fair Value	26	13
12 Months or Longer, Gross Unrealized Losses	-1	-1
Total Fair Value	1,160	116
Total Gross Unrealized Losses	($48)	($1)

Investment_Securities_Schedule4

Investment Securities - Schedule of Contractual Maturities for Available for Sale Securities (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments Debt And Equity Securities [Abstract]	'	'
Due in 1 year or less, Amortized Cost	$2,064	'
Due after 1 year through 5 years, Amortized Cost	6,230	'
Due after 5 years through 10 years, Amortized Cost	4,271	'
Due after 10 years, Amortized Cost	30,287	'
Total amortized cost	42,852	62,850
Due in 1 year or less, Fair Value	2,067	'
Due after 1 year through 5 years, Fair Value	6,238	'
Due after 5 years through 10 years, Fair Value	4,204	'
Due after 10 years, Fair Value	30,623	'
Total investment securities available for sale, fair value, Amount	$43,132	$63,979

Investment_Securities_Contract

Investment Securities - Contractual Maturities of Securities Held to Maturity (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments Debt And Equity Securities [Abstract]	'	'
Due in 1 year or less, Carrying Value	$0	'
Due after 1 year through 5 years, Carrying Value	0	'
Due after 5 years through 10 years, Carrying Value	1,045	'
Due after 10 years, Carrying Value	17,231	'
Securities held to maturity, at carrying value	18,276	9
Due in 1 year or less, Fair value	0	'
Due after 1 year through 5 years, Fair value	0	'
Due after 5 years through 10 years, Fair value	1,071	'
Due after 10 years, Fair value	17,591	'
Fair value of investment securities held to maturity, Total	$18,662	$9

Investment_Securities_Schedule5

Investment Securities - Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	$3,118	'
Total securities available for sale, > 1 Year-5 Years, Amount	17,550	'
Total securities available for sale, > 5 Years-10 Years, Amount	22,030	'
Total securities available for sale, > 10 Years, Amount	434	'
Total investment securities available for sale, fair value, Amount	43,132	63,979
Amortized cost of securities available-for-sale, 1 Year or Less, Amount	3,117	'
Amortized cost of securities available-for-sale, > 1 Year-5 Years, Amount	17,334	'
Amortized cost of securities available-for-sale, > 5 Years-10 Years, Amount	4,271	'
Amortized cost of securities available-for-sale, > 10 Years, Amount	394	'
Total amortized cost	42,852	62,850
Total securities available for sale, 1 Year or Less, Average Yield	1.44%	'
Total securities available for sale, > 1 Year-5 Years, Average Yield	2.45%	'
Total securities available for sale, > 5 Years-10 Years, Average Yield	2.99%	'
Total securities available for sale, > 10 Years, Average Yield	5.19%	'
Total securities available for sale, Total Average Yield	2.68%	'
Total securities held to maturity, 1 Year or Less, Carrying amount	0	'
Total securities held to maturity, > 1 Year-5 Years, Carrying amount	402	'
Total securities held to maturity, > 5 Years-10 Years, Carrying amount	12,703	'
Total securities held to maturity, > 10 Years, Carrying amount	5,171	'
Securities held to maturity, at carrying value	18,276	9
Fair value of securities held to maturity, Due in 1 Year or Less	0	'
Fair value of securities held to maturity, Due > 1 Year through 5 Years	407	'
Fair value of securities held to maturity, Due > 5 Years through 10 Years	12,969	'
Fair value of securities held to maturity, Due > 10 Years	5,286	'
Fair value of investment securities held to maturity, Total	18,662	9
Total securities held to maturity, 1 Year or Less, Average Yield	0.00%	'
Total securities held to maturity, > 1 Year-5 Years, Average Yield	2.11%	'
Total securities held to maturity, > 5 Years-10 Years, Average Yield	2.34%	'
Total securities held to maturity, > 10 Years, Average Yield	2.71%	'
Total securities held to maturity, Total Average Yield	2.44%	'
U.S. Treasury Debt Obligations [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	0	'
Total securities available for sale, > 1 Year-5 Years, Amount	837	'
Total securities available for sale, > 5 Years-10 Years, Amount	0	'
Total securities available for sale, > 10 Years, Amount	0	'
Total investment securities available for sale, fair value, Amount	837	1,552
Total amortized cost	834	1,548
U.S. Agency Debt Obligations [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	1	'
Total securities available for sale, > 1 Year-5 Years, Amount	0	'
Total securities available for sale, > 5 Years-10 Years, Amount	0	'
Total securities available for sale, > 10 Years, Amount	0	'
Total investment securities available for sale, fair value, Amount	1	302
Total amortized cost	1	301
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	0	'
Total securities available for sale, > 1 Year-5 Years, Amount	228	'
Total securities available for sale, > 5 Years-10 Years, Amount	1,030	'
Total securities available for sale, > 10 Years, Amount	14	'
Total investment securities available for sale, fair value, Amount	1,272	1,012
Total amortized cost	1,311	1,003
Residential Mortgage-Backed Securities Agency [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	87	'
Total securities available for sale, > 1 Year-5 Years, Amount	6,371	'
Total securities available for sale, > 5 Years-10 Years, Amount	15,603	'
Total securities available for sale, > 10 Years, Amount	0	'
Total investment securities available for sale, fair value, Amount	22,061	40,002
Total amortized cost	22,009	39,408
Total securities held to maturity, 1 Year or Less, Carrying amount	0	'
Total securities held to maturity, > 1 Year-5 Years, Carrying amount	0	'
Total securities held to maturity, > 5 Years-10 Years, Carrying amount	11,559	'
Total securities held to maturity, > 10 Years, Carrying amount	5,163	'
Securities held to maturity, at carrying value	16,722	'
Fair value of investment securities held to maturity, Total	17,075	'
Residential Mortgage-Backed Securities Non-Agency [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	56	'
Total securities available for sale, > 1 Year-5 Years, Amount	1,803	'
Total securities available for sale, > 5 Years-10 Years, Amount	1,600	'
Total securities available for sale, > 10 Years, Amount	164	'
Total investment securities available for sale, fair value, Amount	3,623	3,871
Total amortized cost	3,277	3,607
Residential Mortgage-Backed Securities Total [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	143	'
Total securities available for sale, > 1 Year-5 Years, Amount	8,174	'
Total securities available for sale, > 5 Years-10 Years, Amount	17,203	'
Total securities available for sale, > 10 Years, Amount	164	'
Total investment securities available for sale, fair value, Amount	25,684	43,873
Total amortized cost	25,286	43,015
Commercial Mortgage-Backed Securities Agency [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	352	'
Total securities available for sale, > 1 Year-5 Years, Amount	2,761	'
Total securities available for sale, > 5 Years-10 Years, Amount	984	'
Total securities available for sale, > 10 Years, Amount	0	'
Total investment securities available for sale, fair value, Amount	4,097	6,144
Total amortized cost	4,130	6,045
Total securities held to maturity, 1 Year or Less, Carrying amount	0	'
Total securities held to maturity, > 1 Year-5 Years, Carrying amount	402	'
Total securities held to maturity, > 5 Years-10 Years, Carrying amount	1,144	'
Total securities held to maturity, > 10 Years, Carrying amount	8	'
Securities held to maturity, at carrying value	1,554	'
Fair value of investment securities held to maturity, Total	1,587	'
Commercial Mortgage-Backed Securities Non-Agency [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	142	'
Total securities available for sale, > 1 Year-5 Years, Amount	293	'
Total securities available for sale, > 5 Years-10 Years, Amount	1,208	'
Total securities available for sale, > 10 Years, Amount	18	'
Total investment securities available for sale, fair value, Amount	1,661	1,485
Total amortized cost	1,697	1,425
Commercial Mortgage-Backed Securities Total [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	494	'
Total securities available for sale, > 1 Year-5 Years, Amount	3,054	'
Total securities available for sale, > 5 Years-10 Years, Amount	2,192	'
Total securities available for sale, > 10 Years, Amount	18	'
Total investment securities available for sale, fair value, Amount	5,758	7,629
Total amortized cost	5,827	7,470
Other Asset-Backed Securities [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	1,949	'
Total securities available for sale, > 1 Year-5 Years, Amount	4,773	'
Total securities available for sale, > 5 Years-10 Years, Amount	818	'
Total securities available for sale, > 10 Years, Amount	116	'
Total investment securities available for sale, fair value, Amount	7,656	8,458
Total amortized cost	7,642	8,393
Securities held to maturity, at carrying value	'	9
Fair value of investment securities held to maturity, Total	'	9
Other Securities [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, 1 Year or Less, Amount	531	'
Total securities available for sale, > 1 Year-5 Years, Amount	484	'
Total securities available for sale, > 5 Years-10 Years, Amount	787	'
Total securities available for sale, > 10 Years, Amount	122	'
Total investment securities available for sale, fair value, Amount	1,924	1,153
Total amortized cost	$1,951	$1,120

Investment_Securities_Schedule6

Investment Securities - Schedule of Credit Losses Related to Debt Securities Recognized in Earnings (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Investments Debt And Equity Securities [Abstract]	'	'	'	'
Credit loss component, beginning of period	$149	$95	$120	$68
Additions:	'	'	'	'
Initial credit impairment	3	6	14	16
Subsequent credit impairment	8	7	26	24
Total additions	11	13	40	40
Reductions:	'	'	'	'
Sales of credit-impaired securities	0	0	0	0
Sales of credit-impaired securities	0	0	0	0
Credit loss component, end of period	$160	$108	$160	$108

Investment_Securities_Schedule7

Investment Securities - Schedule of Changes in AOCI, Related to Debt Securities, Net of Tax (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Beginning balance AOCI related to securities	($517)	$418	$703	$286
Net unrealized gains (losses)	-224	327	-1,442	485
Transfers from available for sale to held to maturity	0	0	0	0
Net realized (gains) losses reclassified from AOCI into earnings	1	-1	-1	-27
Ending balance AOCI related to securities	-740	744	-740	744
Securities Available for Sale [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Beginning balance AOCI related to securities	-517	418	703	286
Net unrealized gains (losses)	-224	327	-1,442	485
Transfers from available for sale to held to maturity	916	0	916	0
Net realized (gains) losses reclassified from AOCI into earnings	0	-1	-2	-27
Ending balance AOCI related to securities	175	744	175	744
Securities Held-to-Maturity [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Beginning balance AOCI related to securities	0	0	0	0
Net unrealized gains (losses)	0	0	0	0
Transfers from available for sale to held to maturity	-916	0	-916	0
Net realized (gains) losses reclassified from AOCI into earnings	1	0	1	0
Ending balance AOCI related to securities	($915)	$0	($915)	$0

Investment_Securities_Schedule8

Investment Securities - Schedule of Gross Realized Gains and Losses on Sale and Redemption of Available-for-Sale Securities Recognized in Earnings (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Investments Debt And Equity Securities [Abstract]	'	'	'	'
Gross realized investment gains	$0	$2	$6	$51
Gross realized investment losses	0	-1	-3	-9
Net realized gains	0	1	3	42
Total proceeds from sales	$35	$16	$1,355	$14,274

Investment_Securities_Schedule9

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Credit-Impaired ING Direct Debt Securities (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments Debt And Equity Securities [Abstract]	'	'
Contractual principal and interest	$4,882	$5,242
Carrying value	2,865	2,887
Amortized Cost	$2,491	$2,585

Recovered_Sheet1

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) (Purchased Credit-Impaired Securities [Member], USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Purchased Credit-Impaired Securities [Member]	'	'
Loans Acquired Accounted For As Debt Securities General Items [Line Items]	'	'
Accretable yield beginning balance	$1,512	$0
Additions from new acquisitions	82	1,743
Accretion recognized in earnings	-184	-202
Reductions due to disposals, transfers, and other non-credit related changes	1	0
Net reclassifications (to)/from nonaccretable difference	31	-29
Accretable yield ending balance	$1,442	$1,512

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)	0 Months Ended	3 Months Ended		9 Months Ended
	Sep. 06, 2013	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Feb. 19, 2013	Dec. 31, 2012
Loans [Line Items]	'	'	'	'	'	'	'
Total loans held for investment	'	$191,814,000,000	$203,132,000,000	$191,814,000,000	$203,132,000,000	'	$205,889,000,000
Increase (decrease) in allowance related to pools of accounts	'	10,000,000	'	25,000,000	'	'	'
Cumulative impairment recognized on acquired loans	'	32,000,000	'	32,000,000	'	'	57,000,000
Assets subject to sale agreement, loan	'	187,481,000,000	'	187,481,000,000	'	7,000,000,000	200,733,000,000
Adjustment to portfolio asset lower of cost or market	19,000,000	'	'	'	'	'	'
Total loans held for sale	'	180,000,000	'	180,000,000	'	'	201,000,000
Number of days account is past due when loans are reported delinquent (in days)	'	'	'	'90 Days	'	'	'
Percentage, 30+ day delinquencies	'	3.60%	'	3.60%	'	'	3.69%
Minimum loan amount requiring annual review	'	'	'	1,000,000	'	'	'
Minimum loan amount reviewed quarterly by management for further deterioration	'	'	'	1,000,000	'	'	'
Troubled debt restructurings included in impaired loans	'	1,700,000,000	'	1,700,000,000	'	'	1,800,000,000
Impairment benefit and increased allowance through provision for credit losses	'	10,000,000	'	25,000,000	'	'	'
Impairment increase and impairment benefit	'	'	31,000,000	'	42,000,000	'	'
Unused credit card lines available to customers	'	276,600,000,000	'	276,600,000,000	'	'	298,900,000,000
Outstanding unfunded commitments to extend credit other than credit card lines	'	20,600,000,000	'	20,600,000,000	'	'	17,500,000,000
Consumer Banking [Member]	'	'	'	'	'	'	'
Loans [Line Items]	'	'	'	'	'	'	'
TDRs classified as performing loans	'	996,000,000	'	996,000,000	'	'	1,200,000,000
Commercial Banking [Member]	'	'	'	'	'	'	'
Loans [Line Items]	'	'	'	'	'	'	'
TDRs classified as performing loans	'	193,000,000	'	193,000,000	'	'	253,000,000
Acquired Loans [Member]	'	'	'	'	'	'	'
Loans [Line Items]	'	'	'	'	'	'	'
Total loans held for investment	'	30,080,000,000	'	30,080,000,000	'	'	37,134,000,000
Percentage, 30+ day delinquencies	'	0.03%	'	0.03%	'	'	0.07%
Greater Than or Equal to 90 Days [Member]	'	'	'	'	'	'	'
Loans [Line Items]	'	'	'	'	'	'	'
Total loans held for investment	'	1,739,000,000	'	1,739,000,000	'	'	2,256,000,000
Nonperforming Loans [Member]	'	'	'	'	'	'	'
Loans [Line Items]	'	'	'	'	'	'	'
Total loans held for investment	'	$882,000,000	'	$882,000,000	'	'	$1,054,000,000

Loans_Composition_of_Loans_Hel

Loans - Composition of Loans Held-for-Investment Portfolio (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2012
In Millions, unless otherwise specified
Receivables [Abstract]	'	'	'
Domestic credit card loans	$69,538	$82,328	'
International credit card loans	8,031	8,614	'
Total credit card loans	77,569	90,942	'
Domestic installment loans	398	813	'
Total credit card	77,967	91,755	'
Auto	30,803	27,123	'
Home loan	36,817	44,100	'
Other retail	3,665	3,904	'
Total consumer banking	71,285	75,127	'
Commercial and multifamily real estate	19,523	17,732	'
Commercial and industrial	21,848	19,892	'
Total commercial lending	41,371	37,624	'
Small-ticket commercial real estate	1,028	1,196	'
Total commercial banking	42,399	38,820	'
Other loans	163	187	'
Total loans held for investment	$191,814	$205,889	$203,132

Loans_Composition_of_Loans_Hel1

Loans - Composition of Loans Held-for-Investment Portfolio (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Receivables [Abstract]	'	'
Construction loans and land development loans	$2.20	$2.10

