Capital One Financial (COF) 10-Q 5 Aug 14 2014 Q2 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	6 Months Ended
	Jun. 30, 2014	Jul. 31, 2014
Document And Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Jun-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q2	'
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	'	561,318,773

Consolidated_Statements_of_Inc

Consolidated Statements of Income (USD $)	3 Months Ended		6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Interest income:	'	'	'	'
Loans, including loans held for sale	$4,279	$4,596	$8,586	$9,245
Investment securities	409	391	825	765
Other	24	23	54	51
Total interest income	4,712	5,010	9,465	10,061
Interest expense:	'	'	'	'
Deposits	272	318	548	644
Securitized debt obligations	39	45	77	101
Senior and subordinated notes	78	82	155	164
Other borrowings	8	12	20	29
Total interest expense	397	457	800	938
Net interest income	4,315	4,553	8,665	9,123
Provision for credit losses	704	762	1,439	1,647
Net interest income after provision for credit losses	3,611	3,791	7,226	7,476
Non-interest income:	'	'	'	'
Service charges and other customer-related fees	460	534	934	1,084
Interchange fees, net	535	486	975	931
Total other-than-temporary impairment	-3	-12	-6	-18
Less: Portion of other-than-temporary impairment recorded in AOCI	2	8	0	-11
Net other-than-temporary impairment recognized in earnings	-1	-4	-6	-29
Other	159	69	270	80
Total non-interest income	1,153	1,085	2,173	2,066
Non-interest expense:	'	'	'	'
Salaries and associate benefits	1,125	1,118	2,286	2,213
Occupancy and equipment	447	371	852	728
Marketing	335	330	660	647
Professional services	296	340	583	662
Communications and data processing	203	236	399	452
Amortization of intangibles	136	167	279	344
Other	437	456	852	963
Total non-interest expense	2,979	3,018	5,911	6,009
Income from continuing operations before income taxes	1,785	1,858	3,488	3,533
Income tax provision	581	631	1,160	1,172
Income from continuing operations, net of tax	1,204	1,227	2,328	2,361
Income (loss) from discontinued operations, net of tax	-10	-119	20	-197
Net income	1,194	1,108	2,348	2,164
Dividends and undistributed earnings allocated to participating securities	-4	-4	-9	-9
Preferred stock dividends	-13	-13	-26	-26
Net income available to common stockholders	$1,177	$1,091	$2,313	$2,129
Basic earnings per common share:	'	'	'	'
Net income from continuing operations	$2.09	$2.08	$4.03	$4
Income (loss) from discontinued operations	($0.02)	($0.20)	$0.03	($0.34)
Net income per basic common share	$2.07	$1.88	$4.06	$3.66
Diluted earnings per common share:	'	'	'	'
Net income from continuing operations	$2.06	$2.05	$3.97	$3.96
Income (loss) from discontinued operations	($0.02)	($0.20)	$0.03	($0.34)
Net income per diluted common share	$2.04	$1.85	$4	$3.62
Dividends paid per common share	$0.30	$0.30	$0.60	$0.35

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Statement Of Income And Comprehensive Income [Abstract]	'	'	'	'
Net income	$1,194	$1,108	$2,348	$2,164
Other comprehensive income (loss) before taxes:	'	'	'	'
Net unrealized gains (losses) on securities available for sale	269	-1,747	498	-1,956
Net unrealized gains on securities held to maturity	33	0	61	0
Net unrealized gains (losses) on cash flow hedges	114	-258	144	-279
Foreign currency translation adjustments	79	-18	66	-143
Other	-3	3	-4	7
Other comprehensive income (loss) before taxes	492	-2,020	765	-2,371
Income tax provision (benefit) related to other comprehensive income	153	-755	264	-840
Other comprehensive income (loss), net of tax	339	-1,265	501	-1,531
Comprehensive income (loss)	$1,533	($157)	$2,849	$633

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Cash and cash equivalents:	'	'
Cash and due from banks	$3,598	$2,821
Interest-bearing deposits with banks	2,954	3,131
Federal funds sold and securities purchased under agreements to resell	180	339
Total cash and cash equivalents	6,732	6,291
Restricted cash for securitization investors	361	874
Securities available for sale, at fair value	41,113	41,800
Securities held to maturity, at carrying value	20,688	19,132
Loans held for investment:	'	'
Unsecuritized loans held for investment	161,224	157,651
Restricted loans for securitization investors	37,304	39,548
Total loans held for investment	198,528	197,199
Allowance for loan and lease losses	-3,998	-4,315
Net loans held for investment	194,530	192,884
Loans held for sale, at lower of cost or fair value	709	218
Premises and equipment, net	3,764	3,839
Interest receivable	1,473	1,418
Goodwill	13,977	13,978
Other assets	14,970	16,499
Total assets	298,317	296,933
Liabilities:	'	'
Interest payable	309	307
Customer deposits:	'	'
Non-interest bearing deposits	24,920	22,643
Interest-bearing deposits	180,970	181,880
Total customer deposits	205,890	204,523
Securitized debt obligations	10,010	10,289
Other debt:	'	'
Federal funds purchased and securities loaned or sold under agreements to repurchase	2,030	915
Senior and subordinated notes	16,628	13,134
Other borrowings	10,446	16,316
Total other debt	29,104	30,365
Other liabilities	9,189	9,817
Total liabilities	254,502	255,301
Commitments, contingencies and guarantees (see Note 14)	'	'
Stockholders' equity:	'	'
Preferred stock (par value $.01 per share; 50,000,000 shares authorized; 1,375,000 and 875,000 shares issued and outstanding as of June 30, 2014, and December 31, 2013, respectively)	0	0
Common stock (par value $.01 per share; 1,000,000,000 shares authorized; 638,961,478 and 637,151,800 shares issued as of June 30, 2014, and December 31, 2013, respectively, and 561,849,971 and 572,675,375 shares outstanding as of June 30, 2014, and December 31, 2013, respectively)	6	6
Additional paid-in capital, net	27,210	26,526
Retained earnings	22,270	20,292
Accumulated other comprehensive income	-371	-872
Treasury stock at cost (par value $.01 per share; 77,111,507 and 64,476,425 shares as of June 30, 2014, and December 31, 2013, respectively)	-5,300	-4,320
Total stockholders' equity	43,815	41,632
Total liabilities and stockholders' equity	$298,317	$296,933

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Jun. 30, 2014	Dec. 31, 2013
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	1,375,000	875,000
Preferred stock, shares outstanding	1,375,000	875,000
Common stock, par value	$0.01	$0.01
Common stock, shares authorized	1,000,000,000	1,000,000,000
Common stock, shares issued	638,961,478	637,151,800
Common stock, shares outstanding	561,849,971	572,675,375
Treasury stock, at cost; par value	$0.01	$0.01
Treasury stock, at cost; shares	77,111,507	64,476,425

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Stockholders' Equity (USD $)	Total	Series C Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]		Accumulated Other Comprehensive Income (Loss) [Member]	Treasury Stock [Member]
In Millions, except Share data	USD ($)		USD ($)	USD ($)	USD ($)	USD ($)		USD ($)	USD ($)
Balance, Amount at Dec. 31, 2013	$41,632	'	$0	$6	$26,526	$20,292	[1]	($872)	($4,320)
Balance, Shares at Dec. 31, 2013	'	'	875,000	637,151,800	'	'		'	'
Comprehensive income	2,849	'	'	'	'	2,348	[1]	501	'
Cash dividends-common stock $ 0.60 per share	-344	'	'	'	'	-344	[1]	'	'
Cash dividends-preferred stock	-26	'	'	'	'	-26	[1]	'	'
Purchases of treasury stock	-980	'	'	'	'	'		'	-980
Issuances of common stock and restricted stock, net of forfeitures	51	'	'	0	51	'		'	'
Issuances of common stock and restricted stock, net of forfeitures (in shares)	'	'	'	841,187	'	'		'	'
Exercise of stock options and warrants, tax benefits of exercises and restricted stock vesting	70	'	'	0	70	'		'	'
Exercise of stock options and warrants, tax benefits of exercises and restricted stock vesting (in shares)	'	'	'	968,491	'	'		'	'
Issuances of preferred stock (Series C)	485	'	0	'	485	'		'	'
Issuances of preferred stock (Series C) (in shares)	'	500,000	'	'	'	'		'	'
Compensation expense for restricted stock awards and stock options	78	'	'	'	78	'		'	'
Balance, Amount at Jun. 30, 2014	$43,815	'	$0	$6	$27,210	$22,270	[1]	($371)	($5,300)
Balance, Shares at Jun. 30, 2014	'	'	1,375,000	638,961,478	'	'		'	'
[1]	Retained earnings as of December 31, 2013 includes the cumulative impact of $112 million resulting from the adoption of ASU 2014-01 "Accounting For Investments in Qualified Affordable Housing Projects." See "Note 1-Summary of Significant Accounting Policies" for additional information.

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Stockholders' Equity (Parenthetical) (USD $)	6 Months Ended
	Jun. 30, 2014
Cash dividends-common stock (in dollars per share)	$0.60
Percentage of cash dividends per annum-preferred stock	6.00%
Retained Earnings [Member]	'
Cash dividends-common stock (in dollars per share)	$0.60	[1]
Percentage of cash dividends per annum-preferred stock	6.00%	[1]
[1]	Retained earnings as of December 31, 2013 includes the cumulative impact of $112 million resulting from the adoption of ASU 2014-01 "Accounting For Investments in Qualified Affordable Housing Projects." See "Note 1-Summary of Significant Accounting Policies" for additional information.

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Operating activities:	'	'
Income from continuing operations, net of tax	$2,328	$2,361
Income (loss) from discontinued operations, net of tax	20	-197
Net income	2,348	2,164
Adjustments to reconcile net income to cash provided by operating activities:	'	'
Provision for credit losses	1,439	1,647
Depreciation and amortization, net	1,017	1,152
Net gain on sales of securities available for sale	-12	-4
Impairment losses on securities available for sale	6	29
Loans held for sale:	'	'
Originations and purchases	-1,920	-552
Gain on sales	-20	-18
Proceeds from sales and paydowns	1,449	625
Stock plan compensation expense	137	112
Changes in operating assets and liabilities:	'	'
(Increase) decrease in interest receivable	-55	240
Decrease in other assets	1,227	320
Increase (decrease) in interest payable	2	-126
Decrease in other liabilities	-668	-378
Net cash used by discontinued operations	-30	-287
Net cash provided by operating activities	4,920	4,924
Investing activities:	'	'
Purchases of securities	-7,907	-10,502
Proceeds from paydowns and maturities of securities	3,976	8,486
Proceeds from sales of securities	3,559	1,320
Net (increase) decrease in loans held for investment	-4,047	4,705
Principal recoveries of loans previously charged off	802	827
Purchases of premises and equipment	-250	-450
Net cash provided (used) by investing activities	-3,867	4,386
Financing activities:	'	'
Decrease in restricted cash for securitization investors	513	51
Net increase (decrease) in deposits	1,363	-2,628
Issuance of securitized debt obligations	2,446	1,450
Maturities and paydowns of securitized debt obligations	-2,791	-2,017
Issuance of senior and subordinated notes and junior subordinated debentures	4,731	934
Redemption of junior subordinated debentures	0	-3,641
Maturities and redemptions of senior and subordinate notes	-1,374	-500
Net decrease in other borrowings	-4,755	-9,191
Net proceeds from issuances of common stock	51	44
Net proceeds from issuances of preferred stock	484	0
Proceeds from share-based payment activities	70	44
Dividends paid on common stock	-344	-206
Dividends paid on preferred stock	-26	-26
Purchases of treasury stock	-980	-29
Net cash used in financing activities	-612	-15,715
Decrease in cash and cash equivalents	441	-6,405
Cash and cash equivalents at beginning of the period.	6,291	11,058
Cash and cash equivalents at end of the period	6,732	4,653
Non-cash items:	'	'
Net transfers from loans held for investment to loans held for sale	22	6,820
Net debt exchange of senior and subordinated notes	0	1,968
Interest paid	798	1,064
Income tax paid	$884	$646

Summary_of_Significant_Account

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2014
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”) offers a broad array of financial products and services to consumers, small businesses and commercial clients through branches, the internet and other distribution channels. As of June 30, 2014, our principal subsidiaries included:
		•	Capital One Bank (USA), National Association (“COBNA”), which offers credit and debit card products, other lending products and deposit products; and
		•	Capital One, National Association (“CONA”), which offers a broad spectrum of banking products and financial services to consumers, small businesses and commercial clients.
	The Company and its subsidiaries are hereafter collectively referred to as “we,” “us” or “our.” COBNA and CONA are collectively referred to as the “Banks.”
	We also offer products outside of the United States principally through Capital One (Europe) plc (“COEP”), an indirect subsidiary of COBNA organized and located in the U.K., and through a branch of COBNA in Canada. COEP has authority, among other things, to provide credit card loans. Our branch of COBNA in Canada also has the authority to provide credit card loans.
	Our principal operations are currently organized for management reporting purposes into three 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. We provide details on our business segments, the integration of recent acquisitions into our business segments and the allocation methodologies and accounting policies used to derive our business segment results in “Note 13—Business Segments.”
	Basis of Presentation and Use of Estimates
	The accompanying consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP” ). The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported on the consolidated financial statements and related disclosures. These estimates are based on information available as of the date of the consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. Certain prior period amounts have been reclassified to conform to the current period presentation.
	Principles of Consolidation
	The consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a Variable Interest Entity (“VIE” ). All significant intercompany account balances and transactions have been eliminated.
	New Accounting Standards Adopted
	Accounting for Investments in Qualified Affordable Housing Projects
	In January 2014, the Financial Accounting Standard Board (“FASB”) issued guidance permitting an entity to account for Investments in Qualified Affordable Housing Projects using the proportional amortization method if certain criteria are met. The proportional amortization method amortizes the cost of the investment over the period in which the investor receives tax credits and other tax benefits, and the resulting amortization is recognized as a component of income tax expense attributable to continuing operations. Historically, these investments were under the equity method of accounting and the passive losses related to the investments were recognized within non-interest expense. We adopted this guidance in the first quarter of 2014 with retrospective application. As a result, total assets, total liabilities, and retained earnings were reduced by $115 million, $3 million and $112 million from $297.0 billion, $255.3 billion and $20.4 billion, respectively, as of December 31, 2013. In addition, net income was reduced by $9 million from $1.1 billion for the three months ended June 30, 2013 and by $19 million from $2.2 billion for the first six months ended June 30, 2013.
	During the second quarter and first six months of 2014, we recognized amortization of $72 million and $144 million, respectively and tax credits of $88 million and $178 million, respectively, associated with these investments within income taxes. The carrying value of our investments in these qualified affordable housing projects was $2.9 billion and $2.8 billion as of June 30, 2014 and December 31, 2013, respectively. We are periodically required to provide additional financial or other support during the period of the investments. We recorded a liability of $1.1 billion for the unfunded commitments as of June 30, 2014, which are expected to be paid during the years from 2014 to 2017.
	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 the 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 amounts of the obligations as well as other information about those obligations. The guidance is effective for annual and interim periods beginning after December 15, 2013. The adoption of this guidance in the first quarter of 2014 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Recently Issued but Not Yet Adopted Accounting Standards
	Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period
	In June 2014, the FASB issued guidance clarifying that a performance target contained within a share-based payment award that affects vesting and can be achieved after the requisite service period has been completed is to be accounted for as a performance condition. Accordingly, the grantor of such awards would recognize compensation cost in the period in which it becomes probable that the performance target will be achieved. The amount of the compensation cost recognized should represent the cost attributable to the requisite service period fulfilled. The guidance is effective for annual and interim periods beginning after December 15, 2015, with early adoption permitted. Entities may elect to adopt the guidance on either a prospective or modified retrospective basis. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Accounting for Repurchase Transactions
	In June 2014, the FASB issued guidance that requires repurchase-to-maturity transactions to be accounted for as secured borrowings rather than sales. New disclosures for certain transactions accounted for as secured borrowings and transfers accounted for as sales when the transferor retains substantially all of the exposure to the economic return on the transferred financial assets will also be required. We do not expect our adoption of the accounting guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice. The new disclosures will be provided beginning in the second quarter of 2015.
	Revenue from Contracts with Customers
	In May 2014, the FASB issued revised guidance for the recognition, measurement, and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. The guidance is effective for annual and interim periods beginning after December 15, 2016, with early adoption prohibited. Entities can elect to adopt the guidance either on a full or modified retrospective basis. Full retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the earliest comparative period presented. Modified retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the reporting period in which the entity first applies the new guidance. We are currently evaluating the guidance to identify which of our revenue streams are within its scope and determine which transition method we plan to elect. Accordingly, we cannot yet quantify the impact our adoption of this guidance will have in the first quarter of 2017.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity
	In April 2014, the FASB issued guidance changing the criteria for reporting discontinued operations. As a result of the change, only those disposals of components of an entity that represent a strategic shift that has, or will have, a major effect on an entity’s operations and financial results will be reported as discontinued operations. Expanded disclosures of discontinued operations and disposals of individually significant components of an entity that do not currently qualify for discontinued operations reporting will be required. The guidance is effective for disposals or classifications as held for sale of components of an entity that occur within annual and interim periods beginning after December 15, 2014, with early adoption permitted in certain circumstances. Our adoption of this guidance in the first quarter of 2015 will not impact what we currently report as discontinued operations due to the prospective transition provisions.
	Reclassification of Collateralized Mortgage Loan Upon Foreclosure
	In January 2014, the FASB issued guidance clarifying when an entity should reclassify a consumer mortgage loan collateralized by residential real estate to foreclosed property. Reclassification should occur when the creditor obtains legal title to the residential real estate property or when the borrower conveys all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. An entity should not wait until a redemption period, if any, has expired to reclassify a consumer mortgage loan to foreclosed property. The guidance is effective for annual and interim periods beginning after December 15, 2014, with early adoption permitted. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is materially consistent with our current practice.

Discontinued_Operations

Discontinued Operations	6 Months Ended
	Jun. 30, 2014
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, 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 six months ended June 30, 2014 and 2013. 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 our wholesale mortgage banking unit:
	Table 2.1: Results of Discontinued Operations
		Three Months Ended				Six Months Ended
		June 30,				June 30,
	(Dollars in millions)	2014		2013		2014		2013
	Non-interest income (expense), net	$	-15	$	-190	$	32	$	-315
	Income (loss) from discontinued operations before taxes		-15		-190		32		-315
	Income tax provision (benefit)		-5		-71		12		-118
	Income (loss) from discontinued operations	$	-10	$	-119	$	20	$	-197
	The discontinued mortgage origination operations of our wholesale mortgage banking unit had remaining assets of $352 million and $370 million as of June 30, 2014 and December 31, 2013, respectively. Liabilities, which primarily consisted of reserves for representations and warranties on loans previously sold to third parties, totaled $912 million and $960 million as of June 30, 2014 and December 31, 2013, respectively.

Investment_Securities

Investment Securities	6 Months Ended
	Jun. 30, 2014
Investments Debt And Equity Securities [Abstract]	'
Investment Securities	'
	NOTE 3—INVESTMENT SECURITIES
	Our investment portfolio consists 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 residential mortgage-backed securities (“RMBS”) and commercial mortgage-backed securities (“CMBS”); other asset-backed securities (“ABS”), and other investments. The U.S. government agencies include Federal National Mortgage Association (“Fannie Mae”), Federal Home Loan Mortgage Corporation (“Freddie Mac”) and Government National Mortgage Association (“Ginnie Mae”). 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 represents 79% and 77% of our total investment securities as of June 30, 2014 and December 31, 2013, respectively.
	Our investment portfolio includes securities available for sale and securities held to maturity. We classify securities as available for sale or held to maturity based on our investment strategy and management’s assessment of our intent and ability to hold the securities until maturity.
	The table below presents the overview of our investment portfolio at June 30, 2014 and December 31, 2013.
	Table 3.1 Overview of Investment Portfolio
	(Dollars in millions)		June 30, 2014		December 31, 2013
	Securities available for sale, at fair value		$	41,113	$	41,800
	Securities held to maturity, at carrying value			20,688		19,132
	Total investments		$	61,801	$	60,932
	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale at June 30, 2014 and December 31, 2013.
	Table 3.2 Investment Securities Available for Sale
			June 30, 2014
	(Dollars in millions)		Amortized		Gross		Gross		Fair
			Cost		Unrealized		Unrealized		Value
					Gains		Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	1,221	$	2	$	0	$	1,223
	U.S. Agency debt obligations			1		0		0		1
	Corporate debt securities guaranteed by U.S. government  agencies			1,120		1		-29		1,092
	Residential mortgage-backed securities (“RMBS”):
	Agency			21,779		309		-140		21,948
	Non-agency			3,077		512		-10		3,579
	Total RMBS			24,856		821		-150		25,527
	Commercial mortgage-backed securities (“CMBS”):
	Agency			4,041		32		-61		4,012
	Non-agency			1,803		28		-23		1,808
	Total CMBS			5,844		60		-84		5,820
	Other assets backed securities (“ABS”)(2)			5,972		65		-15		6,022
	Other securities(3)			1,433		16		-21		1,428
	Total investment securities available for sale		$	40,447	$	965	$	-299	$	41,113
			December 31, 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		$	831	$	2	$	0	$	833
	U.S. Agency debt obligations			1		0		0		1
	Corporate debt securities guaranteed by U.S. government agencies			1,282		1		-49		1,234
	RMBS:
	Agency			21,572		239		-332		21,479
	Non-agency			3,165		450		-15		3,600
	Total RMBS			24,737		689		-347		25,079
	CMBS:
	Agency			4,262		20		-84		4,198
	Non-agency			1,854		14		-60		1,808
	Total CMBS			6,116		34		-144		6,006
	Other ABS(2)			7,123		49		-36		7,136
	Other securities(3)			1,542		24		-55		1,511
	Total investment securities available for sale		$	41,632	$	799	$	-631	$	41,800
		-1	Includes $8 million and $12 million as of June 30, 2014 and December 31, 2013, respectively, attributable to securities for which OTTI has been recognized. Substantially all of this amount is related to non-agency RMBS.
		-2	ABS collateralized by credit card loans constituted approximately 65% of the other ABS portfolio both as of June 30, 2014, and December 31, 2013, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 13% and 15% of the other ABS portfolio as of June 30, 2014 and December 31, 2013, respectively. Approximately 89% of the securities in our other ABS portfolio were rated AAA or its equivalent as of June 30, 2014, compared with 87% as of December 31, 2013.
		-3	Includes foreign government/agency bonds, covered bonds, corporate securities, municipal securities and equity investments primarily related to activities under the Community Reinvestment Act (“CRA”).
	The table below presents the carrying value, gross unrealized gains and losses, and fair value of securities held to maturity at June 30, 2014 and December 31, 2013.
	Table 3.3 Investment Securities Held to Maturity
			June 30, 2014
	(Dollars in millions)		Amortized		Unrealized		Carrying		Gross		Gross		Fair
			Cost		Losses		Value		Unrealized		Unrealized		Value
					Recorded				Gains		Losses
					in AOCI(1)
	Agency RMBS		$	20,100	$	-1,248	$	18,852	$	649	$	-3	$	19,498
	Agency CMBS			1,962		-126		1,836		75		-4		1,907
	Total investment securities held to maturity		$	22,062	$	(1,374)	$	20,688	$	724	$	-7	$	21,405
			31-Dec-13
(Dollars in millions)		Amortized		Unrealized		Carrying		Gross		Gross		Fair
		Cost		Losses		Value		Unrealized		Unrealized		Value
				Recorded				Gains		Losses
				in AOCI(1)
Agency RMBS		$	18,746	$	-1,303	$	17,443	$	72	$	-30	$	17,485
Agency CMBS			1,821		-132		1,689		16		-5		1,700
Total investment securities held to maturity		$	20,567	$	(1,435)	$	19,132	$	88	$	-35	$	19,185
	-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.
Investment Securities in a Gross Unrealized Loss Position
The table below provides, by major security type, information about our securities available for sale in a gross unrealized loss position and the length of time that individual securities have been in a continuous unrealized loss position as of June 30, 2014 and December 31, 2013.
Table 3.4: Securities in Unrealized Loss Position
		June 30, 2014
		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:
Corporate debt securities guaranteed by U.S. government agencies		$	151	$	-2	$	838	$	-27	$	989	$	-29
RMBS:
Agency			3,224		-14		5,138		-127		8,362		-141
Non-agency			149		-2		231		-8		380		-10
Total RMBS			3,373		-16		5,369		-135		8,742		-151
CMBS:
Agency			572		-5		2,087		-56		2,659		-61
Non-agency			111		0		754		-23		865		-23
Total CMBS			683		-5		2,841		-79		3,524		-84
Other ABS			90		0		825		-14		915		-14
Other securities			115		0		718		-21		833		-21
Total investment securities available for sale in a gross unrealized loss position		$	4,412	$	-23	$	10,591	$	-276	$	15,003	$	-299
		December 31, 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:
Corporate debt securities guaranteed by U.S. government agencies		$	1,143	$	-47	$	46	$	-2	$	1,189	$	-49
RMBS:
Agency			9,769		-263		1,770		-69		11,539		-332
Non-agency			454		-10		56		-5		510		-15
Total RMBS			10,223		-273		1,826		-74		12,049		-347
CMBS:
Agency			2,842		-74		256		-10		3,098		-84
Non-agency			952		-43		183		-17		1,135		-60
Total CMBS			3,794		-117		439		-27		4,233		-144
Other ABS			2,528		-34		392		-2		2,920		-36
Other securities			1,149		-51		57		-4		1,206		-55
Total investment securities available for sale in a gross unrealized loss position		$	18,837	$	-522	$	2,760	$	-109	$	21,597	$	-631
As of June 30, 2014, the amortized cost of approximately 600 securities available for sale exceeded their fair value by $299 million, of which $276 million related to investment securities that had been in a loss position for 12 months or longer. Our investments in non-agency RMBS and CMBS, non-agency ABS, and other securities accounted for $68 million, or 23%, of total gross unrealized losses on securities available for sale as of June 30, 2014.
As of June 30, 2014, the carrying value of approximately 20 securities held to maturity exceeded their fair value by $7 million. Substantially all of these unrecognized losses relate to securities held to maturity that have been in a loss position for less than 12 months as of June 30, 2014.
Maturities and Yields of Investment Securities
The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of June 30, 2014:
Table 3.5: Contractual Maturities of Securities Available for Sale
		June 30, 2014
(Dollars in millions)		Amortized Cost		Fair Value
Due in 1 year or less		$	2,117	$	2,120
Due after 1 year through 5 years			5,033		5,059
Due after 5 years through 10 years			3,835		3,824
Due after 10 years(1)			29,462		30,110
Total		$	40,447	$	41,113
	(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
		30-Jun-14
(Dollars in millions)		Carrying Value		Fair Value
Due after 5 years through 10 years		$	1,140	$	1,207
Due after 10 years			19,548		20,198
Total		$	20,688	$	21,405
Because borrowers may have the right to call or prepay certain obligations, the expected maturities of our securities are likely to differ from the scheduled contractual maturities presented above. The table below summarizes, by major security type, the expected maturities and weighted average yields of our investment securities as of June 30, 2014.
Table 3.7: Expected Maturities and Weighted Average Yields of Securities
		June 30, 2014
(Dollars in millions)		Due in 1 Year		Due > 1 Year		Due > 5 Years		Due > 10		Total
		or Less		through		through		Years
				5 Years		10 Years
Fair value of securities available for sale:
U.S. Treasury debt obligations		$	656	$	567	$	0	$	0	$	1,223
U.S. Agency debt obligations			1		0		0		0		1
Corporate debt securities guaranteed by U.S. government agencies			0		207		872		13		1,092
RMBS:
Agency			193		9,888		11,867		0		21,948
Non-agency			21		940		1,998		620		3,579
Total RMBS			214		10,828		13,865		620		25,527
CMBS:
Agency			400		2,838		774		0		4,012
Non-agency			84		477		1,227		20		1,808
Total CMBS			484		3,315		2,001		20		5,820
Other ABS			1,949		3,375		601		97		6,022
Other securities			59		521		752		96		1,428
Total securities available for sale		$	3,363	$	18,813	$	18,091	$	846	$	41,113
Amortized cost of securities available for sale		$	3,361	$	18,579	$	17,788	$	719	$	40,447
Weighted average yield for securities available for sale(1)			1.12%		2.21%		3.08%		7.50%		2.59%
Carrying value of securities held to maturity:
Agency RMBS		$	0	$	109	$	15,530	$	3,213	$	18,852
Agency CMBS			0		396		1,364		76		1,836
Total securities held for maturity		$	0	$	505	$	16,894	$	3,289	$	20,688
Fair value of securities held to maturity		$	0	$	505	$	17,462	$	3,438	$	21,405
Weighted average yield for securities held to maturity(1)			0.00%		2.31%		2.73%		3.14%		2.79%
	(1)	Average yield is calculated based on the amortized cost of each security. Effective in the second quarter of 2014, we began reporting the effective yield for the investment securities. Prior to second quarter of 2014, we reported the purchase yield for the investment securities. The impact of this change on prior periods is not material.
Other-Than-Temporary Impairment
We evaluate all securities in an unrealized loss position at least on a quarterly basis, and more often as market conditions require, to assess whether the impairment is other-than-temporary. Our Other-Than-Temporary Impairment (“OTTI”) assessment is based on a discounted cash flow analysis which requires careful use of judgments and assumptions. A number of qualitative and quantitative criteria may be considered in our assessment as applicable, including the size and the nature of the portfolio; historical and projected performance such as prepayment, default and loss severity for the RMBS portfolio; recent credit events specific to the issuer and/or industry to which the issuer belongs; the payment structure of the security; external credit ratings of the issuer and any failure or delay of the issuer to make scheduled interest or principal payments; the value of underlying collateral; our intent and ability to hold the security for the long term; and current and projected market and macro-economic conditions.
For a debt security that has experienced a decline in the fair value below amortized cost basis, we recognize OTTI in earnings if we have the intent to sell the security, or if we believe it is more likely than not that we will be required to sell the security in the near term. For those securities that we do not intend to sell or expect to be required to sell, an analysis is performed to determine if any of the impairment is due to credit or whether it is due to other factors, such as interest rates. Credit-related impairment is recognized in earnings, with the remaining unrealized non-credit related impairment recorded in accumulated other comprehensive income (“AOCI”). We determine the credit component based on the difference between the security’s amortized cost basis and the present value of its expected cash flows, discounted based on the effective yield.
The table below presents the accumulative credit loss and activities for the three and six months ended June 30, 2014 and 2013, related to the credit component of OTTI recognized in earnings on debt securities:
Table 3.8 Credit Impairment Rollforward
		Three Months Ended				Six Months Ended
		June 30,				June 30,
(Dollars in millions)		2014		2013		2014		2013
Credit loss component, beginning of period		$	165	$	145	$	160	$	120
Additions:
Initial credit impairment			0		3		1		11
Subsequent credit impairment			1		1		5		18
Total additions			1		4		6		29
Reduction due to payoffs, disposals, transfers & other			-1		—		-1		—
Credit loss component, end of period		$	165	$	149	$	165	$	149
Gross unrealized losses on our investment securities have generally decreased since December 31, 2013. We believe the unrealized losses related to investment securities for which we have not recognized credit impairment are primarily attributable to changes in market interest rates. In addition, we do not intend to sell these securities with unrealized losses, and we believe it is not likely that we will be required to sell these securities prior to recovery of their amortized cost. Except for the securities reported in the table above for which credit losses have been recognized in earnings, we believe the securities with an unrealized loss in AOCI are not other than temporarily impaired as of June 30, 2014.
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 six months ended June 30, 2014 and 2013. 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. We did not sell any investment securities that are held to maturity.
Table 3.9: Realized Gains and Losses on Securities Available for Sale
		Three Months Ended				Six Months Ended
		June 30,				June 30,
(Dollars in millions)		2014		2013		2014		2013
Gross realized investment gains		$	2	$	3	$	34	$	6
Gross realized investment losses			-3		-2		-22		-3
Net realized gains (losses)		$	-1	$	1	$	12	$	3
Total proceeds from sales		$	583	$	600	$	3,559	$	1,320
Securities Pledged and Received
As part of our liquidity management strategy, we pledge securities to secure borrowings from counterparties including the Federal Home Loan Banks (“FHLB”) 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 $7.5 billion and $10.7 billion as of June 30, 2014 and December 31, 2013, respectively. We pledged securities held to maturity with a carrying value of $11.9 billion and $8.2 billion as of June 30, 2014 and December 31, 2013, respectively. Of the total securities pledged as collateral, we have encumbered $17.0 billion and $17.3 billion as of June 30, 2014 and December 31, 2013, respectively, primarily related to FHLB transactions and Public Fund deposits. We accepted pledges of securities with a fair value of $11 million and $53 million as of June 30, 2014 and December 31, 2013, respectively, primarily related to our derivative transactions.
Securities Acquired
Our investment portfolio includes certain acquired debt securities that were deemed to be credit impaired at acquisition date. These securities are accounted for in accordance with accounting guidance for purchased credit-impaired debt securities.
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 debt securities as of June 30, 2014 and December 31, 2013.
Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities
(Dollars in millions)		June 30, 2014		December 31, 2013
Contractual principal and interest		$	4,483	$	4,700
Carrying value			2,959		2,896
Amortized cost			2,425		2,432
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 3.11: Changes in Accretable Yield of Acquired Securities
(Dollars in millions)		Acquired
		Credit-Impaired
		Securities
Accretable yield as of December 31, 2012		$	1,512
Additions from new acquisitions			88
Accretion recognized in earnings			-247
Reduction due to payoffs, disposals, transfers & other			-2
Net reclassifications (to) from nonaccretable difference			72
Accretable yield as of December 31, 2013		$	1,423
Additions from new acquisitions			26
Accretion recognized in earnings			-122
Reduction due to payoffs, disposals, transfers & other			-2
Net reclassifications (to) from nonaccretable difference			22
Accretable yield as of June 30, 2014		$	1,347