Loans_Aging_of_HeldforInvestme

Loans - Aging of Held-for-Investment Loans by Portfolio Segment and Class (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2012
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	$69,936	$83,141	'
International credit card	8,031	8,614	'
Total credit card	77,967	91,755	'
Auto	30,803	27,123	'
Home loan	36,817	44,100	'
Retail banking	3,665	3,904	'
Total consumer banking	71,285	75,127	'
Commercial and multifamily real estate	19,523	17,732	'
Commercial and industrial	21,848	19,892	'
Total commercial lending	41,371	37,624	'
Small-ticket commercial real estate	1,028	1,196	'
Total commercial banking	42,399	38,820	'
Other loans	163	187	'
Total loans held for investment	191,814	205,889	203,132
% of Total loans	100.00%	100.00%	'
Current [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	67,440	79,852	'
International credit card	7,647	8,227	'
Total credit card	75,087	88,079	'
Auto	28,708	25,057	'
Home loan	6,853	7,317	'
Retail banking	3,579	3,789	'
Total consumer banking	39,140	36,163	'
Commercial and multifamily real estate	19,280	17,357	'
Commercial and industrial	21,599	19,525	'
Total commercial lending	40,879	36,882	'
Small-ticket commercial real estate	1,005	1,153	'
Total commercial banking	41,884	38,035	'
Other loans	107	118	'
Total loans held for investment	156,218	162,395	'
% of Total loans	81.40%	78.90%	'
30-59 Days [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	812	932	'
International credit card	147	145	'
Total credit card	959	1,077	'
Auto	1,351	1,341	'
Home loan	56	63	'
Retail banking	20	26	'
Total consumer banking	1,427	1,430	'
Commercial and multifamily real estate	81	64	'
Commercial and industrial	21	57	'
Total commercial lending	102	121	'
Small-ticket commercial real estate	14	28	'
Total commercial banking	116	149	'
Other loans	4	8	'
Total loans held for investment	2,506	2,664	'
% of Total loans	1.30%	1.30%	'
60-89 Days [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	549	659	'
International credit card	90	89	'
Total credit card	639	748	'
Auto	585	559	'
Home loan	28	29	'
Retail banking	7	10	'
Total consumer banking	620	598	'
Commercial and multifamily real estate	5	77	'
Commercial and industrial	2	3	'
Total commercial lending	7	80	'
Small-ticket commercial real estate	2	9	'
Total commercial banking	9	89	'
Other loans	3	5	'
Total loans held for investment	1,271	1,440	'
% of Total loans	0.70%	0.70%	'
Greater Than or Equal to 90 Days [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	1,062	1,410	'
International credit card	147	153	'
Total credit card	1,209	1,563	'
Auto	153	149	'
Home loan	236	288	'
Retail banking	27	45	'
Total consumer banking	416	482	'
Commercial and multifamily real estate	55	107	'
Commercial and industrial	38	75	'
Total commercial lending	93	182	'
Small-ticket commercial real estate	7	6	'
Total commercial banking	100	188	'
Other loans	14	23	'
Total loans held for investment	1,739	2,256	'
% of Total loans	0.90%	1.10%	'
Total Delinquent Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	2,423	3,001	'
International credit card	384	387	'
Total credit card	2,807	3,388	'
Auto	2,089	2,049	'
Home loan	320	380	'
Retail banking	54	81	'
Total consumer banking	2,463	2,510	'
Commercial and multifamily real estate	141	248	'
Commercial and industrial	61	135	'
Total commercial lending	202	383	'
Small-ticket commercial real estate	23	43	'
Total commercial banking	225	426	'
Other loans	21	36	'
Total loans held for investment	5,516	6,360	'
% of Total loans	2.90%	3.10%	'
Acquired Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	73	288	'
International credit card	0	0	'
Total credit card	73	288	'
Auto	6	17	'
Home loan	29,644	36,403	'
Retail banking	32	34	'
Total consumer banking	29,682	36,454	'
Commercial and multifamily real estate	102	127	'
Commercial and industrial	188	232	'
Total commercial lending	290	359	'
Small-ticket commercial real estate	0	0	'
Total commercial banking	290	359	'
Other loans	35	33	'
Total loans held for investment	30,080	37,134	'
% of Total loans	15.70%	18.00%	'
Greater Than or Equal to 90 Days and Accruing [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	1,062	1,410	'
International credit card	98	100	'
Total credit card	1,160	1,510	'
Auto	0	0	'
Home loan	0	0	'
Retail banking	1	1	'
Total consumer banking	1	1	'
Commercial and multifamily real estate	5	2	'
Commercial and industrial	1	14	'
Total commercial lending	6	16	'
Small-ticket commercial real estate	0	0	'
Total commercial banking	6	16	'
Other loans	0	0	'
Total loans held for investment	1,167	1,527	'
% of Total loans	0.60%	0.70%	'
Nonperforming Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	0	0	'
International credit card	93	100	'
Total credit card	93	100	'
Auto	153	149	'
Home loan	374	422	'
Retail banking	40	71	'
Total consumer banking	567	642	'
Commercial and multifamily real estate	70	137	'
Commercial and industrial	116	133	'
Total commercial lending	186	270	'
Small-ticket commercial real estate	15	12	'
Total commercial banking	201	282	'
Other loans	21	30	'
Total loans held for investment	$882	$1,054	'
% of Total loans	0.50%	0.50%	'

Loans_Credit_Card_Risk_Profile

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	$77,967	$91,755
Amount, 30+ day delinquencies	2,807	3,388
Amount, 90+ day delinquencies	1,209	1,563
% of Total	100.00%	100.00%
Percentage, 30+ day delinquencies	3.60%	3.69%
Percentage, 90+ day delinquencies	1.55%	1.70%
California [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	7,592	9,276
% of Total	9.70%	10.10%
New York [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	5,067	5,869
% of Total	6.50%	6.40%
Texas [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	4,762	5,933
% of Total	6.10%	6.50%
Florida [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	4,090	4,852
% of Total	5.20%	5.30%
Illinois [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3,444	4,115
% of Total	4.40%	4.50%
Pennsylvania [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3,256	3,875
% of Total	4.20%	4.20%
Ohio [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2,814	3,363
% of Total	3.60%	3.60%
New Jersey [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2,609	3,070
% of Total	3.40%	3.30%
Michigan [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2,480	2,928
% of Total	3.20%	3.20%
Other [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	33,822	39,860
% of Total	43.40%	43.50%
Total Domestic Credit Card and Installment Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	69,936	83,141
% of Total	89.70%	90.60%
United Kingdom [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3,447	3,678
% of Total	4.40%	4.00%
Canada [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	4,584	4,936
% of Total	5.90%	5.40%
Total International Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	8,031	8,614
% of Total	10.30%	9.40%
Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	77,894	91,467
Amount, 30+ day delinquencies	2,786	3,326
Amount, 90+ day delinquencies	1,201	1,530
% of Total	99.90%	99.70%
Percentage, 30+ day delinquencies	3.57%	3.62%
Percentage, 90+ day delinquencies	1.54%	1.67%
Loans [Member] | California [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	7,585	9,245
% of Total	9.70%	10.00%
Loans [Member] | New York [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	5,060	5,846
% of Total	6.50%	6.40%
Loans [Member] | Texas [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	4,757	5,910
% of Total	6.10%	6.50%
Loans [Member] | Florida [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	4,086	4,835
% of Total	5.20%	5.30%
Loans [Member] | Illinois [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3,441	4,100
% of Total	4.40%	4.50%
Loans [Member] | Pennsylvania [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3,253	3,861
% of Total	4.20%	4.20%
Loans [Member] | Ohio [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2,811	3,351
% of Total	3.60%	3.60%
Loans [Member] | New Jersey [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2,607	3,060
% of Total	3.40%	3.30%
Loans [Member] | Michigan [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2,478	2,917
% of Total	3.20%	3.20%
Loans [Member] | Other [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	33,785	39,728
% of Total	43.30%	43.30%
Loans [Member] | Total Domestic Credit Card and Installment Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	69,863	82,853
% of Total	89.60%	90.30%
Loans [Member] | United Kingdom [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3,447	3,678
% of Total	4.40%	4.00%
Loans [Member] | Canada [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	4,584	4,936
% of Total	5.90%	5.40%
Loans [Member] | Total International Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	8,031	8,614
% of Total	10.30%	9.40%
Acquired Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	73	288
Amount, 30+ day delinquencies	21	62
Amount, 90+ day delinquencies	8	33
% of Total	0.10%	0.30%
Percentage, 30+ day delinquencies	0.03%	0.07%
Percentage, 90+ day delinquencies	0.01%	0.03%
Acquired Loans [Member] | California [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	7	31
% of Total	0.00%	0.10%
Acquired Loans [Member] | New York [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	7	23
% of Total	0.00%	0.00%
Acquired Loans [Member] | Texas [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	5	23
% of Total	0.00%	0.00%
Acquired Loans [Member] | Florida [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	4	17
% of Total	0.00%	0.00%
Acquired Loans [Member] | Illinois [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3	15
% of Total	0.00%	0.00%
Acquired Loans [Member] | Pennsylvania [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3	14
% of Total	0.00%	0.00%
Acquired Loans [Member] | Ohio [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	3	12
% of Total	0.00%	0.00%
Acquired Loans [Member] | New Jersey [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2	10
% of Total	0.00%	0.00%
Acquired Loans [Member] | Michigan [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	2	11
% of Total	0.00%	0.00%
Acquired Loans [Member] | Other [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	37	132
% of Total	0.10%	0.20%
Acquired Loans [Member] | Total Domestic Credit Card and Installment Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	73	288
% of Total	0.10%	0.30%
Acquired Loans [Member] | United Kingdom [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	0	0
% of Total	0.00%	0.00%
Acquired Loans [Member] | Canada [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	0	0
% of Total	0.00%	0.00%
Acquired Loans [Member] | Total International Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card and installment loans	$0	$0
% of Total	0.00%	0.00%

Loans_Credit_Card_Net_ChargeOf

Loans - Credit Card: Net Charge-Offs (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Receivables [Abstract]	'	'	'	'
Amount of Net charge-offs, Domestic credit card	$642	$612	$2,218	$1,653
Amount of Net charge-offs, International credit card	92	101	288	328
Total Amount of Net charge-offs	$734	$713	$2,506	$1,981
Rate, Net charge-offs, Domestic credit card	3.67%	3.04%	4.14%	3.21%
Rate, Net charge-offs, International credit card	4.71%	4.95%	4.79%	5.32%
Total Rate, Net charge-offs	3.78%	3.22%	4.20%	3.43%

Loans_Consumer_Banking_Risk_Pr

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	$30,803	$27,123
Total home loan	36,817	44,100
Total retail banking	3,665	3,904
Total consumer banking	71,285	75,127
Percent of total consumer banking	100.00%	100.00%
Amount, 30+ day delinquencies	2,463	2,510
Amount, 90+ day delinquencies	416	482
Amount, Nonperforming loans	567	642
Rate, 30+ day delinquencies	3.46%	3.34%
Rate, 90+ day delinquencies	0.58%	0.64%
Rate, Nonperforming loans	0.79%	0.85%
California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	8,535	10,266
Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,725	2,046
Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,357	'
Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,400	2,977
Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	11,272	13,523
New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,861	3,276
Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,981	2,281
New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,826	2,119
Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,785	2,090
Auto [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	30,803	27,123
Percent of total consumer banking	43.20%	36.10%
Amount, 30+ day delinquencies	2,089	2,049
Amount, 90+ day delinquencies	153	149
Amount, Nonperforming loans	153	149
Rate, 30+ day delinquencies	6.78%	7.55%
Rate, 90+ day delinquencies	0.50%	0.55%
Rate, Nonperforming loans	0.50%	0.55%
Auto [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	4,624	4,317
Percent of total consumer banking	6.50%	5.70%
Auto [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	3,159	2,676
Percent of total consumer banking	4.40%	3.60%
Auto [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,949	1,621
Percent of total consumer banking	2.70%	2.10%
Auto [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,663	1,504
Percent of total consumer banking	2.30%	2.00%
Auto [Member] | Georgia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,628	1,404
Percent of total consumer banking	2.30%	1.90%
Auto [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,244	1,134
Percent of total consumer banking	1.80%	1.50%
Auto [Member] | Ohio [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,212	1,032
Percent of total consumer banking	1.70%	1.40%
Auto [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	15,324	13,435
Percent of total consumer banking	21.50%	17.90%
Home Loan [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	36,817	44,100
Percent of total consumer banking	51.70%	58.70%
Amount, 30+ day delinquencies	320	380
Amount, 90+ day delinquencies	236	288
Amount, Nonperforming loans	374	422
Rate, 30+ day delinquencies	0.87%	0.86%
Rate, 90+ day delinquencies	0.64%	0.65%
Rate, Nonperforming loans	1.01%	0.96%
Home Loan [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	8,535	10,266
Percent of total consumer banking	12.00%	13.70%
Home Loan [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,725	2,046
Percent of total consumer banking	2.40%	2.80%
Home Loan [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,400	2,977
Percent of total consumer banking	3.30%	3.90%
Home Loan [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	15,704	19,045
Percent of total consumer banking	22.00%	25.40%
Home Loan [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,861	3,276
Percent of total consumer banking	4.10%	4.30%
Home Loan [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,981	2,281
Percent of total consumer banking	2.80%	3.00%
Home Loan [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,826	2,119
Percent of total consumer banking	2.60%	2.80%
Home Loan [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,785	2,090
Percent of total consumer banking	2.50%	2.80%
Retail Banking [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	3,665	3,904
Percent of total consumer banking	5.10%	5.20%
Amount, 30+ day delinquencies	54	81
Amount, 90+ day delinquencies	27	45
Amount, Nonperforming loans	40	71
Rate, 30+ day delinquencies	1.48%	2.07%
Rate, 90+ day delinquencies	0.74%	1.15%
Rate, Nonperforming loans	1.10%	1.82%
Retail Banking [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	780	844
Percent of total consumer banking	1.10%	1.10%
Retail Banking [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	38	47
Percent of total consumer banking	0.00%	0.10%
Retail Banking [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	1,282	1,447
Percent of total consumer banking	1.80%	1.90%
Retail Banking [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	207	187
Percent of total consumer banking	0.30%	0.20%
Retail Banking [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	859	864
Percent of total consumer banking	1.20%	1.20%
Retail Banking [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	133	116
Percent of total consumer banking	0.20%	0.20%
Retail Banking [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	271	312
Percent of total consumer banking	0.40%	0.40%
Retail Banking [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	95	87
Percent of total consumer banking	0.10%	0.10%
Loans [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total consumer banking	41,603	38,673
Percent of total consumer banking	58.40%	51.40%
Loans [Member] | Auto [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	30,797	27,106
Percent of total consumer banking	43.20%	36.00%
Loans [Member] | Auto [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	4,624	4,317
Percent of total consumer banking	6.50%	5.70%
Loans [Member] | Auto [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	3,159	2,676
Percent of total consumer banking	4.40%	3.60%
Loans [Member] | Auto [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,949	1,621
Percent of total consumer banking	2.70%	2.10%
Loans [Member] | Auto [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,663	1,504
Percent of total consumer banking	2.30%	2.00%
Loans [Member] | Auto [Member] | Georgia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,628	1,404
Percent of total consumer banking	2.30%	1.90%
Loans [Member] | Auto [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,244	1,134
Percent of total consumer banking	1.80%	1.50%
Loans [Member] | Auto [Member] | Ohio [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,212	1,032
Percent of total consumer banking	1.70%	1.40%
Loans [Member] | Auto [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	15,318	13,418
Percent of total consumer banking	21.50%	17.80%
Loans [Member] | Home Loan [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	7,173	7,697
Percent of total consumer banking	10.10%	10.30%
Loans [Member] | Home Loan [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,032	1,168
Percent of total consumer banking	1.50%	1.60%
Loans [Member] | Home Loan [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	172	183
Percent of total consumer banking	0.20%	0.30%
Loans [Member] | Home Loan [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	89	102
Percent of total consumer banking	0.10%	0.10%
Loans [Member] | Home Loan [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	3,222	3,419
Percent of total consumer banking	4.50%	4.60%
Loans [Member] | Home Loan [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,539	1,678
Percent of total consumer banking	2.20%	2.20%
Loans [Member] | Home Loan [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	413	403
Percent of total consumer banking	0.60%	0.50%
Loans [Member] | Home Loan [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	366	402
Percent of total consumer banking	0.50%	0.50%
Loans [Member] | Home Loan [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	340	342
Percent of total consumer banking	0.50%	0.50%
Loans [Member] | Retail Banking [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	3,633	3,870
Percent of total consumer banking	5.10%	5.10%
Loans [Member] | Retail Banking [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	780	844
Percent of total consumer banking	1.10%	1.10%
Loans [Member] | Retail Banking [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	38	47
Percent of total consumer banking	0.00%	0.10%
Loans [Member] | Retail Banking [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	1,282	1,447
Percent of total consumer banking	1.80%	1.90%
Loans [Member] | Retail Banking [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	203	182
Percent of total consumer banking	0.30%	0.20%
Loans [Member] | Retail Banking [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	859	864
Percent of total consumer banking	1.20%	1.20%
Loans [Member] | Retail Banking [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	115	96
Percent of total consumer banking	0.20%	0.10%
Loans [Member] | Retail Banking [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	271	312
Percent of total consumer banking	0.40%	0.40%
Loans [Member] | Retail Banking [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	85	78
Percent of total consumer banking	0.10%	0.10%
Acquired Loans [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	6	17
Total home loan	29,644	36,403
Total retail banking	32	34
Total consumer banking	29,682	36,454
Percent of total consumer banking	41.60%	48.60%
Acquired Loans [Member] | Auto [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	6	17
Percent of total consumer banking	0.00%	0.10%
Acquired Loans [Member] | Auto [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Auto [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Auto [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Auto [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Auto [Member] | Georgia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Auto [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Auto [Member] | Ohio [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Auto [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	6	17
Percent of total consumer banking	0.00%	0.10%
Acquired Loans [Member] | Home Loan [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	29,644	36,403
Percent of total consumer banking	41.60%	48.40%
Acquired Loans [Member] | Home Loan [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	7,503	9,098
Percent of total consumer banking	10.50%	12.10%
Acquired Loans [Member] | Home Loan [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,553	1,863
Percent of total consumer banking	2.20%	2.50%
Acquired Loans [Member] | Home Loan [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,311	2,875
Percent of total consumer banking	3.20%	3.80%
Acquired Loans [Member] | Home Loan [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	12,482	15,626
Percent of total consumer banking	17.50%	20.80%
Acquired Loans [Member] | Home Loan [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,322	1,598
Percent of total consumer banking	1.90%	2.10%
Acquired Loans [Member] | Home Loan [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,568	1,878
Percent of total consumer banking	2.20%	2.50%
Acquired Loans [Member] | Home Loan [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,460	1,717
Percent of total consumer banking	2.10%	2.30%
Acquired Loans [Member] | Home Loan [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,445	1,748
Percent of total consumer banking	2.00%	2.30%
Acquired Loans [Member] | Retail Banking [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	32	34
Percent of total consumer banking	0.00%	0.10%
Acquired Loans [Member] | Retail Banking [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Retail Banking [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Retail Banking [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Retail Banking [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	4	5
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Retail Banking [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Retail Banking [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	18	20
Percent of total consumer banking	0.00%	0.10%
Acquired Loans [Member] | Retail Banking [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	0	0
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Retail Banking [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	$10	$9
Percent of total consumer banking	0.00%	0.00%

Loans_Consumer_Banking_Net_Cha

Loans - Consumer Banking: Net Charge-Offs (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	$170	$161	$423	$362
Percentage, Net charge-offs	0.95%	0.83%	0.77%	0.69%
Auto [Member]	'	'	'	'
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	152	115	366	262
Percentage, Net charge-offs	2.01%	1.79%	1.69%	1.44%
Home Loan [Member]	'	'	'	'
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	5	32	13	59
Percentage, Net charge-offs	0.06%	0.28%	0.04%	0.19%
Retail Banking [Member]	'	'	'	'
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	$13	$14	$44	$41
Percentage, Net charge-offs	1.38%	1.20%	1.58%	1.29%

Loans_Home_Loans_Risk_Profile_

Loans - Home Loans: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	$36,817	$44,100
% of Total Home Loans	100.00%	100.00%
Origination Year 2005 or Before [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	7,187	8,341
% of Total Home Loans	19.50%	18.90%
Origination Year 2006 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	3,101	3,486
% of Total Home Loans	8.40%	7.90%
Origination Year 2007 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	5,838	6,635
% of Total Home Loans	15.80%	15.00%
Origination Year 2008 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,530	5,467
% of Total Home Loans	12.30%	12.40%
Origination Year 2009 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,832	3,605
% of Total Home Loans	7.70%	8.20%
Origination Year 2010 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,659	6,212
% of Total Home Loans	12.70%	14.10%
Origination Year 2011 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	5,259	7,029
% of Total Home Loans	14.30%	15.90%
Origination Year 2012 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,831	3,325
% of Total Home Loans	7.70%	7.60%
Origination Year 2013 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	580	'
% of Total Home Loans	1.60%	'
1st Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	35,295	42,407
% of Total Home Loans	95.80%	96.20%
2nd Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,522	1,693
% of Total Home Loans	4.20%	3.80%
Fixed Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	6,020	6,571
% of Total Home Loans	16.30%	14.90%
Adjustable Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	30,797	37,529
% of Total Home Loans	83.70%	85.10%
California [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	8,535	10,266
% of Total Home Loans	23.20%	23.30%
New York [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,861	3,276
% of Total Home Loans	7.80%	7.40%
Illinois [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,400	2,977
% of Total Home Loans	6.50%	6.70%
Maryland [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,981	2,281
% of Total Home Loans	5.40%	5.20%
New Jersey [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,826	2,119
% of Total Home Loans	5.00%	4.80%
Virginia [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,785	2,090
% of Total Home Loans	4.80%	4.80%
Florida [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,725	2,046
% of Total Home Loans	4.70%	4.60%
Arizona [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,598	1,923
% of Total Home Loans	4.30%	4.30%
Washington [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,477	1,879
% of Total Home Loans	4.00%	4.30%
Louisiana [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,357	'
% of Total Home Loans	3.70%	'
Other [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	11,272	13,523
% of Total Home Loans	30.60%	30.70%
Colorado [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	'	1,720
% of Total Home Loans	'	3.90%
Non-PCI Loans [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	7,173	7,697
% of Total Home Loans	19.50%	17.50%
Non-PCI Loans [Member] | Origination Year 2005 or Before [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,984	3,483
% of Total Home Loans	8.10%	7.90%
Non-PCI Loans [Member] | Origination Year 2006 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	546	621
% of Total Home Loans	1.50%	1.40%
Non-PCI Loans [Member] | Origination Year 2007 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	387	446
% of Total Home Loans	1.00%	1.00%
Non-PCI Loans [Member] | Origination Year 2008 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	219	257
% of Total Home Loans	0.60%	0.60%
Non-PCI Loans [Member] | Origination Year 2009 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	135	167
% of Total Home Loans	0.40%	0.40%
Non-PCI Loans [Member] | Origination Year 2010 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	149	188
% of Total Home Loans	0.40%	0.40%
Non-PCI Loans [Member] | Origination Year 2011 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	269	324
% of Total Home Loans	0.70%	0.70%
Non-PCI Loans [Member] | Origination Year 2012 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,982	2,211
% of Total Home Loans	5.40%	5.10%
Non-PCI Loans [Member] | Origination Year 2013 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	502	'
% of Total Home Loans	1.40%	'
Non-PCI Loans [Member] | 1st Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	6,085	6,502
% of Total Home Loans	16.50%	14.80%
Non-PCI Loans [Member] | 2nd Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,088	1,195
% of Total Home Loans	3.00%	2.70%
Non-PCI Loans [Member] | Fixed Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,438	2,534
% of Total Home Loans	6.60%	5.80%
Non-PCI Loans [Member] | Adjustable Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,735	5,163
% of Total Home Loans	12.90%	11.70%
Non-PCI Loans [Member] | California [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,032	1,168
% of Total Home Loans	2.80%	2.70%
Non-PCI Loans [Member] | New York [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,539	1,678
% of Total Home Loans	4.20%	3.80%
Non-PCI Loans [Member] | Illinois [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	89	102
% of Total Home Loans	0.20%	0.20%
Non-PCI Loans [Member] | Maryland [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	413	403
% of Total Home Loans	1.10%	0.90%
Non-PCI Loans [Member] | New Jersey [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	366	402
% of Total Home Loans	1.00%	0.90%
Non-PCI Loans [Member] | Virginia [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	340	342
% of Total Home Loans	0.90%	0.80%
Non-PCI Loans [Member] | Florida [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	172	183
% of Total Home Loans	0.50%	0.40%
Non-PCI Loans [Member] | Arizona [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	92	95
% of Total Home Loans	0.20%	0.20%
Non-PCI Loans [Member] | Washington [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	103	113
% of Total Home Loans	0.30%	0.30%
Non-PCI Loans [Member] | Louisiana [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,307	'
% of Total Home Loans	3.60%	'
Non-PCI Loans [Member] | Other [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,720	3,085
% of Total Home Loans	4.70%	7.00%
Non-PCI Loans [Member] | Colorado [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	'	126
% of Total Home Loans	'	0.30%
PCI Loans [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	29,644	36,403
% of Total Home Loans	80.50%	82.50%
PCI Loans [Member] | Origination Year 2005 or Before [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,203	4,858
% of Total Home Loans	11.40%	11.00%
PCI Loans [Member] | Origination Year 2006 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,555	2,865
% of Total Home Loans	6.90%	6.50%
PCI Loans [Member] | Origination Year 2007 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	5,451	6,189
% of Total Home Loans	14.80%	14.00%
PCI Loans [Member] | Origination Year 2008 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,311	5,210
% of Total Home Loans	11.70%	11.80%
PCI Loans [Member] | Origination Year 2009 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,697	3,438
% of Total Home Loans	7.30%	7.80%
PCI Loans [Member] | Origination Year 2010 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,510	6,024
% of Total Home Loans	12.30%	13.70%
PCI Loans [Member] | Origination Year 2011 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,990	6,705
% of Total Home Loans	13.60%	15.20%
PCI Loans [Member] | Origination Year 2012 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	849	1,114
% of Total Home Loans	2.30%	2.50%
PCI Loans [Member] | Origination Year 2013 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	78	'
% of Total Home Loans	0.20%	'
PCI Loans [Member] | 1st Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	29,210	35,905
% of Total Home Loans	79.30%	81.40%
PCI Loans [Member] | 2nd Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	434	498
% of Total Home Loans	1.20%	1.10%
PCI Loans [Member] | Fixed Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	3,582	4,037
% of Total Home Loans	9.70%	9.10%
PCI Loans [Member] | Adjustable Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	26,062	32,366
% of Total Home Loans	70.80%	73.40%
PCI Loans [Member] | California [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	7,503	9,098
% of Total Home Loans	20.40%	20.60%
PCI Loans [Member] | New York [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,322	1,598
% of Total Home Loans	3.60%	3.60%
PCI Loans [Member] | Illinois [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,311	2,875
% of Total Home Loans	6.30%	6.50%
PCI Loans [Member] | Maryland [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,568	1,878
% of Total Home Loans	4.30%	4.30%
PCI Loans [Member] | New Jersey [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,460	1,717
% of Total Home Loans	4.00%	3.90%
PCI Loans [Member] | Virginia [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,445	1,748
% of Total Home Loans	3.90%	4.00%
PCI Loans [Member] | Florida [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,553	1,863
% of Total Home Loans	4.20%	4.20%
PCI Loans [Member] | Arizona [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,506	1,828
% of Total Home Loans	4.10%	4.10%
PCI Loans [Member] | Washington [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,374	1,766
% of Total Home Loans	3.70%	4.00%
PCI Loans [Member] | Louisiana [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	50	'
% of Total Home Loans	0.10%	'
PCI Loans [Member] | Other [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	9,552	10,438
% of Total Home Loans	25.90%	23.70%
PCI Loans [Member] | Colorado [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	'	$1,594
% of Total Home Loans	'	3.60%

Loans_Commercial_Banking_Risk_

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	$19,523	$17,732
Percent of Total Commercial and Multifamily Real Estate	100.00%	100.00%
Commercial and industrial	21,848	19,892
Percentage of Total Commercial and Industrial	100.00%	100.00%
Small-ticket commercial real estate	1,028	1,196
Percent of Total Small-ticket Commercial Real Estate	100.00%	100.00%
Total commercial banking	42,399	38,820
Percent of Total Commercial	100.00%	100.00%
Loans [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	19,421	17,605
Percent of Total Commercial and Multifamily Real Estate	99.50%	99.30%
Commercial and industrial	21,660	19,660
Percentage of Total Commercial and Industrial	99.10%	98.80%
Small-ticket commercial real estate	1,028	1,196
Percent of Total Small-ticket Commercial Real Estate	100.00%	100.00%
Total commercial banking	42,109	38,461
Percent of Total Commercial	99.30%	99.10%
Loans [Member] | Noncriticized [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	18,859	16,614
Percent of Total Commercial and Multifamily Real Estate	96.60%	93.70%
Commercial and industrial	21,078	19,073
Percentage of Total Commercial and Industrial	96.50%	95.90%
Small-ticket commercial real estate	1,003	1,152
Percent of Total Small-ticket Commercial Real Estate	97.50%	96.30%
Total commercial banking	40,940	36,839
Percent of Total Commercial	96.50%	94.90%
Loans [Member] | Criticized Performing [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	492	853
Percent of Total Commercial and Multifamily Real Estate	2.50%	4.80%
Commercial and industrial	466	454
Percentage of Total Commercial and Industrial	2.10%	2.30%
Small-ticket commercial real estate	10	33
Percent of Total Small-ticket Commercial Real Estate	1.00%	2.80%
Total commercial banking	968	1,340
Percent of Total Commercial	2.30%	3.50%
Loans [Member] | Criticized Nonperforming [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	70	138
Percent of Total Commercial and Multifamily Real Estate	0.40%	0.80%
Commercial and industrial	116	133
Percentage of Total Commercial and Industrial	0.50%	0.60%
Small-ticket commercial real estate	15	11
Percent of Total Small-ticket Commercial Real Estate	1.50%	0.90%
Total commercial banking	201	282
Percent of Total Commercial	0.50%	0.70%
Loans [Member] | Northeast [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	13,849	13,299
Percent of Total Commercial and Multifamily Real Estate	70.90%	75.00%
Commercial and industrial	5,619	5,460
Percentage of Total Commercial and Industrial	25.70%	27.40%
Small-ticket commercial real estate	619	723
Percent of Total Small-ticket Commercial Real Estate	60.20%	60.50%
Total commercial banking	20,087	19,482
Percent of Total Commercial	47.40%	50.20%
Loans [Member] | Mid-Atlantic [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	1,865	1,398
Percent of Total Commercial and Multifamily Real Estate	9.60%	7.90%
Commercial and industrial	1,318	1,149
Percentage of Total Commercial and Industrial	6.00%	5.80%
Small-ticket commercial real estate	36	47
Percent of Total Small-ticket Commercial Real Estate	3.50%	3.90%
Total commercial banking	3,219	2,594
Percent of Total Commercial	7.60%	6.70%
Loans [Member] | South [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	2,321	2,055
Percent of Total Commercial and Multifamily Real Estate	11.90%	11.60%
Commercial and industrial	9,998	9,182
Percentage of Total Commercial and Industrial	45.80%	46.20%
Small-ticket commercial real estate	62	72
Percent of Total Small-ticket Commercial Real Estate	6.00%	6.00%
Total commercial banking	12,381	11,309
Percent of Total Commercial	29.20%	29.10%
Loans [Member] | Other [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	1,386	853
Percent of Total Commercial and Multifamily Real Estate	7.10%	4.80%
Commercial and industrial	4,725	3,869
Percentage of Total Commercial and Industrial	21.60%	19.40%
Small-ticket commercial real estate	311	354
Percent of Total Small-ticket Commercial Real Estate	30.30%	29.60%
Total commercial banking	6,422	5,076
Percent of Total Commercial	15.10%	13.10%
Acquired Loans [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	102	127
Percent of Total Commercial and Multifamily Real Estate	0.50%	0.70%
Commercial and industrial	188	232
Percentage of Total Commercial and Industrial	0.90%	1.20%
Small-ticket commercial real estate	0	0
Percent of Total Small-ticket Commercial Real Estate	0.00%	0.00%
Total commercial banking	290	359
Percent of Total Commercial	0.70%	0.90%
Acquired Loans [Member] | Noncriticized [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	73	77
Percent of Total Commercial and Multifamily Real Estate	0.40%	0.40%
Commercial and industrial	168	228
Percentage of Total Commercial and Industrial	0.80%	1.20%
Small-ticket commercial real estate	0	0
Percent of Total Small-ticket Commercial Real Estate	0.00%	0.00%
Total commercial banking	241	305
Percent of Total Commercial	0.60%	0.80%
Acquired Loans [Member] | Criticized Performing [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial & Multifamily Real Estate	29	50
Percent of Total Commercial and Multifamily Real Estate	0.10%	0.30%
Commercial and industrial	20	4
Percentage of Total Commercial and Industrial	0.10%	0.00%
Small-ticket commercial real estate	0	0
Percent of Total Small-ticket Commercial Real Estate	0.00%	0.00%
Total commercial banking	$49	$54
Percent of Total Commercial	0.10%	0.10%