Loans

Loans	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Loans	'
	NOTE 4—LOANS
	Loan Portfolio Composition
	Our total loan portfolio consists of loans held for investment, including restricted loans underlying our consolidated securitization trusts, and loans held for sale. Our loan portfolio, by segment, consists of credit card, consumer banking and commercial banking loans. Credit card loans consist of domestic and international credit card loans. Consumer banking loans consist of auto, home, and retail banking loans. Commercial banking loans consist of commercial and multifamily real estate, commercial and industrial, and small-ticket commercial real estate loans.
	Loans Acquired in Business Acquisitions
	Loans Acquired and Accounted for Based on Expected Cash Flows
	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 at the date of each acquisition.
	Acquired Loans accounted for based on expected cash flows to be collected was $26.0 billion as of June 30, 2014, compared with $28.6 billion as of December 31, 2013.
	We regularly update our estimate of the amount of expected principal and interest to be collected from these loans and evaluate the results for each accounting pool that was established at acquisition based on loans with common risk characteristics. Probable decreases in expected cash flows would trigger the recognition of a loan loss 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.
	Loans Acquired and Accounted for Based on Contractual Cash Flows
	The substantial majority of the loans purchased in the 2012 U.S. card acquisition had existing revolving privileges, therefore they were excluded from the Acquired Loans above and accounted for based on contractual cash flows at acquisition. After the acquisition date, these loans were accounted for using the same methodology utilized for our existing credit card portfolio prior to the 2012 U.S. card acquisition. See “Note 1—Summary of Significant Accounting Policies” in our 2013 Form 10-K for additional information on accounting guidance for these loans.
	Table 4.1 below presents the composition of our portfolio of loans held for investment, which includes restricted loans for securitization investors, as of June 30, 2014 and December 31, 2013.
	Table 4.1: Loan Portfolio Composition
	(Dollars in millions)		June 30, 2014		December 31, 2013
	Credit Card:
	Domestic credit card(1)		$	71,165	$	73,255
	International credit card			7,853		8,050
	Total credit card			79,018		81,305
	Consumer Banking:
	Auto			34,792		31,857
	Home loan			32,644		35,282
	Retail banking			3,626		3,623
	Total consumer banking			71,062		70,762
	Commercial Banking:(2)
	Commercial and multifamily real estate			22,040		20,750
	Commercial and industrial			25,402		23,309
	Total commercial lending			47,442		44,059
	Small-ticket commercial real estate			879		952
	Total commercial banking			48,321		45,011
	Other:
	Other loans			127		121
	Total loans		$	198,528	$	197,199
		-1	Includes installment loans related to domestic card loans of $205 million and $323 million as of June 30, 2014 and December 31, 2013, respectively.
		-2	Includes construction loans and land development loans totaling $2.1 billion and $2.0 billion as of June 30, 2014 and December 31, 2013, respectively.
	We had total loans held for sale of $709 million and $218 million as of June 30, 2014 and December 31, 2013, 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 loans represents another indicator of the potential for future credit losses. Accordingly, key metrics we track and use in evaluating the credit quality of our loan portfolio include delinquency and nonperforming loan rates, as well as charge-off rates and our internal risk ratings of larger balance commercial loans.
	The following table summarizes the payment status of our 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 portfolio segment, 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 June 30, 2014 and December 31, 2013.
	Table 4.2: Credit Quality
			June 30, 2014
	(Dollars in millions)		Current		30-59 Days		60-89 Days		> 90 Days		Total		Acquired		Total		> 90 Days		Non-
											Delinquent		Loans		Loans		and		performing
											Loans						Accruing(1)		Loans(1)
	Credit Card:
	Domestic credit card		$	69,115	$	691	$	439	$	883	$	2,013	$	37	$	71,165	$	883	$	0
	International credit card			7,523		131		75		124		330		0		7,853		81		81
	Total credit card			76,638		822		514		1,007		2,343		37		79,018		964		81
	Consumer Banking:
	Auto			32,634		1,411		594		151		2,156		2		34,792		0		151
	Home loan			6,643		44		24		219		287		25,714		32,644		0		351
	Retail banking			3,541		14		5		17		36		49		3,626		1		29
	Total consumer  banking			42,818		1,469		623		387		2,479		25,765		71,062		1		531
	Commercial Banking:
	Commercial and multifamily real estate			21,880		52		10		33		95		65		22,040		1		64
	Commercial and industrial			25,168		32		3		47		82		152		25,402		4		105
	Total commercial lending			47,048		84		13		80		177		217		47,442		5		169
	Small-ticket commercial real estate			867		2		2		8		12		0		879		0		12
	Total commercial banking			47,915		86		15		88		189		217		48,321		5		181
	Other:
	Other loans			111		3		2		11		16		0		127		0		16
	Total		$	167,482	$	2,380	$	1,154	$	1,493	$	5,027	$	26,019	$	198,528	$	970	$	809
	% of Total loans			84.36%		1.20%		0.58%		0.75%		2.53%		13.11%		100.00%		0.49%		0.41%
			31-Dec-13
	(Dollars in millions)		Current		30-59		60-89		> 90 Days		Total		Acquired		Total Loans		> 90 Days		Non-
Days					Days		Delinquent				Loans		and				performing
							Loans						Accruing(1)				Loans(1)
Credit Card:
Domestic credit card		$	70,678	$	778	$	549	$	1,187	$	2,514	$	63	$	73,255	$	1,187	$	0
International credit card			7,683		141		85		141		367		0		8,050		96		88
Total credit card			78,361		919		634		1,328		2,881		63		81,305		1,283		88
Consumer Banking:
Auto			29,477		1,519		662		194		2,375		5		31,857		0		194
Home loan			6,775		60		24		239		323		28,184		35,282		0		376
Retail banking			3,535		21		8		23		52		36		3,623		2		41
Total consumer banking			39,787		1,600		694		456		2,750		28,225		70,762		2		611
Commercial Banking:
Commercial and multifamily real estate			20,602		17		11		36		64		84		20,750		2		52
Commercial and  industrial			23,023		69		1		38		108		178		23,309		4		93
Total commercial lending			43,625		86		12		74		172		262		44,059		6		145
Small-ticket commercial  real estate .			941		8		2		1		11		0		952		0		4
Total commercial banking			44,566		94		14		75		183		262		45,011		6		149
Other:
Other loans			102		4		2		13		19		0		121		0		19
Total		$	162,816	$	2,617	$	1,344	$	1,872	$	5,833	$	28,550	$	197,199	$	1,291	$	867
% of Total loans			82.56%		1.33%		0.68%		0.95%		2.96%		14.48%		100.00%		0.65%		0.44%
	(1)	Nonperforming loans generally include loans that have been placed on nonaccrual status. 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 June 30, 2014 and December 31, 2013. We also present the delinquency rates of our credit card loan portfolio and comparative net charge-offs for the three and six months ended June 30, 2014 and 2013.
Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
		June 30, 2014
(Dollars in millions)		Loans		% of		Acquired		% of		Total		% of
				Total(1)		Loans		Total(1)				Total(1)
Domestic credit card:
California		$	7,784		9.90%	$	4		0.00%	$	7,788		9.90%
New York			5,114		6.5		4		0.0		5,118		6.5
Texas			4,874		6.2		3		0.0		4,877		6.2
Florida			4,251		5.4		2		0.0		4,253		5.4
Illinois			3,460		4.4		2		0.0		3,462		4.4
Pennsylvania			3,274		4.1		2		0.0		3,276		4.1
Ohio			2,820		3.6		2		0.0		2,822		3.6
New Jersey			2,630		3.3		1		0.0		2,631		3.3
Michigan			2,483		3.1		1		0.0		2,484		3.1
Other			34,438		43.5		16		0.1		34,454		43.6
Total domestic credit card			71,128		90.0		37		0.1		71,165		90.1
International credit card:
Canada			4,257		5.4		0		0.0		4,257		5.4
United Kingdom			3,596		4.5		0		0.0		3,596		4.5
Total international credit card			7,853		9.9		0		0.0		7,853		9.9
Total credit card		$	78,981		99.90%	$	37		0.10%	$	79,018		100.00%
		December 31, 2013
(Dollars in millions)		Loans		% of		Acquired		% of		Total		% of
				Total(1)		Loans		Total(1)				Total(1)
Domestic credit card:
California		$	7,934		9.80%	$	6		0.00%	$	7,940		9.80%
New York			5,271		6.5		6		0.0		5,277		6.5
Texas			4,989		6.1		4		0.0		4,993		6.1
Florida			4,321		5.3		4		0.0		4,325		5.3
Illinois			3,600		4.4		3		0.0		3,603		4.4
Pennsylvania			3,439		4.2		3		0.0		3,442		4.2
Ohio			2,963		3.6		2		0.0		2,965		3.6
New Jersey			2,734		3.4		2		0.0		2,736		3.4
Michigan			2,593		3.2		2		0.0		2,595		3.2
Other			35,348		43.5		31		0.1		35,379		43.6
Total domestic credit card			73,192		90.0		63		0.1		73,255		90.1
International credit card:
Canada			4,503		5.5		0		0.0		4,503		5.5
United Kingdom			3,547		4.4		0		0.0		3,547		4.4
Total international credit card			8,050		9.9		0		0.0		8,050		9.9
Total credit card		$	81,242		99.90%	$	63		0.10%	$	81,305		100.00%
		June 30, 2014				December 31, 2013
(Dollars in millions)		Total		% of Total(2)		Total		% of Total(2)
Selected credit metrics:
30+ day delinquencies		$	2,343		2.97%	$	2,881		3.54%
90+ day delinquencies			1,007		1.27		1,328		1.63
	-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	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 June 30,								Six Months Ended June 30,
		2014				2013				2014				2013
(Dollars in millions)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)
Net charge-offs:
Domestic credit card		$	610		3.52%	$	749		4.28%	$	1,310		3.77%	$	1,576		4.36%
International credit card			75		3.93		101		5.08		155		4.05		196		4.83
Total credit card		$	685		3.56	$	850		4.36	$	1,465		3.79	$	1,772		4.41
	-1	Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
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. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio, excluding Acquired Loans’ impact, as of June 30, 2014 and December 31, 2013, and net charge-offs for the three and six months ended June 30, 2014 and 2013.
Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
		June 30, 2014
		Loans				Acquired Loans				Total
(Dollars in millions)		Loans		% of		Loans		% of		Loans		% of
				Total(1)				Total(1)				Total(1)
Auto:
Texas		$	5,015		7.10%	$	0		0.00%	$	5,015		7.10%
California			3,735		5.3		0		0.0		3,735		5.3
Florida			2,359		3.3		0		0.0		2,359		3.3
Georgia			1,882		2.6		0		0.0		1,882		2.6
Louisiana			1,729		2.4		0		0.0		1,729		2.4
Illinois			1,463		2.1		0		0.0		1,463		2.1
Ohio			1,421		2.0		0		0.0		1,421		2.0
Other			17,186		24.2		2		0.0		17,188		24.2
Total auto			34,790		49.0		2		0.0		34,792		49.0
Home loan:
California			978		1.4		6,568		9.2		7,546		10.6
New York			1,434		2.0		1,169		1.7		2,603		3.7
Illinois			86		0.1		1,980		2.8		2,066		2.9
Maryland			432		0.6		1,385		2.0		1,817		2.6
New Jersey			354		0.5		1,308		1.8		1,662		2.3
Virginia			369		0.5		1,260		1.8		1,629		2.3
Florida			170		0.2		1,342		1.9		1,512		2.1
Other			3,107		4.4		10,702		15.0		13,809		19.4
Total home loan			6,930		9.7		25,714		36.2		32,644		45.9
Retail banking:
Louisiana			1,178		1.6		0		0.0		1,178		1.6
New York			872		1.2		0		0.0		872		1.2
Texas			760		1.1		0		0.0		760		1.1
New Jersey			261		0.3		0		0.0		261		0.3
Maryland			139		0.2		21		0.1		160		0.3
Virginia			107		0.2		19		0.0		126		0.2
California			42		0.1		0		0.0		42		0.1
Other			218		0.3		9		0.0		227		0.3
Total retail banking			3,577		5.0		49		0.1		3,626		5.1
Total consumer banking		$	45,297		63.7%	$	25,765		36.3%	$	71,062		100.0%
		June 30, 2014
		Auto				Home Loan				Retail Banking				Total Consumer
														Banking
(Dollars in millions)		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted
				Rate(2)				Rate(2)				Rate(2)				Rate(2)
Credit performance:
30+ day delinquencies		$	2,156		6.20%	$	287		4.14%	$	36		1.00%	$	2,479		5.47%
90+ day delinquencies			151		0.43		219		3.16		17		0.48		387		0.85
Nonperforming loans			151		0.43		351		5.06		29		0.80		531		1.17
		December 31, 2013
		Loans				Acquired Loans				Total
(Dollars in millions)		Loans		% of		Loans		% of		Loans		% of
				Total(1)				Total(1)				Total(1)
Auto:
Texas		$	4,736		6.70%	$	0		0.00%	$	4,736		6.70%
California			3,297		4.7		0		0.0		3,297		4.7
Florida			2,076		2.9		0		0.0		2,076		2.9
Georgia			1,709		2.4		0		0.0		1,709		2.4
Louisiana			1,677		2.4		0		0.0		1,677		2.4
Illinois			1,291		1.8		0		0.0		1,291		1.8
Ohio			1,267		1.8		0		0.0		1,267		1.8
Other			15,799		22.3		5		0.0		15,804		22.3
Total auto			31,852		45.0		5		0.0		31,857		45.0
Home loan:
California			1,010		1.5		7,153		10.1		8,163		11.6
New York			1,502		2.1		1,265		1.8		2,767		3.9
Illinois			88		0.1		2,183		3.1		2,271		3.2
Maryland			418		0.6		1,495		2.1		1,913		2.7
New Jersey			362		0.5		1,409		2.0		1,771		2.5
Virginia			351		0.5		1,367		1.9		1,718		2.4
Florida			177		0.3		1,477		2.1		1,654		2.4
Other			3,190		4.5		11,835		16.7		15,025		21.2
Total home loan			7,098		10.1		28,184		39.8		35,282		49.9
Retail banking:
Louisiana			1,234		1.7		0		0.0		1,234		1.7
New York			859		1.2		0		0.0		859		1.2
Texas			772		1.1		0		0.0		772		1.1
New Jersey			280		0.4		0		0.0		280		0.4
Maryland			125		0.1		17		0.1		142		0.2
Virginia			96		0.1		12		0.0		108		0.1
California			37		0.1		0		0.0		37		0.1
Other			184		0.3		7		0.0		191		0.3
Total retail banking			3,587		5.0		36		0.1		3,623		5.1
Total consumer banking		$	42,537		60.1	$	28,225		39.9%	$	70,762		100.0%
		December 31, 2013
		Auto				Home Loan				Retail Banking				Total Consumer
														Banking
(Dollars in millions)		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted
				Rate(2)				Rate(2)				Rate(2)				Rate(2)
Credit performance:
30+ day delinquencies		$	2,375		7.46%	$	323		4.55%	$	52		1.46%	$	2,750		6.47%
90+ day delinquencies			194		0.61		239		3.37		23		0.66		456		1.07
Nonperforming loans			194		0.61		376		5.29		41		1.15		611		1.44
	-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.
Table 4.6: Consumer Banking: Net Charge-offs
		Three Months Ended June 30,								Six Months Ended June 30,
		2014				2013				2014				2013
(Dollars in millions)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)
Net charge-offs:
Auto		$	111		1.31%	$	92		1.28%	$	245		1.48%	$	214		1.52%
Home loan			5		0.05		4		0.03		10		0.06		8		0.04
Retail banking			6		0.70		14		1.50		15		0.82		31		1.68
Total consumer banking		$	122		0.69	$	110		0.60	$	270		0.76	$	253		0.69
	-1	Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
Home Loan
Our home loans portfolio consists of both first-lien and second-lien residential mortgage loans. In evaluating the credit quality and risk of our home loans portfolio, we continually monitor a variety of mortgage loan characteristics that may affect the default experience on our overall home loans 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. The following table presents the distribution of our home loans portfolio as of June 30, 2014 and December 31, 2013, based on selected key risk characteristics.
Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
		30-Jun-14
		Loans				Acquired Loans				Total Home Loans
(Dollars in millions)		Amount		% of		Amount		% of		Amount		% of
				Total(1)				Total(1)				Total(1)
Origination year:(2)
< =005		$	2,638		8.10%	$	3,774		11.60%	$	6,412		19.70%
2006			483		1.5		2,402		7.3		2,885		8.8
2007			340		1.0		5,058		15.5		5,398		16.5
2008			198		0.6		3,850		11.8		4,048		12.4
2009			114		0.3		2,284		7.0		2,398		7.3
2010			126		0.4		3,612		11.1		3,738		11.5
2011			239		0.7		4,015		12.3		4,254		13.0
2012			1,774		5.5		609		1.8		2,383		7.3
2013			689		2.1		89		0.3		778		2.4
2014			329		1.0		21		0.1		350		1.1
Total		$	6,930		21.20%	$	25,714		78.80%	$	32,644		100.00%
Geographic concentration:(3)
California		$	978		3.00%	$	6,568		20.10%	$	7,546		23.10%
New York			1,434		4.4		1,169		3.6		2,603		8.0
Illinois			86		0.2		1,980		6.1		2,066		6.3
Maryland			432		1.3		1,385		4.3		1,817		5.6
New Jersey			354		1.1		1,308		4.0		1,662		5.1
Virginia			369		1.1		1,260		3.9		1,629		5.0
Florida			170		0.5		1,342		4.1		1,512		4.6
Arizona			90		0.3		1,319		4.0		1,409		4.3
Washington			98		0.3		1,177		3.6		1,275		3.9
Louisiana			1,230		3.8		43		0.1		1,273		3.9
Other			1,689		5.2		8,163		25.0		9,852		30.2
Total		$	6,930		21.20%	$	25,714		78.80%	$	32,644		100.00%
Lien type:
1st lien		$	5,880		18.00%	$	25,327		77.60%	$	31,207		95.60%
2nd lien			1,050		3.2		387		1.2		1,437		4.4
Total		$	6,930		21.20%	$	25,714		78.80%	$	32,644		100.00%
Interest rate type:
Fixed rate		$	2,473		7.60%	$	3,159		9.70%	$	5,632		17.30%
Adjustable rate			4,457		13.6		22,555		69.1		27,012		82.7
Total		$	6,930		21.2%	$	25,714		78.8%	$	32,644		100.0%
		December 31, 2013
		Loans				Acquired Loans				Total Home Loans
(Dollars in millions)		Amount		% of		Amount		% of		Amount		% of
				Total(1)				Total(1)				Total(1)
Origination year:(2)
< =005		$	2,868		8.10%	$	4,025		11.40%	$	6,893		19.50%
2006			521		1.5		2,465		7.0		2,986		8.5
2007			363		1.0		5,276		14.9		5,639		15.9
2008			212		0.6		4,084		11.6		4,296		12.2
2009			129		0.4		2,531		7.2		2,660		7.6
2010			142		0.4		4,251		12.1		4,393		12.5
2011			259		0.7		4,655		13.2		4,914		13.9
2012			1,918		5.4		805		2.3		2,723		7.7
2013			686		2.0		92		0.2		778		2.2
Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
Geographic concentration:(3)
California		$	1,010		2.90%	$	7,153		20.30%	$	8,163		23.20%
New York			1,502		4.2		1,265		3.6		2,767		7.8
Illinois			88		0.2		2,183		6.2		2,271		6.4
Maryland			418		1.2		1,495		4.2		1,913		5.4
New Jersey			362		1.0		1,409		4.0		1,771		5.0
Virginia			351		1.0		1,367		3.9		1,718		4.9
Florida			177		0.5		1,477		4.2		1,654		4.7
Arizona			91		0.3		1,439		4.1		1,530		4.4
Washington			100		0.3		1,302		3.7		1,402		4.0
Louisiana			1,282		3.6		47		0.1		1,329		3.7
Other			1,717		4.9		9,047		25.6		10,764		30.5
Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
Lien type:
1st lien		$	6,020		17.10%	$	27,768		78.70%	$	33,788		95.80%
2nd lien			1,078		3.0		416		1.2		1,494		4.2
Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
Interest rate type:
Fixed rate		$	2,478		7.00%	$	3,434		9.70%	$	5,912		16.70%
Adjustable rate			4,620		13.1		24,750		70.2		29,370		83.3
Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
	-1	Percentages within each risk category are calculated based on total home loans held for investment.
	-2	The Acquired Loans origination balances in the years subsequent to 2012 are related to refinancing of previously acquired home loans.
	-3	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 loan and lease losses 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 June 30, 2014 and December 31, 2013.
Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
		30-Jun-14
(Dollars in millions)		Commercial		% of		Commercial		% of		Small-ticket		% of		Total		% of
		and		Total(1)		and		Total(1)		Commercial		Total(1)		Commercial		Total(1)
		Multifamily				Industrial				Real Estate				Banking
		Real Estate
Geographic concentration:(2)
Loans:
Northeast		$	14,833		67.30%	$	6,206		24.40%	$	542		61.70%	$	21,581		44.70%
Mid-Atlantic			2,275		10.3		1,673		6.6		31		3.5		3,979		8.2
South			3,019		13.7		11,768		46.3		55		6.2		14,842		30.8
Other			1,848		8.4		5,603		22.1		251		28.6		7,702		15.9
Loans			21,975		99.7		25,250		99.4		879		100.0		48,104		99.6
Acquired Loans			65		0.3		152		0.6		0		0.0		217		0.4
Total		$	22,040		100.00%	$	25,402		100.00%	$	879		100.00%	$	48,321		100.00%
Internal risk rating:(3)
Loans:
Noncriticized		$	21,568		97.80%	$	24,255		95.50%	$	866		98.50%	$	46,689		96.60%
Criticized performing			343		1.6		890		3.5		1		0.1		1,234		2.6
Criticized nonperforming			64		0.3		105		0.4		12		1.4		181		0.4
Loans			21,975		99.7		25,250		99.4		879		100.0		48,104		99.6
Acquired Loans:
Noncriticized			58		0.3		134		0.5		0		0.0		192		0.4
Criticized performing			7		0.0		18		0.1		0		0.0		25		0.0
Acquired Loans			65		0.3		152		0.6		0		0.0		217		0.4
Total		$	22,040		100.00%	$	25,402		100.00%	$	879		100.00%	$	48,321		100.00%
		December 31, 2013
(Dollars in millions)		Commercial		% of		Commercial		% of		Small-ticket		% of		Total		% of
		and		Total(1)		and		Total(1)		Commercial		Total(1)		Commercial		Total(1)
		Multifamily				Industrial				Real Estate				Banking
		Real Estate
Geographic concentration:(2)
Loans:
Northeast		$	14,543		70.10%	$	5,800		24.90%	$	582		61.30%	$	20,925		46.40%
Mid-Atlantic			2,130		10.3		1,432		6.1		33		3.4		3,595		8.0
South			2,539		12.2		10,940		46.9		58		6.0		13,537		30.1
Other			1,454		7.0		4,959		21.3		279		29.3		6,692		14.9
Loans			20,666		99.6		23,131		99.2		952		100.0		44,749		99.4
Acquired Loans			84		0.4		178		0.8		0		0.0		262		0.6
Total		$	20,750		100.00%	$	23,309		100.00%	$	952		100.00%	$	45,011		100.0%
Internal risk rating:(3)
Loans:
Noncriticized		$	20,204		97.40%	$	22,448		96.30%	$	941		98.90%	$	43,593		96.90%
Criticized performing			409		2.0		590		2.5		8		0.8		1,007		2.2
Criticized nonperforming			53		0.2		93		0.4		3		0.3		149		0.3
Loans			20,666		99.6		23,131		99.2		952		100.0		44,749		99.4
Acquired Loans:
Noncriticized			72		0.3		158		0.7		0		0.0		230		0.5
Criticized performing			12		0.1		20		0.1		0		0.0		32		0.1
Acquired Loans			84		0.4		178		0.8		0		0.0		262		0.6
Total		$	20,750		100.0%	$	23,309		100.0%	$	952		100.0%	$	45,011		100.00%
	-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.
Impaired Loans
The following table presents information about our impaired loans, excluding Acquired Loans’ impact, which are reported separately as of June 30, 2014 and December 31, 2013, and for the three and six months ended June 30, 2014 and 2013:
Table 4.9: Impaired Loans(1)
		June 30, 2014
(Dollars in millions)		With an		Without		Total		Related		Net		Unpaid
		Allowance		an		Recorded		Allowance		Recorded		Principal
				Allowance		Investment				Investment		Balance
Credit Card:
Domestic credit card		$	563	$	0	$	563	$	136	$	427	$	549
International credit card			165		0		165		87		78		158
Total credit card(2)			728		0		728		223		505		707
Consumer Banking:
Auto(3)			185		190		375		17		358		617
Home loan			240		164		404		18		386		531
Retail banking			53		15		68		7		61		73
Total consumer banking			478		369		847		42		805		1,221
Commercial Banking:
Commercial and multifamily real estate			169		32		201		22		179		225
Commercial and industrial			117		65		182		10		172		208
Total commercial lending			286		97		383		32		351		433
Small-ticket commercial real estate			4		9		13		0		13		18
Total commercial banking			290		106		396		32		364		451
Total		$	1,496	$	475	$	1,971	$	297	$	1,674	$	2,379
		Three Months Ended				Six Months Ended
		June 30, 2014				June 30, 2014
(Dollars in millions)		Average		Interest		Average		Interest
		Recorded		Income		Recorded		Income
		Investment		Recognized		Investment		Recognized
Credit Card:
Domestic credit card		$	573	$	15	$	585	$	30
International credit card			165		3		167		6
Total credit card(2)			738		18		752		36
Consumer Banking:
Auto(3)			373		17		367		34
Home loan			408		2		404		3
Retail banking			77		0		81		1
Total consumer banking			858		19		852		38
Commercial Banking:
Commercial and multifamily real estate			200		1		180		3
Commercial and industrial			178		1		180		2
Total commercial lending			378		2		360		5
Small-ticket commercial real estate			11		0		9		0
Total commercial banking			389		2		369		5
Total		$	1,985	$	39	$	1,973	$	79
		December 31, 2013
(Dollars in millions)		With an		Without		Total		Related		Net		Unpaid
		Allowance		an		Recorded		Allowance		Recorded		Principal
				Allowance		Investment				Investment		Balance
Credit Card:
Domestic credit card		$	609	$	0	$	609	$	154	$	455	$	593
International credit card			171		0		171		107		64		164
Total credit card(2)			780		0		780		261		519		757
Consumer Banking:
Auto(3)			169		186		355		16		340		590
Home loan			244		150		394		18		375		561
Retail banking			46		40		86		10		76		105
Total consumer banking			459		376		835		44		791		1,256
Commercial Banking:
Commercial and multifamily real estate			89		49		138		13		125		162
Commercial and industrial			94		91		185		12		173		220
Total commercial lending			183		140		323		25		298		382
Small-ticket commercial real estate			2		4		6		0		6		7
Total commercial banking			185		144		329		25		304		389
Total		$	1,424	$	520	$	1,944	$	330	$	1,614	$	2,402
		Three Months Ended				Six Months Ended
		June 30, 2013				June 30, 2013
(Dollars in millions)		Average		Interest		Average		Interest
		Recorded		Income		Recorded		Income
		Investment		Recognized		Investment		Recognized
Credit Card:
Domestic credit card		$	649	$	16	$	667	$	33
International credit card			173		3		170		6
Total credit card(2)			822		19		837		39
Consumer Banking:
Auto(3)			327		15		327		30
Home loan			188		2		172		4
Retail banking			94		0		95		1
Total consumer banking			609		17		594		35
Commercial Banking:
Commercial and multifamily real estate			239		2		259		3
Commercial and industrial			230		1		234		2
Total commercial lending			469		3		493		5
Small-ticket commercial real estate			16		0		20		0
Total commercial banking			485		3		513		5
Total		$	1,916	$	39	$	1,944	$	79
	-1	Impaired loans above include TDRs, all commercial NPL’s, and home loans NPL’s with a specific impairment.
	(2)	Credit card loans include finance charges and fees.
	-3	Although auto loans from loan recovery inventory are not reported in our loans held for investment, they are included as impaired loans above since they are reported as TDRs.
Troubled debt restructuring (TDR) loans accounted for $1.7 billion of impaired loans as of both June 30, 2014 and December 31, 2013. Consumer TDR loans classified as performing totaled $1.0 billion and $1.1 billion as of June 30, 2014 and December 31, 2013, respectively. Commercial TDR loans classified as performing totaled $214 million and $180 million as of June 30, 2014 and December 31, 2013, 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 June 30, 2014
				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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
										(Months)(6)
Credit Card:
Domestic credit card		$	64		100%		11.54%		0%		0		0%	$	0
International credit card			38		100		25.46		0		0		0		0
Total credit card			102		100		16.83		0		0		0		0
Consumer Banking:
Auto			69		32		1.45		58		9		41		25
Home loan			11		38		2.32		33		164		4		0
Retail banking			2		5		7.57		95		10		0		0
Total consumer banking			82		32		1.62		56		22		34		25
Commercial Banking:
Commercial and multifamily real estate			4		0		0.00		0		0		100		2
Commercial and industrial			12		0		0.00		57		11		0		0
Total commercial lending			16		0		0.00		42		11		26		2
Small-ticket commercial real estate			1		0		0.00		0		0		0		0
Total commercial banking			17		0		0.00		39		11		24		2
Total		$	201		64		13.73		26		20		16	$	27
				Six Months Ended June 30, 2014
				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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
										(Months)(6)
Credit Card:
Domestic credit card		$	131		100%		11.52%		0%		0		0%	$	0
International credit card			81		100		25.33		0		0		0		0
Total credit card			212		100		16.83		0		0		0		0
Consumer Banking:
Auto			146		36		1.02		63		9		36		47
Home loan			19		30		2.04		32		153		8		1
Retail banking			8		7		5.07		71		7		0		0
Total consumer banking			173		34		1.16		60		18		31		48
Commercial Banking:
Commercial and multifamily real estate			66		31		1.28		94		8		6		2
Commercial and industrial			13		0		0.00		58		11		0		0
Total commercial lending			79		26		1.10		88		9		5		2
Small-ticket commercial real estate			1		0		0.00		0		0		0		0
Total commercial banking			80		26		1.08		87		9		5		2
Total		$	465		63		12.55		37		14		13	$	50
				Three Months Ended June 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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
										(Months)(6)
Credit Card:
Domestic credit card		$	78		100%		12.23%		0%		0		0%	$	0
International credit card			47		100		24.92		0		0		0		0
Total credit card			125		100		17.05		0		0		0		0
Consumer Banking:
Auto			61		29		1.71		52		8		47		25
Home loan			57		12		2.77		5		101		24		2
Retail banking			13		6		3.90		65		8		0		0
Total consumer banking			131		19		2.07		33		15		32		27
Commercial Banking:
Commercial and multifamily real estate			15		0		0.00		75		7		0		0
Commercial and industrial			15		0		0.00		34		5		2		0
Total commercial lending			30		0		0.00		55		6		1		0
Small-ticket commercial real estate			0		0		0.00		0		0		0		0
Total commercial banking			30		0		0.00		55		6		1		0
Total		$	286		52		14.56		21		12		15	$	27
				Six Months Ended June 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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
										(Months)(6)
Credit Card:
Domestic credit card		$	154		100%		12.25%		0%		0		0%	$	0
International credit card			98		100		24.72		0		0		0		0
Total credit card			252		100		17.11		0		0		0		0
Consumer Banking:
Auto			123		30		1.83		54		8		45		50
Home loan			68		20		2.80		12		122		23		3
Retail banking			19		5		3.56		61		8		0		0
Total consumer banking			210		25		2.11		41		19		34		53
Commercial Banking:
Commercial and multifamily real estate			32		0		0.00		88		7		0		0
Commercial and industrial			16		0		0.00		38		5		1		0
Total commercial lending			48		0		0.00		71		7		0		0
Small-ticket commercial real estate			1		0		0.00		0		0		0		0
Total commercial banking			49		0		0.00		70		7		0		0
Total		$	511		60		14.55		24		16		14	$	53
	-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	Represents percentage of loans modified and accounted for as a TDR during the period that were granted a reduced interest rate.
	-3	Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types.
	-4	Represents weighted average interest rate reduction for those loans that received an interest rate concession.
	-5	Represents percentage of loans modified and accounted for as a TDR during the period that were granted a maturity date extension.
	-6	Represents weighted average change in maturity date for those loans that received a maturity date extension.
	-7	Represents 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.
	-8	Total amount represents the gross balance forgiven. For loans modified in bankruptcy, the gross balance reduction represents collateral value write downs associated with the discharge of the borrower’s obligations.
TDR—Subsequent Defaults of Completed TDR Modifications
The following table presents the type, number and amount of loans accounted for as TDRs that experienced a default during the period and had completed a modification event in the twelve months prior to the default. A default occurs if the loan is either 90 days or more delinquent, has been charged-off as of the end of the period presented, or has been reclassified from accrual to nonaccrual status.
Table 4.11: TDR—Subsequent Defaults
		Three Months Ended				Six Months Ended
		June 30, 2014				June 30, 2014
(Dollars in millions)		Number of		Total		Number of		Total
		Contracts		Loans		Contracts		Loans
Credit Card:
Domestic credit card			9,559	$	15		20,620	$	31
International credit card(1)			9,883		30		20,404		60
Total credit card			19,442		45		41,024		91
Consumer Banking:
Auto			1,651		18		2,973		31
Home loan			4		0		10		2
Retail banking			15		2		40		9
Total consumer banking			1,670		20		3,023		42
Commercial Banking:
Commercial and multifamily real estate			1		0		4		6
Commercial and industrial			1		1		2		1
Total commercial lending			2		1		6		7
Small-ticket commercial real estate			2		1		8		3
Total commercial banking			4		2		14		10
Total			21,116	$	67		44,061	$	143
		Three Months Ended				Six Months Ended
		June 30, 2013				June 30, 2013
(Dollars in millions)		Number of		Total		Number of		Total
		Contracts		Loans		Contracts		Loans
Credit Card:
Domestic credit card			8,042	$	16		18,843	$	37
International credit card(1)			11,935		34		23,128		68
Total credit card			19,977		50		41,971		105
Consumer Banking:
Auto			2,193		16		4,857		32
Home loan			7		0		18		1
Retail banking			24		1		58		2
Total consumer banking			2,224		17		4,933		35
Commercial Banking:
Commercial and multifamily real estate			6		9		7		11
Commercial and industrial			0		1		7		8
Total commercial lending			6		10		14		19
Small-ticket commercial real estate			1		0		1		0
Total commercial banking			7		10		15		19
Total			22,208	$	77		46,919	$	159
	(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.
Acquired Loans Accounted for Based on Expected Cash Flows
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 June 30, 2014 and December 31, 2013. The table displays separately loans considered credit-impaired at acquisition and loans not considered credit-impaired at acquisition.
Table 4.12: Acquired Loans Accounted for Based on Expected Cash Flows
		June 30, 2014						December 31, 2013
(Dollars in millions)		Total		Impaired		Non-		Total		Impaired		Non-
				Loans		Impaired				Loans		Impaired
						Loans						Loans
Contractual balance		$	27,981	$	4,659	$	23,322	$	30,565	$	5,016	$	25,549
Carrying value(1)			26,044		3,058		22,986		28,580		3,285		25,295
	-1	Includes $32 million and $38 million of allowance for loan and lease losses for these loans as of June 30, 2014 and December 31, 2013, respectively.
Changes in Accretable Yield
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, 2012		$	6,208	$	1,899	$	4,309
Accretion recognized in earnings			-1,182		-427		-755
Reclassifications from nonaccretable difference for loans with improving cash flows(1)			1,005		629		376
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows(2)			389		13		376
Accretable yield as of December 31, 2013		$	6,420	$	2,114	$	4,306
Accretion recognized in earnings			-552		-207		-345
Reclassifications from nonaccretable difference for loans with improving cash flows(1)			96		82		14
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows(2)			-304		-274		-30
Accretable yield as of June 30, 2014		$	5,660	$	1,715	$	3,945
	-1	Represents increases in accretable yields for those pools that are driven primarily by improved credit performance.
	-2	Represents changes in accretable yields for those pools 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 $285.8 billion and $276.7 billion as of June 30, 2014 and December 31, 2013, 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 (“LTV”) ratios are the same as those for funded transactions and are established based on management’s credit assessment of the customer. These commitments may expire without being drawn upon; therefore, the total commitment amount does not necessarily represent future funding requirements. The outstanding unfunded commitments to extend credit, other than credit card lines, were approximately $22.8 billion and $20.9 billion as of June 30, 2014 and December 31, 2013, respectively.