Loans_Individually_Impaired_Lo

Loans - Individually Impaired Loans, Excluding Acquired Loans (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	$1,831	$1,980
Related Allowance	326	426
Net Recorded Investment	1,505	1,554
Unpaid Principal Balance	2,264	2,346
Average Recorded Investment	1,916	1,820
Interest Income Recognized	112	133
Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	646	569
Related Allowance	51	40
Net Recorded Investment	595	529
Unpaid Principal Balance	1,051	891
Average Recorded Investment	608	338
Interest Income Recognized	53	38
Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	394	538
Related Allowance	26	55
Net Recorded Investment	368	483
Unpaid Principal Balance	445	613
Average Recorded Investment	483	603
Interest Income Recognized	1	14
With an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	1,441	1,571
With an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	448	375
With an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	202	323
Without an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	390	409
Without an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	198	194
Without an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	192	215
Domestic Credit Card [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	623	701
Related Allowance	145	230
Net Recorded Investment	478	471
Unpaid Principal Balance	607	678
Average Recorded Investment	656	687
Interest Income Recognized	50	70
Domestic Credit Card [Member] | With an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	623	701
Domestic Credit Card [Member] | Without an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	0	0
International Credit Card [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	168	172
Related Allowance	104	101
Net Recorded Investment	64	71
Unpaid Principal Balance	161	164
Average Recorded Investment	169	192
Interest Income Recognized	8	11
International Credit Card [Member] | With an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	168	172
International Credit Card [Member] | Without an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	0	0
Credit Card and Installment Loans [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	791	873
Related Allowance	249	331
Net Recorded Investment	542	542
Unpaid Principal Balance	768	842
Average Recorded Investment	825	879
Interest Income Recognized	58	81
Credit Card and Installment Loans [Member] | With an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	791	873
Credit Card and Installment Loans [Member] | Without an Allowance [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	0	0
Auto [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	338	328
Related Allowance	16	20
Net Recorded Investment	322	308
Unpaid Principal Balance	563	606
Average Recorded Investment	330	130
Interest Income Recognized	46	31
Auto [Member] | With an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	163	169
Auto [Member] | Without an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	175	159
Home Loan [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	217	145
Related Allowance	17	13
Net Recorded Investment	200	132
Unpaid Principal Balance	255	167
Average Recorded Investment	184	120
Interest Income Recognized	5	4
Home Loan [Member] | With an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	217	145
Home Loan [Member] | Without an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	0	0
Retail Banking [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	91	96
Related Allowance	18	7
Net Recorded Investment	73	89
Unpaid Principal Balance	233	118
Average Recorded Investment	94	88
Interest Income Recognized	2	3
Retail Banking [Member] | With an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	68	61
Retail Banking [Member] | Without an Allowance [Member] | Consumer Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	23	35
Commercial and Multifamily Real Estate [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	171	280
Related Allowance	4	32
Net Recorded Investment	167	248
Unpaid Principal Balance	154	315
Average Recorded Investment	237	353
Interest Income Recognized	0	8
Commercial and Multifamily Real Estate [Member] | With an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	78	168
Commercial and Multifamily Real Estate [Member] | Without an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	93	112
Commercial and Industrial [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	207	244
Related Allowance	15	22
Net Recorded Investment	192	222
Unpaid Principal Balance	267	277
Average Recorded Investment	227	227
Interest Income Recognized	1	6
Commercial and Industrial [Member] | With an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	108	152
Commercial and Industrial [Member] | Without an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	99	92
Total Commercial Lending [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	378	524
Related Allowance	19	54
Net Recorded Investment	359	470
Unpaid Principal Balance	421	592
Average Recorded Investment	464	580
Interest Income Recognized	1	14
Total Commercial Lending [Member] | With an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	186	320
Total Commercial Lending [Member] | Without an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	192	204
Small-Ticket Commercial Real Estate [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	16	14
Related Allowance	7	1
Net Recorded Investment	9	13
Unpaid Principal Balance	24	21
Average Recorded Investment	19	23
Interest Income Recognized	0	0
Small-Ticket Commercial Real Estate [Member] | With an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	16	3
Small-Ticket Commercial Real Estate [Member] | Without an Allowance [Member] | Commercial Banking [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Total Recorded Investment	$0	$11

Loans_TDR_Disclosures_in_Progr

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	$252	$453	$763	$883
Reduced Interest Rate, Percentage of TDR Activity	66.00%	78.00%	62.00%	75.00%
Reduced Interest Rate, Average Rate Reduction	12.79%	12.15%	13.93%	12.60%
Term Extension, Percentage of TDR Activity	29.00%	51.00%	25.00%	44.00%
Term Extension, Average Term Extension (Months)	'14 months	'35 months	'16 months	'27 months
Balance Reduction, Percentage of TDR Activity	14.00%	48.00%	14.00%	25.00%
Balance Reduction, Gross Balance Reduction	30	152	82	152
Domestic Credit Card [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	80	109	234	254
Reduced Interest Rate, Percentage of TDR Activity	100.00%	100.00%	100.00%	100.00%
Reduced Interest Rate, Average Rate Reduction	11.24%	11.77%	11.90%	11.24%
Term Extension, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Term Extension, Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
International Credit Card [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	46	51	144	166
Reduced Interest Rate, Percentage of TDR Activity	100.00%	99.00%	100.00%	99.00%
Reduced Interest Rate, Average Rate Reduction	25.26%	24.38%	24.89%	24.17%
Term Extension, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Term Extension, Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Credit Card and Installment Loans [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	126	160	378	420
Reduced Interest Rate, Percentage of TDR Activity	100.00%	100.00%	100.00%	100.00%
Reduced Interest Rate, Average Rate Reduction	16.34%	15.82%	16.85%	15.39%
Term Extension, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Term Extension, Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Consumer Banking [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	89	259	299	335
Reduced Interest Rate, Percentage of TDR Activity	31.00%	73.00%	27.00%	68.00%
Reduced Interest Rate, Average Rate Reduction	1.45%	9.25%	1.89%	7.93%
Term Extension, Percentage of TDR Activity	55.00%	77.00%	45.00%	80.00%
Term Extension, Average Term Extension (Months)	'11 months	'38 months	'18 months	'33 months
Balance Reduction, Percentage of TDR Activity	38.00%	84.00%	35.00%	65.00%
Balance Reduction, Gross Balance Reduction	30	152	82	152
Consumer Banking [Member] | Auto [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	73	213	196	258
Reduced Interest Rate, Percentage of TDR Activity	32.00%	73.00%	31.00%	73.00%
Reduced Interest Rate, Average Rate Reduction	1.04%	10.62%	1.53%	9.07%
Term Extension, Percentage of TDR Activity	54.00%	76.00%	54.00%	80.00%
Term Extension, Average Term Extension (Months)	'9 months	'17 months	'9 months	'15 months
Balance Reduction, Percentage of TDR Activity	45.00%	89.00%	45.00%	74.00%
Balance Reduction, Gross Balance Reduction	30	143	79	143
Consumer Banking [Member] | Home Loan [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	10	41	78	58
Reduced Interest Rate, Percentage of TDR Activity	45.00%	83.00%	23.00%	67.00%
Reduced Interest Rate, Average Rate Reduction	3.33%	2.96%	2.95%	2.49%
Term Extension, Percentage of TDR Activity	58.00%	79.00%	18.00%	72.00%
Term Extension, Average Term Extension (Months)	'25 months	'148 months	'99 months	'131 months
Balance Reduction, Percentage of TDR Activity	13.00%	67.00%	22.00%	49.00%
Balance Reduction, Gross Balance Reduction	0	9	3	9
Consumer Banking [Member] | Retail Banking [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	6	5	25	19
Reduced Interest Rate, Percentage of TDR Activity	9.00%	7.00%	6.00%	2.00%
Reduced Interest Rate, Average Rate Reduction	3.89%	1.30%	3.61%	1.72%
Term Extension, Percentage of TDR Activity	60.00%	95.00%	61.00%	99.00%
Term Extension, Average Term Extension (Months)	'6 months	'7 months	'8 months	'10 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Commercial Banking [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	37	34	86	128
Reduced Interest Rate, Percentage of TDR Activity	32.00%	10.00%	14.00%	9.00%
Reduced Interest Rate, Average Rate Reduction	1.74%	1.11%	1.74%	3.24%
Term Extension, Percentage of TDR Activity	67.00%	98.00%	69.00%	99.00%
Term Extension, Average Term Extension (Months)	'21 months	'20 months	'13 months	'14 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Commercial Banking [Member] | Commercial and Multifamily Real Estate [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	18	1	50	29
Reduced Interest Rate, Percentage of TDR Activity	67.00%	0.00%	24.00%	16.00%
Reduced Interest Rate, Average Rate Reduction	1.74%	0.00%	1.74%	1.72%
Term Extension, Percentage of TDR Activity	54.00%	100.00%	76.00%	100.00%
Term Extension, Average Term Extension (Months)	'43 months	'24 months	'16 months	'10 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Commercial Banking [Member] | Commercial and Industrial [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	15	33	31	99
Reduced Interest Rate, Percentage of TDR Activity	0.00%	10.00%	0.00%	7.00%
Reduced Interest Rate, Average Rate Reduction	0.00%	1.11%	0.00%	4.18%
Term Extension, Percentage of TDR Activity	100.00%	98.00%	68.00%	98.00%
Term Extension, Average Term Extension (Months)	'7 months	'20 months	'7 months	'15 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	1.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Commercial Banking [Member] | Total Commercial Lending [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	33	34	81	128
Reduced Interest Rate, Percentage of TDR Activity	36.00%	10.00%	15.00%	9.00%
Reduced Interest Rate, Average Rate Reduction	1.74%	1.11%	1.74%	3.24%
Term Extension, Percentage of TDR Activity	75.00%	98.00%	73.00%	99.00%
Term Extension, Average Term Extension (Months)	'21 months	'20 months	'13 months	'14 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Commercial Banking [Member] | Small-Ticket Commercial Real Estate [Member]	'	'	'	'
Schedule Of Financing Receivable, Troubled Debt Restructurings [Line Items]	'	'	'	'
Total Loans Modified	4	0	5	0
Reduced Interest Rate, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Reduced Interest Rate, Average Rate Reduction	0.00%	0.00%	0.00%	0.00%
Term Extension, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Term Extension, Average Term Extension (Months)	'0 months	'0 months	'0 months	'0 months
Balance Reduction, Percentage of TDR Activity	0.00%	0.00%	0.00%	0.00%
Balance Reduction, Gross Balance Reduction	$0	$0	$0	$0

Loans_TDR_Disclosures_in_Progr1

Loans - TDR Disclosures in Progress Financial Impact of Modification (Parenthetical) (Detail)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Receivables [Abstract]	'	'
Percentage of troubled borrowers	100.00%	100.00%

Loans_TDR_Subsequent_Payment_D

Loans - TDR - Subsequent Payment Defaults of Completed TDR Modifications (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	Contract	Contract	Contract	Contract
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	25,140	25,368	72,059	70,608
Total Loans	$88	$77	$247	$258
Domestic Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	10,114	12,314	28,957	30,484
Total Loans	16	22	53	61
International Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	12,641	11,903	35,769	36,956
Total Loans	36	40	104	127
Credit Card and Installment Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	22,755	24,217	64,726	67,440
Total Loans	52	62	157	188
Consumer Banking [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	2,369	1,147	7,302	3,148
Total Loans	21	13	56	43
Consumer Banking [Member] | Auto [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	2,321	1,121	7,178	2,986
Total Loans	17	10	49	27
Consumer Banking [Member] | Home Loan [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	7	12	25	79
Total Loans	1	1	2	7
Consumer Banking [Member] | Retail Banking [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	41	14	99	83
Total Loans	3	2	5	9
Commercial Banking [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	16	4	31	20
Total Loans	15	2	34	27
Commercial Banking [Member] | Commercial and Multifamily Real Estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	3	0	10	5
Total Loans	4	0	15	8
Commercial Banking [Member] | Commercial and Industrial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	13	4	20	12
Total Loans	11	2	19	17
Commercial Banking [Member] | Total Commercial Lending [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	16	4	30	17
Total Loans	15	2	34	25
Commercial Banking [Member] | Small-Ticket Commercial Real Estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	0	0	1	3
Total Loans	$0	$0	$0	$2

Loans_Outstanding_Balance_and_

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Impaired Loans By Type [Line Items]	'	'
Contractual balance	$32,266	$39,321
Carrying value	30,125	37,109
Purchased Credit-Impaired Loans [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Contractual balance	5,318	6,195
Carrying value	3,447	4,069
Non-Impaired Loans [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Contractual balance	26,948	33,126
Carrying value	$26,678	$33,040

Loans_Outstanding_Balance_and_1

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Receivables [Abstract]	'	'
Cumulative impairment recognized	$32	$57

Loans_Changes_in_Accretable_Yi

Loans - Changes in Accretable Yield of Acquired Loans (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Loans [Line Items]	'	'
Accretable yield, beginning balance	$6,208	$1,752
Acquired loans accretable yield	'	5,616
Accretion recognized in earnings	-879	-1,316
Reclassifications from nonaccretable difference for loans with improving cash flows	883	860
Reductions in accretable yield for non-credit related changes in expected cash flows	'	-704
Accretable yield, ending balance	6,609	6,208
Increases/(Reductions) in accretable yield for non-credit related changes in expected cash flows	397	'
Purchased Credit-Impaired Loans [Member]	'	'
Loans [Line Items]	'	'
Accretable yield, beginning balance	1,899	1,566
Acquired loans accretable yield	'	306
Accretion recognized in earnings	-313	-390
Reclassifications from nonaccretable difference for loans with improving cash flows	538	448
Reductions in accretable yield for non-credit related changes in expected cash flows	'	-31
Accretable yield, ending balance	2,099	1,899
Increases/(Reductions) in accretable yield for non-credit related changes in expected cash flows	-25	'
Non-Impaired Loans [Member]	'	'
Loans [Line Items]	'	'
Accretable yield, beginning balance	4,309	186
Acquired loans accretable yield	'	5,310
Accretion recognized in earnings	-566	-926
Reclassifications from nonaccretable difference for loans with improving cash flows	345	412
Reductions in accretable yield for non-credit related changes in expected cash flows	'	-673
Accretable yield, ending balance	4,510	4,309
Increases/(Reductions) in accretable yield for non-credit related changes in expected cash flows	$422	'

Loans_Changes_in_Accretable_Yi1

Loans - Changes in Accretable Yield of Acquired Loans (Parenthetical) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2012
Purchased Credit-Impaired Loans [Member]	'
Loans [Line Items]	'
Reductions of loans	$28
Non-Impaired Loans [Member]	'
Loans [Line Items]	'
Reductions of loans	$44

Allowance_for_Loan_and_Lease_L2

Allowance for Loan and Lease Losses - Additional Information (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Mar. 31, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Receivables [Abstract]	'	'	'	'	'
Allowance for loan and lease losses and reserve for unfunded lending commitments	'	$37	'	'	'
Provision for credit losses	849	37	1,014	2,496	3,264
Decrease in the allowance for loan and leases	'	2	'	289	'
Reserve for unfunded lending commitments	'	$39	'	'	'

Allowance_for_Loan_and_Lease_L3

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Mar. 31, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	'	$5,156	'	$5,156	'
Provision for credit losses	849	37	1,014	2,496	3,264
Balance at end of period	4,333	'	'	4,333	'
Credit Card [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	3,349	3,979	3,750	3,979	2,847
Provision for credit losses	617	'	892	2,073	3,062
Charge-offs	-1,036	'	-981	-3,479	-2,844
Recoveries	302	'	268	973	863
Net charge-offs	-734	'	-713	-2,506	-1,981
Other changes	13	'	15	-301	16
Balance at end of period	3,245	'	3,944	3,245	3,944
Auto [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	537	486	447	486	391
Provision for credit losses	200	'	138	464	341
Charge-offs	-210	'	-166	-545	-428
Recoveries	58	'	51	179	166
Net charge-offs	-152	'	-115	-366	-262
Other changes	0	'	0	1	0
Balance at end of period	585	'	470	585	470
Home Loan [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	79	113	87	113	98
Provision for credit losses	5	'	64	-22	80
Charge-offs	-6	'	-37	-18	-80
Recoveries	1	'	5	5	21
Net charge-offs	-5	'	-32	-13	-59
Other changes	-1	'	0	0	0
Balance at end of period	78	'	119	78	119
Retail Banking [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	86	112	135	112	163
Provision for credit losses	-3	'	1	2	0
Charge-offs	-18	'	-18	-62	-58
Recoveries	5	'	4	18	17
Net charge-offs	-13	'	-14	-44	-41
Other changes	0	'	0	0	0
Balance at end of period	70	'	122	70	122
Total Consumer [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	702	711	669	711	652
Provision for credit losses	202	'	203	444	421
Charge-offs	-234	'	-221	-625	-566
Recoveries	64	'	60	202	204
Net charge-offs	-170	'	-161	-423	-362
Other changes	-1	'	0	1	0
Balance at end of period	733	'	711	733	711
Commercial [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	338	433	535	433	715
Provision for credit losses	11	'	-74	-73	-221
Charge-offs	-17	'	-9	-43	-69
Recoveries	9	'	8	24	35
Net charge-offs	-8	'	-1	-19	-34
Other changes	0	'	0	0	0
Balance at end of period	341	'	460	341	460
Other [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	18	33	44	33	36
Provision for credit losses	-1	'	7	-2	31
Charge-offs	-7	'	-13	-22	-31
Recoveries	2	'	1	5	3
Net charge-offs	-5	'	-12	-17	-28
Other changes	2	'	0	0	0
Balance at end of period	14	'	39	14	39
Total Allowance [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	4,407	5,156	4,998	5,156	4,250
Provision for credit losses	829	'	1,028	2,442	3,293
Charge-offs	-1,294	'	-1,224	-4,169	-3,510
Recoveries	377	'	337	1,204	1,105
Net charge-offs	-917	'	-887	-2,965	-2,405
Other changes	14	'	15	-300	16
Balance at end of period	4,333	'	5,154	4,333	5,154
Unfunded Lending Commitments Reserve [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	69	35	51	35	66
Provision for credit losses	20	'	-14	54	-29
Charge-offs	0	'	0	0	0
Recoveries	0	'	0	0	0
Net charge-offs	0	'	0	0	0
Other changes	0	'	0	0	0
Balance at end of period	89	'	37	89	37
Combined Allowance & Unfunded Reserve [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Balance at beginning of period	4,476	5,191	5,049	5,191	4,316
Provision for credit losses	849	'	1,014	2,496	3,264
Charge-offs	-1,294	'	-1,224	-4,169	-3,510
Recoveries	377	'	337	1,204	1,105
Net charge-offs	-917	'	-887	-2,965	-2,405
Other changes	14	'	15	-300	16
Balance at end of period	$4,422	'	$5,191	$4,422	$5,191