Allowance_for_Loan_and_Lease_L

Allowance for Loan and Lease Losses	6 Months Ended
	Jun. 30, 2014
Text Block [Abstract]	'
Allowance for Loan and Lease Losses	'
	NOTE 5—ALLOWANCE FOR LOAN AND LEASE LOSSES
	Our allowance for loan and lease losses represents management’s best estimate of incurred loan and lease losses inherent in our held for investment portfolio as of each balance sheet date. In addition to the allowance for loan and lease losses, we also estimate probable losses related to unfunded lending commitments, such as letters of credit, financial guarantees, and binding unfunded loan commitments. The provision for 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.
	See “Note 1—Summary of Significant Accounting Policies” of our 2013 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 for loan and lease losses and subsequent recoveries are included. The table below summarizes changes in the allowance for loan and lease losses, by portfolio segment, for the three and six months ended June 30, 2014 and 2013:
	Table 5.1: Allowance for Loan and Lease Losses
	(Dollars in millions)		Three Months Ended June 30, 2014
			Credit		Consumer Banking								Commercial		Other(1)		Total		Unfunded		Combined
			Card										Banking				Allowance		Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
					Auto		Home		Retail		Total										Reserve
							Loan		Banking		Consumer
											Banking
	Balance as of March 31, 2014		$	2,984	$	608	$	72	$	64	$	744	$	362	$	8	$	4,098	$	99	$	4,197
	Provision for credit losses			549		145		0		(2)		143		9		0		701		3		704
	Charge-offs			(995)		(183)		(8)		(14)		(205)		(8)		(4)		(1,212)		0		(1,212)
	Recoveries			310		72		3		8		83		5		2		400		0		400
	Net charge-offs			(685)		(111)		(5)		(6)		-122		(3)		(2)		(812)		0		(812)
	Other changes(2)			10		0		0		0		0		0		1		11		0		11
	Balance as of June 30, 2014		$	2,858	$	642	$	67	$	56	$	765	$	368	$	7	$	3,998	$	102	$	4,100
	Six Months Ended June 30, 2014
					Consumer Banking														Unfunded		Combined
																			Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
	(Dollars in millions)		Credit		Auto		Home		Retail		Total		Commercial		Other(1)		Total				Reserve
			Card				Loan		Banking		Consumer		Banking				Allowance
											Banking
	Balance as of December 31, 2013		$	3,214	$	606	$	83	$	63	$	752	$	338	$	11	$	4,315	$	87	$	4,402
	Provision for credit losses			1,107		281		(6)		8		283		37		(3)		1,424		15		1,439
	Charge-offs			(2,090)		(388)		(19)		(29)		(436)		(15)		(6)		(2,547)		0		(2,547)
	Recoveries			625		143		9		14		166		8		5		804		0		804
	Net charge-offs			(1,465)		(245)		(10)		(15)		(270)		(7)		(1)		(1,743)		0		(1,743)
	Other changes(2)			2		0		0		0		0		0		0		2		0		2
	Balance as of June 30, 2014		$	2,858	$	642	$	67	$	56	$	765	$	368	$	7	$	3,998	$	102	$	4,100
	Three Months Ended June 30, 2013
					Consumer Banking														Unfunded		Combined
																			Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
	(Dollars in millions)		Credit		Auto		Home		Retail		Total		Commercial		Other(1)		Total				Reserve
			Card				Loan		Banking		Consumer		Banking				Allowance
											Banking
	Balance as of March 31, 2013		$	3,494	$	528	$	103	$	112	$	743	$	342	$	27	$	4,606	$	85	$	4,691
	Provision for credit losses			713		101		(20)		(12)		69		1		(5)		778		(16)		762
	Charge-offs			(1,181)		(153)		(5)		(19)		(177)		(14)		(7)		(1,379)		0		(1,379)
	Recoveries			331		61		1		5		67		10		2		410		0		410
	Net charge-offs			(850)		(92)		(4)		(14)		(110)		(4)		(5)		(969)		0		(969)
	Other change(2)			(8)		0		0		0		0		(1)		1		(8)		0		(8)
	Balance as of June 30, 2013		$	3,349	$	537	$	79	$	86	$	702	$	338	$	18	$	4,407	$	69	$	4,476
			Six Months Ended June 30, 2013
					Consumer Banking														Unfunded		Combined
																			Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
	(Dollars in millions)		Credit		Auto		Home		Retail		Total		Commercial		Other(1)		Total				Reserve
			Card				Loan		Banking		Consumer		Banking				Allowance
											Banking
	Balance as of December 31, 2012		$	3,979	$	486	$	113	$	112	$	711	$	433	$	33	$	5,156	$	35	$	5,191
	Provision for credit losses			1,456		265		(26)		5		244		(84)		(3)		1,613		34		1,647
	Charge-offs			-2,443		(335)		(12)		(44)		(391)		(26)		(15)		(2,875)		0		(2,875)
	Recoveries			671		121		4		13		138		15		3		827		0		827
Net charge-offs			(1,772)		(214)		(8)		(31)		(253)		(11)		(12)		(2,048)		0		(2,048)
Other changes(2)			(314)		0		0		0		0		0		0		(314)		0		(314)
Balance as of June 30, 2013		$	3,349	$	537	$	79	$	86	$	702	$	338	$	18	$	4,407	$	69	$	4,476
	(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
	(2)	Primarily represents foreign currency translation adjustments and the net impact of loan transfers and sales. In the first quarter of 2013, the allowance of loan and lease losses was reduced by $289 million attributable to the transfer of the Best Buy portfolio from loans held for investment to loans held for sale, which was subsequently sold in the third quarter of 2013.
Components of Allowance for Loan and Lease Losses by Impairment Methodology
The table below presents the components of our allowance for loan and lease losses, by portfolio segment and impairment methodology, and the recorded investment of the related loans as of June 30, 2014 and December 31, 2013:
Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
		June 30, 2014
		Credit		Consumer Banking						Total		Commercial		Other		Total
		Card								Consumer		Banking
(Dollars in millions)				Auto		Home		Retail		Banking
						Loan		Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated(1)		$	2,635	$	625	$	17	$	49	$	691	$	336	$	7	$	3,669
Asset-specific(2)			223		17		18		7		42		32		0		297
Acquired Loans(3)			0		0		32		0		32		0		0		32
Total allowance for loan and lease losses		$	2,858	$	642	$	67	$	56	$	765	$	368	$	7	$	3,998
Loans held for investment by impairment methodology:
Collectively evaluated(1)		$	78,253	$	34,605	$	6,526	$	3,509	$	44,640	$	47,708	$	127	$	170,728
Asset-specific(2)			728		185		404		68		657		396		0		1,781
Acquired Loans(3)			37		2		25,714		49		25,765		217		0		26,019
Total loans held for investment		$	79,018	$	34,792	$	32,644	$	3,626	$	71,062	$	48,321	$	127	$	198,528
Allowance as a percentage of period-end loans held for investment			3.62%		1.85%		0.21%		1.54%		1.08%		0.76%		4.89%		2.01%
(Dollars in millions)		31-Dec-13
		Credit		Consumer Banking						Total
		Card								Consumer
				Auto		Home		Retail		Banking		Commercial		Other		Total
						Loan		Banking				Banking
Allowance for loan and lease losses by impairment methodology:
Collectively evaluated(1)		$	2,953	$	590	$	27	$	53	$	670	$	313	$	11	$	3,947
Asset-specific(2)			261		16		18		10		44		25		0		330
Acquired Loans(3)			0		0		38		0		38		0		0		38
Total allowance for loan and lease losses		$	3,214	$	606	$	83	$	63	$	752	$	338	$	11	$	4,315
Loans held for investment by impairment methodology:
Collectively evaluated(1)		$	80,462	$	31,683	$	6,704	$	3,501	$	41,888	$	44,420	$	121	$	166,891
Asset-specific(2)			780		169		394		86		649		329		0		1,758
Acquired Loans(3)			63		5		28,184		36		28,225		262		0		28,550
Total loans held for investment		$	81,305	$	31,857	$	35,282	$	3,623	$	70,762	$	45,011	$	121	$	197,199
Allowance as a percentage of period-end loans held for investment			3.95%		1.90%		0.24%		1.74%		1.06%		0.75%		9.09%		2.19%
	(1)	The component of the allowance for loan and lease losses for credit card and other consumer loans that we collectively evaluate for impairment is based on a statistical calculation supplemented by management judgment and interpretation. The component of the allowance for loan and lease losses for commercial loans, 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 loan and lease losses for smaller-balance impaired loans is calculated on a pool basis using historical loss experience for the respective class of assets. The asset-specific component of the allowance for loan and lease losses for larger-balance commercial loans is individually calculated for each loan.
	(3)	The Acquired Loans component of the allowance for loan and lease losses 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	6 Months Ended
	Jun. 30, 2014
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. Our primary involvement with VIEs has been related to our securitization transactions in which we transferred assets from our balance sheet to securitization trusts. We have primarily securitized credit card loans and home loans, which have provided a source of funding for us and enabled us to transfer a certain portion of the economic risk of the loans or debt securities to third parties.
	The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and is required to consolidate the VIE. The majority of the VIEs in which we are involved have been consolidated in our financial statements.
	Summary of Consolidated and Unconsolidated VIEs
	The table below presents a summary of VIEs, aggregated based on VIEs with similar characteristics, in which we had continuing involvement or held a variable interest as of June 30, 2014 and December 31, 2013. 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 the company. The liabilities primarily consist of debt securities issued by the VIEs, which we report under securitized debt obligations. For unconsolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets and our maximum exposure to loss. Our maximum exposure to loss is estimated based on the unlikely event that all of the assets in the VIEs become worthless and we are required to meet our maximum remaining funding obligations.
	Table 6.1: Carrying Amount of Consolidated and Unconsolidated VIEs(1)
			June 30, 2014
			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(2)		$	37,665	$	12,434	$	0	$	0	$	0
	Home loan securitizations(3)			0		0		195		32		850
	Total securitization-related VIEs			37,665		12,434		195		32		850
	Other VIEs:
	Affordable housing entities			0		0		3,109		432		3,109
	Entities that provide capital to low-income and rural communities			390		99		1		0		1
	Other			7		0		85		0		85
	Total other VIEs.			397		99		3,195		432		3,195
	Total VIEs		$	38,062	$	12,533	$	3,390	$	464	$	4,045
			December 31, 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(2)		$	40,422	$	12,671	$	0	$	0	$	0
	Home loan securitizations(3)			0		0		199		15		702
	Total securitization-related VIEs			40,422		12,671		199		15		702
	Other VIEs:
	Affordable housing entities			0		0		2,969		463		2,969
	Entities that provide capital to low-income and rural communities			389		98		1		0		1
	Other			1		1		95		0		95
	Total other VIEs.			390		99		3,065		463		3,065
	Total VIEs		$	40,812	$	12,770	$	3,264	$	478	$	3,767
		-1	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for additional information. Prior periods have been recast to conform to this presentation.
		-2	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.
		-3	The carrying amount of assets of unconsolidated securitization-related VIEs consists of retained interests associated with the securitization of option-adjustable rate mortgage loans (“option-ARM”) 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 unconsolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitization of manufactured housing loans and other obligations. These are reported on our consolidated balance sheets under other liabilities.
	Securitization-Related VIEs
	In a securitization transaction, assets from our balance sheet are transferred to a trust we establish, which typically meets the definition of a VIE. Our continuing involvement in the majority of our securitization transactions consists primarily of holding certain retained interests and acting as the primary servicer. 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, Guarantees, and Others” 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 June 30, 2014 and December 31, 2013:
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage		Mortgage
	(Dollars in millions)		Credit		Option		GreenPoint		GreenPoint
			Card		ARM		HELOCs		Manufactured
									Housing
	June 30, 2014:
	Securities held by third-party investors.		$	10,010	$	2,189	$	108	$	939
	Receivables in the trust			37,304		2,264		105		945
	Cash balance of spread or reserve accounts			0		8		0		145
	Retained interests			Yes		Yes		Yes		Yes
	Servicing retained			Yes		Yes(1)		No		No(2)
	Amortization event(3)			No		No		No		No
	December 31, 2013:
	Securities held by third-party investors.		$	10,289	$	2,320	$	122	$	994
	Receivables in the trust			39,548		2,399		116		1,000
	Cash balance of spread or reserve accounts			3		8		N/A		144
	Retained interests			Yes		Yes		Yes		Yes
	Servicing retained			Yes		Yes(1)		Yes(1)		No(2)
	Amortization event(3)			No		No		No		No
		(1)	We retained servicing of the outstanding balance for a portion of securitized mortgage receivables.
	(2)	The core servicing activities for the manufactured housing securitizations are completed by a third party.
	-3	Amortization events vary according to each specific trust agreement but generally are triggered by declines in performance or credit metrics 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 June 30, 2014 and December 31, 2013, 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.
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 $2.2 billion and $2.3 billion as of June 30, 2014 and December 31, 2013, respectively.
We continue to service a portion 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 advances occur, we record an asset in the form of negative amortization bonds, which are held at fair value in other assets on our consolidated balance sheets. Our maximum exposure is affected by rate caps and monthly payment change caps, but the funding obligation cannot exceed the difference between the original loan balance multiplied by a preset negative amortization cap and the current unpaid principal balance. We have also entered into certain derivative contracts related to the securitization activities. These are classified as free standing derivatives, with fair value adjustments recorded in non-interest income. See “Note 9—Derivative Instruments and Hedging Activities” for further details on these derivatives.
GreenPoint Mortgage Home Equity Lines of Credit (“HELOCs”)
Our discontinued wholesale mortgage banking unit, GreenPoint, 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. We have funded cumulative advances of $29 million as of both June 30, 2014 and December 31, 2013. These advances are generally expensed as funded due to the low likelihood of recovery. We also have unfunded commitments of $7 million related to those interests for our non-consolidated VIEs as of both June 30, 2014 and December 31, 2013.
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, which was sold to a third party in 2004. Although we are the primary obligor, recourse obligations related to aforementioned whole loan sales, commitments to exercise mandatory clean-up calls on certain 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 unpaid principal balance of manufactured housing securitization transactions where we are the residual interest holder was $945 million and $1.0 billion as of June 30, 2014 and December 31, 2013, respectively. In the event the third-party servicer does not fulfill on its obligation to exercise the clean-up calls on certain transactions, the obligation 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 multi-family affordable housing properties. We receive affordable housing tax credits for these investments. The activities of these entities are financed with a combination of invested equity capital and debt. For those investment funds considered to be VIEs, we are not required to consolidate them if we do not have the power to direct the activities that most significantly impact the economic performance of those entities. We record our interests in these unconsolidated VIEs in loans held for investment, other assets and other liabilities on our consolidated balance sheets. Our interests consisted of assets of approximately $3.1 billion and $3.0 billion as of June 30, 2014 and December 31, 2013, respectively. Our maximum exposure to these entities is limited to our variable interests in the entities and was $3.1 billion as of June 30, 2014. The creditors of the VIEs have no recourse to our general credit and we do not provide additional financial or other support other than during the period that we are contractually required to provide. The total assets of the unconsolidated VIE investment funds were $9.8 billion as of both June 30, 2014 and December 31, 2013.
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 June 30, 2014 and December 31, 2013 totaled approximately $390 million and $389 million, respectively, and are reflected on our consolidated balance sheets in cash, loans held for investment, interest receivable and other assets. The liabilities are reflected in other liabilities. The creditors of the VIEs have no recourse to our general credit. We have not provided additional financial or other support other than during the period that we are contractually required to provide.
Other
Other VIEs primarily includes a variable interest that we hold 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 $180 million and $204 million as of June 30, 2014 and December 31, 2013, 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 $83 million and $93 million as of June 30, 2014 and December 31, 2013, respectively, is reflected on our consolidated balance sheets under loans held for investment. Our maximum exposure to this entity is limited to our variable interest of $83 million as of June 30, 2014. The creditors of the trust have no recourse to our general credit. We have not provided additional financial or other support other than during the period that we are contractually required to provide.

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	6 Months Ended
	Jun. 30, 2014
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, other intangible assets and mortgage serving rights (“MSRs”) as of June 30, 2014 and December 31, 2013. Goodwill is presented separately on our consolidated balance sheets. Other intangible assets and MSRs are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill and Other Intangible Assets
			June 30, 2014							December 31, 2013
	(Dollars in millions)		Carrying		Accumulated			Net		Carrying		Accumulated			Net
			Amount of		Amortization(1)			Carrying		Amount of		Amortization(1)			Carrying
			Assets(1)					Amount		Assets(1)					Amount
	Goodwill		$	13,977		N/A		$	13,977	$	13,978		N/A		$	13,978
	Other intangible assets:
	Purchased credit card relationship intangibles (“PCCR”)			2,125	$	(976	)		1,149		2,125	$	(784	)		1,341
	Core deposit intangibles			1,771		(1,509	)		262		1,771		(1,440	)		331
	Other(2)			307		(148	)		159		316		(139	)		177
	Total other intangible assets			4,203		(2,633	)		1,570		4,212		(2,363	)		1,849
	Total goodwill and other intangible assets		$	18,180	$	(2,633	)	$	15,547	$	18,190	$	(2,363	)	$	15,827
	MSRs:
	Consumer MSRs(3)		$	57		N/A		$	57	$	73		N/A		$	73
	Commercial MSRs(4)			142	$	(13	)		129		135	$	(3	)		132
	Total MSRs		$	199	$	(13	)	$	186	$	208	$	(3	)	$	205
		(1)	Certain intangible assets that were fully amortized in prior periods were removed from our balance sheet.
		(2)	Primarily consists of brokerage relationship intangibles, partnership and other contract intangibles and trademark/name intangibles. Also includes certain indefinite-lived intangibles of $4 million as of both June 30, 2014 and December 31, 2013.
		(3)	Represent MSRs related to our consumer business that are carried at fair value on our consolidated financial statements.
		(4)	Represent MSRs related to our commercial business that are subsequently measured under the amortization method and periodically assessed for impairment. None of these MSRs were impaired and no valuation allowance was recorded as of June 30, 2014 and December 31, 2013.
	Amortization expense for amortized intangible assets, which is presented separately on our consolidated statements of income, totaled $136 million and $279 million for the three and six months ended June 30, 2014, respectively, and $167 million and $344 million for the three and six months ended June 30, 2013, respectively.
	Goodwill
	The following table presents goodwill attributable to each of our business segments as of June 30, 2014 and December 31, 2013.
	Table 7.2: Goodwill Attributable to Business Segments
	(Dollars in millions)		Credit		Consumer			Commercial		Total
			Card		Banking			Banking
	Balance as of December 31, 2013		$	5,005	$	4,585		$	4,388	$	13,978
	Acquisitions			0		0			0		0
	Other adjustments			4		(1)			(4)		(1)
	Balance as of June 30, 2014		$	5,009	$	4,584		$	4,384	$	13,977