Allowance_for_Loan_and_Lease_L4

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Parenthetical) (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Mar. 31, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Receivables [Abstract]	'	'	'	'	'
Reduction in allowance attributable to Portfolio Sale	'	$2	'	$289	'
Foreign translation gain (loss)	$14	'	$15	($11)	$16

Allowance_for_Loan_and_Lease_L5

Allowance for Loan and Lease Losses - Components of Allowance for Loan and Lease Losses by Impairment Methodology (Detail) (USD $)	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	$3,976	'	$4,673	'	'	'
Asset-specific	326	'	426	'	'	'
Acquired loans	31	'	57	'	'	'
Total allowance for loan and lease losses	4,333	'	5,156	'	'	'
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	159,904	'	166,775	'	'	'
Asset-specific	1,831	'	1,980	'	'	'
Acquired loans	30,079	'	37,134	'	'	'
Total loans held for investment	191,814	'	205,889	203,132	'	'
Allowance as a percentage of period-end held-for-investment loans	2.26%	'	2.50%	'	'	'
Credit Card [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	2,996	'	3,648	'	'	'
Asset-specific	249	'	331	'	'	'
Acquired loans	0	'	0	'	'	'
Total allowance for loan and lease losses	3,245	3,349	3,979	3,944	3,750	2,847
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	77,103	'	90,594	'	'	'
Asset-specific	791	'	873	'	'	'
Acquired loans	73	'	288	'	'	'
Total loans held for investment	77,967	'	91,755	'	'	'
Allowance as a percentage of period-end held-for-investment loans	4.16%	'	4.34%	'	'	'
Auto [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	569	'	466	'	'	'
Asset-specific	16	'	20	'	'	'
Acquired loans	0	'	0	'	'	'
Total allowance for loan and lease losses	585	537	486	470	447	391
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	30,459	'	26,778	'	'	'
Asset-specific	338	'	328	'	'	'
Acquired loans	6	'	17	'	'	'
Total loans held for investment	30,803	'	27,123	'	'	'
Allowance as a percentage of period-end held-for-investment loans	1.90%	'	1.79%	'	'	'
Home Loan [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	33	'	47	'	'	'
Asset-specific	17	'	13	'	'	'
Acquired loans	28	'	53	'	'	'
Total allowance for loan and lease losses	78	79	113	119	87	98
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	6,957	'	7,552	'	'	'
Asset-specific	217	'	145	'	'	'
Acquired loans	29,643	'	36,403	'	'	'
Total loans held for investment	36,817	'	44,100	'	'	'
Allowance as a percentage of period-end held-for-investment loans	0.21%	'	0.26%	'	'	'
Retail Banking [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	52	'	104	'	'	'
Asset-specific	18	'	7	'	'	'
Acquired loans	0	'	1	'	'	'
Total allowance for loan and lease losses	70	86	112	122	135	163
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	3,542	'	3,774	'	'	'
Asset-specific	91	'	96	'	'	'
Acquired loans	32	'	34	'	'	'
Total loans held for investment	3,665	'	3,904	'	'	'
Allowance as a percentage of period-end held-for-investment loans	1.91%	'	2.87%	'	'	'
Total Consumer [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	654	'	617	'	'	'
Asset-specific	51	'	40	'	'	'
Acquired loans	28	'	54	'	'	'
Total allowance for loan and lease losses	733	702	711	711	669	652
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	40,958	'	38,104	'	'	'
Asset-specific	646	'	569	'	'	'
Acquired loans	29,681	'	36,454	'	'	'
Total loans held for investment	71,285	'	75,127	'	'	'
Allowance as a percentage of period-end held-for-investment loans	1.03%	'	0.95%	'	'	'
Commercial [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	312	'	376	'	'	'
Asset-specific	26	'	54	'	'	'
Acquired loans	3	'	3	'	'	'
Total allowance for loan and lease losses	341	338	433	460	535	715
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	41,714	'	37,923	'	'	'
Asset-specific	394	'	538	'	'	'
Acquired loans	291	'	359	'	'	'
Total loans held for investment	42,399	'	38,820	'	'	'
Allowance as a percentage of period-end held-for-investment loans	0.80%	'	1.12%	'	'	'
Other [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	14	'	32	'	'	'
Asset-specific	0	'	1	'	'	'
Acquired loans	0	'	0	'	'	'
Total allowance for loan and lease losses	14	18	33	39	44	36
Held-for-investment loans by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	129	'	154	'	'	'
Asset-specific	0	'	0	'	'	'
Acquired loans	34	'	33	'	'	'
Total loans held for investment	$163	'	$187	'	'	'
Allowance as a percentage of period-end held-for-investment loans	8.59%	'	17.65%	'	'	'

Variable_Interest_Entities_and2

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	$40,261	$44,674
Carrying Amount of Liabilities, Consolidated	11,979	13,633
Carrying Amount of Assets, Unconsolidated	3,194	2,809
Carrying Amount of Liabilities, Unconsolidated	442	521
Maximum Exposure to Loss, Unconsolidated	3,217	2,834
Securitization-Related VIEs [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	39,871	44,298
Carrying Amount of Liabilities, Consolidated	11,881	13,545
Carrying Amount of Assets, Unconsolidated	201	212
Carrying Amount of Liabilities, Unconsolidated	17	17
Maximum Exposure to Loss, Unconsolidated	224	237
Securitization-Related VIEs [Member] | Credit Card Loan Securitizations [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	39,837	44,238
Carrying Amount of Liabilities, Consolidated	11,850	13,488
Carrying Amount of Assets, Unconsolidated	0	0
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum Exposure to Loss, Unconsolidated	0	0
Securitization-Related VIEs [Member] | Home Loan Securitizations [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	34	41
Carrying Amount of Liabilities, Consolidated	31	38
Carrying Amount of Assets, Unconsolidated	201	212
Carrying Amount of Liabilities, Unconsolidated	17	17
Maximum Exposure to Loss, Unconsolidated	224	237
Securitization-Related VIEs [Member] | Other Asset Securitizations [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	0	19
Carrying Amount of Liabilities, Consolidated	0	19
Carrying Amount of Assets, Unconsolidated	0	0
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum Exposure to Loss, Unconsolidated	0	0
Other VIEs [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	390	376
Carrying Amount of Liabilities, Consolidated	98	88
Carrying Amount of Assets, Unconsolidated	2,993	2,597
Carrying Amount of Liabilities, Unconsolidated	425	504
Maximum Exposure to Loss, Unconsolidated	2,993	2,597
Other VIEs [Member] | Affordable Housing Entities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	0	0
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	2,887	2,390
Carrying Amount of Liabilities, Unconsolidated	420	414
Maximum Exposure to Loss, Unconsolidated	2,887	2,390
Other VIEs [Member] | Entities that Provide Capital to Low-Income and Rural Communities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	389	375
Carrying Amount of Liabilities, Consolidated	98	88
Carrying Amount of Assets, Unconsolidated	6	6
Carrying Amount of Liabilities, Unconsolidated	5	4
Maximum Exposure to Loss, Unconsolidated	6	6
Other VIEs [Member] | Other [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	1	1
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	100	201
Carrying Amount of Liabilities, Unconsolidated	0	86
Maximum Exposure to Loss, Unconsolidated	$100	$201

Variable_Interest_Entities_and3

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Credit Card [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	$9,513	$11,347
Receivables in the trust	39,447	43,811
Cash balance of spread or reserve accounts	3	0
Retained interests	'Yes	'Yes
Servicing retained	'Yes	'Yes
Amortization event	'No	'No
Other Loan [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	0	13
Receivables in the trust	0	19
Cash balance of spread or reserve accounts	0	0
Retained interests	'Yes	'Yes
Servicing retained	'Yes	'Yes
Amortization event	'No	'No
Option Arm [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	2,400	2,702
Receivables in the trust	2,482	2,794
Cash balance of spread or reserve accounts	8	8
Retained interests	'Yes	'Yes
Servicing retained	'Yes	'Yes
Amortization event	'No	'No
GreenPoint HELOCs [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	129	158
Receivables in the trust	123	151
Cash balance of spread or reserve accounts	'	0
Retained interests	'Yes	'Yes
Servicing retained	'Yes	'Yes
Amortization event	'No	'Yes
GreenPoint Manufactured Housing [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	1,025	1,117
Receivables in the trust	1,031	1,123
Cash balance of spread or reserve accounts	$147	$164
Retained interests	'Yes	'Yes
Servicing retained	'No	'No
Amortization event	'No	'No

Variable_Interest_Entities_and4

Variable Interest Entities and Securitizations - Additional Information (Detail) (USD $)	9 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	$2,400,000,000	$2,700,000,000
Funded HELOCs advances	29,000,000	28,000,000
Unfunded commitment on residual interests on trusts	7,000,000	8,000,000
Letters of credit funded amount	147,000,000	164,000,000
Fair value of letters of credit funded amount	41,000,000	50,000,000
Residual interest on manufactured housing securitization transactions	1,000,000,000	1,100,000,000
Clean-up calls exposure on manufactured housing securitization transactions	420,000,000	'
Carrying Amount of Assets, Unconsolidated	3,194,000,000	2,809,000,000
Balance of affordable housing entities assets and liabilities unconsolidated	8,700,000,000	7,700,000,000
VIEs consolidated assets	40,261,000,000	44,674,000,000
Carrying amount of other VIE assets and liabilities	215,000,000	255,000,000
GreenPoint Mortgage HELOC Trust [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Number of consolidated VIE trust in which entity is primary beneficiary	1	1
Other VIEs [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	2,993,000,000	2,597,000,000
VIEs consolidated assets	390,000,000	376,000,000
Other VIEs [Member] | Affordable Housing Entities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	2,887,000,000	2,390,000,000
Variable interests entity maximum exposure to loss	2,900,000,000	'
VIEs consolidated assets	0	0
Other VIEs [Member] | Entities that Provide Capital to Low-Income and Rural Communities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	6,000,000	6,000,000
Variable interests entity maximum exposure to loss	6,000,000	'
VIEs consolidated assets	389,000,000	375,000,000
Other VIEs [Member] | Other [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	100,000,000	201,000,000
VIEs consolidated assets	1,000,000	1,000,000
Carrying Amount of Assets, Unconsolidated	98,000,000	114,000,000
Other VIEs [Member] | Other [Member] | Royalty Interest in Oil and Gas Properties [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Variable interests entity maximum exposure to loss	$98,000,000	'

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets - Components of Goodwill and Other Intangible Assets (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Finite-Lived Intangible Assets [Line Items]	'	'
Goodwill, Gross Carrying Value	$13,906	$13,904
Goodwill, Net Carrying Value	13,906	13,904
Amortized intangible assets, Gross Carrying Value	4,225	4,367
Amortized intangible assets, Accumulated Amortization	-2,250	-1,796
Amortized intangible assets, Net Carrying Value	1,975	2,571
Purchased Credit Card Relationship Intangibles [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Amortized intangible assets, Gross Carrying Value	2,125	2,242
Amortized intangible assets, Accumulated Amortization	-682	-378
Amortized intangible assets, Net Carrying Value	1,443	1,864
Core Deposit Intangibles [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Amortized intangible assets, Gross Carrying Value	1,771	1,771
Amortized intangible assets, Accumulated Amortization	-1,402	-1,275
Amortized intangible assets, Net Carrying Value	369	496
Other [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Amortized intangible assets, Gross Carrying Value	329	354
Amortized intangible assets, Accumulated Amortization	-166	-143
Amortized intangible assets, Net Carrying Value	$163	$211

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets - Components of Goodwill and Other Intangible Assets (Parenthetical) (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Mar. 31, 2013
In Millions, unless otherwise specified			Held for Sale [Member]
Finite-Lived Intangible Assets [Line Items]	'	'	'
Net carrying value of intangibles	$1,975	$2,571	$89

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - Additional Information (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Goodwill And Intangible Assets Disclosure [Abstract]	'	'	'	'
Amortization expense for amortized intangible assets	$161	$199	$505	$418

Goodwill_and_Other_Intangible_5

Goodwill and Other Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Goodwill [Line Items]	'
Goodwill, Beginning Balance	$13,904
Acquisitions	3
Other adjustments	-1
Goodwill, Ending Balance	13,906
Credit Card [Member]	'
Goodwill [Line Items]	'
Goodwill, Beginning Balance	5,003
Acquisitions	0
Other adjustments	-1
Goodwill, Ending Balance	5,002
Consumer Banking [Member]	'
Goodwill [Line Items]	'
Goodwill, Beginning Balance	4,583
Acquisitions	3
Other adjustments	0
Goodwill, Ending Balance	4,586
Commercial Banking [Member]	'
Goodwill [Line Items]	'
Goodwill, Beginning Balance	4,318
Acquisitions	0
Other adjustments	0
Goodwill, Ending Balance	$4,318

Deposits_and_Borrowings_Additi

Deposits and Borrowings - Additional Information (Detail) (USD $)	3 Months Ended		9 Months Ended
	Jun. 30, 2013	Mar. 31, 2013	Sep. 30, 2013	Dec. 31, 2012
			Y
Deposits And Borrowings [Line Items]	'	'	'	'
Interest-bearing deposits	'	'	$184,553,000,000	$190,018,000,000
Interest-bearing deposits represents large denomination certificates of $100,000 or more	'	'	3,600,000,000	4,500,000,000
Borrowings decreased by investors securitization	'	'	1,900,000,000	'
Securitized debt obligations	'	'	9,500,000,000	11,400,000,000
Decrease in scheduled debt pay downs within our credit card securitization trusts	'	'	1,450,000,000	'
Securitized debt obligations amount decrease due to maturities, paydowns and repurchases	'	'	3,300,000,000	'
Number of years after filing that shelf registration statement expires	'	'	3	'
Senior and subordinated notes outstanding	'	'	12,395,000,000	12,686,000,000
Fair value hedging losses	'	'	124,000,000	857,000,000
Cash paid on exchange of subordinate note	88,000,000	209,000,000	'	'
Outstanding junior subordinated debentures	'	3,650,000,000	'	'
Loss on extinguishment of debt	'	65,000,000	'	'
Investment in FHLB stock	'	'	423,000,000	1,300,000,000
Advances from Federal Home Loan Banks	'	'	8,200,000,000	20,900,000,000
Senior Notes [Member]	'	'	'	'
Deposits And Borrowings [Line Items]	'	'	'	'
Proceeds from issuance of senior unsecured debt	'	'	850,000,000	'
Floating-Rate [Member]	'	'	'	'
Deposits And Borrowings [Line Items]	'	'	'	'
Senior notes debt due	'	'	250,000,000	'
Debt notes due	'	'	1-Jan-16	'
Fixed-Debt Rate Due [Member]	'	'	'	'
Deposits And Borrowings [Line Items]	'	'	'	'
Senior notes debt due	'	'	600,000,000	'
Debt notes due	'	'	1-Jan-18	'
Subordinated Notes Due 2019 [Member]	'	'	'	'
Deposits And Borrowings [Line Items]	'	'	'	'
Debt notes due	'	1-Jan-19	'	'
Subordinated notes due exchanged	'	1,200,000,000	'	'
Subordinated notes due	'	8.80%	'	'
Subordinated Notes Due 2023 [Member]	'	'	'	'
Deposits And Borrowings [Line Items]	'	'	'	'
Debt notes due	'	1-Jan-23	'	'
Subordinated notes due exchanged	'	1,400,000,000	'	'
Subordinated notes due	'	3.38%	'	'
Senior Notes Due 2023 [Member]	'	'	'	'
Deposits And Borrowings [Line Items]	'	'	'	'
Debt notes due	1-Jan-23	'	'	'
Subordinated notes due exchanged	839,000,000	'	'	'
Subordinated notes due	3.50%	'	'	'
Senior Notes Due 2017 [Member]	'	'	'	'
Deposits And Borrowings [Line Items]	'	'	'	'
Debt notes due	1-Jan-17	'	'	'
Subordinated notes due exchanged	$763,000,000	'	'	'
Subordinated notes due	6.75%	'	'	'

Deposits_and_Borrowings_Schedu

Deposits and Borrowings - Schedule of Deposits, Short-Term Borrowings and Long-Term Debt (Detail) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

In Millions, unless otherwise specified

Securitized Debt Obligations [Member]

Securitized Debt Obligations [Member]