Deposits_and_Borrowings

Deposits and Borrowings	6 Months Ended
	Jun. 30, 2014
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, money market, certificates of deposits, negotiable order of withdrawal (“NOW”) and savings accounts.
	Securitized and Unsecured Debt Obligations
	We use a variety of funding sources other than customer deposits, including short-term borrowings, the issuance of senior and subordinated notes and other borrowings, and securitization transactions. In addition, we utilize FHLB advances, which are secured by certain portions of our loan and investment securities portfolios, for our funding needs. The securitization debt obligations are separately presented on our consolidated balance sheets, while federal funds purchased and securities loaned or sold under agreements to repurchase, senior and subordinated notes and other borrowings, including FHLB advances, are included in other debt on our consolidated balance sheets.
	Securitized Debt Obligations
	Our outstanding borrowings due to securitization investors were $10.0 billion and $10.3 billion of June 30, 2014 and December 31, 2013, respectively. During the six months ended June 30, 2014, $2.5 billion of new debt was issued to third-party investors from the credit card securitization trusts offset by $2.8 billion of debt maturities.
	Senior and Subordinated Notes
	As of June 30, 2014, we had $16.6 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $121 million. As of December 31, 2013, we had $13.1 billion of senior and subordinated notes outstanding, net of fair value hedging losses of $8 million. During the first six months of 2014, we issued $4.8 billion of long-term senior unsecured debt, comprised of $250 million of floating rate notes and $4.5 billion of fixed rate notes. During the first six months of 2014, $1.4 billion of outstanding unsecured notes matured. See “Note 9—Derivative Instruments and Hedging Activities” for information about our fair value hedging activities.
	FHLB Advances and Other
	In addition to the issuance capacity under the registration statement, we also have access to funding through the FHLB system and the Federal Reserve Discount Window. Our FHLB and Federal Reserve memberships require us to hold FHLB and Federal Reserve stock which totaled $1.7 billion and $1.9 billion as of June 30, 2014 and December 31, 2013, respectively, and are included in other assets on our consolidated balance sheets.
	We had outstanding FHLB advances and lines of credit, which were secured by our investment securities, residential home loans, multifamily loans, commercial real estate loans and home equity lines of credit, totaling $10.4 billion and $16.3 billion as of June 30, 2014 and December 31, 2013, respectively. We did not access the Federal Reserve Discount Window during 2014 or 2013.
	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 June 30, 2014 and December 31, 2013. 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)		June 30,			December 31,
			2014			2013
	Deposits:
	Non-interest bearing deposits		$	24,920		$	22,643
	Interest-bearing deposits.			180,970			181,880
	Total deposits.		$	205,890		$	204,523
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase.		$	2,030		$	915
	FHLB advances			8,450			15,300
	Total short-term borrowings		$	10,480		$	16,215
			30-Jun-14							December 31,
	(Dollars in millions)		Maturity		Interest	Weighted		Outstanding		2013
			Date		Rate	Average		Amount
						Interest Rate
	Long-term debt:
	Securitized debt obligations(1)		2014 - 2025		0.19 - 5.75%		1.42%	$	10,010	$	10,289
	Senior and subordinated notes:
	Fixed unsecured senior debt(1)		2014 - 2024		1.00 - 6.75%		2.82%		12,883		9,612
	Floating unsecured senior debt		2014 - 2017		0.68 - 1.38%		0.90%		1,130		852
	Total unsecured senior debt						2.66%		14,013		10,464
	Fixed unsecured subordinated debt(1)		2016 - 2023		3.38 - 8.80%		4.97%		2,615		2,670
	Total senior and subordinated notes								16,628		13,134
	Other long-term borrowings:
	FHLB advances		2014 - 2023		0.26 - 6.88%		0.44%		1,996		1,016
	Total long-term debt								28,634		24,439
	Total short-term borrowings and long-term debt							$	39,114	$	40,654
		-1	Outstanding amount includes the impact from hedge accounting.
	Components of Interest Expense
	The following table displays interest expense attributable to short-term borrowings and long-term debt for the three and six months ended June 30, 2014 and 2013:
	Table 8.2: Components of Interest Expense on Short-term Borrowings and Long-term Debt
			Three Months Ended					Six Months Ended
			June 30,					June 30,
	(Dollars in millions)		2014			2013		2014		2013
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	1		$	1	$	1	$	1
	FHLB advances			3			5		9		16
	Total short-term borrowings			4			6		10		17
	Long-term debt:
	Securitized debt obligations(1)			39			45		77		101
	Senior and subordinated notes(1)			78			82		155		164
	Other long-term borrowings			4			6		10		12
	Total long-term debt			121			133		242		277
	Total interest expense		$	125		$	139	$	252	$	294
		(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed

Derivative Instruments and Hedging Activities	6 Months Ended
	Jun. 30, 2014
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 and liability position and market risk exposure in accordance with prescribed risk management policies and limits established by our Market and Liquidity Risk Policy which is 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 employ several techniques to manage our interest rate sensitivity, which include changing the duration and re-pricing characteristics of various assets and liabilities by using interest rate derivatives. Our current asset and liability management policy also includes the use of derivatives to hedge foreign currency denominated transactions to limit our earnings exposure to foreign exchange risk. We execute our derivative contracts in both the over-the-counter (“OTC”) and exchange-traded derivative markets. The majority of our derivatives are interest rate swaps. In addition, we may use a variety of other derivative instruments, including caps, floors, options, futures and forward contracts, to manage our interest rate and foreign exchange risk. We also offer various derivatives to our customers as part of our Commercial Banking business but usually offset our exposure through derivative transactions with other counterparties.
	Accounting for Derivatives
	Our derivatives are designated as either qualifying accounting hedges or free-standing derivatives. Free-standing derivatives consist of customer-accommodation derivatives and economic hedges that 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 assets and 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 2019. 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 MSRs, mortgage loan origination and purchase commitments and other interests held. We also categorize our customer accommodation derivatives and the related offsetting contracts as free-standing derivatives. Changes in the fair value of free-standing derivatives are recorded in earnings as a component of other non-interest income.
	Balance Sheet Presentation
	The following table summarizes the notional and fair values of our derivative instruments reported on our consolidated balance sheets as of June 30, 2014 and December 31, 2013. 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
			June 30, 2014						December 31, 2013
			Notional or		Derivative				Notional or			Derivatives
			Contractual						Contractual
	(Dollars in millions)		Amount		Assets		Liabilities		Amount			Assets			Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value hedges		$	19,871	$	271	$	69	$	15,695		$	289		$	223
	Cash flow hedges			16,925		49		49		12,825			0			149
	Total interest rate contracts			36,796		320		118		28,520			289			372
	Foreign exchange contracts:
	Cash flow hedges			5,104		0		147		4,806			49			53
	Total derivatives designated as accounting hedges			41,900		320		265		33,326			338			425
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs(1)			733		5		1		353			0			7
	Customer accommodation			26,869		369		190		25,365			405			209
	Other interest rate exposures(2)			2,967		32		20		1,864			29			17
	Total interest rate contracts			30,569		406		211		27,582			434			233
	Foreign exchange contracts			212		22		0		1,422			184			37
	Other contracts			522		0		12		1,094			3			15
	Total derivatives not designated as accounting hedges			31,303		428		223		30,098			621			285
	Total derivatives		$	73,203	$	748	$	488	$	63,424		$	959		$	710
		(1)	MSRs include interest rate swaps and To Be Announced contracts used to hedge our MSR portfolio.
		-2	Other interest rate exposures include mortgage related derivatives.
	Offsetting of Financial Assets and Liabilities
	We execute the majority of our derivative transactions and repurchase agreements under master netting arrangements. Under our existing enforceable master netting arrangements, we generally have the right to offset exposure with the same counterparty. In addition, either counterparty can generally request the net settlement of all contracts through a single payment upon default on, or termination of, any one contract.
	We present all of our derivative assets and liabilities and repurchase agreements on a gross basis on our consolidated balance sheets. The following table presents as of June 30, 2014 and December 31, 2013, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under the accounting standards for offsetting assets and liabilities. Under the accounting standard, gross positive fair values could be offset against gross negative fair values by counterparty pursuant to legally enforceable master netting agreements, if the netting presentation method is elected. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amount related to repurchase agreements is limited to the outstanding balance, thus instance of overcollateralization is not shown.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
									Offsetting Amounts Not
									Netted
	(Dollars in millions)		Gross		Offsetting		Net Amounts		Financial			Collateral			Net
			Amounts		Amounts		as Recognized		Instruments			Received(1)			Exposure
	As of June 30, 2014
	Derivatives assets		$	748	$	0	$	748	$	(222)		$	(410)		$	116	(2)
	As of December 31, 2013
	Derivatives assets		$	959	$	0	$	959	$	-262		$	-450		$	247	(2)
	Offsetting Amounts Not
	Netted
	(Dollars in millions)		Gross		Offsetting		Net Amounts		Financial			Collateral			Net
			Amounts		Amounts		as Recognized		Instruments			Pledged			Exposure
	As of June 30, 2014
	Derivatives liabilities		$	488	$	0	$	488	$	(222	)	$	(203	) (1)	$	63
	Repurchase agreements			882		0		882		0			(882	)		0
	As of December 31, 2013
	Derivatives liabilities		$	710	$	0	$	710	$	(262	)	$	(371	) (1)	$	77
	Repurchase agreements			907		0		907		0			(907	)		0
		(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.
	Credit Risk-Related Contingency Features and Collateral
	Certain of our derivative contracts include provisions requiring that our debt maintain a credit rating of investment grade or above by each of the major credit rating agencies. In the event of a downgrade of our debt credit rating below investment grade, some of our derivative counterparties would have the right to terminate the derivative contract and close out the existing positions, or demand immediate and ongoing full overnight collateralization on derivative instruments in a net liability position. Certain of our derivative contracts may also allow, in the event of a downgrade of our debt credit rating of any kind, our derivative counterparties to demand additional collateralization on such derivative instruments in a net liability position. We have posted $203 million and $371 million as collateral for this exposure in the normal course of business as of June 30, 2014 and December 31, 2013, respectively. If our debt credit rating had fallen below investment grade, we would have been required to post an additional variation margin, which represents the impact of daily position mark-to-market calculations, of less than $1 million as of both June 30, 2014 and December 31, 2013. In addition, we would have been required to post independent margin of $57 million and $58 million as of June 30, 2014 and December 31, 2013, respectively, in compliance with the terms of certain of our swap agreements. The fair value of derivative instruments with credit-risk-related contingent features in a net liability position was less than $1 million and $1 million as of June 30, 2014 and December 31, 2013, respectively.
	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 $399 million and $397 million as of June 30, 2014 and December 31, 2013, respectively. We also received securities from derivatives counterparties totaling $11 million and $53 million as of June 30, 2014 and December 31, 2013, respectively, which we have the ability to re-pledge.
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 $5 million and $7 million as of June 30, 2014 and December 31, 2013, respectively. 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 $1 million and $6 million as of June 30, 2014 and December 31, 2013, 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 over-the-counter derivatives portfolio to shrink as additional categories of derivatives are mandated for clearing by the Commodity Futures Trading Commission (“CFTC”). As a result, over time, our counterparty credit risk is expected to shift from our bilateral counterparties and consolidate at central clearinghouses.
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 six months ended June 30, 2014 and 2013:
Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
		Three Months Ended				Six Months Ended
		June 30,				June 30,
(Dollars in millions)		2014		2013		2014		2013
Derivatives designated as accounting hedges(1):
Fair value interest rate contracts:
Gains (losses) recognized in earnings on derivatives		$	105	$	-317	$	136	$	-412
Gains (losses) recognized in earnings on hedged items			-92		300		-115		390
Net fair value hedge ineffectiveness gains (losses)			13		-17		21		-22
Derivatives not designated as accounting hedges(1):
Interest rate contracts covering:
MSRs			6		-8		13		-8
Customer accommodation			4		16		8		25
Other interest rate exposures			3		-8		3		-9
Total interest rate contracts			13		0		24		8
Foreign exchange contracts			0		-2		1		-4
Other contracts			0		4		1		-7
Total gains (losses) on derivatives not designated as accounting hedges			13		2		26		-3
Net derivative gains (losses) recognized in earnings		$	26	$	-15	$	47	$	-25
	(1)	Amounts are recorded on our consolidated statements of income in other non-interest income.
Cash Flow Hedges
The table below shows the net gains (losses) related to derivatives designated as cash flow hedges for the three and six months ended June 30, 2014 and 2013:
Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges
		Three Months Ended				Six Months Ended
		June 30,				June 30,
(Dollars in millions)		2014		2013		2014		2013
Gains (losses) recorded in AOCI:
Cash flow hedges:
Interest rate contracts		$	101	$	-146	$	146	$	-147
Foreign exchange contracts			-6		-5		-11		-10
Net derivative gains (losses) recognized in AOCI		$	95	$	-151	$	135	$	-157
Gains (losses) recorded in earnings:
Cash flow hedges:
Gains (losses) reclassified from AOCI into earnings:
Interest rate contracts(1)		$	30	$	14	$	56	$	26
Foreign exchange contracts(2)			-6		-4		-11		-9
Total			24		10		45		17
Gains (losses) recognized in earnings due to ineffectiveness:
Interest rate contracts(2)			0		-1		1		-1
Net derivative gains recognized in earnings		$	24	$	9	$	46	$	16
	(1)	Amounts reclassified are recorded on our consolidated statements of income in interest income or interest expense.
	(2)	Amounts reclassified are recorded on our consolidated statements of income in other non-interest income.
We expect to reclassify net after-tax losses of $108 million recorded in AOCI as of June 30, 2014, 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 June 30, 2014. 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.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Accumulated Other Comprehensive Income	'
	NOTE 10—ACCUMULATED OTHER COMPREHENSIVE INCOME
	The following table presents the components of accumulated other comprehensive income as of June 30, 2014 and December 31, 2013, as well as the current period activity related to our other comprehensive income. AOCI is presented net of deferred tax of $280 million and $544 million as of June 30, 2014 and December 31, 2013, respectively.
	Table 10.1: Accumulated Other Comprehensive Income
			Three Months Ended June 30, 2014
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of March 31, 2014		$	250			$	-884			$	-91			$	27			$	-12	$	-710
	Other comprehensive income (loss) before			169				0				95				79				3		346
	reclassifications
	Net realized (gains) losses reclassified from AOCI into			0				21				-24				0				-4		-7
	earnings
	Net other comprehensive income (loss)			169				21				71				79				-1		339
	AOCI as of June 30, 2014		$	419			$	-863			$	-20			$	106			$	-13	$	-371
			Six Months Ended June 30, 2014
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of December 31, 2013		$	106			$	-897			$	-110			$	40			$	-11	$	-872
	Other comprehensive income (loss) before			321				0				135				66				3		525
	reclassifications
	Net realized (gains) losses reclassified from AOCI into			-8				34				-45				0				-5		-24
	earnings
	Net other comprehensive income (loss)			313				34				90				66				-2		501
	AOCI as of June 30, 2014		$	419			$	-863			$	-20			$	106			$	-13	$	-371
			Three Months Ended June 30, 2013
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of March 31, 2013		$	573			$	0			$	32			$	-93			$	-39	$	473
	Other comprehensive income (loss) before			-1,089				0				-151				-18				5		-1,253
	reclassifications
	Net realized (gains) losses reclassified from AOCI into			-1				0				-10				0				-1		-12
	earnings
	Net other comprehensive income (loss)			(1,090)				0				-161				-18				4		-1,265
	AOCI as of June 30, 2013		$	-517			$	0			$	-129			$	-111			$	-35	$	-792
			Six Months Ended June 30, 2013
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of December 31, 2012		$	703			$	0			$	45			$	32			$	-41	$	739
	Other comprehensive income (loss) before reclassifications			-1,218				0				-157				-143				5		-1,513
	Net realized (gains) losses reclassified from AOCI into earnings			-2				0				-17				0				1		-18
	Net other comprehensive income (loss)			(1,220)				0				-174				-143				6		-1,531
	AOCI as of June 30, 2013		$	-517			$	0			$	-129			$	-111			$	-35	$	-792
		(1)	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. The securities included net pre-tax unrealized losses of $1.5 billion at the date of transfer. 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 Ended								Six Months Ended
					June 30,								June 30,
	AOCI Components		Affected Income Statement Line Item		2014				2013				2014				2013
	Securities available for sale:
			Non-interest income - Other		$	-1			$	1			$	12			$	3
			Income tax provision (benefit)			-1				0				4				1
			Net income			0				1				8				2
	Securities held to maturity(1):
			Non-interest income - Other			-33				0				-61				0
			Income tax provision (benefit)			-12				0				-27				0
			Net income			-21				0				-34				0
Cash flow hedges:
Interest rate contracts:
		Interest income (expense) - Other			48				22				90				42
Foreign exchange contracts:
		Non-interest income - Other			-10				-6				-18				-14
					38				16				72				28
		Income tax provision (benefit)			14				6				27				11
		Net income			24				10				45				17
Other:
		Various			7				2				8				-1
		Income tax provision (benefit)			3				1				3				0
		Net income			4				1				5				-1
Total reclassifications				$	7			$	12			$	24			$	18
	(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 six months ended June 30, 2014 and 2013:
Table 10.3: Other Comprehensive Income
		Three Months Ended June 30,
		2014												2013
(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		$	269			$	100			$	169			$	(1,747)			$	(657)	$	(1,090)
Net unrealized gains (losses) on securities transferred to held to maturity			33				12				21				0				0		0
Net unrealized gains (losses) on cash flow hedges			114				43				71				-258				-97		-161
Foreign currency translation adjustments			79				0				79				-18				0		-18
Other			-3				-2				-1				3				-1		4
Other comprehensive income (loss)		$	492			$	153			$	339			$	-2,020			$	-755	$	-1,265
		Six Months Ended June 30,
		2014												2013
(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		$	498			$	185			$	313			$	(1,956)			$	(736)	$	(1,220)
Net unrealized gains (losses) on securities transferred to held to maturity			61				27				34				0				0		0
Net unrealized gains (losses) on cash flow hedges			144				54				90				-279				-105		-174
Foreign currency translation adjustments			66				0				66				-143				0		-143
Other			-4				-2				-2				7				1		6
Other comprehensive income (loss)		$	765			$	264			$	501			$	-2,371			$	-840	$	(1,531)

Earnings_Per_Common_Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2014
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				Six Months Ended
			June 30,				June 30,
	(Dollars and shares in millions, except per share data)		2014		2013		2014		2013
	Basic earnings
	Income from continuing operations, net of tax		$	1,204	$	1,227	$	2,328	$	2,361
	Income (loss) from discontinued operations, net of tax			-10		-119		20		-197
	Net income			1,194		1,108		2,348		2,164
	Dividends and undistributed earnings allocated to participating securities(1)			-4		-4		-9		-9
	Preferred stock dividends			-13		-13		-26		-26
	Net income available to common stockholders		$	1,177	$	1,091	$	2,313	$	2,129
	Net income from continuing operations per share		$	2.09	$	2.08	$	4.03	$	4.00
	Income (loss) from discontinued operations per share			-0.02		-0.2		0.03		-0.34
	Net income per share		$	2.07	$	1.88	$	4.06	$	3.66
	Total weighted-average basic shares outstanding			567.5		581.5		569.2		581.0
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars and shares in millions, except per share data)		2014		2013		2014		2013
	Diluted earnings(2)
	Net income available to common stockholders		$	1,177	$	1,091	$	2,313	$	2,129
	Net income from continuing operations per share		$	2.06	$	2.05	$	3.97	$	3.96
	Income (loss) from discontinued operations per share			-0.02		-0.2		0.03		-0.34
	Net income per share		$	2.04	$	1.85	$	4.00	$	3.62
	Total weighted-average basic shares outstanding			567.5		581.5		569.2		581.0
	Effect of dilutive securities:
	Stock options			2.7		2.1		2.6		2.0
	Other contingently issuable shares			1.6		1.6		1.5		1.5
	Warrants			5.8		3.6		5.6		3.4
	Total effect of dilutive securities			10.1		7.3		9.7		6.9
	Total weighted-average diluted shares outstanding			577.6		588.8		578.9		587.9
		(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 3 million shares related to options with exercise prices ranging from $70.96 to $88.81 and 4 million shares related to options with exercise prices ranging from $70.96 to $88.81, for the three and six months ended June 30, 2014, respectively, and 5 million shares related to options with exercise prices ranging from $56.32 to $88.81 and 6 million shares related to options with exercise prices ranging from $56.28 to $88.81, for the three and six months ended June 30, 2013, respectively, because their inclusion would be anti-dilutive.