Fixed Unsecured Senior Debt [Member]

Fixed Unsecured Senior Debt [Member]

Floating Unsecured Senior Debt [Member]

Floating Unsecured Senior Debt [Member]

Total Unsecured Senior Debt [Member]

Total Unsecured Senior Debt [Member]

Fixed Unsecured Subordinated Debt [Member]

Fixed Unsecured Subordinated Debt [Member]

Fixed Junior Subordinated Debt [Member]

Fixed Junior Subordinated Debt [Member]

Total Senior and Subordinated Notes [Member]

Total Senior and Subordinated Notes [Member]

FHLB Advances [Member]

FHLB Advances [Member]

Deposits:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Non-interest bearing deposits

$22,281

$22,467

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest-bearing deposits

184,553

190,018

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total deposits

206,834

212,485

213,255

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Short-term borrowings:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Federal funds purchased and securities loaned or sold under agreements to repurchase

1,686

1,248

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

FHLB advances

7,201

19,900

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,019

1,037

Total short-term borrowings

8,887

21,148

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term debt:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securitized debt obligations

9,500

11,400

'

9,544

11,398

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unsecured debt

'

'

'

'

'

8,933

8,623

750

500

'

'

2,712

3,563

'

'

'

'

'

'

Total unsecured senior debt

'

'

'

'

'

'

'

'

'

9,683

9,123

'

'

'

'

'

'

'

'

Total senior and subordinated notes

12,395

12,686

'

'

'

'

'

'

'

'

'

'

'

'

'

12,395

12,686

'

'

Other long-term borrowings:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fixed junior subordinated debt

'

'

'

'

'

'

'

'

'

'

'

'

'

0

3,641

'

'

'

'

FHLB advances

7,201

19,900

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,019

1,037

Total long-term debt

22,958

28,762

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total short-term borrowings and long-term debt

$31,845

$49,910

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maturity Date, Start date

'

'

'

1-Jan-14

'

1-Jan-13

'

1-Jan-14

'

'

'

1-Jan-14

'

'

'

'

'

1-Jan-13

'

Maturity Date, End date

'

'

'

1-Jan-30

'

1-Jan-23

'

1-Jan-16

'

'

'

1-Jan-23

'

'

'

'

'

1-Jan-23

'

Interest Rate, Minimum

'

'

'

0.22%

'

1.00%

'

0.70%

'

'

'

3.38%

'

'

'

'

'

0.33%

'

Interest Rate, Maximum

'

'

'

6.40%

'

7.38%

'

1.42%

'

'

'

8.80%

'

'

'

'

'

6.88%

'

Weighted Average Interest Rate

'

'

'

1.62%

'

3.91%

'

1.01%

'

3.68%

'

4.98%

'

'

'

'

'

0.76%

'

Deposits_and_Borrowings_Schedu1

Deposits and Borrowings - Schedule of Components of Interest Expense (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Short-term borrowings:	'	'	'	'
Federal funds purchased and securities loaned or sold under agreements to repurchase	$0	$0	$1	$1
FHLB advances	6	4	22	8
Total short-term borrowings	6	4	23	9
Long-term debt:	'	'	'	'
Securitized debt obligations	42	64	143	213
Unsecured senior debt	58	56	174	170
Unsecured subordinated debt	18	29	66	90
Total senior and subordinated notes	76	85	240	260
Junior subordinated debt	0	79	1	236
FHLB advances	2	2	7	8
Other	3	3	9	7
Total long-term debt	123	233	400	724
Total short-term borrowings and long-term debt	$129	$237	$423	$733

Derivative_Instruments_and_Hed2

Derivative Instruments and Hedging Activities - Additional Information (Detail) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Derivative [Line Items]	'	'
Notional or contractual amount	$61,950	$57,812
Fair value of derivatives assets	988	1,848
Fair value of derivatives liabilities	587	400
Gain (net after-tax) recorded in AOCI related to derivatives designated as cash flow hedges expected to be reclassified to earnings over the next 12 months	164	'
Maximum length of time over which forecasted transactions were hedged, years	'5 years	'
Fair value, derivative liabilities	587	400
Contingent collateral required upon credit rating falling below investment grade	1	4
Independent margin	67	67
Cash collateral from derivatives counterparties	288	922
Securities received from derivatives counterparties, ability to repledge	37	238
Cumulative counterparty credit risk valuation adjustment	9	9
Cumulative credit risk valuation adjustment related to our credit quality	4	1
Credit-Risk-Related Contingency Features [Member]	'	'
Derivative [Line Items]	'	'
Fair value, derivative liabilities	1	7
Collateral posted for derivative instruments	$144	$109
Cash Flow Hedges [Member]	'	'
Derivative [Line Items]	'	'
Higher remaining maturity range	'2018	'

Derivative_Instruments_and_Hed3

Derivative Instruments and Hedging Activities - Fair Value and Notional Amounts of Derivative Instruments (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivative [Line Items]	'	'
Notional or contractual amount	$61,950	$57,812
Derivatives at Fair Value - Assets	988	1,848
Derivatives at Fair Value - Liabilities	587	400
Derivatives Designated as Accounting Hedges [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	34,010	34,139
Derivatives at Fair Value - Assets	367	1,154
Derivatives at Fair Value - Liabilities	299	54
Derivatives Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	29,495	28,927
Derivatives at Fair Value - Assets	352	1,136
Derivatives at Fair Value - Liabilities	239	14
Derivatives Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Fair Value Interest Rate Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	14,970	15,902
Derivatives at Fair Value - Assets	336	1,020
Derivatives at Fair Value - Liabilities	129	0
Derivatives Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Cash Flow Interest Rate Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	14,525	13,025
Derivatives at Fair Value - Assets	16	116
Derivatives at Fair Value - Liabilities	110	14
Derivatives Designated as Accounting Hedges [Member] | Foreign Exchange Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	4,515	5,212
Derivatives at Fair Value - Assets	15	18
Derivatives at Fair Value - Liabilities	60	40
Derivatives Designated as Accounting Hedges [Member] | Foreign Exchange Contracts [Member] | Cash Flow Foreign Exchange Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	4,515	5,212
Derivatives at Fair Value - Assets	15	18
Derivatives at Fair Value - Liabilities	60	40
Derivatives not Designated as Accounting Hedges [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	27,940	23,673
Derivatives at Fair Value - Assets	621	694
Derivatives at Fair Value - Liabilities	288	346
Derivatives not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	25,456	21,600
Derivatives at Fair Value - Assets	433	536
Derivatives at Fair Value - Liabilities	222	297
Derivatives not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | MSRs [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	262	147
Derivatives at Fair Value - Assets	1	12
Derivatives at Fair Value - Liabilities	3	2
Derivatives not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Customer Accommodation [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	23,126	18,900
Derivatives at Fair Value - Assets	399	479
Derivatives at Fair Value - Liabilities	201	273
Derivatives not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Other Interest Rate Exposures [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	2,068	2,553
Derivatives at Fair Value - Assets	33	45
Derivatives at Fair Value - Liabilities	18	22
Derivatives not Designated as Accounting Hedges [Member] | Foreign Exchange Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	1,398	1,372
Derivatives at Fair Value - Assets	183	158
Derivatives at Fair Value - Liabilities	46	46
Derivatives not Designated as Accounting Hedges [Member] | Other Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or contractual amount	1,086	701
Derivatives at Fair Value - Assets	5	0
Derivatives at Fair Value - Liabilities	$20	$3

Derivative_Instruments_and_Hed4

Derivative Instruments and Hedging Activities - Summary of Derivative Transactions and Repurchase Agreements Subject to Legally Enforceable Master Netting Arrangements (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts of Recognized Assets	$988	$1,848
Gross Amounts Offset in the Balance Sheet	0	0
Net Amounts of Assets Presented in the Balance Sheet	988	1,848
Net Amount	403	468
Gross Amounts of Recognized Liabilities	1,364	1,635
Gross Amounts Offset in the Balance Sheet	0	0
Net Amounts of Liabilities Presented in the Balance Sheet	1,364	1,635
Net Amount	184	82
Derivatives [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts of Recognized Assets	988	1,848
Gross Amounts Offset in the Balance Sheet	0	0
Net Amounts of Assets Presented in the Balance Sheet	988	1,848
Net Amount	403	468
Gross Amounts of Recognized Liabilities	587	400
Gross Amounts Offset in the Balance Sheet	0	0
Net Amounts of Liabilities Presented in the Balance Sheet	587	400
Net Amount	184	82
Repurchase Agreements [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts of Recognized Liabilities	777	1,235
Gross Amounts Offset in the Balance Sheet	0	0
Net Amounts of Liabilities Presented in the Balance Sheet	777	1,235
Net Amount	0	0
Financial Instruments [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	-259	-220
Gross Amounts Not Offset in the Balance Sheet	-259	-220
Financial Instruments [Member] | Derivatives [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	-259	-220
Gross Amounts Not Offset in the Balance Sheet	-259	-220
Financial Instruments [Member] | Repurchase Agreements [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	0	0
Collateral Pledged [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	-921	-1,333
Collateral Pledged [Member] | Derivatives [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	-144	-98
Collateral Pledged [Member] | Repurchase Agreements [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	-777	-1,235
Collateral Received [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	-326	-1,160
Collateral Received [Member] | Derivatives [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts Not Offset in the Balance Sheet	($326)	($1,160)

Derivative_Instruments_and_Hed5

Derivative Instruments and Hedging Activities - Net Gains (Losses) Recognized in Earnings Related to Derivatives in Fair Value Hedging Relationships and Free-Standing Derivatives (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	($8)	$3	($11)	($45)
Net derivative gains (losses) recognized in earnings	-15	-17	-40	-73
Other Contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	-18	-3	-25	-6
Derivatives Designated as Accounting Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings on derivatives	3	16	-409	95
Gains (losses) recognized in earnings on hedged items	-10	-36	380	-123
Net fair value hedge ineffectiveness gains (losses)	-7	-20	-29	-28
Net derivative gains (losses) recognized in earnings	7	15	23	24
Derivatives not Designated as Accounting Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	10	11	18	-25
Derivatives not Designated as Accounting Hedges [Member] | MSRs [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	0	1	-8	4
Derivatives not Designated as Accounting Hedges [Member] | Customer Accommodation [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	6	11	31	29
Derivatives not Designated as Accounting Hedges [Member] | Other Interest Rate Exposures [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	4	-1	-5	-58
Derivatives not Designated as Accounting Hedges [Member] | Foreign Exchange Contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	$0	($5)	($4)	($14)

Derivative_Instruments_and_Hed6

Derivative Instruments and Hedging Activities - Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Cash flow hedges:	'	'	'	'
Interest rate contracts	$65	$60	($82)	$121
Foreign exchange contracts	-6	-7	-16	-18
Net derivative gains (losses) recognized in AOCI	59	53	-98	103
Gains (losses) reclassified from AOCI into earnings:	'	'	'	'
Interest rate contracts	14	12	40	32
Foreign exchange contracts	-8	3	-17	-8
Subtotal	6	15	23	24
Gains (losses) recognized in earnings due to ineffectiveness:	'	'	'	'
Interest rate contracts	1	0	0	0
Net derivative gains (losses) recognized in earnings	-15	-17	-40	-73
Derivatives Designated as Accounting Hedges [Member]	'	'	'	'
Gains (losses) recognized in earnings due to ineffectiveness:	'	'	'	'
Net derivative gains (losses) recognized in earnings	$7	$15	$23	$24

Stockholders_Equity_Additional

Stockholders' Equity - Additional Information (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Equity [Abstract]	'	'
Deferred tax, AOCI	($500)	($443)

Stockholders_Equity_Accumulate

Stockholders' Equity - Accumulated Other Comprehensive Income (Detail) (USD $)	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
AOCI beginning balance	($792)	$739
Other comprehensive income (loss) before reclassifications	-42	-1,555
Net realized (gains) losses reclassified from AOCI into earnings	-5	-23
Net current period other comprehensive income (loss)	-47	-1,578
AOCI ending balance	-839	-839
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Available for Sale [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
AOCI beginning balance	-532	708
Other comprehensive income (loss) before reclassifications	689	-549
Net realized (gains) losses reclassified from AOCI into earnings	0	-2
Net current period other comprehensive income (loss)	689	-551
AOCI ending balance	157	157
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Held-to-Maturity [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
AOCI beginning balance	0	0
Other comprehensive income (loss) before reclassifications	-916	-916
Net realized (gains) losses reclassified from AOCI into earnings	1	1
Net current period other comprehensive income (loss)	-915	-915
AOCI ending balance	-915	-915
Other-than-Temporary Impairment [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
AOCI beginning balance	15	-5
Other comprehensive income (loss) before reclassifications	3	23
Net realized (gains) losses reclassified from AOCI into earnings	0	0
Net current period other comprehensive income (loss)	3	23
AOCI ending balance	18	18
Cash Flow Hedges [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
AOCI beginning balance	-129	45
Other comprehensive income (loss) before reclassifications	59	-98
Net realized (gains) losses reclassified from AOCI into earnings	-6	-23
Net current period other comprehensive income (loss)	53	-121
AOCI ending balance	-76	-76
Foreign Currency Translation Adjustments [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
AOCI beginning balance	-111	32
Other comprehensive income (loss) before reclassifications	124	-19
Net realized (gains) losses reclassified from AOCI into earnings	0	0
Net current period other comprehensive income (loss)	124	-19
AOCI ending balance	13	13
Other [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'
AOCI beginning balance	-35	-41
Other comprehensive income (loss) before reclassifications	-1	4
Net realized (gains) losses reclassified from AOCI into earnings	0	1
Net current period other comprehensive income (loss)	-1	5
AOCI ending balance	($36)	($36)

Stockholders_Equity_Reclassifi

Stockholders' Equity - Reclassification from AOCI (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other - Non-interest income	$96	$140	$176	$458
Other - Non-interest expense	-592	-618	-1,623	-1,762
Income tax benefit	525	535	1,600	931
Net income	1,117	1,178	3,300	2,674
Total reclassifications	1,099	1,173	3,247	2,662
Reclassification Out of AOCI [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Total reclassifications	5	'	23	'
Reclassification Out of AOCI [Member] | Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Available for Sale [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other - Non-interest income	0	'	3	'
Income tax benefit	0	'	1	'
Net income	0	'	2	'
Reclassification Out of AOCI [Member] | Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Held-to-Maturity [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other - Non-interest income	-2	'	-2	'
Income tax benefit	-1	'	-1	'
Net income	-1	'	-1	'
Reclassification Out of AOCI [Member] | Cash Flow Hedges [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Income before tax	10	'	38	'
Income tax benefit	4	'	15	'
Net income	6	'	23	'
Reclassification Out of AOCI [Member] | Cash Flow Hedges [Member] | Interest Rate Contracts [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other - Non-interest income	23	'	65	'
Reclassification Out of AOCI [Member] | Cash Flow Hedges [Member] | Foreign Exchange Contracts [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other - Non-interest expense	-13	'	-27	'
Reclassification Out of AOCI [Member] | Accumulated Defined Benefit Plans Adjustment [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Salaries and associate benefits	0	'	-1	'
Income tax benefit	0	'	0	'
Net income	$0	'	($1)	'

Stockholders_Equity_Components

Stockholders' Equity - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Equity [Abstract]	'	'	'	'
Net unrealized gains (losses) on securities available for sale, Before Tax	$1,104	$449	($885)	$607
Other-than-temporary impairment not recognized in earnings, Before Tax	3	74	36	127
Net unrealized gains (losses) on securities held to maturity, Before Tax	-1,465	0	-1,465	0
Net unrealized gains (losses) on cash flow hedges, Before Tax	84	93	-195	188
Foreign currency translation adjustments, Before Tax	124	63	-19	74
Other, Before Tax	-1	-23	6	-57
Other comprehensive income (loss) before taxes	-151	656	-2,522	939
Net unrealized gains (losses) on securities available for sale, Tax Provision (Benefit)	415	169	-334	229
Other-than-temporary impairment not recognized in earnings, Tax Provision (Benefit)	0	28	13	47
Net unrealized gains (losses) on securities held to maturity, Tax Provision (Benefit)	-550	0	-550	0
Net unrealized gains (losses) on cash flow hedges, Tax Provision (Benefit)	31	33	-74	67
Foreign currency translation adjustments, Tax Provision (Benefit)	0	0	0	0
Other, Tax Provision (Benefit)	0	-5	1	-16
Other comprehensive income (loss), Tax Provision (Benefit)	-104	225	-944	327
Net unrealized gains (losses) on securities available for sale, After Tax	689	280	-551	378
Other-than-temporary impairment not recognized in earnings, After Tax	3	46	23	80
Net unrealized gains (losses) on securities held to maturity, After Tax	-915	0	-915	0
Net unrealized gains (losses) on cash flow hedges, After Tax	53	60	-121	121
Foreign currency translation adjustments, After Tax	124	63	-19	74
Other, After Tax	-1	-18	5	-41
Other comprehensive income (loss), net of tax	($47)	$431	($1,578)	$612