Fair_Value_of_Financial_Instru

Fair Value of Financial Instruments	6 Months Ended
	Jun. 30, 2014
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:		Valuation is based on quoted prices (unadjusted) in active markets for identical assets or liabilities.
	Level 2:		Valuation is based on observable market-based inputs, other than quoted prices in active markets for identical assets or liabilities, quoted prices in markets that are not active, or models using inputs that are observable or can be corroborated by observable market data of substantially the full term of the assets or liabilities.
	Level 3:		Valuation is generated from techniques that use significant assumptions not observable in the market. Valuation techniques include pricing models, discounted cash flow methodologies or similar techniques.
	The accounting guidance for fair value measurements requires that we maximize the use of observable inputs and minimize the use of unobservable inputs in determining fair value. The accounting guidance provides for the irrevocable option to elect, on a contract-by-contract basis, to measure certain financial assets and liabilities at fair value at inception of the contract and record any subsequent changes in fair value in earnings. We have not made any material fair value option elections as of or for the periods disclosed herein.
	Fair Value Governance and Control
	We have a governance framework and a number of key controls that are intended to ensure that our fair value measurements are appropriate and reliable. Our governance framework provides for independent oversight and segregation of duties. Our control processes include review and approval of new transaction types, price verification and review of valuation judgments, methods, models, process controls and results. Groups independent 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 and includes other members of senior management.
	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 (“TAV”) team perform due diligence reviews of the third-party pricing services by comparing their prices to those 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 transparency of the assumptions used by the third party.
	The FVC, which includes representation from our Risk Management and Finance divisions, is a forum for discussing fair market valuations, inputs, assumptions, methodologies, variance thresholds, valuation control environments 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 displays our assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis as of June 30, 2014 and December 31, 2013:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			June 30, 2014
			Fair Value Measurements Using
	(Dollars in millions)		Level 1		Level 2			Level 3		Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	1,223	$	0		$	0	$	1,223
	U.S. Agency debt obligations			0		1			0		1
	Corporate debt securities guaranteed by U.S. government agencies			0		353			739		1,092
	RMBS			0		24,691			836		25,527
	CMBS			0		5,371			449		5,820
	Other ABS			0		5,847			175		6,022
	Other securities			119		1,289			20		1,428
	Total securities available for sale			1,342		37,552			2,219		41,113
	Other assets:
	Consumer MSRs			0		0			57		57
	Derivative assets(1)			4		694			50		748
	Retained interests in securitizations			0		0			195		195
	Total assets		$	1,346	$	38,246		$	2,521	$	42,113
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	4	$	447		$	37	$	488
	Total liabilities		$	4	$	447		$	37	$	488
			December 31, 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		$	833	$	0		$	0	$	833
	U.S. Agency debt obligations			0		1			0		1
	Corporate debt securities guaranteed by U.S. government agencies			0		307			927		1,234
	RMBS			0		23,775			1,304		25,079
	CMBS			0		5,267			739		6,006
	Other ABS			0		6,793			343		7,136
	Other securities			127		1,367			17		1,511
	Total securities available for sale			960		37,510			3,330		41,800
	Other assets:
	Consumer MSRs			0		4			69		73
	Derivative assets(1)			3		906			50		959
	Retained interests in securitizations			0		0			199		199
	Total assets		$	963	$	38,420		$	3,648	$	43,031
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	4	$	668		$	38	$	710
	Total liabilities		$	4	$	668		$	38	$	710
		(1)	Does not reflect $4 million and $1 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of June 30, 2014 and December 31, 2013, 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 the fair value hierarchy is performed at the end of each reporting period. We consider all available information, including observable market data, indications of market liquidity and orderliness, and our understanding of the valuation techniques and significant inputs. Based upon the specific facts and circumstances of each instrument or instrument category, judgments are made regarding the significance of the unobservable inputs to the instruments’ fair value measurement in its entirety. If unobservable inputs are considered significant, the instrument is classified as Level 3. The process for determining fair value using unobservable inputs is generally more subjective and involves a high degree of management judgment and assumptions. During the three and six months ended June 30, 2014 we had minimal movements between Levels 1 and 2.
	Level 3 Recurring Fair Value Rollforward
	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: Level 3 Recurring Fair Value Rollforward
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Three Months Ended June 30, 2014
				Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
				(Losses)													Into		Out of		June 30,		Gains (Losses)
				(Realized/Unrealized)													Level 3(2)		Level 3(2)		2014		Included in Net
																							Income Related to
																							Assets and
																							Liabilities
																							Still Held as of
(Dollars in millions)		Balance,		Included			Included																June 30, 2014(3)
		April 1,		in Net			in
		2014		Income(1)			OCI
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	752	$	0		$	5	$	0	$	0	$	0	$	-18	$	0	$	0	$	739	$	0
RMBS			1,727		17			8		94		0		0		-98		63		-975		836		17
CMBS			495		0			3		0		0		0		-19		28		-58		449		0
Other ABS			226		1			8		0		0		0		-1		0		-59		175		1
Other securities			17		0			0		0		0		0		0		3		0		20		0
Total securities available for sale			3,217		18			24		94		0		0		-136		94		-1,092		2,219		18
Other assets:
Consumer MSRs			61		-6			0		0		0		3		-1		0		0		57		-6
Derivative assets			48		3			0		0		0		5		-3		0		-3		50		3
Retained interest in securitizations			197		-2			0		0		0		0		0		0		0		195		-2
Liabilities:
Other liabilities:
Derivative liabilities			36		2			0		0		0		3		-3		0		-1		37		2
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Three Months Ended June 30, 2013
				Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
				(Losses)													Into		Out of		June 30,		Gains (Losses)
				(Realized/Unrealized)													Level 3(2)		Level 3(2)		2013		Included in Net
																							Income Related to
																							Assets and
																							Liabilities
																							Still Held as of
(Dollars in millions)		Balance,		Included			Included																June 30, 2013(3)
		April 1,		in Net			in
		2013		Income(1)			OCI
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	768	$	0		$	-36	$	123	$	0	$	0	$	-18	$	39	$	-44	$	832	$	0
RMBS			1,490		-1			8		94		0		0		-89		260		-227		1,535		-1
CMBS			704		0			-40		166		(10)		0		-8		71		-422		461		0
Other ABS			71		0			-3		40		0		0		-1		8		-6		109		0
Other securities			16		0			0		0		0		0		0		0		0		16		0
Total securities available for sale			3,049		(1	)		-71		423		-10		0		-116		378		-699		2,953		-1
Other assets:
Consumer MSRs			58		28			0		0		0		3		-2		0		-26		61		28
Derivative assets			83		-7			0		0		0		3		-6		0		-1		72		-7
Retained interest in securitizations			201		-3			0		0		0		0		0		0		0		198		-3
Liabilities:
Other liabilities:
Derivative liabilities			42		-4			0		0		0		9		-5		0		0		42		-4
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Six Months Ended June 30, 2014
				Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
				(Losses)													Into		Out of		June 30,		Gains (Losses)
				(Realized/Unrealized)													Level 3(2)		Level 3(2)		2014		Included in Net
																							Income Related to
																							Assets and
																							Liabilities
																							Still Held as of
(Dollars in millions)		Balance,		Included			Included																June 30, 2014(3)
		January 1,		Net in			in
		2014		Income(1)			OCI
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	927	$	0		$	15	$	0	$	-112	$	0	$	-39	$	64	$	-116	$	739	$	0
RMBS			1,304		37			36		980		0		0		-132		120		-1,509		836		37
CMBS			739		0			5		34		0		0		-30		66		-365		449		0
Other ABS			343		3			10		0		0		0		-2		43		-222		175		3
Other securities			17		0			0		0		0		0		0		3		0		20		0
Total securities available for sale			3,330		40			66		1,014		-112		0		-203		296		-2,212		2,219		40
Other assets:
Consumer MSRs			69		-17			0		0		0		7		-2		0		0		57		-17
Derivative assets			50		3			0		0		0		7		-6		0		-4		50		3
Retained interest in securitizations			199		-4			0		0		0		0		0		0		0		195		-4
Liabilities:
Other liabilities:
Derivative liabilities .			38		4			0		0		0		4		-8		0		-1		37		4
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Six Months Ended June 30, 2013
				Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
				(Losses)													Into		Out of		June 30,		Gains (Losses)
				(Realized/Unrealized)													Level 3(2)		Level 3(2)		2013		Included in Net
																							Income Related  to
																							Assets and
																							Liabilities
																							Still Held as of
(Dollars in millions)		Balance,		Included			Included																June 30, 2013(3)
		January 1,		in Net			in
		2013		Income(1)			OCI
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	650	$	0		$	-35	$	211	$	0	$	0	$	-28	$	78	$	-44	$	832	$	0
RMBS			1,335		-10			84		192		0		0		-145		529		-450		1,535		-10
CMBS			587		0			-47		547		-10		0		-27		120		-709		461		0
Other ABS			102		-1			6		40		-41		0		-2		14		-9		109		-1
Other securities			15		0			0		0		0		0		0		1		0		16		0
Total securities available for sale			2,689		-11			8		990		-51		0		-202		742		-1,212		2,953		-11
Other assets:
Consumer MSRs			55		30			0		0		0		5		-3		0		-26		61		30
Derivative assets			90		-7			0		0		0		4		-12		0		-3		72		-7
Retained interest in securitization			204		-6			0		0		0		0		0		0		0		198		-6
Liabilities:
Other liabilities:
Derivative liabilities			38		11			0		0		0		10		-16		0		-1		42		11
	-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 three and six months ended June 30, 2014 and 2013 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 (losses) 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. Impairment is reported in total other-than-temporary impairment 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.
Techniques and Inputs for Level 3 Fair Value Measurements
The following table presents the significant unobservable inputs relied upon to determine the fair values of our 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
		June 30,		Valuation		Unobservable			Average
		2014		Techniques		Inputs
Assets:
Securities available for sale:
RMBS		$	836	Discounted cash flows		Yield		1-24%		5%
				(3rd party pricing)		Constant prepayment rate		0-20%		3%
						Default rate		0-14%		7%
						Loss severity		0-75%		49%
CMBS		$	449	Discounted cash flows		Yield		0-4%		2%
				(3rd party pricing)		Constant prepayment rate		0-100%		9%
								2-7%		4%
								1-3%		2%
								3-12%		10%
Other ABS		$	175	Discounted cash flows		Yield		42-88%		71%
				(3rd party pricing)		Constant prepayment rate
						Default rate
						Loss severity
U.S. government guaranteed debt and other securities		$	759	Discounted cash flows		Yield		0-4%		2%
				(3rd party pricing)
Other assets:
Consumer MSRs		$	57	Discounted cash flows		Total prepayment rate		8-28%		11%
						Discount rate		9-21%		13%
						Servicing cost ($ per loan)	$	60.40-$185.22	$	76.16
Derivative assets		$	50	Discounted cash flows		Swap rates		3%		3%
Retained interests in securitization(1)		$	195	Discounted cash flows		Life of receivables (months)		30-89		N/A
						Constant prepayment rate		1-9%
						Discount rate		4-14%
						Default rate		2-7%
						Loss severity		18-99%
Liabilities:
Other liabilities:
Derivative liabilities		$	37	Discounted cash flows		Swap rates		3%		3%
		Quantitative Information about Level 3 Fair Value Measurements
(Dollars in millions)		Fair Value at		Significant Valuation		Significant	Range		Weighted
		December 31,		Techniques		Unobservable			Average
		2013				Inputs
Assets:
Securities available for sale:
RMBS		$	1,304	Discounted cash flows		Yield		0-23%		5%
				(3rd party pricing)		Constant prepayment rate		0-21%		5%
						Default rate		0-18%		8%
						Loss severity		0-95%		49%
CMBS		$	739	Discounted cash flows		Yield		1-4%		2%
				(3rd party pricing)		Constant prepayment rate		0-20%		3%
Other ABS		$	343	Discounted cash flows		Yield		1-8%		3%
				(3rd party pricing)		Constant prepayment rate		1-6%		2%
						Default rate		1-19%		12%
						Loss severity		44-80%		69%
U.S. government guaranteed debt and other securities		$	944	Discounted cash flows		Yield		0-3%		2%
				(3rd party pricing)
Other assets:
Consumer MSRs		$	69	Discounted cash flows		Total prepayment rate		9-32%		14%
						Discount rate		10-17%		11%
						Servicing cost ($per loan)	$	81.39-$393.52	$	89.32
Derivative assets		$	50	Discounted cash flows		Swap rates		3-4%		4%
Retained interests in securitization(1)		$	199	Discounted cash flows		Life of receivables (months)		34-101		N/A
						Constant prepayment rate		2-7%
						Discount rate		5-14%
						Default rate		2-7%
						Loss severity		15-89%
Liabilities:
Other liabilities:
Derivative liabilities		$	38	Discounted cash flows		Swap rates		3-4%		4%
	(1)	Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs.
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis
We are required to measure and recognize certain other assets at fair value on a nonrecurring basis in the consolidated balance sheets. These assets are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when we evaluate for impairment). The following table presents the carrying amount of the assets measured at fair value on a nonrecurring basis and still held as of June 30, 2014 and December 31, 2013, and for which a nonrecurring fair value measurement was recorded during the six and twelve months then ended:
Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
		June 30, 2014
		Estimated Fair Value Hierarchy
(Dollars in millions)		Level 1		Level 2			Level 3		Total
Assets:
Loans held for investment		$	0	$	0		$	87	$	87
Loans held for sale			0		31			0		31
Other assets(1)			0		0			48		48
Total		$	0	$	31		$	135	$	166
		31-Dec-13
		Estimated Fair Value Hierarchy
(Dollars in millions)		Level 1		Level 2			Level 3		Total
Assets:
Loans held for investment		$	0	$	0		$	84	$	84
Loans held for sale			0		145			0		145
Other assets(1)			0		0			64		64
Total		$	0	$	145		$	148	$	293
	-1	Includes foreclosed property and repossessed assets of $36 million and long-lived assets held for sale of $12 million as of June 30, 2014. Comparatively, includes foreclosed property and repossessed assets of $42 million and long-lived assets held for sale of $22 million as of December 31, 2013.
In the above table, loans held for investment primarily include nonperforming loans for which specific reserves or charge-offs have been recognized. These loans are classified as Level 3 as they are valued based in part on the estimated fair value of the underlying collateral and the non-recoverable rate, which is considered to be a significant unobservable input. Collateral fair value sources include the appraisal value obtained from independent appraisers, broker pricing opinions, or other available market information. The non-recoverable rate ranged from 0% to 15%, with a weighted average of 10%, and from 0% to 42%, with a weighted average of 13% as of June 30, 2014 and December 31, 2013, respectively. The fair value of the other assets classified as Level 3 is determined based on appraisal value or listing price which involves significant judgment; the significant unobservable inputs and related quantitative information are not meaningful to disclose as they vary significantly across properties and collateral.
The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at June 30, 2014 and 2013.
Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
		Total Gains (Losses)
		Six Months Ended June 30,
(Dollars in millions)		2014		2013
Assets:
Loans held for investment		$	-23	$	-17
Loans held for sale(1)			0		-15
Other assets(2)			-5		-11
Total		$	-28	$	-43
	-1	The fair value and related losses include a portion related to the Best Buy portfolio.
	-2	Includes the gains and losses related to foreclosed property and repossessed assets and long-lived assets held for sale.
Fair Value of Financial Instruments
The following reflects the fair value of financial instruments, whether or not recognized on the consolidated balance sheets at fair value, as of June 30, 2014 and December 31, 2013:
Table 12.6: Fair Value of Financial Instruments
		June 30, 2014					Estimated Fair Value Hierarchy
(Dollars in millions)		Carrying		Estimated			Level 1		Level 2		Level 3
		Amount		Fair Value
Financial assets:
Cash and cash equivalents		$	6,732	$	6,732		$	6,732	$	0	$	0
Restricted cash for securitization investors			361		361			361		0		0
Securities available for sale			41,113		41,113			1,342		37,552		2,219
Securities held to maturity			20,688		21,405			0		21,020		385
Net loans held for investment			194,530		199,138			0		0		199,138
Loans held for sale			709		715			0		715		0
Interest receivable			1,473		1,473			0		1,473		0
Derivative assets			748		748			4		694		50
Retained interests in securitizations			195		195			0		0		195
Financial liabilities:
Non-interest bearing deposits		$	24,920	$	24,920		$	24,920	$	0	$	0
Interest-bearing deposits			180,970		175,307			0		12,401		162,906
Securitized debt obligations			10,010		10,172			0		10,163		9
Senior and subordinated notes			16,628		17,279			0		17,279		0
Federal funds purchased and securities loaned or sold under agreements to repurchase			2,030		2,030			2,030		0		0
Other borrowings			10,446		10,453			0		10,453		0
Interest payable			309		309			0		309		0
Derivative liabilities			488		488			4		447		37
		December 31, 2013					Estimated Fair Value Hierarchy
(Dollars in millions)		Carrying		Estimated			Level 1		Level 2		Level 3
		Amount		Fair Value
Financial assets:
Cash and cash equivalents		$	6,291	$	6,291		$	6,291	$	0	$	0
Restricted cash for securitization investors			874		874			874		0		0
Securities available for sale			41,800		41,800			960		37,510		3,330
Securities held to maturity			19,132		19,185			0		18,895		290
Net loans held for investment			192,884		198,138			0		0		198,138
Loans held for sale			218		219			0		219		0
Interest receivable			1,418		1,418			0		1,418		0
Derivatives assets			959		959			3		906		50
Retained interests in securitizations			199		199			0		0		199
Financial liabilities:
Non-interest bearing deposits		$	22,643	$	22,643		$	22,643	$	0	$	0
Interest-bearing deposits			181,880		175,516			0		14,346		161,170
Securitized debt obligations			10,289		11,081			0		10,835		246
Senior and subordinated notes			13,134		13,715			0		13,715		0
Federal funds purchased and securities loaned or sold under agreements to repurchase			915		915			915		0		0
Other borrowings			16,316		16,324			0		16,324		0
Interest payable			307		307			0		307		0
Derivatives liabilities			710		710			4		668		38
The following describes the valuation techniques used in estimating the fair value of our financial instruments as of June 30, 2014 and December 31, 2013. We applied the fair value provisions to the financial instruments not recognized on the consolidated balance sheets at fair value, which include securities held to maturity, loans held for investment, interest receivable, interest-bearing deposits, securitized debt obligations, other borrowings and senior and subordinated notes. 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 for 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 measurements 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 measurements 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 or 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.
Net Loans Held For Investment
Loans held for investment that are individually impaired are carried at the lower of cost or fair value of the underlying collateral, less the estimated cost to sell. The fair values of credit card loans, installment loans, auto loans, home loans and commercial loans are estimated using a discounted cash flow method, which is a form of the income approach. Discount rates are determined considering rates at which similar portfolios of loans would be made under current conditions and considering liquidity spreads applicable to each loan portfolio based on the secondary market. The fair value of credit card loans excludes any value related to customer account relationships. For those loans held for investment that are recorded at fair value within our consolidated balance sheets on a nonrecurring basis, the fair value is determined using appraisal values that are obtained from independent appraisers, broker pricing opinions or other available market information, adjusted for the estimated costs to transact the sale.
Due to the use of significant unobservable inputs, loans held for investment are classified as Level 3 under the fair value hierarchy. Fair value adjustments for individually impaired collateralized loans held for investment are recorded in provision for credit losses on the consolidated statements of income.
Loans Held For Sale
Loans held for sale are carried at the lower of aggregate cost, net of deferred fees and deferred origination costs, or fair value. We originate loans with the intent to sell to government sponsored enterprises as part of a delegated underwriting and servicing (“DUS”) program. For DUS commercial loans, we believe the fair value approximates par value as this is the contractual price we receive from the purchaser. For all other loans classified as held for sale, the fair value is determined using a discounted cash flow model or current secondary market prices for loan pools with similar characteristics. Loans held for sale that are valued at par or using a discounted cash flow model are classified as Level 2. Fair value adjustments to loans held for sale are recorded in other non-interest income on our consolidated statements of income.
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 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
We record consumer MSRs at fair value on a recurring basis, while commercial MSRs are subsequently measured at amortized cost with impairment recognized as a reduction in other non-interest income. 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. Fair value measurements of MSRs use significant unobservable inputs and, accordingly, are classified as Level 3.
Retained Interests in Securitizations
We have retained interests in various mortgage securitization deals from previous acquisitions. Our retained interest includes rights to future cash flows arising from the receivables, the most significant being certificated interest-only bonds issued by the trust. We record our interest in these deals at fair value using valuation models to calculate the present value of future income. The model incorporates various assumptions that market participants use in estimating future income including weighted-average life, constant prepayment rate, discount rate, default rate and severity.
Other Assets
Included in other assets are foreclosed property, other repossessed assets and long-lived assets held for sale. Foreclosed property and other repossessed assets are carried at the lower of the carrying amount or fair value less costs to sell. The fair value is determined based on the appraisal value or listing price of the property or collateral provided by independent appraisers, and is adjusted for the estimated costs to transact the sale. 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 on the consolidated statements of income. Foreclosed property and repossessed assets, which we report on our consolidated balance sheets under other assets, totaled $117 million and $158 million, respectively, as of June 30, 2014, compared with $113 million and $160 million, respectively, as of December 31, 2013.
Long-lived assets held for sale are also subject to fair value measurement on a nonrecurring basis, and carried at the lower of their carrying amount or fair value less costs to sell. The fair value is determined based on the appraisal value or listing price of the property or collateral provided by independent appraisers, and is adjusted for the estimated costs to transact the sale. Due to the use of significant unobservable inputs, long-lived assets held for sale are classified as Level 3 under the fair value hierarchy. Fair value adjustments for long-lived assets are recorded in other non-interest expense on the consolidated statements of income.
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 is 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 measurements 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 is determined based on discounted expected cash flows using discount rates consistent with current market rates for FHLB advances with similar remaining terms.
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	6 Months Ended
	Jun. 30, 2014
Segment Reporting [Abstract]	'
Business Segments	'
	NOTE 13—BUSINESS SEGMENTS
	Our principal operations are currently organized into three major business segments, which are defined based on the products and services provided or the type of customer served: Credit Card, Consumer Banking and Commercial Banking. The operations of acquired businesses have been integrated into our existing business segments. Certain activities that are not part of a segment, such as management of our corporate investment portfolio and asset/liability management by our centralized Corporate Treasury group, are included in the “Other” category.
	Basis of Presentation
	We report the results of each of our business segments on a continuing operations basis. See “Note 2—Discontinued Operations” for a discussion of discontinued operations. The results of our individual businesses reflect the manner in which management evaluates performance and makes decisions about funding our operations and allocating resources.
	Business Segment Reporting Methodology
	The results of our business segments are intended to reflect each segment as if it were a stand-alone business. Our internal management and reporting process used to derive our segment results employs various allocation methodologies, including funds transfer pricing, to assign certain balance sheet assets, deposits and other liabilities and their related revenue and expenses directly or indirectly attributable to each business segment. Our funds transfer pricing process provides a funds credit for sources of funds, such as deposits generated by our Consumer Banking and Commercial Banking businesses, and a funds charge for the use of funds by each segment. Due to the integrated nature of our business segments, estimates and judgments have been made in allocating certain revenue and expense items. Transactions between segments are based on specific criteria or approximate third-party rates. We regularly assess the assumptions, methodologies and reporting classifications used for segment reporting, which may result in the implementation of refinements or changes in future periods. We provide additional information on the allocation methodologies used to derive our business segment results in “Note 19—Business Segments” in our 2013 Form 10-K.
	Segment Results and Reconciliation
	We may periodically change our business segments or reclassify business segment results based on modifications to our management reporting methodologies and changes in organizational alignment.
	The following tables present our business segment results for the three and six months ended June 30, 2014 and 2013, selected balance sheet data as of June 30, 2014 and 2013, 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.
	Table 13.1: Segment Results and Reconciliation
			Three Months Ended June 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
			Card		Banking		Banking(1)				Total(1)
	Net interest income		$	2,461	$	1,431	$	436	$	(13)	$	4,315
	Non-interest income			839		170		109		35		1,153
	Total net revenue			3,300		1,601		545		22		5,468
	Provision for credit losses			549		143		12		0		704
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization			94		0		0		0		94
	Core deposit intangible amortization			0		28		5		0		33
	Total PCCR and core deposit intangible amortization			94		28		5		0		127
	Other non-interest expense			1,625		910		262		55		2,852
	Total non-interest expense			1,719		938		267		55		2,979
	Income (loss) from continuing operations before income taxes			1,032		520		266		(33)		1,785
	Income tax provision (benefit)			364		186		95		(64)		581
	Income from continuing operations, net of tax		$	668	$	334	$	171	$	31	$	1,204
	Period-end total loans held for investment		$	79,018	$	71,062	$	48,321	$	127	$	198,528
	Period-end total customer deposits			0		169,153		31,440		5,297		205,890
			Three Months Ended June 30, 2013
	(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
			Card		Banking		Banking(1)				Total(1)
	Net interest income		$	2,804	$	1,478	$	402	$	(131)	$	4,553
	Non-interest income			832		189		93		(29)		1,085
	Total net revenue			3,636		1,667		495		(160)		5,638
	Provision (benefit) for credit losses			713		67		(14)		(4)		762
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization			110		0		0		0		110
	Core deposit intangible amortization			0		35		8		0		43
	Total PCCR and core deposit intangible amortization			110		35		8		0		153
	Other non-interest expense			1,709		875		220		61		2,865
	Total non-interest expense			1,819		910		228		61		3,018
	Income (loss) from continuing operations before income taxes			1,104		690		281		(217)		1,858
	Income tax provision (benefit)			385		246		100		(100)		631
	Income from continuing operations, net of tax		$	719	$	444	$	181	$	(117)	$	1,227
	Period-end total loans held for investment		$	78,310	$	72,218	$	40,805	$	179	$	191,512
	Period-end total customer deposits			0		169,789		30,869		9,207		209,865
			Six Months Ended June 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
			Card		Banking		Banking(1)				Total(1)
	Net interest income		$	4,986	$	2,864	$	857	$	(42)	$	8,665
	Non-interest income			1,624		320		196		33		2,173
	Total net revenue			6,610		3,184		1,053		(9)		10,838
	Provision (benefit) for credit losses			1,107		283		52		(3)		1,439
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization			192		0		0		0		192
	Core deposit intangible amortization			0		58		11		0		69
	Total PCCR and core deposit intangible amortization			192		58		11		0		261
	Other non-interest expense			3,253		1,810		511		76		5,650
	Total non-interest expense			3,445		1,868		522		76		5,911
	Income (loss) from continuing operations before income taxes			2,058		1,033		479		(82)		3,488
Income tax provision (benefit)			722		369		171		(102)		1,160
Income from continuing operations, net of tax		$	1,336	$	664	$	308	$	20	$	2,328
Period-end total loans held for investment		$	79,018	$	71,062	$	48,321	$	127	$	198,528
Period-end total customer deposits			0		169,153		31,440		5,297		205,890
		Six Months Ended June 30, 2013
(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
		Card		Banking		Banking(1)				Total(1)
Net interest income		$	5,634	$	2,956	$	803	$	(270)	$	9,123
Non-interest income			1,653		370		177		(134)		2,066
Total net revenue			7,287		3,326		980		(404)		11,189
Provision (benefit) for credit losses			1,456		242		(49)		(2)		1,647
Non-interest expense:
Amortization of intangibles:
PCCR intangible amortization			226		0		0		0		226
Core deposit intangible amortization			0		72		15		0		87
Total PCCR and core deposit intangible amortization			226		72		15		0		313
Other non-interest expense			3,441		1,728		434		93		5,696
Total non-interest expense			3,667		1,800		449		93		6,009
Income (loss) from continuing operations before income taxes			2,164		1,284		580		(495)		3,533
Income tax provision (benefit)			759		457		206		(250)		1,172
Income from continuing operations, net of tax		$	1,405	$	827	$	374	$	(245)	$	2,361
Period-end total loans held for investment		$	78,310	$	72,218	$	40,805	$	179	$	191,512
Period-end total customer deposits			0		169,789		30,869		9,207		209,865
	-1	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for expanded discussion. Prior periods have been recast to conform to this presentation.

Commitments_Contingencies_Guar

Commitments, Contingencies, Guarantees, and Others	6 Months Ended
	Jun. 30, 2014
Commitments And Contingencies Disclosure [Abstract]	'
Commitments, Contingencies, Guarantees, and Others	'
	NOTE 14—COMMITMENTS, CONTINGENCIES, GUARANTEES, AND OTHERS
	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 GreenPoint Credit LLC in 2000. Our maximum credit exposure related to these agreements totaled $14 million and $16 million as of June 30, 2014 and December 31, 2013, respectively. These agreements are recorded on our consolidated balance sheets as a component of other liabilities. The value of our obligations under these agreements was $13 million and $15 million as of June 30, 2014 and December 31, 2013, respectively.
	See “Note 6—Variable Interest Entities and Securitizations” for additional information about our manufactured housing securitization transactions.
	Letters of Credit and Loss Sharing Agreements
	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.
	On November 1, 2013, we acquired Beech Street Capital, a privately-held, DUS lender that originates multifamily commercial loans with the intent to sell to a government-sponsored enterprise (“GSE”). We enter into loss sharing agreements with Fannie Mae upon the sale of the DUS commercial loans. Under these agreements, losses on the covered loans are shared on a pari passu basis over the life of the loans. At inception, we record a liability representing the fair value of our obligation which is subsequently amortized as we are released from risk of payment under the loss sharing agreement. If payment under the loss sharing agreement becomes probable and estimable, an additional liability may be recorded on the consolidated balance sheets and a non-interest expense may be recognized on the consolidated statements of income. The associated MSRs will also be reviewed for impairment annually.
	We had standby letters of credit and commercial letters of credit with contractual amounts of $2.1 billion and $2.0 billion as of June 30, 2014 and December 31, 2013, respectively. The carrying value of outstanding letters of credit, which we include in other liabilities on our consolidated balance sheets, was $3 million and $4 million as of June 30, 2014 and December 31, 2013, respectively. These financial guarantees had expiration dates ranging from 2014 to 2025 as of June 30, 2014. The amount of liability recognized on our balance sheet for Fannie Mae and other loss sharing agreements was $33 million and $14 million as of June 30, 2014 and December 31, 2013, respectively. No additional collateral or recourse provisions exist to reduce this exposure.
	U.K. Cross Sell
	In the U.K., we previously sold payment protection insurance (“PPI”) and other ancillary cross sell products. In response to an elevated level of customer complaints across the industry, heightened media coverage and pressure from consumer advocacy groups, the U.K. Financial Conduct Authority (“FCA”) 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 U.K. cross sell products, including PPI, which totaled $169 million as of both June 30, 2014 and December 31, 2013. The addition to the reserve this quarter has been offset by utilization through anticipated redress payments in the first half of the year. The increase in the reserve reflects an increased expectation of claims as a result of the rate of decline in the volume of claims being lower than previously expected. While the reserve currently reflects management’s best estimate, there remains uncertainty about the number of customer claims, It is possible that we may further add to reserves if we determine that we need to change the calculation used to determine customer refunds.
	Potential Mortgage Representation and Warranty Liabilities
	We acquired three subsidiaries that originated residential mortgage loans and sold these loans to various purchasers, including purchasers who created securitization trusts. These subsidiaries are Capital One Home Loans, LLC, which was acquired in February 2005; GreenPoint, which was acquired in December 2006 as part of the North Fork acquisition; and CCB, which was acquired in February 2009 and subsequently merged into CONA (collectively, “the subsidiaries”).
	In connection with their sales of mortgage loans, the subsidiaries entered into agreements containing varying representations and warranties about, among other things, the ownership of the loan, the validity of the lien securing the loan, the loan’s compliance with any applicable loan criteria established by the purchaser, including underwriting guidelines and the existence of mortgage insurance, and the loan’s compliance with applicable federal, state and local laws. The representations and warranties do not address the credit performance of the mortgage loans, but mortgage loan performance often influences whether a claim for breach of representation and warranty will be asserted and has an effect on the amount of any loss in the event of a breach of a representation or warranty.
	Each of these subsidiaries may be required to repurchase mortgage loans in the event of certain breaches of these representations and warranties. In the event of a repurchase, the subsidiary is typically required to pay the unpaid principal balance of the loan together with interest and certain expenses (including, in certain cases, legal costs incurred by the purchaser and/or others). The subsidiary then recovers the loan or, if the loan has been foreclosed, the underlying collateral. The subsidiary is exposed to any losses on the repurchased loans 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 unpaid principal balance as of June 30, 2014 and December 31, 2013:
	Table 14.1: Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser
			Estimated				Original Principal Balance
			Unpaid Principal Balance
	(Dollars in billions)		June 30,		December 31,		Total		2008		2007		2006		2005
			2014		2013
	Government-sponsored enterprises (“GSEs”)(1)		$	3	$	3	$	11	$	1	$	4	$	3	$	3
	Insured Securitizations			4		5		20		0		2		8		10
	Uninsured Securitizations and Other			17		18		80		3		15		30		32
	Total		$	24	$	26	$	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 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 is 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 $24 billion in unpaid principal balance remains outstanding as of June 30, 2014, of which approximately $5 billion in unpaid principal balance is at least 90 days delinquent. Approximately $21 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 $2.7 billion original principal balance of mortgage loans as of June 30, 2014, compared with $2.8 billion as of December 31, 2013. 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, 2012		$	59	$	1,579	$	781	$	2,419
	Gross new demands received			203		40		391		634
	Loans repurchased/made whole			-49		-5		-27		-81
	Demands rescinded			-124		0		-23		-147
	Open claims as of December 31, 2013			89		1,614		1,122		2,825
	Gross new demands received			16		1		738		755
	Loans repurchased/made whole			-25		0		-2		-27
	Demands rescinded			-51		-745		-10		-806
	Open claims as of June 30, 2014		$	29	$	870	$	1,848	$	2,747
		(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.
	The following table summarizes changes in our representation and warranty reserves for the three and six months ended June 30, 2014 and 2013:
	Table 14.3: Changes in Representation and Warranty Reserve
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars in millions)		2014		2013		2014		2013
	Representation and warranty repurchase reserve, beginning of period(1)		$	1,128	$	994	$	1,172	$	899
	Provision (benefit) for mortgage representation and warranty losses:
	Recorded in continuing operations			-29		-4		-15		-14
	Recorded in discontinued operations			11		187		-36		294
	Total provision (benefit) for mortgage representation and warranty losses			-18		183		-51		280
	Net realized losses			-98		-21		-109		-23
	Representation and warranty repurchase reserve, end of period(1)		$	1,012	$	1,156	$	1,012	$	1,156
		(1)	Reported on our consolidated balance sheets as a component of other liabilities.
	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)		June 30, 2014		December 31,		Loans Sold
2013					2005 to 2008(1)
Selected period-end data:
GSEs and Active Insured Securitizations		$	783	$	965	$	27
Inactive Insured Securitizations and Others			229		207		84
Total		$	1,012	$	1,172	$	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.
Our reserves also could be impacted by any claims which may be brought by governmental agencies under the Financial Institutions Reform, Recovery, and Enforcement Act (“FIRREA”), the False Claims Act, or other federal or state statutes. For example, GreenPoint and Capital One have received requests for information and/or subpoenas from various governmental regulators and law enforcement authorities, including members of the RMBS Working Group, relating to the origination of loans for sale to the GSEs and to RMBS participants. We are cooperating with these regulators and other authorities in responding to such requests.
For the $16 billion original principal balance in Active Insured Securitizations, our reserving approach 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 category 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, and the DBSP 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 indirect indemnity risks from these litigations, we generally have not established reserves with respect to these indemnity risks because we do not consider them to be both probable and reasonably estimable liabilities. In addition, to the extent we have litigation reserves with respect to indemnification risks from certain representation and warranty lawsuits brought by parties who purchased loans from our subsidiaries and subsequently re-sold the loans into securitizations, such reserves are also contained within this category.
For the $22 billion original principal balance of mortgage loans sold to private investors as whole loans, we establish reserves by relying on our historical and anticipated claims and repurchase rates to estimate lifetime liability.
The aggregate reserves for all three subsidiaries totaled $1.0 billion as of June 30, 2014, compared with $1.2 billion as of December 31, 2013. We recorded a total benefit for mortgage representation and warranty losses of $51 million in the six months ended June 30, 2014, which was primarily driven by legal developments with respect to probable and estimable losses. During the six months ended June 30, 2014, we had settlements totaling $109 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 June 30, 2014 is approximately $2.5 billion, a decline from our estimate of $2.6 billion at December 31, 2013. The estimate as of June 30, 2014 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 FHFA Litigation, and the LXS Trust 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 concerning 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 potentially material legal proceedings and claims.
For some of the matters disclosed below, we are able to determine estimates of potential future outcomes that are not probable and reasonably estimable outcomes justifying either the establishment of a reserve or an incremental reserve build, but which are reasonably possible outcomes. For other disclosed matters, such an estimate is not possible at this time. For those matters below where an estimate is possible (excluding the reasonably possible future losses relating to the U.S. Bank Litigation, the DBSP Litigation, the FHFA Litigation, and the LXS Trust 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. In July 2012, the parties executed and filed with the court a Memorandum of Understanding agreeing to resolve the litigation on certain terms set forth in a settlement agreement attached to the Memorandum. The class settlement provides for, among other things, (i) payments by defendants to the class and individual plaintiffs totaling approximately $6.6 billion; (ii) a distribution to the class merchants of an amount equal to 10 basis points of certain interchange transactions for a period of eight months; and (iii) modifications to certain Visa and MasterCard rules regarding point of sale practices. 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 December 2013, the court granted final approval of the proposed class settlement, which was appealed to the Second Circuit Court of Appeals in January 2014. 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”). Relatedly, in December 2013, individual consumer plaintiffs also filed a proposed national class action against a number of banks, including Capital One, alleging that because the banks conspired to fix interchange fees, consumers were forced to pay more for the fees than appropriate. 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 as of June 30, 2014 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. In March 2014, the court granted a partial motion for class certification, and in April 2014 both plaintiffs and defendants filed a notice to appeal the decision to the Court of Appeal for British Columbia.
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 COBNA. 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 January, 2014, the Ninth Circuit affirmed the lower court’s dismissal of the case. In April 2014, plaintiffs filed a Petition for Writ of Certiorari to the United States Supreme Court, which was denied by the Supreme Court in July 2014.
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. In August 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. In August 2011, Capital One filed a motion for summary judgment, which remains pending with the court. In July 2013, the MDL plaintiffs filed a supplemental opposition to Capital One’s motion for summary judgment. In April 2014, the MDL was reassigned to a new Judge in the U.S. District Court for the Northern District of Georgia. As a result of a settlement in another matter, the California-based UCL and TILA claims in the MDL are extinguished.
Mortgage Repurchase Litigation
In February 2009, GreenPoint was named as a defendant in a lawsuit commenced in the New York County Supreme Court, by U.S. Bank, N. A., Syncora Guarantee Inc. and CIFG Assurance North America, Inc. (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. In March 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. In February 2012, the court denied plaintiffs’ motion for leave to file an amended complaint and dismissed Syncora and CIFG from the case. Syncora and CIFG appealed their dismissal to the New York Supreme Court, Appellate Division, First Department (the “First Department”), which affirmed the dismissal in April 2013. The New York Court of Appeals denied Syncora’s and CIFG’s motion for leave to appeal the First Department’s decision in February 2014.
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 in July 2011.
In October 2012, CONA as successor to 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 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. The parties have resolved the matter and the court entered a stipulation of dismissal with prejudice in June 2014.
In May, June, and July 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. In January 2013, the plaintiffs filed an amended consolidated complaint in the name of the three trusts, acting by the respective trustees, alleging breaches of contractual representations and warranties regarding compliance with GreenPoint underwriting guidelines relating to certain loans (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. The court denied GreenPoint’s motion to dismiss in March 2014.
In July 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. In January 2014, the court granted GreenPoint’s motion to dismiss based on the statute of limitations, ruling that New York’s six-year statute of limitations began running no later than the time of the mortgage securitization. The plaintiff has appealed the dismissal of the complaint.
As noted above in the section entitled Potential Mortgage Representation and Warranty Liabilities, the Company’s subsidiaries establish reserves with respect to representation and warranty litigation matters, where appropriate, within the Company’s overall representation and warranty reserves. Please see above for more details.
New York District Attorney’s Office Investigation
Capital One has received subpoenas and testimony requests from the New York District Attorney’s office with respect to certain check casher clients of the Commercial Banking business and Capital One’s anti-money laundering program. Capital One is cooperating with the investigation.
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 was 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, captioned 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. In March 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. In June 2012, the MDL court granted plaintiff’s motion for class certification. The modified scheduling order entered by the MDL court contemplates the conclusion of discovery in the third quarter of 2014 and we anticipate a remand to the Eastern District of Louisiana in the fourth quarter of 2014.
Hawaii, Mississippi, Missouri and New Mexico State Attorney General Payment Protection Matters
In April 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. In June 2012, the Attorney General of Mississippi filed substantially similar suits against Capital One and several other banks. In April 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.
In May 2012, Capital One removed the Hawaii AG case to U.S. District Court, District of Hawaii. In November 2012, the court denied the Hawaii AG’s motion to remand. The Ninth Circuit overturned the District Court’s denial of the AG’s motion to remand in August 2014, and the case will proceed in state court.
In August 2012, Capital One removed the Mississippi AG case to the U.S. District Court, Southern District of Mississippi. In July 2013, the court denied the Mississippi AG’s motion to remand. The Fifth Circuit overturned the District Court’s denial of the AG’s motion to remand in December 2013, and the case will proceed in state court.
In June 2013, Capital One removed the New Mexico AG case to the U.S. District Court, District of New Mexico. In response, the New Mexico AG filed an Amended Complaint in federal court, adding a claim for alleged violations of the Truth in Lending Act. In November 2013, the court granted in part and denied in part Capital One’s motion to dismiss. The court dismissed the state deceptive practices act claim but allowed the New Mexico AG to proceed on its claims under the Truth In Lending Act. In a separate order, the court also granted Capital One’s motion precluding the New Mexico AG from recovery of alleged damages for New Mexico residents who were class members in a prior class action against Capital One.
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.
In June 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 in August 2013. Capital One filed an answer and counterclaim alleging antitrust violations. In December 2013, the court dismissed Capital One’s counterclaim and decided the parties’ arguments on claim construction. IV agreed to dismiss two patents in suit, and following claim construction, asked for a stipulation of non-infringement for one patent with an opportunity to appeal the court’s decision regarding claim construction. In April 2014, the court granted Capital One’s motion for summary judgment and found that the two remaining patents were either unpatentable or indefinite. In May 2014, IV appealed to the Federal Circuit and Capital One cross-appealed the dismissal of its antitrust claims.
In January 2014, IV filed a second suit against Capital One for patent infringement in the U.S. District Court for the District of Maryland. In the complaint, IV again alleges infringement of patents related to various business practices across the Capital One enterprise. The court denied Capital One’s motion to transfer venue to the Eastern District of Virginia in March 2014. IV voluntarily dismissed one of the patents against Capital one, and the parties are currently engaged in discovery on the remaining patents in suit.
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. In February 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. In June 2014, the parties executed and filed with the court a Memorandum of Understanding agreeing to resolve the litigation for an amount within previously established reserves. In July 2014, the court granted preliminary approval of the class settlement. The court is scheduled to determine whether to provide final approval of the class settlement in the fourth quarter of 2014.
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)	6 Months Ended
	Jun. 30, 2014
Accounting Policies [Abstract]	'
Basis of Presentation and Use of Estimates	'
	Basis of Presentation and Use of Estimates
	The accompanying consolidated financial statements have been prepared in accordance with generally accepted accounting principles in the U.S. (“U.S. GAAP” ). The preparation of financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the amounts reported on the consolidated financial statements and related disclosures. These estimates are based on information available as of the date of the consolidated financial statements. While management makes its best judgment, actual amounts or results could differ from these estimates. Certain prior period amounts have been reclassified to conform to the current period presentation.
Principles of Consolidation	'
	Principles of Consolidation
	The consolidated financial statements include the accounts of Capital One Financial Corporation and all other entities in which we have a controlling financial interest. We determine whether we have a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a Variable Interest Entity (“VIE” ). All significant intercompany account balances and transactions have been eliminated.
New Accounting Standards	'
	New Accounting Standards Adopted
	Accounting for Investments in Qualified Affordable Housing Projects
	In January 2014, the Financial Accounting Standard Board (“FASB”) issued guidance permitting an entity to account for Investments in Qualified Affordable Housing Projects using the proportional amortization method if certain criteria are met. The proportional amortization method amortizes the cost of the investment over the period in which the investor receives tax credits and other tax benefits, and the resulting amortization is recognized as a component of income tax expense attributable to continuing operations. Historically, these investments were under the equity method of accounting and the passive losses related to the investments were recognized within non-interest expense. We adopted this guidance in the first quarter of 2014 with retrospective application. As a result, total assets, total liabilities, and retained earnings were reduced by $115 million, $3 million and $112 million from $297.0 billion, $255.3 billion and $20.4 billion, respectively, as of December 31, 2013. In addition, net income was reduced by $9 million from $1.1 billion for the three months ended June 30, 2013 and by $19 million from $2.2 billion for the first six months ended June 30, 2013.
	During the second quarter and first six months of 2014, we recognized amortization of $72 million and $144 million, respectively and tax credits of $88 million and $178 million, respectively, associated with these investments within income taxes. The carrying value of our investments in these qualified affordable housing projects was $2.9 billion and $2.8 billion as of June 30, 2014 and December 31, 2013, respectively. We are periodically required to provide additional financial or other support during the period of the investments. We recorded a liability of $1.1 billion for the unfunded commitments as of June 30, 2014, which are expected to be paid during the years from 2014 to 2017.
	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 the 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 amounts of the obligations as well as other information about those obligations. The guidance is effective for annual and interim periods beginning after December 15, 2013. The adoption of this guidance in the first quarter of 2014 did not have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Recently Issued but Not Yet Adopted Accounting Standards
	Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period
	In June 2014, the FASB issued guidance clarifying that a performance target contained within a share-based payment award that affects vesting and can be achieved after the requisite service period has been completed is to be accounted for as a performance condition. Accordingly, the grantor of such awards would recognize compensation cost in the period in which it becomes probable that the performance target will be achieved. The amount of the compensation cost recognized should represent the cost attributable to the requisite service period fulfilled. The guidance is effective for annual and interim periods beginning after December 15, 2015, with early adoption permitted. Entities may elect to adopt the guidance on either a prospective or modified retrospective basis. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice.
	Accounting for Repurchase Transactions
	In June 2014, the FASB issued guidance that requires repurchase-to-maturity transactions to be accounted for as secured borrowings rather than sales. New disclosures for certain transactions accounted for as secured borrowings and transfers accounted for as sales when the transferor retains substantially all of the exposure to the economic return on the transferred financial assets will also be required. We do not expect our adoption of the accounting guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is consistent with our current practice. The new disclosures will be provided beginning in the second quarter of 2015.
	Revenue from Contracts with Customers
	In May 2014, the FASB issued revised guidance for the recognition, measurement, and disclosure of revenue from contracts with customers. The guidance is applicable to all entities and, once effective, will replace significant portions of existing industry and transaction-specific revenue recognition rules with a more principles-based recognition model. Most revenue associated with financial instruments, including interest and loan origination fees, is outside the scope of the guidance. Gains and losses on investment securities, derivatives and sales of financial instruments are similarly excluded from the scope. The guidance is effective for annual and interim periods beginning after December 15, 2016, with early adoption prohibited. Entities can elect to adopt the guidance either on a full or modified retrospective basis. Full retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the earliest comparative period presented. Modified retrospective adoption will require a cumulative effect adjustment to retained earnings as of the beginning of the reporting period in which the entity first applies the new guidance. We are currently evaluating the guidance to identify which of our revenue streams are within its scope and determine which transition method we plan to elect. Accordingly, we cannot yet quantify the impact our adoption of this guidance will have in the first quarter of 2017.
	Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity
	In April 2014, the FASB issued guidance changing the criteria for reporting discontinued operations. As a result of the change, only those disposals of components of an entity that represent a strategic shift that has, or will have, a major effect on an entity’s operations and financial results will be reported as discontinued operations. Expanded disclosures of discontinued operations and disposals of individually significant components of an entity that do not currently qualify for discontinued operations reporting will be required. The guidance is effective for disposals or classifications as held for sale of components of an entity that occur within annual and interim periods beginning after December 15, 2014, with early adoption permitted in certain circumstances. Our adoption of this guidance in the first quarter of 2015 will not impact what we currently report as discontinued operations due to the prospective transition provisions.
	Reclassification of Collateralized Mortgage Loan Upon Foreclosure
	In January 2014, the FASB issued guidance clarifying when an entity should reclassify a consumer mortgage loan collateralized by residential real estate to foreclosed property. Reclassification should occur when the creditor obtains legal title to the residential real estate property or when the borrower conveys all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. An entity should not wait until a redemption period, if any, has expired to reclassify a consumer mortgage loan to foreclosed property. The guidance is effective for annual and interim periods beginning after December 15, 2014, with early adoption permitted. We do not expect our adoption of this guidance in the first quarter of 2015 to have a significant impact on our financial condition, results of operations or liquidity as the guidance is materially consistent with our current practice.