Earnings_Per_Common_Share_Sche

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Basic earnings per share	'	'	'	'
Income from continuing operations, net of tax	$1,130	$1,188	$3,510	$2,886
Loss from discontinued operations, net of tax	-13	-10	-210	-212
Net income	1,117	1,178	3,300	2,674
Dividends and undistributed earnings allocated to participating securities	-5	-5	-14	-12
Preferred stock dividends	-13	0	-39	0
Net income available to common stockholders	1,099	1,173	3,247	2,662
Total weighted-average basic shares outstanding	582.3	578.3	581.4	555
Net income per share	$1.89	$2.03	$5.58	$4.80
Diluted earnings per share	'	'	'	'
Net income available to common stockholders	$1,099	$1,173	$3,247	$2,662
Total weighted-average basic shares outstanding	582.3	578.3	581.4	555
Stock options, warrants, contingently issuable shares, and other	8.8	5.8	7.6	5.1
Total weighted-average diluted shares outstanding	591.1	584.1	589	560.1
Net income per share	$1.86	$2.01	$5.51	$4.75

Earnings_Per_Common_Share_Sche1

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Parenthetical) (Detail)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Earnings Per Share [Abstract]	'	'	'	'
Anti-dilutive awards, options or warrants excluded from the computation of diluted earnings per share (in shares)	5	6	6	7

Fair_Value_of_Financial_Instru2

Fair Value of Financial Instruments - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Securities available for sale	'	'
Securities available for sale	$43,132	$63,979
Other assets	'	'
Mortgage servicing rights	83	55
Derivative assets	988	1,848
Retained interests in securitizations and other	201	204
Total assets	44,404	66,086
Other liabilities:	'	'
Derivative liabilities	587	400
Total liabilities	587	400
U.S. Treasury Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	837	1,552
U.S. Agency Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	1	302
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Securities available for sale	'	'
Securities available for sale	1,272	1,012
Residential Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	25,684	43,873
Commercial Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	5,758	7,629
Other Asset-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	7,656	8,458
Other Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	1,924	1,153
Level 1 [Member]	'	'
Securities available for sale	'	'
Securities available for sale	971	1,697
Other assets	'	'
Mortgage servicing rights	0	0
Derivative assets	5	1
Retained interests in securitizations and other	0	0
Total assets	976	1,698
Other liabilities:	'	'
Derivative liabilities	8	1
Total liabilities	8	1
Level 1 [Member] | U.S. Treasury Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	837	1,552
Level 1 [Member] | U.S. Agency Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 1 [Member] | Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 1 [Member] | Residential Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 1 [Member] | Commercial Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 1 [Member] | Other Asset-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 1 [Member] | Other Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	134	145
Level 2 [Member]	'	'
Securities available for sale	'	'
Securities available for sale	39,259	59,593
Other assets	'	'
Mortgage servicing rights	25	0
Derivative assets	929	1,757
Retained interests in securitizations and other	0	0
Total assets	40,213	61,350
Other liabilities:	'	'
Derivative liabilities	540	361
Total liabilities	540	361
Level 2 [Member] | U.S. Treasury Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 2 [Member] | U.S. Agency Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	1	302
Level 2 [Member] | Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Securities available for sale	'	'
Securities available for sale	346	362
Level 2 [Member] | Residential Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	24,363	42,538
Level 2 [Member] | Commercial Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	5,454	7,042
Level 2 [Member] | Other Asset-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	7,343	8,356
Level 2 [Member] | Other Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	1,752	993
Level 3 [Member]	'	'
Securities available for sale	'	'
Securities available for sale	2,902	2,689
Other assets	'	'
Mortgage servicing rights	58	55
Derivative assets	54	90
Retained interests in securitizations and other	201	204
Total assets	3,215	3,038
Other liabilities:	'	'
Derivative liabilities	39	38
Total liabilities	39	38
Level 3 [Member] | U.S. Treasury Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 3 [Member] | U.S. Agency Debt Obligations [Member]	'	'
Securities available for sale	'	'
Securities available for sale	0	0
Level 3 [Member] | Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Securities available for sale	'	'
Securities available for sale	926	650
Level 3 [Member] | Residential Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	1,321	1,335
Level 3 [Member] | Commercial Mortgage-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	304	587
Level 3 [Member] | Other Asset-Backed Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	313	102
Level 3 [Member] | Other Securities [Member]	'	'
Securities available for sale	'	'
Securities available for sale	$38	$15

Fair_Value_of_Financial_Instru3

Fair Value of Financial Instruments - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Parenthetical) (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Fair Value Disclosures [Abstract]	'	'
Cumulative credit risk valuation adjustment related to derivative positions	$5	$9

Fair_Value_of_Financial_Instru4

Fair Value of Financial Instruments - Schedule of Level 3 Inputs Reconciliation for Assets and Liabilities (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	$832	$64	$650	$0
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	4	-1	-31	0
Purchases	61	85	272	135
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-19	-1	-47	-2
Transfers Into Level 3	47	140	125	154
Transfers Out of Level 3	1	0	-43	0
Ending Balance	926	287	926	287
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	0	0	0	0
Residential Mortgage-Backed Securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	1,535	1,170	1,335	195
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-6	-5	-16	-6
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	57	91	141	78
Purchases	85	194	277	2,477
Sales	0	0	0	-640
Issuances	0	0	0	0
Settlements	-72	-76	-217	-226
Transfers Into Level 3	152	74	681	302
Transfers Out of Level 3	-430	-392	-880	-1,124
Ending Balance	1,321	1,056	1,321	1,056
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	-5	-5	-21	-6
Commercial Mortgage-Backed Securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	461	267	587	274
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	5
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	-2	10	-49	20
Purchases	96	204	643	674
Sales	0	0	-10	-76
Issuances	0	0	0	0
Settlements	-4	3	-31	-16
Transfers Into Level 3	48	50	168	63
Transfers Out of Level 3	-295	-173	-1,004	-583
Ending Balance	304	361	304	361
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	0	0	0	5
Other Asset-Backed Securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	109	293	102	32
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	-1	0
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	6	9	12	22
Purchases	129	229	169	384
Sales	0	0	-41	0
Issuances	0	0	0	0
Settlements	0	0	-2	-3
Transfers Into Level 3	84	82	98	214
Transfers Out of Level 3	-15	-68	-24	-104
Ending Balance	313	545	313	545
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	0	0	-1	0
Other [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	16	10	15	12
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	0	0	0	0
Purchases	30	0	30	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-6	-1	-6	-6
Transfers Into Level 3	0	0	1	9
Transfers Out of Level 3	-2	0	-2	-6
Ending Balance	38	9	38	9
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	0	0	0	0
Securities Available-for-Sale [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	2,953	1,804	2,689	513
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-6	-5	-17	-1
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	65	109	73	120
Purchases	401	712	1,391	3,670
Sales	0	0	-51	-716
Issuances	0	0	0	0
Settlements	-101	-75	-303	-253
Transfers Into Level 3	331	346	1,073	742
Transfers Out of Level 3	-741	-633	-1,953	-1,817
Ending Balance	2,902	2,258	2,902	2,258
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	-5	-5	-22	-1
Mortgage Servicing Rights [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	61	84	55	93
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-5	-7	25	-18
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	4	1	9	9
Settlements	-2	-2	-5	-8
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	-26	0
Ending Balance	58	76	58	76
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	-5	-7	25	-18
Derivative Assets [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	72	103	90	103
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-13	10	-20	55
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	4	8	8	12
Settlements	-3	-11	-15	-73
Transfers Into Level 3	0	0	0	13
Transfers Out of Level 3	-6	-1	-9	-1
Ending Balance	54	109	54	109
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	-13	10	-20	55
Retained Interest in Securitization and Other [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	198	'	204	145
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	3	'	-3	64
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	0	'	0	0
Purchases	0	'	0	0
Sales	0	'	0	0
Issuances	0	'	0	0
Settlements	0	'	0	0
Transfers Into Level 3	0	'	0	0
Transfers Out of Level 3	0	'	0	0
Ending Balance	201	209	201	209
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	3	'	-3	64
Derivative Liabilities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	42	34	38	279
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	4	13	15	18
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	3	5	13	37
Settlements	-9	-4	-25	-276
Transfers Into Level 3	0	0	0	-8
Transfers Out of Level 3	-1	-1	-2	-3
Ending Balance	39	47	39	47
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	4	13	15	18
Other [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	'	13	'	12
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	'	9	'	10
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	'	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	'	22	'	22
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	'	9	'	10
Retained Interest under Utilizations and Other [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning Balance	'	140	'	'
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	'	69	'	'
Total Gains or (Losses) (Realized/Unrealized), Included in Other Comprehensive Income	'	0	'	'
Purchases	'	0	'	'
Sales	'	0	'	'
Issuances	'	0	'	'
Settlements	'	0	'	'
Transfers Into Level 3	'	0	'	'
Transfers Out of Level 3	'	0	'	'
Ending Balance	'	209	'	209
Net Unrealized Gains (Losses) Included in Net Income (Loss) Related to Assets and Liabilities Still Held	'	$69	'	'

Fair_Value_of_Financial_Instru5

Fair Value of Financial Instruments - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis Quantitative Information about Level 3 Fair Value Measurements (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	44,404	66,086
Retained Interest in Securitization and Other [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	201	204
Retained Interest in Securitization and Other [Member] | Discounted Cash Flows [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	4.88%	13.52%
Retained Interest in Securitization and Other [Member] | Discounted Cash Flows [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	4.80%	'
Retained Interest in Securitization and Other [Member] | Discounted Cash Flows [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	21.98%	'
Retained Interest in Securitization and Other [Member] | Discounted Cash Flows [Member] | Discount Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	13.19%	12.70%
Retained Interest in Securitization and Other [Member] | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Life of receivables (months)	'37 months	'29 months
Retained Interest in Securitization and Other [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	1.63%	1.25%
Retained Interest in Securitization and Other [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	1.56%	'
Retained Interest in Securitization and Other [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	14.82%	'
Retained Interest in Securitization and Other [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Discount Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	4.25%	2.90%
Retained Interest in Securitization and Other [Member] | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Life of receivables (months)	'105 months	'243 months
Retained Interest in Securitization and Other [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	6.71%	22.21%
Retained Interest in Securitization and Other [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	7.37%	'
Retained Interest in Securitization and Other [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	89.45%	'
Retained Interest in Securitization and Other [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Discount Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	13.57%	13.57%
Retained Interest in Securitization and Other [Member] | Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Life of receivables (months)	'83 months	'66 months
Mortgage Servicing Rights [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	58	55
Mortgage Servicing Rights [Member] | Servicing Cost ($ Per Loan) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Servicing cost	93	302
Mortgage Servicing Rights [Member] | Discounted Cash Flows [Member] | Total Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	18.83%	19.37%
Mortgage Servicing Rights [Member] | Discounted Cash Flows [Member] | Discount Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	10.57%	12.66%
Mortgage Servicing Rights [Member] | Minimum [Member] | Servicing Cost ($ Per Loan) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Servicing cost	85	81
Mortgage Servicing Rights [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Total Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	8.18%	11.77%
Mortgage Servicing Rights [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Discount Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	9.95%	9.95%
Mortgage Servicing Rights [Member] | Maximum [Member] | Servicing Cost ($ Per Loan) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Servicing cost	420	864
Mortgage Servicing Rights [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Total Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	32.52%	32.99%
Mortgage Servicing Rights [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Discount Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	17.07%	37.88%
Residential Mortgage-Backed Securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	1,321	1,335
Residential Mortgage-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	5.00%	5.00%
Residential Mortgage-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	5.00%	6.00%
Residential Mortgage-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	8.00%	9.00%
Residential Mortgage-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	50.00%	52.00%
Residential Mortgage-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	1.00%	0.00%
Residential Mortgage-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	0.00%	0.00%
Residential Mortgage-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	0.00%	0.00%
Residential Mortgage-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	0.00%	4.00%
Residential Mortgage-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	25.00%	24.00%
Residential Mortgage-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	45.00%	26.00%
Residential Mortgage-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	22.00%	21.00%
Residential Mortgage-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	85.00%	75.00%
Commercial Mortgage-Backed Securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	304	587
Commercial Mortgage-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	3.00%	2.00%
Commercial Mortgage-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	13.00%	11.00%
Commercial Mortgage-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	2.00%	1.00%
Commercial Mortgage-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	0.00%	0.00%
Commercial Mortgage-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	4.00%	3.00%
Commercial Mortgage-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	20.00%	15.00%
Other Asset-Backed Securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	313	102
Other Asset-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	4.00%	4.00%
Other Asset-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	3.00%	2.00%
Other Asset-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	12.00%	15.00%
Other Asset-Backed Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	67.00%	72.00%
Other Asset-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	3.00%	1.00%
Other Asset-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	0.00%	0.00%
Other Asset-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	0.00%	1.00%
Other Asset-Backed Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	0.00%	46.00%
Other Asset-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	8.00%	24.00%
Other Asset-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Constant Prepayment Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	24.00%	5.00%
Other Asset-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Default Rate [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	20.00%	28.00%
Other Asset-Backed Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Loss Severity [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	88.00%	88.00%
U.S. Government Guaranteed Debt and Other Securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	964	665
U.S. Government Guaranteed Debt and Other Securities [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	2.00%	2.00%
U.S. Government Guaranteed Debt and Other Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	2.00%	1.00%
U.S. Government Guaranteed Debt and Other Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member] | Yield [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	3.00%	4.00%
Derivative Assets [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	54	90
Derivative Assets [Member] | Discounted Cash Flows [Member] | Swap Rates [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	3.36%	2.46%
Derivative Assets [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Swap Rates [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	2.76%	1.82%
Derivative Assets [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Swap Rates [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	3.47%	2.58%
Derivative Liabilities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Liabilities	39	38
Derivative Liabilities [Member] | Discounted Cash Flows [Member] | Swap Rates [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Weighted Average	3.34%	2.42%
Derivative Liabilities [Member] | Minimum [Member] | Discounted Cash Flows [Member] | Swap Rates [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	2.76%	1.82%
Derivative Liabilities [Member] | Maximum [Member] | Discounted Cash Flows [Member] | Swap Rates [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Range	3.43%	2.55%

Fair_Value_of_Financial_Instru6

Fair Value of Financial Instruments - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)

9 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Assets at Fair Value [Member]

Assets at Fair Value [Member]

Assets at Fair Value [Member]

Assets at Fair Value [Member]

Assets at Fair Value [Member]

Assets at Fair Value [Member]

Assets at Fair Value [Member]

Assets at Fair Value [Member]

Loans Held for Investment [Member]

Loans Held for Investment [Member]

Foreclosed Property [Member]

Foreclosed Property [Member]

Other [Member]

Other [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Non-Recoverable Rate [Member]

Non-Recoverable Rate [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Loans Held for Investment [Member]

Loans Held for Investment [Member]

Foreclosed Property [Member]

Foreclosed Property [Member]

Other [Member]

Other [Member]

Loans Held for Investment [Member]

Loans Held for Investment [Member]

Foreclosed Property [Member]

Foreclosed Property [Member]

Other [Member]

Other [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Non-Recoverable Rate [Member]

Non-Recoverable Rate [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Non-Recoverable Rate [Member]

Non-Recoverable Rate [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Cost to Sell [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Appraisal Value [Member]

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held for sale

'

'

$0

$0

$180

$201

$0

$0

$51

$201

$0

$0

$51

$201

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held for investment

'

'

'

'

'

'

'

'

102

162

0

0

0

0

102

162

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Foreclosed property

'

'

'

'

'

'

'

'

43

50

0

0

0

0

43

50

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other

'

'

'

'

'

'

'

'

13

59

0

0

0

0

13

59

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total

'

'

'

'

'

'

'

'

209

472

0

0

51

201

158

271

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Range, Weighted Average

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

15.00%

13.00%

10.00%

11.00%

6.00%

6.00%

0.00%

0.00%

10.00%

10.00%

6.00%

6.00%

49.00%

100.00%

14.00%

14.00%

6.00%

6.00%

Loans held for sale

0

52

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held for investment

-27

-87

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Foreclosed property

-8

-21

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other

-8

-4

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total

($43)