Discontinued_Operations_Tables

Discontinued Operations (Tables)	6 Months Ended
	Jun. 30, 2014
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 our wholesale mortgage banking unit:
	Table 2.1: Results of Discontinued Operations
		Three Months Ended				Six Months Ended
		June 30,				June 30,
	(Dollars in millions)	2014		2013		2014		2013
	Non-interest income (expense), net	$	-15	$	-190	$	32	$	-315
	Income (loss) from discontinued operations before taxes		-15		-190		32		-315
	Income tax provision (benefit)		-5		-71		12		-118
	Income (loss) from discontinued operations	$	-10	$	-119	$	20	$	-197

Investment_Securities_Tables

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2014
Investments Debt And Equity Securities [Abstract]	'
Schedule of Investment Portfolio	'
	The table below presents the overview of our investment portfolio at June 30, 2014 and December 31, 2013.
	Table 3.1 Overview of Investment Portfolio
	(Dollars in millions)		June 30, 2014		December 31, 2013
	Securities available for sale, at fair value		$	41,113	$	41,800
	Securities held to maturity, at carrying value			20,688		19,132
	Total investments		$	61,801	$	60,932
Schedule of Available-for-Sale Securities	'
	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of securities available for sale at June 30, 2014 and December 31, 2013.
	Table 3.2 Investment Securities Available for Sale
			June 30, 2014
	(Dollars in millions)		Amortized		Gross		Gross		Fair
			Cost		Unrealized		Unrealized		Value
					Gains		Losses(1)
	Investment securities available for sale:
	U.S. Treasury debt obligations		$	1,221	$	2	$	0	$	1,223
	U.S. Agency debt obligations			1		0		0		1
	Corporate debt securities guaranteed by U.S. government  agencies			1,120		1		-29		1,092
	Residential mortgage-backed securities (“RMBS”):
	Agency			21,779		309		-140		21,948
	Non-agency			3,077		512		-10		3,579
	Total RMBS			24,856		821		-150		25,527
	Commercial mortgage-backed securities (“CMBS”):
	Agency			4,041		32		-61		4,012
	Non-agency			1,803		28		-23		1,808
	Total CMBS			5,844		60		-84		5,820
	Other assets backed securities (“ABS”)(2)			5,972		65		-15		6,022
	Other securities(3)			1,433		16		-21		1,428
	Total investment securities available for sale		$	40,447	$	965	$	-299	$	41,113
			December 31, 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		$	831	$	2	$	0	$	833
	U.S. Agency debt obligations			1		0		0		1
	Corporate debt securities guaranteed by U.S. government agencies			1,282		1		-49		1,234
	RMBS:
	Agency			21,572		239		-332		21,479
	Non-agency			3,165		450		-15		3,600
	Total RMBS			24,737		689		-347		25,079
	CMBS:
	Agency			4,262		20		-84		4,198
	Non-agency			1,854		14		-60		1,808
	Total CMBS			6,116		34		-144		6,006
	Other ABS(2)			7,123		49		-36		7,136
	Other securities(3)			1,542		24		-55		1,511
	Total investment securities available for sale		$	41,632	$	799	$	-631	$	41,800
		-1	Includes $8 million and $12 million as of June 30, 2014 and December 31, 2013, respectively, attributable to securities for which OTTI has been recognized. Substantially all of this amount is related to non-agency RMBS.
		-2	ABS collateralized by credit card loans constituted approximately 65% of the other ABS portfolio both as of June 30, 2014, and December 31, 2013, and ABS collateralized by auto dealer floor plan inventory loans and leases constituted approximately 13% and 15% of the other ABS portfolio as of June 30, 2014 and December 31, 2013, respectively. Approximately 89% of the securities in our other ABS portfolio were rated AAA or its equivalent as of June 30, 2014, compared with 87% as of December 31, 2013.
		-3	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	'
	The table below presents the carrying value, gross unrealized gains and losses, and fair value of securities held to maturity at June 30, 2014 and December 31, 2013.
	Table 3.3 Investment Securities Held to Maturity
			June 30, 2014
	(Dollars in millions)		Amortized		Unrealized		Carrying		Gross		Gross		Fair
			Cost		Losses		Value		Unrealized		Unrealized		Value
					Recorded				Gains		Losses
					in AOCI(1)
	Agency RMBS		$	20,100	$	-1,248	$	18,852	$	649	$	-3	$	19,498
	Agency CMBS			1,962		-126		1,836		75		-4		1,907
	Total investment securities held to maturity		$	22,062	$	(1,374)	$	20,688	$	724	$	-7	$	21,405
			31-Dec-13
	(Dollars in millions)		Amortized		Unrealized		Carrying		Gross		Gross		Fair
			Cost		Losses		Value		Unrealized		Unrealized		Value
					Recorded				Gains		Losses
					in AOCI(1)
	Agency RMBS		$	18,746	$	-1,303	$	17,443	$	72	$	-30	$	17,485
	Agency CMBS			1,821		-132		1,689		16		-5		1,700
	Total investment securities held to maturity		$	20,567	$	(1,435)	$	19,132	$	88	$	-35	$	19,185
		-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.
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 June 30, 2014 and December 31, 2013.
	Table 3.4: Securities in Unrealized Loss Position
			June 30, 2014
			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:
	Corporate debt securities guaranteed by U.S. government agencies		$	151	$	-2	$	838	$	-27	$	989	$	-29
	RMBS:
	Agency			3,224		-14		5,138		-127		8,362		-141
	Non-agency			149		-2		231		-8		380		-10
	Total RMBS			3,373		-16		5,369		-135		8,742		-151
	CMBS:
	Agency			572		-5		2,087		-56		2,659		-61
	Non-agency			111		0		754		-23		865		-23
	Total CMBS			683		-5		2,841		-79		3,524		-84
	Other ABS			90		0		825		-14		915		-14
	Other securities			115		0		718		-21		833		-21
	Total investment securities available for sale in a gross unrealized loss position		$	4,412	$	-23	$	10,591	$	-276	$	15,003	$	-299
			December 31, 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:
	Corporate debt securities guaranteed by U.S. government agencies		$	1,143	$	-47	$	46	$	-2	$	1,189	$	-49
	RMBS:
	Agency			9,769		-263		1,770		-69		11,539		-332
	Non-agency			454		-10		56		-5		510		-15
	Total RMBS			10,223		-273		1,826		-74		12,049		-347
	CMBS:
	Agency			2,842		-74		256		-10		3,098		-84
	Non-agency			952		-43		183		-17		1,135		-60
	Total CMBS			3,794		-117		439		-27		4,233		-144
	Other ABS			2,528		-34		392		-2		2,920		-36
	Other securities			1,149		-51		57		-4		1,206		-55
	Total investment securities available for sale in a gross unrealized loss position		$	18,837	$	-522	$	2,760	$	-109	$	21,597	$	-631
Schedule of Contractual Maturities for Available for Sale Securities	'
	The following tables summarize the remaining scheduled contractual maturities, assuming no prepayments, of our investment securities as of June 30, 2014:
	Table 3.5: Contractual Maturities of Securities Available for Sale
			June 30, 2014
	(Dollars in millions)		Amortized Cost		Fair Value
	Due in 1 year or less		$	2,117	$	2,120
	Due after 1 year through 5 years			5,033		5,059
	Due after 5 years through 10 years			3,835		3,824
	Due after 10 years(1)			29,462		30,110
	Total		$	40,447	$	41,113
		(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
			30-Jun-14
	(Dollars in millions)		Carrying Value		Fair Value
	Due after 5 years through 10 years		$	1,140	$	1,207
	Due after 10 years			19,548		20,198
	Total		$	20,688	$	21,405
Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type	'
	The table below summarizes, by major security type, the expected maturities and weighted average yields of our investment securities as of June 30, 2014.
	Table 3.7: Expected Maturities and Weighted Average Yields of Securities
			June 30, 2014
	(Dollars in millions)		Due in 1 Year		Due > 1 Year		Due > 5 Years		Due > 10		Total
			or Less		through		through		Years
					5 Years		10 Years
	Fair value of securities available for sale:
	U.S. Treasury debt obligations		$	656	$	567	$	0	$	0	$	1,223
	U.S. Agency debt obligations			1		0		0		0		1
	Corporate debt securities guaranteed by U.S. government agencies			0		207		872		13		1,092
	RMBS:
	Agency			193		9,888		11,867		0		21,948
	Non-agency			21		940		1,998		620		3,579
	Total RMBS			214		10,828		13,865		620		25,527
	CMBS:
	Agency			400		2,838		774		0		4,012
	Non-agency			84		477		1,227		20		1,808
	Total CMBS			484		3,315		2,001		20		5,820
	Other ABS			1,949		3,375		601		97		6,022
	Other securities			59		521		752		96		1,428
	Total securities available for sale		$	3,363	$	18,813	$	18,091	$	846	$	41,113
	Amortized cost of securities available for sale		$	3,361	$	18,579	$	17,788	$	719	$	40,447
	Weighted average yield for securities available for sale(1)			1.12%		2.21%		3.08%		7.50%		2.59%
	Carrying value of securities held to maturity:
	Agency RMBS		$	0	$	109	$	15,530	$	3,213	$	18,852
	Agency CMBS			0		396		1,364		76		1,836
	Total securities held for maturity		$	0	$	505	$	16,894	$	3,289	$	20,688
	Fair value of securities held to maturity		$	0	$	505	$	17,462	$	3,438	$	21,405
	Weighted average yield for securities held to maturity(1)			0.00%		2.31%		2.73%		3.14%		2.79%
		(1)	Average yield is calculated based on the amortized cost of each security. Effective in the second quarter of 2014, we began reporting the effective yield for the investment securities. Prior to second quarter of 2014, we reported the purchase yield for the investment securities. The impact of this change on prior periods is not material.
Schedule of Credit Losses Related to Debt Securities Recognized in Earnings	'
	The table below presents the accumulative credit loss and activities for the three and six months ended June 30, 2014 and 2013, related to the credit component of OTTI recognized in earnings on debt securities:
	Table 3.8 Credit Impairment Rollforward
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars in millions)		2014		2013		2014		2013
	Credit loss component, beginning of period		$	165	$	145	$	160	$	120
	Additions:
	Initial credit impairment			0		3		1		11
	Subsequent credit impairment			1		1		5		18
	Total additions			1		4		6		29
	Reduction due to payoffs, disposals, transfers & other			-1		—		-1		—
	Credit loss component, end of period		$	165	$	149	$	165	$	149
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 six months ended June 30, 2014 and 2013. 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. We did not sell any investment securities that are held to maturity.
	Table 3.9: Realized Gains and Losses on Securities Available for Sale
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars in millions)		2014		2013		2014		2013
	Gross realized investment gains		$	2	$	3	$	34	$	6
	Gross realized investment losses			-3		-2		-22		-3
	Net realized gains (losses)		$	-1	$	1	$	12	$	3
	Total proceeds from sales		$	583	$	600	$	3,559	$	1,320
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 debt securities as of June 30, 2014 and December 31, 2013.
	Table 3.10: Outstanding Balance and Carrying Value of Acquired Securities
	(Dollars in millions)		June 30, 2014		December 31, 2013
	Contractual principal and interest		$	4,483	$	4,700
	Carrying value			2,959		2,896
	Amortized cost			2,425		2,432
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 3.11: Changes in Accretable Yield of Acquired Securities
	(Dollars in millions)		Acquired
			Credit-Impaired
			Securities
	Accretable yield as of December 31, 2012		$	1,512
	Additions from new acquisitions			88
	Accretion recognized in earnings			-247
	Reduction due to payoffs, disposals, transfers & other			-2
	Net reclassifications (to) from nonaccretable difference			72
	Accretable yield as of December 31, 2013		$	1,423
	Additions from new acquisitions			26
	Accretion recognized in earnings			-122
	Reduction due to payoffs, disposals, transfers & other			-2
	Net reclassifications (to) from nonaccretable difference			22
	Accretable yield as of June 30, 2014		$	1,347

Loans_Tables

Loans (Tables)	6 Months Ended
	Jun. 30, 2014
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 June 30, 2014 and December 31, 2013.
	Table 4.1: Loan Portfolio Composition
	(Dollars in millions)		June 30, 2014		December 31, 2013
	Credit Card:
	Domestic credit card(1)		$	71,165	$	73,255
	International credit card			7,853		8,050
	Total credit card			79,018		81,305
	Consumer Banking:
	Auto			34,792		31,857
	Home loan			32,644		35,282
	Retail banking			3,626		3,623
	Total consumer banking			71,062		70,762
	Commercial Banking:(2)
	Commercial and multifamily real estate			22,040		20,750
	Commercial and industrial			25,402		23,309
	Total commercial lending			47,442		44,059
	Small-ticket commercial real estate			879		952
	Total commercial banking			48,321		45,011
	Other:
	Other loans			127		121
	Total loans		$	198,528	$	197,199
		-1	Includes installment loans related to domestic card loans of $205 million and $323 million as of June 30, 2014 and December 31, 2013, respectively.
		-2	Includes construction loans and land development loans totaling $2.1 billion and $2.0 billion as of June 30, 2014 and December 31, 2013, respectively.
Aging of Held-for-Investment Loans by Portfolio Segment and Class	'
	The following table summarizes the payment status of our 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 portfolio segment, 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 June 30, 2014 and December 31, 2013.
	Table 4.2: Credit Quality
			June 30, 2014
	(Dollars in millions)		Current		30-59 Days		60-89 Days		> 90 Days		Total		Acquired		Total		> 90 Days		Non-
											Delinquent		Loans		Loans		and		performing
											Loans						Accruing(1)		Loans(1)
	Credit Card:
	Domestic credit card		$	69,115	$	691	$	439	$	883	$	2,013	$	37	$	71,165	$	883	$	0
	International credit card			7,523		131		75		124		330		0		7,853		81		81
	Total credit card			76,638		822		514		1,007		2,343		37		79,018		964		81
	Consumer Banking:
	Auto			32,634		1,411		594		151		2,156		2		34,792		0		151
	Home loan			6,643		44		24		219		287		25,714		32,644		0		351
	Retail banking			3,541		14		5		17		36		49		3,626		1		29
	Total consumer  banking			42,818		1,469		623		387		2,479		25,765		71,062		1		531
	Commercial Banking:
	Commercial and multifamily real estate			21,880		52		10		33		95		65		22,040		1		64
	Commercial and industrial			25,168		32		3		47		82		152		25,402		4		105
	Total commercial lending			47,048		84		13		80		177		217		47,442		5		169
	Small-ticket commercial real estate			867		2		2		8		12		0		879		0		12
	Total commercial banking			47,915		86		15		88		189		217		48,321		5		181
	Other:
	Other loans			111		3		2		11		16		0		127		0		16
	Total		$	167,482	$	2,380	$	1,154	$	1,493	$	5,027	$	26,019	$	198,528	$	970	$	809
	% of Total loans			84.36%		1.20%		0.58%		0.75%		2.53%		13.11%		100.00%		0.49%		0.41%
			31-Dec-13
	(Dollars in millions)		Current		30-59		60-89		> 90 Days		Total		Acquired		Total Loans		> 90 Days		Non-
					Days		Days				Delinquent		Loans				and		performing
											Loans						Accruing(1)		Loans(1)
	Credit Card:
	Domestic credit card		$	70,678	$	778	$	549	$	1,187	$	2,514	$	63	$	73,255	$	1,187	$	0
	International credit card			7,683		141		85		141		367		0		8,050		96		88
	Total credit card			78,361		919		634		1,328		2,881		63		81,305		1,283		88
	Consumer Banking:
	Auto			29,477		1,519		662		194		2,375		5		31,857		0		194
	Home loan			6,775		60		24		239		323		28,184		35,282		0		376
	Retail banking			3,535		21		8		23		52		36		3,623		2		41
	Total consumer banking			39,787		1,600		694		456		2,750		28,225		70,762		2		611
	Commercial Banking:
	Commercial and multifamily real estate			20,602		17		11		36		64		84		20,750		2		52
	Commercial and  industrial			23,023		69		1		38		108		178		23,309		4		93
	Total commercial lending			43,625		86		12		74		172		262		44,059		6		145
	Small-ticket commercial  real estate .			941		8		2		1		11		0		952		0		4
	Total commercial banking			44,566		94		14		75		183		262		45,011		6		149
	Other:
	Other loans			102		4		2		13		19		0		121		0		19
	Total		$	162,816	$	2,617	$	1,344	$	1,872	$	5,833	$	28,550	$	197,199	$	1,291	$	867
	% of Total loans			82.56%		1.33%		0.68%		0.95%		2.96%		14.48%		100.00%		0.65%		0.44%
		(1)	Nonperforming loans generally include loans that have been placed on nonaccrual status. 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 June 30, 2014 and December 31, 2013. We also present the delinquency rates of our credit card loan portfolio and comparative net charge-offs for the three and six months ended June 30, 2014 and 2013.
	Table 4.3: Credit Card: Risk Profile by Geographic Region and Delinquency Status
			June 30, 2014
	(Dollars in millions)		Loans		% of		Acquired		% of		Total		% of
					Total(1)		Loans		Total(1)				Total(1)
	Domestic credit card:
	California		$	7,784		9.90%	$	4		0.00%	$	7,788		9.90%
	New York			5,114		6.5		4		0.0		5,118		6.5
	Texas			4,874		6.2		3		0.0		4,877		6.2
	Florida			4,251		5.4		2		0.0		4,253		5.4
	Illinois			3,460		4.4		2		0.0		3,462		4.4
	Pennsylvania			3,274		4.1		2		0.0		3,276		4.1
	Ohio			2,820		3.6		2		0.0		2,822		3.6
	New Jersey			2,630		3.3		1		0.0		2,631		3.3
	Michigan			2,483		3.1		1		0.0		2,484		3.1
	Other			34,438		43.5		16		0.1		34,454		43.6
	Total domestic credit card			71,128		90.0		37		0.1		71,165		90.1
	International credit card:
	Canada			4,257		5.4		0		0.0		4,257		5.4
	United Kingdom			3,596		4.5		0		0.0		3,596		4.5
	Total international credit card			7,853		9.9		0		0.0		7,853		9.9
	Total credit card		$	78,981		99.90%	$	37		0.10%	$	79,018		100.00%
			December 31, 2013
	(Dollars in millions)		Loans		% of		Acquired		% of		Total		% of
					Total(1)		Loans		Total(1)				Total(1)
	Domestic credit card:
	California		$	7,934		9.80%	$	6		0.00%	$	7,940		9.80%
	New York			5,271		6.5		6		0.0		5,277		6.5
	Texas			4,989		6.1		4		0.0		4,993		6.1
	Florida			4,321		5.3		4		0.0		4,325		5.3
	Illinois			3,600		4.4		3		0.0		3,603		4.4
	Pennsylvania			3,439		4.2		3		0.0		3,442		4.2
	Ohio			2,963		3.6		2		0.0		2,965		3.6
	New Jersey			2,734		3.4		2		0.0		2,736		3.4
	Michigan			2,593		3.2		2		0.0		2,595		3.2
	Other			35,348		43.5		31		0.1		35,379		43.6
	Total domestic credit card			73,192		90.0		63		0.1		73,255		90.1
	International credit card:
	Canada			4,503		5.5		0		0.0		4,503		5.5
	United Kingdom			3,547		4.4		0		0.0		3,547		4.4
	Total international credit card			8,050		9.9		0		0.0		8,050		9.9
	Total credit card		$	81,242		99.90%	$	63		0.10%	$	81,305		100.00%
			June 30, 2014				December 31, 2013
	(Dollars in millions)		Total		% of Total(2)		Total		% of Total(2)
	Selected credit metrics:
	30+ day delinquencies		$	2,343		2.97%	$	2,881		3.54%
	90+ day delinquencies			1,007		1.27		1,328		1.63
		-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	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 June 30,								Six Months Ended June 30,
			2014				2013				2014				2013
	(Dollars in millions)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)
	Net charge-offs:
	Domestic credit card		$	610		3.52%	$	749		4.28%	$	1,310		3.77%	$	1,576		4.36%
	International credit card			75		3.93		101		5.08		155		4.05		196		4.83
	Total credit card		$	685		3.56	$	850		4.36	$	1,465		3.79	$	1,772		4.41
		-1	Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
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. We also present the delinquency and nonperforming loan rates of our consumer banking loan portfolio, excluding Acquired Loans’ impact, as of June 30, 2014 and December 31, 2013, and net charge-offs for the three and six months ended June 30, 2014 and 2013.
	Table 4.5: Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status
			June 30, 2014
			Loans				Acquired Loans				Total
	(Dollars in millions)		Loans		% of		Loans		% of		Loans		% of
					Total(1)				Total(1)				Total(1)
	Auto:
	Texas		$	5,015		7.10%	$	0		0.00%	$	5,015		7.10%
	California			3,735		5.3		0		0.0		3,735		5.3
	Florida			2,359		3.3		0		0.0		2,359		3.3
	Georgia			1,882		2.6		0		0.0		1,882		2.6
	Louisiana			1,729		2.4		0		0.0		1,729		2.4
	Illinois			1,463		2.1		0		0.0		1,463		2.1
	Ohio			1,421		2.0		0		0.0		1,421		2.0
	Other			17,186		24.2		2		0.0		17,188		24.2
	Total auto			34,790		49.0		2		0.0		34,792		49.0
	Home loan:
	California			978		1.4		6,568		9.2		7,546		10.6
	New York			1,434		2.0		1,169		1.7		2,603		3.7
	Illinois			86		0.1		1,980		2.8		2,066		2.9
	Maryland			432		0.6		1,385		2.0		1,817		2.6
	New Jersey			354		0.5		1,308		1.8		1,662		2.3
	Virginia			369		0.5		1,260		1.8		1,629		2.3
	Florida			170		0.2		1,342		1.9		1,512		2.1
	Other			3,107		4.4		10,702		15.0		13,809		19.4
	Total home loan			6,930		9.7		25,714		36.2		32,644		45.9
	Retail banking:
	Louisiana			1,178		1.6		0		0.0		1,178		1.6
	New York			872		1.2		0		0.0		872		1.2
	Texas			760		1.1		0		0.0		760		1.1
	New Jersey			261		0.3		0		0.0		261		0.3
	Maryland			139		0.2		21		0.1		160		0.3
	Virginia			107		0.2		19		0.0		126		0.2
	California			42		0.1		0		0.0		42		0.1
	Other			218		0.3		9		0.0		227		0.3
	Total retail banking			3,577		5.0		49		0.1		3,626		5.1
	Total consumer banking		$	45,297		63.7%	$	25,765		36.3%	$	71,062		100.0%
			June 30, 2014
			Auto				Home Loan				Retail Banking				Total Consumer
															Banking
	(Dollars in millions)		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted
					Rate(2)				Rate(2)				Rate(2)				Rate(2)
	Credit performance:
	30+ day delinquencies		$	2,156		6.20%	$	287		4.14%	$	36		1.00%	$	2,479		5.47%
	90+ day delinquencies			151		0.43		219		3.16		17		0.48		387		0.85
	Nonperforming loans			151		0.43		351		5.06		29		0.80		531		1.17
			December 31, 2013
			Loans				Acquired Loans				Total
	(Dollars in millions)		Loans		% of		Loans		% of		Loans		% of
					Total(1)				Total(1)				Total(1)
	Auto:
	Texas		$	4,736		6.70%	$	0		0.00%	$	4,736		6.70%
	California			3,297		4.7		0		0.0		3,297		4.7
	Florida			2,076		2.9		0		0.0		2,076		2.9
	Georgia			1,709		2.4		0		0.0		1,709		2.4
	Louisiana			1,677		2.4		0		0.0		1,677		2.4
	Illinois			1,291		1.8		0		0.0		1,291		1.8
	Ohio			1,267		1.8		0		0.0		1,267		1.8
	Other			15,799		22.3		5		0.0		15,804		22.3
	Total auto			31,852		45.0		5		0.0		31,857		45.0
	Home loan:
	California			1,010		1.5		7,153		10.1		8,163		11.6
	New York			1,502		2.1		1,265		1.8		2,767		3.9
Illinois			88		0.1		2,183		3.1		2,271		3.2
Maryland			418		0.6		1,495		2.1		1,913		2.7
New Jersey			362		0.5		1,409		2.0		1,771		2.5
Virginia			351		0.5		1,367		1.9		1,718		2.4
Florida			177		0.3		1,477		2.1		1,654		2.4
Other			3,190		4.5		11,835		16.7		15,025		21.2
Total home loan			7,098		10.1		28,184		39.8		35,282		49.9
Retail banking:
Louisiana			1,234		1.7		0		0.0		1,234		1.7
New York			859		1.2		0		0.0		859		1.2
Texas			772		1.1		0		0.0		772		1.1
New Jersey			280		0.4		0		0.0		280		0.4
Maryland			125		0.1		17		0.1		142		0.2
Virginia			96		0.1		12		0.0		108		0.1
California			37		0.1		0		0.0		37		0.1
Other			184		0.3		7		0.0		191		0.3
Total retail banking			3,587		5.0		36		0.1		3,623		5.1
Total consumer banking		$	42,537		60.1	$	28,225		39.9%	$	70,762		100.0%
		December 31, 2013
		Auto				Home Loan				Retail Banking				Total Consumer
														Banking
(Dollars in millions)		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted		Amount		Adjusted
				Rate(2)				Rate(2)				Rate(2)				Rate(2)
Credit performance:
30+ day delinquencies		$	2,375		7.46%	$	323		4.55%	$	52		1.46%	$	2,750		6.47%
90+ day delinquencies			194		0.61		239		3.37		23		0.66		456		1.07
Nonperforming loans			194		0.61		376		5.29		41		1.15		611		1.44
	-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.
Consumer Banking: Net Charge-Offs	'
	Table 4.6: Consumer Banking: Net Charge-offs
			Three Months Ended June 30,								Six Months Ended June 30,
			2014				2013				2014				2013
	(Dollars in millions)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)		Amount		Rate(1)
	Net charge-offs:
	Auto		$	111		1.31%	$	92		1.28%	$	245		1.48%	$	214		1.52%
	Home loan			5		0.05		4		0.03		10		0.06		8		0.04
	Retail banking			6		0.70		14		1.50		15		0.82		31		1.68
	Total consumer banking		$	122		0.69	$	110		0.60	$	270		0.76	$	253		0.69
		-1	Calculated for each loan category by dividing annualized net charge-offs for the period by average loans held for investment during the period.
Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type	'
	Table 4.7: Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type
			30-Jun-14
			Loans				Acquired Loans				Total Home Loans
	(Dollars in millions)		Amount		% of		Amount		% of		Amount		% of
					Total(1)				Total(1)				Total(1)
	Origination year:(2)
	< =005		$	2,638		8.10%	$	3,774		11.60%	$	6,412		19.70%
	2006			483		1.5		2,402		7.3		2,885		8.8
	2007			340		1.0		5,058		15.5		5,398		16.5
	2008			198		0.6		3,850		11.8		4,048		12.4
	2009			114		0.3		2,284		7.0		2,398		7.3
	2010			126		0.4		3,612		11.1		3,738		11.5
	2011			239		0.7		4,015		12.3		4,254		13.0
	2012			1,774		5.5		609		1.8		2,383		7.3
	2013			689		2.1		89		0.3		778		2.4
	2014			329		1.0		21		0.1		350		1.1
	Total		$	6,930		21.20%	$	25,714		78.80%	$	32,644		100.00%
	Geographic concentration:(3)
	California		$	978		3.00%	$	6,568		20.10%	$	7,546		23.10%
	New York			1,434		4.4		1,169		3.6		2,603		8.0
	Illinois			86		0.2		1,980		6.1		2,066		6.3
	Maryland			432		1.3		1,385		4.3		1,817		5.6
	New Jersey			354		1.1		1,308		4.0		1,662		5.1
	Virginia			369		1.1		1,260		3.9		1,629		5.0
	Florida			170		0.5		1,342		4.1		1,512		4.6
	Arizona			90		0.3		1,319		4.0		1,409		4.3
	Washington			98		0.3		1,177		3.6		1,275		3.9
	Louisiana			1,230		3.8		43		0.1		1,273		3.9
	Other			1,689		5.2		8,163		25.0		9,852		30.2
	Total		$	6,930		21.20%	$	25,714		78.80%	$	32,644		100.00%
	Lien type:
	1st lien		$	5,880		18.00%	$	25,327		77.60%	$	31,207		95.60%
	2nd lien			1,050		3.2		387		1.2		1,437		4.4
	Total		$	6,930		21.20%	$	25,714		78.80%	$	32,644		100.00%
	Interest rate type:
	Fixed rate		$	2,473		7.60%	$	3,159		9.70%	$	5,632		17.30%
	Adjustable rate			4,457		13.6		22,555		69.1		27,012		82.7
	Total		$	6,930		21.2%	$	25,714		78.8%	$	32,644		100.0%
			December 31, 2013
			Loans				Acquired Loans				Total Home Loans
	(Dollars in millions)		Amount		% of		Amount		% of		Amount		% of
					Total(1)				Total(1)				Total(1)
	Origination year:(2)
	< =005		$	2,868		8.10%	$	4,025		11.40%	$	6,893		19.50%
	2006			521		1.5		2,465		7.0		2,986		8.5
	2007			363		1.0		5,276		14.9		5,639		15.9
	2008			212		0.6		4,084		11.6		4,296		12.2
	2009			129		0.4		2,531		7.2		2,660		7.6
	2010			142		0.4		4,251		12.1		4,393		12.5
	2011			259		0.7		4,655		13.2		4,914		13.9
	2012			1,918		5.4		805		2.3		2,723		7.7
	2013			686		2.0		92		0.2		778		2.2
	Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
	Geographic concentration:(3)
	California		$	1,010		2.90%	$	7,153		20.30%	$	8,163		23.20%
	New York			1,502		4.2		1,265		3.6		2,767		7.8
	Illinois			88		0.2		2,183		6.2		2,271		6.4
	Maryland			418		1.2		1,495		4.2		1,913		5.4
	New Jersey			362		1.0		1,409		4.0		1,771		5.0
	Virginia			351		1.0		1,367		3.9		1,718		4.9
	Florida			177		0.5		1,477		4.2		1,654		4.7
	Arizona			91		0.3		1,439		4.1		1,530		4.4
	Washington			100		0.3		1,302		3.7		1,402		4.0
Louisiana			1,282		3.6		47		0.1		1,329		3.7
Other			1,717		4.9		9,047		25.6		10,764		30.5
Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
Lien type:
1st lien		$	6,020		17.10%	$	27,768		78.70%	$	33,788		95.80%
2nd lien			1,078		3.0		416		1.2		1,494		4.2
Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
Interest rate type:
Fixed rate		$	2,478		7.00%	$	3,434		9.70%	$	5,912		16.70%
Adjustable rate			4,620		13.1		24,750		70.2		29,370		83.3
Total		$	7,098		20.10%	$	28,184		79.90%	$	35,282		100.00%
	-1	Percentages within each risk category are calculated based on total home loans held for investment.
	-2	The Acquired Loans origination balances in the years subsequent to 2012 are related to refinancing of previously acquired home loans.
	-3	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 June 30, 2014 and December 31, 2013.
	Table 4.8: Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating
			30-Jun-14
	(Dollars in millions)		Commercial		% of		Commercial		% of		Small-ticket		% of		Total		% of
			and		Total(1)		and		Total(1)		Commercial		Total(1)		Commercial		Total(1)
			Multifamily				Industrial				Real Estate				Banking
			Real Estate
	Geographic concentration:(2)
	Loans:
	Northeast		$	14,833		67.30%	$	6,206		24.40%	$	542		61.70%	$	21,581		44.70%
	Mid-Atlantic			2,275		10.3		1,673		6.6		31		3.5		3,979		8.2
	South			3,019		13.7		11,768		46.3		55		6.2		14,842		30.8
	Other			1,848		8.4		5,603		22.1		251		28.6		7,702		15.9
	Loans			21,975		99.7		25,250		99.4		879		100.0		48,104		99.6
	Acquired Loans			65		0.3		152		0.6		0		0.0		217		0.4
	Total		$	22,040		100.00%	$	25,402		100.00%	$	879		100.00%	$	48,321		100.00%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	21,568		97.80%	$	24,255		95.50%	$	866		98.50%	$	46,689		96.60%
	Criticized performing			343		1.6		890		3.5		1		0.1		1,234		2.6
	Criticized nonperforming			64		0.3		105		0.4		12		1.4		181		0.4
	Loans			21,975		99.7		25,250		99.4		879		100.0		48,104		99.6
	Acquired Loans:
	Noncriticized			58		0.3		134		0.5		0		0.0		192		0.4
	Criticized performing			7		0.0		18		0.1		0		0.0		25		0.0
	Acquired Loans			65		0.3		152		0.6		0		0.0		217		0.4
	Total		$	22,040		100.00%	$	25,402		100.00%	$	879		100.00%	$	48,321		100.00%
			December 31, 2013
	(Dollars in millions)		Commercial		% of		Commercial		% of		Small-ticket		% of		Total		% of
			and		Total(1)		and		Total(1)		Commercial		Total(1)		Commercial		Total(1)
			Multifamily				Industrial				Real Estate				Banking
			Real Estate
	Geographic concentration:(2)
	Loans:
	Northeast		$	14,543		70.10%	$	5,800		24.90%	$	582		61.30%	$	20,925		46.40%
	Mid-Atlantic			2,130		10.3		1,432		6.1		33		3.4		3,595		8.0
	South			2,539		12.2		10,940		46.9		58		6.0		13,537		30.1
	Other			1,454		7.0		4,959		21.3		279		29.3		6,692		14.9
	Loans			20,666		99.6		23,131		99.2		952		100.0		44,749		99.4
	Acquired Loans			84		0.4		178		0.8		0		0.0		262		0.6
	Total		$	20,750		100.00%	$	23,309		100.00%	$	952		100.00%	$	45,011		100.0%
	Internal risk rating:(3)
	Loans:
	Noncriticized		$	20,204		97.40%	$	22,448		96.30%	$	941		98.90%	$	43,593		96.90%
	Criticized performing			409		2.0		590		2.5		8		0.8		1,007		2.2
	Criticized nonperforming			53		0.2		93		0.4		3		0.3		149		0.3
	Loans			20,666		99.6		23,131		99.2		952		100.0		44,749		99.4
	Acquired Loans:
	Noncriticized			72		0.3		158		0.7		0		0.0		230		0.5
	Criticized performing			12		0.1		20		0.1		0		0.0		32		0.1
	Acquired Loans			84		0.4		178		0.8		0		0.0		262		0.6
	Total		$	20,750		100.0%	$	23,309		100.0%	$	952		100.0%	$	45,011		100.00%
		-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’ impact, which are reported separately as of June 30, 2014 and December 31, 2013, and for the three and six months ended June 30, 2014 and 2013:
	Table 4.9: Impaired Loans(1)
			June 30, 2014
	(Dollars in millions)		With an		Without		Total		Related		Net		Unpaid
			Allowance		an		Recorded		Allowance		Recorded		Principal
					Allowance		Investment				Investment		Balance
	Credit Card:
	Domestic credit card		$	563	$	0	$	563	$	136	$	427	$	549
	International credit card			165		0		165		87		78		158
	Total credit card(2)			728		0		728		223		505		707
	Consumer Banking:
	Auto(3)			185		190		375		17		358		617
	Home loan			240		164		404		18		386		531
	Retail banking			53		15		68		7		61		73
	Total consumer banking			478		369		847		42		805		1,221
	Commercial Banking:
	Commercial and multifamily real estate			169		32		201		22		179		225
	Commercial and industrial			117		65		182		10		172		208
	Total commercial lending			286		97		383		32		351		433
	Small-ticket commercial real estate			4		9		13		0		13		18
	Total commercial banking			290		106		396		32		364		451
	Total		$	1,496	$	475	$	1,971	$	297	$	1,674	$	2,379
			Three Months Ended				Six Months Ended
			June 30, 2014				June 30, 2014
	(Dollars in millions)		Average		Interest		Average		Interest
			Recorded		Income		Recorded		Income
			Investment		Recognized		Investment		Recognized
	Credit Card:
	Domestic credit card		$	573	$	15	$	585	$	30
	International credit card			165		3		167		6
	Total credit card(2)			738		18		752		36
	Consumer Banking:
	Auto(3)			373		17		367		34
	Home loan			408		2		404		3
	Retail banking			77		0		81		1
	Total consumer banking			858		19		852		38
	Commercial Banking:
	Commercial and multifamily real estate			200		1		180		3
	Commercial and industrial			178		1		180		2
	Total commercial lending			378		2		360		5
	Small-ticket commercial real estate			11		0		9		0
	Total commercial banking			389		2		369		5
	Total		$	1,985	$	39	$	1,973	$	79
			December 31, 2013
	(Dollars in millions)		With an		Without		Total		Related		Net		Unpaid
			Allowance		an		Recorded		Allowance		Recorded		Principal
					Allowance		Investment				Investment		Balance
	Credit Card:
	Domestic credit card		$	609	$	0	$	609	$	154	$	455	$	593
	International credit card			171		0		171		107		64		164
	Total credit card(2)			780		0		780		261		519		757
	Consumer Banking:
	Auto(3)			169		186		355		16		340		590
	Home loan			244		150		394		18		375		561
	Retail banking			46		40		86		10		76		105
	Total consumer banking			459		376		835		44		791		1,256
	Commercial Banking:
	Commercial and multifamily real estate			89		49		138		13		125		162
	Commercial and industrial			94		91		185		12		173		220
	Total commercial lending			183		140		323		25		298		382
	Small-ticket commercial real estate			2		4		6		0		6		7
	Total commercial banking			185		144		329		25		304		389
	Total		$	1,424	$	520	$	1,944	$	330	$	1,614	$	2,402
		Three Months Ended				Six Months Ended
		June 30, 2013				June 30, 2013
(Dollars in millions)		Average		Interest		Average		Interest
		Recorded		Income		Recorded		Income
		Investment		Recognized		Investment		Recognized
Credit Card:
Domestic credit card		$	649	$	16	$	667	$	33
International credit card			173		3		170		6
Total credit card(2)			822		19		837		39
Consumer Banking:
Auto(3)			327		15		327		30
Home loan			188		2		172		4
Retail banking			94		0		95		1
Total consumer banking			609		17		594		35
Commercial Banking:
Commercial and multifamily real estate			239		2		259		3
Commercial and industrial			230		1		234		2
Total commercial lending			469		3		493		5
Small-ticket commercial real estate			16		0		20		0
Total commercial banking			485		3		513		5
Total		$	1,916	$	39	$	1,944	$	79
	-1	Impaired loans above include TDRs, all commercial NPL’s, and home loans NPL’s with a specific impairment.
	(2)	Credit card loans include finance charges and fees.
	-3	Although auto loans from loan recovery inventory are not reported in our loans held for investment, they are included as impaired loans above since they are reported as TDRs.
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 June 30, 2014
					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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
											(Months)(6)
	Credit Card:
	Domestic credit card		$	64		100%		11.54%		0%		0		0%	$	0
	International credit card			38		100		25.46		0		0		0		0
	Total credit card			102		100		16.83		0		0		0		0
	Consumer Banking:
	Auto			69		32		1.45		58		9		41		25
	Home loan			11		38		2.32		33		164		4		0
	Retail banking			2		5		7.57		95		10		0		0
	Total consumer banking			82		32		1.62		56		22		34		25
	Commercial Banking:
	Commercial and multifamily real estate			4		0		0.00		0		0		100		2
	Commercial and industrial			12		0		0.00		57		11		0		0
	Total commercial lending			16		0		0.00		42		11		26		2
	Small-ticket commercial real estate			1		0		0.00		0		0		0		0
	Total commercial banking			17		0		0.00		39		11		24		2
	Total		$	201		64		13.73		26		20		16	$	27
					Six Months Ended June 30, 2014
					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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
											(Months)(6)
	Credit Card:
	Domestic credit card		$	131		100%		11.52%		0%		0		0%	$	0
	International credit card			81		100		25.33		0		0		0		0
	Total credit card			212		100		16.83		0		0		0		0
	Consumer Banking:
	Auto			146		36		1.02		63		9		36		47
	Home loan			19		30		2.04		32		153		8		1
	Retail banking			8		7		5.07		71		7		0		0
	Total consumer banking			173		34		1.16		60		18		31		48
	Commercial Banking:
	Commercial and multifamily real estate			66		31		1.28		94		8		6		2
	Commercial and industrial			13		0		0.00		58		11		0		0
	Total commercial lending			79		26		1.10		88		9		5		2
	Small-ticket commercial real estate			1		0		0.00		0		0		0		0
	Total commercial banking			80		26		1.08		87		9		5		2
	Total		$	465		63		12.55		37		14		13	$	50
					Three Months Ended June 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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
											(Months)(6)
	Credit Card:
	Domestic credit card		$	78		100%		12.23%		0%		0		0%	$	0
	International credit card			47		100		24.92		0		0		0		0
	Total credit card			125		100		17.05		0		0		0		0
	Consumer Banking:
	Auto			61		29		1.71		52		8		47		25
	Home loan			57		12		2.77		5		101		24		2
	Retail banking			13		6		3.90		65		8		0		0
	Total consumer banking			131		19		2.07		33		15		32		27
	Commercial Banking:
	Commercial and multifamily real estate			15		0		0.00		75		7		0		0
Commercial and industrial			15		0		0.00		34		5		2		0
Total commercial lending			30		0		0.00		55		6		1		0
Small-ticket commercial real estate			0		0		0.00		0		0		0		0
Total commercial banking			30		0		0.00		55		6		1		0
Total		$	286		52		14.56		21		12		15	$	27
				Six Months Ended June 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)(3)		Reduction(4)		Activity(3)(5)		Extension		Activity(3)(7)		Reduction(8)
										(Months)(6)
Credit Card:
Domestic credit card		$	154		100%		12.25%		0%		0		0%	$	0
International credit card			98		100		24.72		0		0		0		0
Total credit card			252		100		17.11		0		0		0		0
Consumer Banking:
Auto			123		30		1.83		54		8		45		50
Home loan			68		20		2.80		12		122		23		3
Retail banking			19		5		3.56		61		8		0		0
Total consumer banking			210		25		2.11		41		19		34		53
Commercial Banking:
Commercial and multifamily real estate			32		0		0.00		88		7		0		0
Commercial and industrial			16		0		0.00		38		5		1		0
Total commercial lending			48		0		0.00		71		7		0		0
Small-ticket commercial real estate			1		0		0.00		0		0		0		0
Total commercial banking			49		0		0.00		70		7		0		0
Total		$	511		60		14.55		24		16		14	$	53
	-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	Represents percentage of loans modified and accounted for as a TDR during the period that were granted a reduced interest rate.
	-3	Due to multiple concessions granted to some troubled borrowers, percentages may total more than 100% for certain loan types.
	-4	Represents weighted average interest rate reduction for those loans that received an interest rate concession.
	-5	Represents percentage of loans modified and accounted for as a TDR during the period that were granted a maturity date extension.
	-6	Represents weighted average change in maturity date for those loans that received a maturity date extension.
	-7	Represents 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.
	-8	Total amount represents the gross balance forgiven. For loans modified in bankruptcy, the gross balance reduction represents collateral value write downs associated with the discharge of the borrower’s obligations.
TDR - Subsequent Defaults of Completed TDR Modifications	'
	The following table presents the type, number and amount of loans accounted for as TDRs that experienced a default during the period and had completed a modification event in the twelve months prior to the default. A default occurs if the loan is either 90 days or more delinquent, has been charged-off as of the end of the period presented, or has been reclassified from accrual to nonaccrual status.
	Table 4.11: TDR—Subsequent Defaults
			Three Months Ended				Six Months Ended
			June 30, 2014				June 30, 2014
	(Dollars in millions)		Number of		Total		Number of		Total
			Contracts		Loans		Contracts		Loans
	Credit Card:
	Domestic credit card			9,559	$	15		20,620	$	31
	International credit card(1)			9,883		30		20,404		60
	Total credit card			19,442		45		41,024		91
	Consumer Banking:
	Auto			1,651		18		2,973		31
	Home loan			4		0		10		2
	Retail banking			15		2		40		9
	Total consumer banking			1,670		20		3,023		42
	Commercial Banking:
	Commercial and multifamily real estate			1		0		4		6
	Commercial and industrial			1		1		2		1
	Total commercial lending			2		1		6		7
	Small-ticket commercial real estate			2		1		8		3
	Total commercial banking			4		2		14		10
	Total			21,116	$	67		44,061	$	143
			Three Months Ended				Six Months Ended
			June 30, 2013				June 30, 2013
	(Dollars in millions)		Number of		Total		Number of		Total
			Contracts		Loans		Contracts		Loans
	Credit Card:
	Domestic credit card			8,042	$	16		18,843	$	37
	International credit card(1)			11,935		34		23,128		68
	Total credit card			19,977		50		41,971		105
	Consumer Banking:
	Auto			2,193		16		4,857		32
	Home loan			7		0		18		1
	Retail banking			24		1		58		2
	Total consumer banking			2,224		17		4,933		35
	Commercial Banking:
	Commercial and multifamily real estate			6		9		7		11
	Commercial and industrial			0		1		7		8
	Total commercial lending			6		10		14		19
	Small-ticket commercial real estate			1		0		1		0
	Total commercial banking			7		10		15		19
	Total			22,208	$	77		46,919	$	159
		(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 June 30, 2014 and December 31, 2013. The table displays separately loans considered credit-impaired at acquisition and loans not considered credit-impaired at acquisition.
	Table 4.12: Acquired Loans Accounted for Based on Expected Cash Flows
			June 30, 2014						December 31, 2013
	(Dollars in millions)		Total		Impaired		Non-		Total		Impaired		Non-
					Loans		Impaired				Loans		Impaired
							Loans						Loans
	Contractual balance		$	27,981	$	4,659	$	23,322	$	30,565	$	5,016	$	25,549
	Carrying value(1)			26,044		3,058		22,986		28,580		3,285		25,295
		-1	Includes $32 million and $38 million of allowance for loan and lease losses for these loans as of June 30, 2014 and December 31, 2013, respectively.
Changes in Accretable Yield on 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, 2012		$	6,208	$	1,899	$	4,309
	Accretion recognized in earnings			-1,182		-427		-755
	Reclassifications from nonaccretable difference for loans with improving cash flows(1)			1,005		629		376
	Increases (reductions) in accretable yield for non-credit related changes in expected cash flows(2)			389		13		376
	Accretable yield as of December 31, 2013		$	6,420	$	2,114	$	4,306
	Accretion recognized in earnings			-552		-207		-345
	Reclassifications from nonaccretable difference for loans with improving cash flows(1)			96		82		14
	Increases (reductions) in accretable yield for non-credit related changes in expected cash flows(2)			-304		-274		-30
	Accretable yield as of June 30, 2014		$	5,660	$	1,715	$	3,945
		-1	Represents increases in accretable yields for those pools that are driven primarily by improved credit performance.
		-2	Represents changes in accretable yields for those pools that are driven primarily by changes in actual and estimated prepayments.