($60)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_of_Financial_Instru7

Fair Value of Financial Instruments - Schedule of Fair Value of Financial Instruments (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Financial assets:	'	'
Securities available for sale	$43,132	$63,979
Securities held to maturity	18,662	9
Mortgage servicing rights	83	55
Derivative assets	988	1,848
Retained interests in securitizations and other	201	204
Financial liabilities:	'	'
Derivative liabilities	587	400
Level 1 [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	5,718	11,058
Restricted cash for securitization investors	390	428
Securities available for sale	971	1,697
Securities held to maturity	0	0
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Mortgage servicing rights	0	0
Derivative assets	5	1
Retained interests in securitizations and other	0	0
Financial liabilities:	'	'
Non-interest bearing deposits	22,281	22,467
Interest-bearing deposits	0	0
Securitized debt obligations	0	0
Senior and subordinated notes	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,686	1,248
Other borrowings	0	346
Interest payable	0	0
Derivative liabilities	8	1
Level 2 [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	39,259	59,593
Securities held to maturity	18,540	9
Net loans held for investment	0	0
Loans held for sale	180	201
Interest receivable	1,304	1,694
Mortgage servicing rights	25	0
Derivative assets	929	1,757
Retained interests in securitizations and other	0	0
Financial liabilities:	'	'
Non-interest bearing deposits	0	0
Interest-bearing deposits	17,589	22,216
Securitized debt obligations	10,067	11,252
Senior and subordinated notes	12,904	13,312
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	8,228	24,215
Interest payable	276	450
Derivative liabilities	540	361
Level 3 [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	2,902	2,689
Securities held to maturity	122	0
Net loans held for investment	192,919	205,000
Loans held for sale	0	0
Interest receivable	0	0
Mortgage servicing rights	58	55
Derivative assets	54	90
Retained interests in securitizations and other	201	204
Financial liabilities:	'	'
Non-interest bearing deposits	0	0
Interest-bearing deposits	161,562	167,207
Securitized debt obligations	248	338
Senior and subordinated notes	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	0	55
Interest payable	0	0
Derivative liabilities	39	38
Carrying Amount [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	5,718	11,058
Restricted cash for securitization investors	390	428
Securities available for sale	43,132	63,979
Securities held to maturity	18,276	9
Net loans held for investment	187,481	200,733
Loans held for sale	180	201
Interest receivable	1,304	1,694
Mortgage servicing rights	83	55
Derivative assets	988	1,848
Retained interests in securitizations and other	201	204
Financial liabilities:	'	'
Non-interest bearing deposits	22,281	22,467
Interest-bearing deposits	184,553	190,018
Securitized debt obligations	9,544	11,398
Senior and subordinated notes	12,395	12,686
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,686	1,248
Other borrowings	8,220	24,578
Interest payable	276	450
Derivative liabilities	587	400
Estimated Fair Value [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	5,718	11,058
Restricted cash for securitization investors	390	428
Securities available for sale	43,132	63,979
Securities held to maturity	18,662	9
Net loans held for investment	192,919	205,000
Loans held for sale	180	201
Interest receivable	1,304	1,694
Mortgage servicing rights	83	55
Derivative assets	988	1,848
Retained interests in securitizations and other	201	204
Financial liabilities:	'	'
Non-interest bearing deposits	22,281	22,467
Interest-bearing deposits	179,151	189,423
Securitized debt obligations	10,315	11,590
Senior and subordinated notes	12,904	13,312
Federal funds purchased and securities loaned or sold under agreements to repurchase	1,686	1,248
Other borrowings	8,228	24,616
Interest payable	276	450
Derivative liabilities	$587	$400

Business_Segments_Additional_I

Business Segments - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2013
	Segment
Segment Reporting [Abstract]	'
Number of operating segments	3

Business_Segments_Schedule_of_

Business Segments - Schedule of Business Segments (Detail) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Mar. 31, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Segment Reporting Information [Line Items]	'	'	'	'	'	'
Net interest income	$4,560	'	$4,646	$13,683	$12,061	'
Non-interest income	1,091	'	1,136	3,157	3,711	'
Total net revenue	5,651	'	5,782	16,840	15,772	'
Provision for credit losses	849	37	1,014	2,496	3,264	'
PCCR intangible amortization	106	'	131	332	223	'
Core deposit intangible amortization	40	'	49	127	146	'
Total PCCR and core deposit intangible amortization	146	'	180	459	369	'
Other non-interest expense	3,001	'	2,865	8,775	8,322	'
Total non-interest expense	3,147	'	3,045	9,234	8,691	'
Income from continuing operations before income taxes	1,655	'	1,723	5,110	3,817	'
Income tax provision (benefit)	525	'	535	1,600	931	'
Income from continuing operations, net of tax	1,130	'	1,188	3,510	2,886	'
Period-end total loans held for investment	191,814	'	203,132	191,814	203,132	205,889
Period-end total customer deposits	206,834	'	213,255	206,834	213,255	212,485
Credit Card [Member]	'	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'	'
Net interest income	2,757	'	2,991	8,391	7,333	'
Non-interest income	834	'	826	2,487	2,195	'
Total net revenue	3,591	'	3,817	10,878	9,528	'
Provision for credit losses	617	'	892	2,073	3,061	'
PCCR intangible amortization	106	'	131	332	223	'
Core deposit intangible amortization	0	'	0	0	0	'
Total PCCR and core deposit intangible amortization	106	'	131	332	223	'
Other non-interest expense	1,798	'	1,659	5,239	4,698	'
Total non-interest expense	1,904	'	1,790	5,571	4,921	'
Income from continuing operations before income taxes	1,070	'	1,135	3,234	1,546	'
Income tax provision (benefit)	376	'	394	1,135	536	'
Income from continuing operations, net of tax	694	'	741	2,099	1,010	'
Period-end total loans held for investment	77,967	'	89,033	77,967	89,033	'
Period-end total customer deposits	0	'	0	0	0	'
Consumer Banking [Member]	'	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'	'
Net interest income	1,481	'	1,501	4,437	4,285	'
Non-interest income	184	'	260	554	621	'
Total net revenue	1,665	'	1,761	4,991	4,906	'
Provision for credit losses	202	'	202	444	420	'
PCCR intangible amortization	0	'	0	0	0	'
Core deposit intangible amortization	34	'	41	106	120	'
Total PCCR and core deposit intangible amortization	34	'	41	106	120	'
Other non-interest expense	893	'	936	2,621	2,759	'
Total non-interest expense	927	'	977	2,727	2,879	'
Income from continuing operations before income taxes	536	'	582	1,820	1,607	'
Income tax provision (benefit)	191	'	206	648	569	'
Income from continuing operations, net of tax	345	'	376	1,172	1,038	'
Period-end total loans held for investment	71,285	'	76,738	71,285	76,738	'
Period-end total customer deposits	168,437	'	173,100	168,437	173,100	'
Commercial Banking [Member]	'	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'	'
Net interest income	480	'	432	1,391	1,290	'
Non-interest income	87	'	87	264	254	'
Total net revenue	567	'	519	1,655	1,544	'
Provision for credit losses	31	'	-87	-18	-250	'
PCCR intangible amortization	0	'	0	0	0	'
Core deposit intangible amortization	6	'	8	21	26	'
Total PCCR and core deposit intangible amortization	6	'	8	21	26	'
Other non-interest expense	260	'	245	772	739	'
Total non-interest expense	266	'	253	793	765	'
Income from continuing operations before income taxes	270	'	353	880	1,029	'
Income tax provision (benefit)	96	'	125	313	363	'
Income from continuing operations, net of tax	174	'	228	567	666	'
Period-end total loans held for investment	42,399	'	37,209	42,399	37,209	'
Period-end total customer deposits	30,592	'	28,670	30,592	28,670	'
Other [Member]	'	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'	'
Net interest income	-158	'	-278	-536	-847	'
Non-interest income	-14	'	-37	-148	641	'
Total net revenue	-172	'	-315	-684	-206	'
Provision for credit losses	-1	'	7	-3	33	'
PCCR intangible amortization	0	'	0	0	0	'
Core deposit intangible amortization	0	'	0	0	0	'
Total PCCR and core deposit intangible amortization	0	'	0	0	0	'
Other non-interest expense	50	'	25	143	126	'
Total non-interest expense	50	'	25	143	126	'
Income from continuing operations before income taxes	-221	'	-347	-824	-365	'
Income tax provision (benefit)	-138	'	-190	-496	-537	'
Income from continuing operations, net of tax	-83	'	-157	-328	172	'
Period-end total loans held for investment	163	'	152	163	152	'
Period-end total customer deposits	$7,805	'	$11,485	$7,805	$11,485	'

Commitments_Contingencies_and_2

Commitments, Contingencies and Guarantees - Additional Information (Detail) (USD $)

1 Months Ended

3 Months Ended

9 Months Ended

12 Months Ended

9 Months Ended

0 Months Ended

9 Months Ended

9 Months Ended

Oct. 24, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Jun. 30, 2013

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Oct. 15, 2013

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2011

Sep. 30, 2013

Subsidiary

BasisPoint

DBSP Litigation [Member]

RMBS Trusts [Member]

LXS Trusts Litigation [Member]

U.S. Bank Litigation [Member]

Minimum [Member]

Maximum [Member]

Subsequent Event [Member]

GSE's [Member]

GSE's [Member]

GSE's [Member]

Insured Securitizations [Member]

Insured Securitizations [Member]

Insured Securitizations [Member]

Active Insured Securitizations [Member]

Inactive Insured Securitizations [Member]

Uninsured Securitizations and Other [Member]

Uninsured Securitizations and Other [Member]

Uninsured Securitizations and Other [Member]

Private Investors [Member]

Subsidiary

Plaintiff

MortgageLoan

Contracts

Commitments, Contingencies And Guarantees [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum contingent payment related to acquisitions

'

$30,000,000

'

$30,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Actual payment amount related to acquisitions

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

30,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Liability for contingent payments related to arrangements

'

'

'

30,000,000

'

165,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum credit exposure

'

17,000,000

'

17,000,000

'

19,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recorded liability

'

17,000,000

'

17,000,000

'

17,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Contractual amounts of standby letters of credit and commercial letters of credit

'

2,000,000,000

'

2,000,000,000

'

1,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Carrying value of outstanding letters of credit

'

4,000,000

'

4,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Financial guarantees expiration year

'

'

'

'

'

'

'

'

'

'

'

'

'

'2013

'2025

'

'

'

'

'

'

'

'

'

'

'

'

'

Payment protection insurance reserve

'

154,000,000

'

154,000,000

'

220,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of subsidiaries acquired that originated residential mortgage loans

'

3

'

3

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Original principal balance of mortgage loans originated and sold to non-affiliates by subsidiaries between 2005 and 2008

'

111,000,000,000

'

111,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

11,000,000,000

'

'

20,000,000,000

'

'

'

4,000,000,000

80,000,000,000

'

'

'

Percentage of original principal balance covered by bond insurance

'

'

'

48.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans sold 2005 to 2008

'

111,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

27,000,000,000

'

'

'

'

'

16,000,000,000

'

'

'

'

'

Original principal balance of mortgage loans originated and sold by subsidiaries between 2005 and 2008 into unknown current ownership

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

80,000,000,000

'

'

'

Original principal balance of mortgage loans originated and sold by subsidiaries between 2005 and 2008 into Uninsured Securitizations

'

48,000,000,000

'

48,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Original principal balance of mortgage loans originated and sold by subsidiaries between 2005 and 2008 to private investors

'

22,000,000,000

'

22,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

22,000,000,000

Original principal balance of mortgage loans originated and sold by subsidiaries between 2005 and 2008 to various known and unknown investors

'

'

'

10,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unpaid principal balance

'

27,000,000,000

'

27,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Active loan losses

'

20,000,000,000

'

20,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Minimum number of days past due for delinquent loan status

'

'90 Days

'

'90 Days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Original principal balance of mortgage loans lacking information about the current holders or underlying credit performance

'

'

'

6,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Open repurchase requests

'

2,591,000,000

'

2,591,000,000

'

2,419,000,000

'

'

2,091,000,000

'

'

'

'

'

'

'

46,000,000

59,000,000

176,000,000

1,614,000,000

1,579,000,000

1,243,000,000

'

'

931,000,000

781,000,000

672,000,000

'

Original principal balance of mortgage loans originated and sold by subsidiaries between 2005 and 2008 into Active Insured Securitizations

'

16,000,000,000

'

16,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Reserve liability

'

1,145,000,000

919,000,000

1,145,000,000

919,000,000

899,000,000

1,156,000,000

1,002,000,000

943,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Benefit for mortgage representation and warranty losses

'

4,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net realized losses

'

7,000,000

83,000,000

30,000,000

373,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

High end of range of estimated reasonably possible future losses from representation and warranty claims

'

2,500,000,000

'

2,500,000,000

'

2,700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Estimated reasonably possible future losses

'

250,000,000

'

250,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Payments by defendants to the individual plaintiffs

'

'

'

6,600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Basis points of certain interchange transactions

'

'

'

10

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interchange transactions period

'

'

'

'Eight months

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Reduction in Visa-related indemnification liabilities

'

'

'

91,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of indemnification guarantee to Visa

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of mortgage loans in disputed portfolio

'

'

'

'

'

'

'

'

'

'

'

'

30,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Aggregate original principal balance

'

'

'

'

'

'

'

'

'

353,000,000

3,400,000,000

915,000,000

1,800,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of contracts pursuant to GreenPoint sold

'

'

'

'

'

'

'

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of securities issued by trust

'

'

'

'

'

'

'

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Alleged value equivalent to principal balance of six securitizations

$5,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Commitments_Contingencies_and_3

Commitments, Contingencies and Guarantees - Schedule of Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser (Detail) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Commitments, Contingencies And Guarantees [Line Items]	'	'
Unpaid Principal Balance	$27	$32
Original Unpaid Principal Balance Total	111	'
Original Unpaid Principal Balance 2008	4	'
Original Unpaid Principal Balance 2007	21	'
Original Unpaid Principal Balance 2006	41	'
Original Unpaid Principal Balance 2005	45	'
GSE's [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Unpaid Principal Balance	3	4
Original Unpaid Principal Balance Total	11	'
Original Unpaid Principal Balance 2008	1	'
Original Unpaid Principal Balance 2007	4	'
Original Unpaid Principal Balance 2006	3	'
Original Unpaid Principal Balance 2005	3	'
Insured Securitizations [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Unpaid Principal Balance	5	5
Original Unpaid Principal Balance Total	20	'
Original Unpaid Principal Balance 2008	0	'
Original Unpaid Principal Balance 2007	2	'
Original Unpaid Principal Balance 2006	8	'
Original Unpaid Principal Balance 2005	10	'
Uninsured Securitizations and Other [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Unpaid Principal Balance	19	23
Original Unpaid Principal Balance Total	80	'
Original Unpaid Principal Balance 2008	3	'
Original Unpaid Principal Balance 2007	15	'
Original Unpaid Principal Balance 2006	30	'
Original Unpaid Principal Balance 2005	$32	'

Commitments_Contingencies_and_4

Commitments, Contingencies and Guarantees - Schedule of Open Claims in Pipeline (Detail) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2012
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	$2,419	$2,091
Gross new demands received	352	846
Loans repurchased/made whole	-65	-374
Demands rescinded	-115	-145
Reclassifications	'	1
Open claims, ending balance	2,591	2,419
GSE's [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	59	176
Gross new demands received	121	189
Loans repurchased/made whole	-40	-233
Demands rescinded	-94	-75
Reclassifications	'	2
Open claims, ending balance	46	59
Insured Securitizations [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	1,579	1,243
Gross new demands received	40	366
Loans repurchased/made whole	-5	-3
Demands rescinded	0	-30
Reclassifications	'	3
Open claims, ending balance	1,614	1,579
Uninsured Securitizations and Other [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	781	672
Gross new demands received	191	291
Loans repurchased/made whole	-20	-138
Demands rescinded	-21	-40
Reclassifications	'	-4
Open claims, ending balance	$931	$781

Commitments_Contingencies_and_5

Commitments, Contingencies and Guarantees - Schedule of Changes in Representation and Warranty Reserves (Detail) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Commitments And Contingencies Disclosure [Abstract]	'	'	'	'
Representation and warranty repurchase reserve, beginning of period	$1,156	$1,002	$899	$943
Provision for mortgage representation and warranty losses	-4	0	276	349
Net realized losses	-7	-83	-30	-373
Representation and warranty repurchase reserve, end of period	$1,145	$919	$1,145	$919

Commitments_Contingencies_and_6

Commitments, Contingencies and Guarantees - Schedule of Changes in Representation and Warranty Reserves (Parenthetical) (Detail) (USD $)	3 Months Ended	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2012
Commitments And Contingencies Disclosure [Abstract]	'	'	'
Provision for mortgage representation and warranty losses recognized as a component of non-interest income, benefit (loss)	$13	$27	($42)
Provision for mortgage representation and warranty recognized as a component of discontinued operations	$9	$303	$307

Commitments_Contingencies_and_7

Commitments, Contingencies and Guarantees - Schedule of Allocation of Representation and Warranty Reserves (Detail) (USD $)	3 Months Ended
	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Reserve liability	$1,145,000,000	$1,156,000,000	$899,000,000	$919,000,000	$1,002,000,000	$943,000,000
Loans sold 2005 to 2008	111,000,000,000	'	'	'	'	'
GSEs and Active Insured Securitizations [Member]	'	'	'	'	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Reserve liability	970,000,000	'	817,000,000	'	'	'
Loans sold 2005 to 2008	27,000,000,000	'	'	'	'	'
Inactive Insured Securitizations and Others [Member]	'	'	'	'	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Reserve liability	175,000,000	'	82,000,000	'	'	'
Loans sold 2005 to 2008	$84,000,000,000	'	'	'	'	'