Allowance_for_Loan_and_Lease_L1

Allowance for Loan and Lease Losses (Tables)	6 Months Ended
	Jun. 30, 2014
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 and six months ended June 30, 2014 and 2013:
	Table 5.1: Allowance for Loan and Lease Losses
	(Dollars in millions)		Three Months Ended June 30, 2014
			Credit		Consumer Banking								Commercial		Other(1)		Total		Unfunded		Combined
			Card										Banking				Allowance		Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
					Auto		Home		Retail		Total										Reserve
							Loan		Banking		Consumer
											Banking
	Balance as of March 31, 2014		$	2,984	$	608	$	72	$	64	$	744	$	362	$	8	$	4,098	$	99	$	4,197
	Provision for credit losses			549		145		0		(2)		143		9		0		701		3		704
	Charge-offs			(995)		(183)		(8)		(14)		(205)		(8)		(4)		(1,212)		0		(1,212)
	Recoveries			310		72		3		8		83		5		2		400		0		400
	Net charge-offs			(685)		(111)		(5)		(6)		-122		(3)		(2)		(812)		0		(812)
	Other changes(2)			10		0		0		0		0		0		1		11		0		11
	Balance as of June 30, 2014		$	2,858	$	642	$	67	$	56	$	765	$	368	$	7	$	3,998	$	102	$	4,100
	Six Months Ended June 30, 2014
					Consumer Banking														Unfunded		Combined
																			Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
	(Dollars in millions)		Credit		Auto		Home		Retail		Total		Commercial		Other(1)		Total				Reserve
			Card				Loan		Banking		Consumer		Banking				Allowance
											Banking
	Balance as of December 31, 2013		$	3,214	$	606	$	83	$	63	$	752	$	338	$	11	$	4,315	$	87	$	4,402
	Provision for credit losses			1,107		281		(6)		8		283		37		(3)		1,424		15		1,439
	Charge-offs			(2,090)		(388)		(19)		(29)		(436)		(15)		(6)		(2,547)		0		(2,547)
	Recoveries			625		143		9		14		166		8		5		804		0		804
	Net charge-offs			(1,465)		(245)		(10)		(15)		(270)		(7)		(1)		(1,743)		0		(1,743)
	Other changes(2)			2		0		0		0		0		0		0		2		0		2
	Balance as of June 30, 2014		$	2,858	$	642	$	67	$	56	$	765	$	368	$	7	$	3,998	$	102	$	4,100
	Three Months Ended June 30, 2013
					Consumer Banking														Unfunded		Combined
																			Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
	(Dollars in millions)		Credit		Auto		Home		Retail		Total		Commercial		Other(1)		Total				Reserve
			Card				Loan		Banking		Consumer		Banking				Allowance
											Banking
	Balance as of March 31, 2013		$	3,494	$	528	$	103	$	112	$	743	$	342	$	27	$	4,606	$	85	$	4,691
	Provision for credit losses			713		101		(20)		(12)		69		1		(5)		778		(16)		762
	Charge-offs			(1,181)		(153)		(5)		(19)		(177)		(14)		(7)		(1,379)		0		(1,379)
	Recoveries			331		61		1		5		67		10		2		410		0		410
	Net charge-offs			(850)		(92)		(4)		(14)		(110)		(4)		(5)		(969)		0		(969)
	Other change(2)			(8)		0		0		0		0		(1)		1		(8)		0		(8)
	Balance as of June 30, 2013		$	3,349	$	537	$	79	$	86	$	702	$	338	$	18	$	4,407	$	69	$	4,476
			Six Months Ended June 30, 2013
					Consumer Banking														Unfunded		Combined
																			Lending		Allowance
																			Commitments		&
																			Reserve		Unfunded
	(Dollars in millions)		Credit		Auto		Home		Retail		Total		Commercial		Other(1)		Total				Reserve
			Card				Loan		Banking		Consumer		Banking				Allowance
											Banking
	Balance as of December 31, 2012		$	3,979	$	486	$	113	$	112	$	711	$	433	$	33	$	5,156	$	35	$	5,191
	Provision for credit losses			1,456		265		(26)		5		244		(84)		(3)		1,613		34		1,647
	Charge-offs			-2,443		(335)		(12)		(44)		(391)		(26)		(15)		(2,875)		0		(2,875)
	Recoveries			671		121		4		13		138		15		3		827		0		827
	Net charge-offs			(1,772)		(214)		(8)		(31)		(253)		(11)		(12)		(2,048)		0		(2,048)
	Other changes(2)			(314)		0		0		0		0		0		0		(314)		0		(314)
	Balance as of June 30, 2013		$	3,349	$	537	$	79	$	86	$	702	$	338	$	18	$	4,407	$	69	$	4,476
		(1)	Other consists of our discontinued GreenPoint mortgage operations loan portfolio and our community redevelopment loan portfolio.
	(2)	Primarily represents foreign currency translation adjustments and the net impact of loan transfers and sales. In the first quarter of 2013, the allowance of loan and lease losses was reduced by $289 million attributable to the transfer of the Best Buy portfolio from loans held for investment to loans held for sale, which was subsequently sold in the third quarter of 2013.
Components of Allowance for Loan and Lease Losses by Impairment Methodology	'
	The table below presents the components of our allowance for loan and lease losses, by portfolio segment and impairment methodology, and the recorded investment of the related loans as of June 30, 2014 and December 31, 2013:
	Table 5.2: Components of Allowance for Loan and Lease Losses by Impairment Methodology
			June 30, 2014
			Credit		Consumer Banking						Total		Commercial		Other		Total
			Card								Consumer		Banking
	(Dollars in millions)				Auto		Home		Retail		Banking
							Loan		Banking
	Allowance for loan and lease losses by impairment methodology:
	Collectively evaluated(1)		$	2,635	$	625	$	17	$	49	$	691	$	336	$	7	$	3,669
	Asset-specific(2)			223		17		18		7		42		32		0		297
	Acquired Loans(3)			0		0		32		0		32		0		0		32
	Total allowance for loan and lease losses		$	2,858	$	642	$	67	$	56	$	765	$	368	$	7	$	3,998
	Loans held for investment by impairment methodology:
	Collectively evaluated(1)		$	78,253	$	34,605	$	6,526	$	3,509	$	44,640	$	47,708	$	127	$	170,728
	Asset-specific(2)			728		185		404		68		657		396		0		1,781
	Acquired Loans(3)			37		2		25,714		49		25,765		217		0		26,019
	Total loans held for investment		$	79,018	$	34,792	$	32,644	$	3,626	$	71,062	$	48,321	$	127	$	198,528
	Allowance as a percentage of period-end loans held for investment			3.62%		1.85%		0.21%		1.54%		1.08%		0.76%		4.89%		2.01%
	(Dollars in millions)		31-Dec-13
			Credit		Consumer Banking						Total
			Card								Consumer
					Auto		Home		Retail		Banking		Commercial		Other		Total
							Loan		Banking				Banking
	Allowance for loan and lease losses by impairment methodology:
	Collectively evaluated(1)		$	2,953	$	590	$	27	$	53	$	670	$	313	$	11	$	3,947
	Asset-specific(2)			261		16		18		10		44		25		0		330
	Acquired Loans(3)			0		0		38		0		38		0		0		38
	Total allowance for loan and lease losses		$	3,214	$	606	$	83	$	63	$	752	$	338	$	11	$	4,315
	Loans held for investment by impairment methodology:
	Collectively evaluated(1)		$	80,462	$	31,683	$	6,704	$	3,501	$	41,888	$	44,420	$	121	$	166,891
	Asset-specific(2)			780		169		394		86		649		329		0		1,758
	Acquired Loans(3)			63		5		28,184		36		28,225		262		0		28,550
	Total loans held for investment		$	81,305	$	31,857	$	35,282	$	3,623	$	70,762	$	45,011	$	121	$	197,199
	Allowance as a percentage of period-end loans held for investment			3.95%		1.90%		0.24%		1.74%		1.06%		0.75%		9.09%		2.19%
		(1)	The component of the allowance for loan and lease losses for credit card and other consumer loans that we collectively evaluate for impairment is based on a statistical calculation supplemented by management judgment and interpretation. The component of the allowance for loan and lease losses for commercial loans, 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 loan and lease losses for smaller-balance impaired loans is calculated on a pool basis using historical loss experience for the respective class of assets. The asset-specific component of the allowance for loan and lease losses for larger-balance commercial loans is individually calculated for each loan.
		(3)	The Acquired Loans component of the allowance for loan and lease losses 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)	6 Months Ended
	Jun. 30, 2014
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 June 30, 2014 and December 31, 2013. 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 the company. The liabilities primarily consist of debt securities issued by the VIEs, which we report under securitized debt obligations. For unconsolidated VIEs, we present the carrying amount of assets and liabilities reflected on our consolidated balance sheets and our maximum exposure to loss. Our maximum exposure to loss is estimated based on the unlikely event that all of the assets in the VIEs become worthless and we are required to meet our maximum remaining funding obligations.
	Table 6.1: Carrying Amount of Consolidated and Unconsolidated VIEs(1)
			June 30, 2014
			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(2)		$	37,665	$	12,434	$	0	$	0	$	0
	Home loan securitizations(3)			0		0		195		32		850
	Total securitization-related VIEs			37,665		12,434		195		32		850
	Other VIEs:
	Affordable housing entities			0		0		3,109		432		3,109
	Entities that provide capital to low-income and rural communities			390		99		1		0		1
	Other			7		0		85		0		85
	Total other VIEs.			397		99		3,195		432		3,195
	Total VIEs		$	38,062	$	12,533	$	3,390	$	464	$	4,045
			December 31, 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(2)		$	40,422	$	12,671	$	0	$	0	$	0
	Home loan securitizations(3)			0		0		199		15		702
	Total securitization-related VIEs			40,422		12,671		199		15		702
	Other VIEs:
	Affordable housing entities			0		0		2,969		463		2,969
	Entities that provide capital to low-income and rural communities			389		98		1		0		1
	Other			1		1		95		0		95
	Total other VIEs.			390		99		3,065		463		3,065
	Total VIEs		$	40,812	$	12,770	$	3,264	$	478	$	3,767
		-1	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for additional information. Prior periods have been recast to conform to this presentation.
		-2	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.
		-3	The carrying amount of assets of unconsolidated securitization-related VIEs consists of retained interests associated with the securitization of option-adjustable rate mortgage loans (“option-ARM”) 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 unconsolidated securitization-related VIEs is comprised of obligations on certain swap agreements associated with the securitization of manufactured housing loans and other obligations. These are reported on our consolidated balance sheets under other liabilities.
External Debt and Receivable Balances of Securitization Programs	'
	The table below presents the securitization-related VIEs in which we had continuing involvement as of June 30, 2014 and December 31, 2013:
	Table 6.2: Continuing Involvement in Securitization-Related VIEs
			Non-Mortgage		Mortgage
	(Dollars in millions)		Credit		Option		GreenPoint		GreenPoint
			Card		ARM		HELOCs		Manufactured
									Housing
	June 30, 2014:
	Securities held by third-party investors.		$	10,010	$	2,189	$	108	$	939
	Receivables in the trust			37,304		2,264		105		945
	Cash balance of spread or reserve accounts			0		8		0		145
	Retained interests			Yes		Yes		Yes		Yes
	Servicing retained			Yes		Yes(1)		No		No(2)
	Amortization event(3)			No		No		No		No
	December 31, 2013:
	Securities held by third-party investors.		$	10,289	$	2,320	$	122	$	994
	Receivables in the trust			39,548		2,399		116		1,000
	Cash balance of spread or reserve accounts			3		8		N/A		144
	Retained interests			Yes		Yes		Yes		Yes
	Servicing retained			Yes		Yes(1)		Yes(1)		No(2)
	Amortization event(3)			No		No		No		No
		(1)	We retained servicing of the outstanding balance for a portion of securitized mortgage receivables.
		(2)	The core servicing activities for the manufactured housing securitizations are completed by a third party.
		-3	Amortization events vary according to each specific trust agreement but generally are triggered by declines in performance or credit metrics 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)	6 Months Ended
	Jun. 30, 2014
Goodwill And Intangible Assets Disclosure [Abstract]	'
Components of Goodwill and Other Intangible Assets	'
	The table below displays the components of goodwill, other intangible assets and mortgage serving rights (“MSRs”) as of June 30, 2014 and December 31, 2013. Goodwill is presented separately on our consolidated balance sheets. Other intangible assets and MSRs are included in other assets on our consolidated balance sheets.
	Table 7.1: Components of Goodwill and Other Intangible Assets
			June 30, 2014							December 31, 2013
	(Dollars in millions)		Carrying		Accumulated			Net		Carrying		Accumulated			Net
			Amount of		Amortization(1)			Carrying		Amount of		Amortization(1)			Carrying
			Assets(1)					Amount		Assets(1)					Amount
	Goodwill		$	13,977		N/A		$	13,977	$	13,978		N/A		$	13,978
	Other intangible assets:
	Purchased credit card relationship intangibles (“PCCR”)			2,125	$	(976	)		1,149		2,125	$	(784	)		1,341
	Core deposit intangibles			1,771		(1,509	)		262		1,771		(1,440	)		331
	Other(2)			307		(148	)		159		316		(139	)		177
	Total other intangible assets			4,203		(2,633	)		1,570		4,212		(2,363	)		1,849
	Total goodwill and other intangible assets		$	18,180	$	(2,633	)	$	15,547	$	18,190	$	(2,363	)	$	15,827
	MSRs:
	Consumer MSRs(3)		$	57		N/A		$	57	$	73		N/A		$	73
	Commercial MSRs(4)			142	$	(13	)		129		135	$	(3	)		132
	Total MSRs		$	199	$	(13	)	$	186	$	208	$	(3	)	$	205
		(1)	Certain intangible assets that were fully amortized in prior periods were removed from our balance sheet.
		(2)	Primarily consists of brokerage relationship intangibles, partnership and other contract intangibles and trademark/name intangibles. Also includes certain indefinite-lived intangibles of $4 million as of both June 30, 2014 and December 31, 2013.
		(3)	Represent MSRs related to our consumer business that are carried at fair value on our consolidated financial statements.
		(4)	Represent MSRs related to our commercial business that are subsequently measured under the amortization method and periodically assessed for impairment. None of these MSRs were impaired and no valuation allowance was recorded as of June 30, 2014 and December 31, 2013.
Goodwill Attributable to Each Business Segments	'
	The following table presents goodwill attributable to each of our business segments as of June 30, 2014 and December 31, 2013.
	Table 7.2: Goodwill Attributable to Business Segments
	(Dollars in millions)		Credit		Consumer			Commercial		Total
			Card		Banking			Banking
	Balance as of December 31, 2013		$	5,005	$	4,585		$	4,388	$	13,978
	Acquisitions			0		0			0		0
	Other adjustments			4		(1)			(4)		(1)
	Balance as of June 30, 2014		$	5,009	$	4,584		$	4,384	$	13,977

Deposits_and_Borrowings_Tables

Deposits and Borrowings (Tables)	6 Months Ended
	Jun. 30, 2014
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 June 30, 2014 and December 31, 2013. 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)		June 30,			December 31,
			2014			2013
	Deposits:
	Non-interest bearing deposits		$	24,920		$	22,643
	Interest-bearing deposits.			180,970			181,880
	Total deposits.		$	205,890		$	204,523
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase.		$	2,030		$	915
	FHLB advances			8,450			15,300
	Total short-term borrowings		$	10,480		$	16,215
			30-Jun-14							December 31,
	(Dollars in millions)		Maturity		Interest	Weighted		Outstanding		2013
			Date		Rate	Average		Amount
						Interest Rate
	Long-term debt:
	Securitized debt obligations(1)		2014 - 2025		0.19 - 5.75%		1.42%	$	10,010	$	10,289
	Senior and subordinated notes:
	Fixed unsecured senior debt(1)		2014 - 2024		1.00 - 6.75%		2.82%		12,883		9,612
	Floating unsecured senior debt		2014 - 2017		0.68 - 1.38%		0.90%		1,130		852
	Total unsecured senior debt						2.66%		14,013		10,464
	Fixed unsecured subordinated debt(1)		2016 - 2023		3.38 - 8.80%		4.97%		2,615		2,670
	Total senior and subordinated notes								16,628		13,134
	Other long-term borrowings:
	FHLB advances		2014 - 2023		0.26 - 6.88%		0.44%		1,996		1,016
	Total long-term debt								28,634		24,439
	Total short-term borrowings and long-term debt							$	39,114	$	40,654
		-1	Outstanding amount includes the impact from hedge accounting.
Schedule of Components of Interest Expense on Short-Term Borrowings and Long-Term Debt	'
	The following table displays interest expense attributable to short-term borrowings and long-term debt for the three and six months ended June 30, 2014 and 2013:
	Table 8.2: Components of Interest Expense on Short-term Borrowings and Long-term Debt
			Three Months Ended					Six Months Ended
			June 30,					June 30,
	(Dollars in millions)		2014			2013		2014		2013
	Short-term borrowings:
	Federal funds purchased and securities loaned or sold under agreements to repurchase		$	1		$	1	$	1	$	1
	FHLB advances			3			5		9		16
	Total short-term borrowings			4			6		10		17
	Long-term debt:
	Securitized debt obligations(1)			39			45		77		101
	Senior and subordinated notes(1)			78			82		155		164
	Other long-term borrowings			4			6		10		12
	Total long-term debt			121			133		242		277
	Total interest expense		$	125		$	139	$	252	$	294
		(1)	Interest expense includes the impact from hedge accounting.

Derivative_Instruments_and_Hed1

Derivative Instruments and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]	'
Notional and Fair Values of Derivative Instruments	'
	The following table summarizes the notional and fair values of our derivative instruments reported on our consolidated balance sheets as of June 30, 2014 and December 31, 2013. 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
			June 30, 2014						December 31, 2013
			Notional or		Derivative				Notional or			Derivatives
			Contractual						Contractual
	(Dollars in millions)		Amount		Assets		Liabilities		Amount			Assets			Liabilities
	Derivatives designated as accounting hedges:
	Interest rate contracts:
	Fair value hedges		$	19,871	$	271	$	69	$	15,695		$	289		$	223
	Cash flow hedges			16,925		49		49		12,825			0			149
	Total interest rate contracts			36,796		320		118		28,520			289			372
	Foreign exchange contracts:
	Cash flow hedges			5,104		0		147		4,806			49			53
	Total derivatives designated as accounting hedges			41,900		320		265		33,326			338			425
	Derivatives not designated as accounting hedges:
	Interest rate contracts covering:
	MSRs(1)			733		5		1		353			0			7
	Customer accommodation			26,869		369		190		25,365			405			209
	Other interest rate exposures(2)			2,967		32		20		1,864			29			17
	Total interest rate contracts			30,569		406		211		27,582			434			233
	Foreign exchange contracts			212		22		0		1,422			184			37
	Other contracts			522		0		12		1,094			3			15
	Total derivatives not designated as accounting hedges			31,303		428		223		30,098			621			285
	Total derivatives		$	73,203	$	748	$	488	$	63,424		$	959		$	710
		(1)	MSRs include interest rate swaps and To Be Announced contracts used to hedge our MSR portfolio.
		-2	Other interest rate exposures include mortgage related derivatives.
Summary of Derivative Transactions and Repurchase Agreements Subject to Legally Enforceable Master Netting Agreements	'
	The following table presents as of June 30, 2014 and December 31, 2013, the gross and net fair values of our derivative assets and liabilities and repurchase agreements, as well as the related offsetting amount permitted under the accounting standards for offsetting assets and liabilities. Under the accounting standard, gross positive fair values could be offset against gross negative fair values by counterparty pursuant to legally enforceable master netting agreements, if the netting presentation method is elected. The table also includes cash and non-cash collateral received or pledged associated with such arrangements. The collateral amount related to repurchase agreements is limited to the outstanding balance, thus instance of overcollateralization is not shown.
	Table 9.2: Offsetting of Financial Assets and Financial Liabilities
									Offsetting Amounts Not
									Netted
	(Dollars in millions)		Gross		Offsetting		Net Amounts		Financial			Collateral			Net
			Amounts		Amounts		as Recognized		Instruments			Received(1)			Exposure
	As of June 30, 2014
	Derivatives assets		$	748	$	0	$	748	$	(222)		$	(410)		$	116	(2)
	As of December 31, 2013
	Derivatives assets		$	959	$	0	$	959	$	-262		$	-450		$	247	(2)
	Offsetting Amounts Not
	Netted
	(Dollars in millions)		Gross		Offsetting		Net Amounts		Financial			Collateral			Net
			Amounts		Amounts		as Recognized		Instruments			Pledged			Exposure
	As of June 30, 2014
	Derivatives liabilities		$	488	$	0	$	488	$	(222	)	$	(203	) (1)	$	63
	Repurchase agreements			882		0		882		0			(882	)		0
	As of December 31, 2013
	Derivatives liabilities		$	710	$	0	$	710	$	(262	)	$	(371	) (1)	$	77
	Repurchase agreements			907		0		907		0			(907	)		0
		(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 six months ended June 30, 2014 and 2013:
	Table 9.3: Gains and Losses on Fair Value Hedges and Free-Standing Derivatives
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars in millions)		2014		2013		2014		2013
	Derivatives designated as accounting hedges(1):
	Fair value interest rate contracts:
	Gains (losses) recognized in earnings on derivatives		$	105	$	-317	$	136	$	-412
	Gains (losses) recognized in earnings on hedged items			-92		300		-115		390
	Net fair value hedge ineffectiveness gains (losses)			13		-17		21		-22
	Derivatives not designated as accounting hedges(1):
	Interest rate contracts covering:
	MSRs			6		-8		13		-8
	Customer accommodation			4		16		8		25
	Other interest rate exposures			3		-8		3		-9
	Total interest rate contracts			13		0		24		8
	Foreign exchange contracts			0		-2		1		-4
	Other contracts			0		4		1		-7
	Total gains (losses) on derivatives not designated as accounting hedges			13		2		26		-3
	Net derivative gains (losses) recognized in earnings		$	26	$	-15	$	47	$	-25
		(1)	Amounts are recorded on our consolidated statements of income in other non-interest income.
Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges and Net Investment Hedges	'
	The table below shows the net gains (losses) related to derivatives designated as cash flow hedges for the three and six months ended June 30, 2014 and 2013:
	Table 9.4: Gains and Losses on Derivatives Designated as Cash Flow Hedges
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars in millions)		2014		2013		2014		2013
	Gains (losses) recorded in AOCI:
	Cash flow hedges:
	Interest rate contracts		$	101	$	-146	$	146	$	-147
	Foreign exchange contracts			-6		-5		-11		-10
	Net derivative gains (losses) recognized in AOCI		$	95	$	-151	$	135	$	-157
	Gains (losses) recorded in earnings:
	Cash flow hedges:
	Gains (losses) reclassified from AOCI into earnings:
	Interest rate contracts(1)		$	30	$	14	$	56	$	26
	Foreign exchange contracts(2)			-6		-4		-11		-9
	Total			24		10		45		17
	Gains (losses) recognized in earnings due to ineffectiveness:
	Interest rate contracts(2)			0		-1		1		-1
	Net derivative gains recognized in earnings		$	24	$	9	$	46	$	16
		(1)	Amounts reclassified are recorded on our consolidated statements of income in interest income or interest expense.
		(2)	Amounts reclassified are recorded on our consolidated statements of income in other non-interest income.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	6 Months Ended
	Jun. 30, 2014
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 June 30, 2014 and December 31, 2013, as well as the current period activity related to our other comprehensive income. AOCI is presented net of deferred tax of $280 million and $544 million as of June 30, 2014 and December 31, 2013, respectively.
	Table 10.1: Accumulated Other Comprehensive Income
			Three Months Ended June 30, 2014
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of March 31, 2014		$	250			$	-884			$	-91			$	27			$	-12	$	-710
	Other comprehensive income (loss) before			169				0				95				79				3		346
	reclassifications
	Net realized (gains) losses reclassified from AOCI into			0				21				-24				0				-4		-7
	earnings
	Net other comprehensive income (loss)			169				21				71				79				-1		339
	AOCI as of June 30, 2014		$	419			$	-863			$	-20			$	106			$	-13	$	-371
			Six Months Ended June 30, 2014
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of December 31, 2013		$	106			$	-897			$	-110			$	40			$	-11	$	-872
	Other comprehensive income (loss) before			321				0				135				66				3		525
	reclassifications
	Net realized (gains) losses reclassified from AOCI into			-8				34				-45				0				-5		-24
	earnings
	Net other comprehensive income (loss)			313				34				90				66				-2		501
	AOCI as of June 30, 2014		$	419			$	-863			$	-20			$	106			$	-13	$	-371
			Three Months Ended June 30, 2013
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of March 31, 2013		$	573			$	0			$	32			$	-93			$	-39	$	473
	Other comprehensive income (loss) before			-1,089				0				-151				-18				5		-1,253
	reclassifications
	Net realized (gains) losses reclassified from AOCI into			-1				0				-10				0				-1		-12
	earnings
	Net other comprehensive income (loss)			(1,090)				0				-161				-18				4		-1,265
	AOCI as of June 30, 2013		$	-517			$	0			$	-129			$	-111			$	-35	$	-792
			Six Months Ended June 30, 2013
	(Dollars in millions)		Securities				Securities				Cash				Foreign				Other		Total
			Available				Held to				Flow				Currency
			for Sale				Maturity(1)				Hedges				Translation
															Adjustments
	AOCI as of December 31, 2012		$	703			$	0			$	45			$	32			$	-41	$	739
	Other comprehensive income (loss) before reclassifications			-1,218				0				-157				-143				5		-1,513
	Net realized (gains) losses reclassified from AOCI into earnings			-2				0				-17				0				1		-18
	Net other comprehensive income (loss)			(1,220)				0				-174				-143				6		-1,531
	AOCI as of June 30, 2013		$	-517			$	0			$	-129			$	-111			$	-35	$	-792
		(1)	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. The securities included net pre-tax unrealized losses of $1.5 billion at the date of transfer. 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 Ended								Six Months Ended
					June 30,								June 30,
	AOCI Components		Affected Income Statement Line Item		2014				2013				2014				2013
	Securities available for sale:
			Non-interest income - Other		$	-1			$	1			$	12			$	3
			Income tax provision (benefit)			-1				0				4				1
			Net income			0				1				8				2
	Securities held to maturity(1):
			Non-interest income - Other			-33				0				-61				0
			Income tax provision (benefit)			-12				0				-27				0
			Net income			-21				0				-34				0
	Cash flow hedges:
	Interest rate contracts:
			Interest income (expense) - Other			48				22				90				42
	Foreign exchange contracts:
			Non-interest income - Other			-10				-6				-18				-14
						38				16				72				28
			Income tax provision (benefit)			14				6				27				11
			Net income			24				10				45				17
	Other:
			Various			7				2				8				-1
			Income tax provision (benefit)			3				1				3				0
			Net income			4				1				5				-1
	Total reclassifications				$	7			$	12			$	24			$	18
		(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 six months ended June 30, 2014 and 2013:
	Table 10.3: Other Comprehensive Income
			Three Months Ended June 30,
			2014												2013
	(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		$	269			$	100			$	169			$	(1,747)			$	(657)	$	(1,090)
	Net unrealized gains (losses) on securities transferred to held to maturity			33				12				21				0				0		0
	Net unrealized gains (losses) on cash flow hedges			114				43				71				-258				-97		-161
	Foreign currency translation adjustments			79				0				79				-18				0		-18
	Other			-3				-2				-1				3				-1		4
	Other comprehensive income (loss)		$	492			$	153			$	339			$	-2,020			$	-755	$	-1,265
			Six Months Ended June 30,
			2014												2013
	(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		$	498			$	185			$	313			$	(1,956)			$	(736)	$	(1,220)
	Net unrealized gains (losses) on securities transferred to held to maturity			61				27				34				0				0		0
	Net unrealized gains (losses) on cash flow hedges			144				54				90				-279				-105		-174
	Foreign currency translation adjustments			66				0				66				-143				0		-143
	Other			-4				-2				-2				7				1		6
	Other comprehensive income (loss)		$	765			$	264			$	501			$	-2,371			$	-840	$	(1,531)

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2014
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				Six Months Ended
			June 30,				June 30,
	(Dollars and shares in millions, except per share data)		2014		2013		2014		2013
	Basic earnings
	Income from continuing operations, net of tax		$	1,204	$	1,227	$	2,328	$	2,361
	Income (loss) from discontinued operations, net of tax			-10		-119		20		-197
	Net income			1,194		1,108		2,348		2,164
	Dividends and undistributed earnings allocated to participating securities(1)			-4		-4		-9		-9
	Preferred stock dividends			-13		-13		-26		-26
	Net income available to common stockholders		$	1,177	$	1,091	$	2,313	$	2,129
	Net income from continuing operations per share		$	2.09	$	2.08	$	4.03	$	4.00
	Income (loss) from discontinued operations per share			-0.02		-0.2		0.03		-0.34
	Net income per share		$	2.07	$	1.88	$	4.06	$	3.66
	Total weighted-average basic shares outstanding			567.5		581.5		569.2		581.0
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars and shares in millions, except per share data)		2014		2013		2014		2013
	Diluted earnings(2)
	Net income available to common stockholders		$	1,177	$	1,091	$	2,313	$	2,129
	Net income from continuing operations per share		$	2.06	$	2.05	$	3.97	$	3.96
	Income (loss) from discontinued operations per share			-0.02		-0.2		0.03		-0.34
	Net income per share		$	2.04	$	1.85	$	4.00	$	3.62
	Total weighted-average basic shares outstanding			567.5		581.5		569.2		581.0
	Effect of dilutive securities:
	Stock options			2.7		2.1		2.6		2.0
	Other contingently issuable shares			1.6		1.6		1.5		1.5
	Warrants			5.8		3.6		5.6		3.4
	Total effect of dilutive securities			10.1		7.3		9.7		6.9
	Total weighted-average diluted shares outstanding			577.6		588.8		578.9		587.9
		(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 3 million shares related to options with exercise prices ranging from $70.96 to $88.81 and 4 million shares related to options with exercise prices ranging from $70.96 to $88.81, for the three and six months ended June 30, 2014, respectively, and 5 million shares related to options with exercise prices ranging from $56.32 to $88.81 and 6 million shares related to options with exercise prices ranging from $56.28 to $88.81, for the three and six months ended June 30, 2013, respectively, because their inclusion would be anti-dilutive.

Fair_Value_of_Financial_Instru1

Fair Value of Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis	'
	The following table displays our assets and liabilities measured on our consolidated balance sheets at fair value on a recurring basis as of June 30, 2014 and December 31, 2013:
	Table 12.1: Assets and Liabilities Measured at Fair Value on a Recurring Basis
			June 30, 2014
			Fair Value Measurements Using
	(Dollars in millions)		Level 1		Level 2			Level 3		Total
	Assets
	Securities available for sale:
	U.S. Treasury debt obligations		$	1,223	$	0		$	0	$	1,223
	U.S. Agency debt obligations			0		1			0		1
	Corporate debt securities guaranteed by U.S. government agencies			0		353			739		1,092
	RMBS			0		24,691			836		25,527
	CMBS			0		5,371			449		5,820
	Other ABS			0		5,847			175		6,022
	Other securities			119		1,289			20		1,428
	Total securities available for sale			1,342		37,552			2,219		41,113
	Other assets:
	Consumer MSRs			0		0			57		57
	Derivative assets(1)			4		694			50		748
	Retained interests in securitizations			0		0			195		195
	Total assets		$	1,346	$	38,246		$	2,521	$	42,113
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	4	$	447		$	37	$	488
	Total liabilities		$	4	$	447		$	37	$	488
			December 31, 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		$	833	$	0		$	0	$	833
	U.S. Agency debt obligations			0		1			0		1
	Corporate debt securities guaranteed by U.S. government agencies			0		307			927		1,234
	RMBS			0		23,775			1,304		25,079
	CMBS			0		5,267			739		6,006
	Other ABS			0		6,793			343		7,136
	Other securities			127		1,367			17		1,511
	Total securities available for sale			960		37,510			3,330		41,800
	Other assets:
	Consumer MSRs			0		4			69		73
	Derivative assets(1)			3		906			50		959
	Retained interests in securitizations			0		0			199		199
	Total assets		$	963	$	38,420		$	3,648	$	43,031
	Liabilities
	Other liabilities:
	Derivative liabilities(1)		$	4	$	668		$	38	$	710
	Total liabilities		$	4	$	668		$	38	$	710
		(1)	Does not reflect $4 million and $1 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of June 30, 2014 and December 31, 2013, 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: Level 3 Recurring Fair Value Rollforward
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended June 30, 2014
					Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
					(Losses)													Into		Out of		June 30,		Gains (Losses)
					(Realized/Unrealized)													Level 3(2)		Level 3(2)		2014		Included in Net
																								Income Related to
																								Assets and
																								Liabilities
																								Still Held as of
	(Dollars in millions)		Balance,		Included			Included																June 30, 2014(3)
			April 1,		in Net			in
			2014		Income(1)			OCI
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	752	$	0		$	5	$	0	$	0	$	0	$	-18	$	0	$	0	$	739	$	0
	RMBS			1,727		17			8		94		0		0		-98		63		-975		836		17
	CMBS			495		0			3		0		0		0		-19		28		-58		449		0
	Other ABS			226		1			8		0		0		0		-1		0		-59		175		1
	Other securities			17		0			0		0		0		0		0		3		0		20		0
	Total securities available for sale			3,217		18			24		94		0		0		-136		94		-1,092		2,219		18
	Other assets:
	Consumer MSRs			61		-6			0		0		0		3		-1		0		0		57		-6
	Derivative assets			48		3			0		0		0		5		-3		0		-3		50		3
	Retained interest in securitizations			197		-2			0		0		0		0		0		0		0		195		-2
	Liabilities:
	Other liabilities:
	Derivative liabilities			36		2			0		0		0		3		-3		0		-1		37		2
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Three Months Ended June 30, 2013
					Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
					(Losses)													Into		Out of		June 30,		Gains (Losses)
					(Realized/Unrealized)													Level 3(2)		Level 3(2)		2013		Included in Net
																								Income Related to
																								Assets and
																								Liabilities
																								Still Held as of
	(Dollars in millions)		Balance,		Included			Included																June 30, 2013(3)
			April 1,		in Net			in
			2013		Income(1)			OCI
	Assets:
	Securities available for sale:
	Corporate debt securities guaranteed by U.S. government agencies		$	768	$	0		$	-36	$	123	$	0	$	0	$	-18	$	39	$	-44	$	832	$	0
	RMBS			1,490		-1			8		94		0		0		-89		260		-227		1,535		-1
	CMBS			704		0			-40		166		(10)		0		-8		71		-422		461		0
	Other ABS			71		0			-3		40		0		0		-1		8		-6		109		0
	Other securities			16		0			0		0		0		0		0		0		0		16		0
	Total securities available for sale			3,049		(1	)		-71		423		-10		0		-116		378		-699		2,953		-1
	Other assets:
	Consumer MSRs			58		28			0		0		0		3		-2		0		-26		61		28
	Derivative assets			83		-7			0		0		0		3		-6		0		-1		72		-7
	Retained interest in securitizations			201		-3			0		0		0		0		0		0		0		198		-3
	Liabilities:
	Other liabilities:
	Derivative liabilities			42		-4			0		0		0		9		-5		0		0		42		-4
			Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
			Six Months Ended June 30, 2014
					Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
					(Losses)													Into		Out of		June 30,		Gains (Losses)
					(Realized/Unrealized)													Level 3(2)		Level 3(2)		2014		Included in Net
																								Income Related to
																								Assets and
																		Liabilities
																		Still Held as of
(Dollars in millions)		Balance,		Included			Included															June 30, 2014(3)
		January 1,		Net in			in
		2014		Income(1)			OCI
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	927	$	0		$	15	$	0	$	-112	$	0	$	-39	$	64	$	-116	$	739	$	0
RMBS			1,304		37			36		980		0		0		-132		120		-1,509		836		37
CMBS			739		0			5		34		0		0		-30		66		-365		449		0
Other ABS			343		3			10		0		0		0		-2		43		-222		175		3
Other securities			17		0			0		0		0		0		0		3		0		20		0
Total securities available for sale			3,330		40			66		1,014		-112		0		-203		296		-2,212		2,219		40
Other assets:
Consumer MSRs			69		-17			0		0		0		7		-2		0		0		57		-17
Derivative assets			50		3			0		0		0		7		-6		0		-4		50		3
Retained interest in securitizations			199		-4			0		0		0		0		0		0		0		195		-4
Liabilities:
Other liabilities:
Derivative liabilities .			38		4			0		0		0		4		-8		0		-1		37		4
		Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
		Six Months Ended June 30, 2013
				Total Gains or					Purchases		Sales		Issuances		Settlements		Transfers		Transfers		Balance,		Net Unrealized
				(Losses)													Into		Out of		June 30,		Gains (Losses)
				(Realized/Unrealized)													Level 3(2)		Level 3(2)		2013		Included in Net
																							Income Related  to
																							Assets and
																							Liabilities
																							Still Held as of
(Dollars in millions)		Balance,		Included			Included																June 30, 2013(3)
		January 1,		in Net			in
		2013		Income(1)			OCI
Assets:
Securities available for sale:
Corporate debt securities guaranteed by U.S. government agencies		$	650	$	0		$	-35	$	211	$	0	$	0	$	-28	$	78	$	-44	$	832	$	0
RMBS			1,335		-10			84		192		0		0		-145		529		-450		1,535		-10
CMBS			587		0			-47		547		-10		0		-27		120		-709		461		0
Other ABS			102		-1			6		40		-41		0		-2		14		-9		109		-1
Other securities			15		0			0		0		0		0		0		1		0		16		0
Total securities available for sale			2,689		-11			8		990		-51		0		-202		742		-1,212		2,953		-11
Other assets:
Consumer MSRs			55		30			0		0		0		5		-3		0		-26		61		30
Derivative assets			90		-7			0		0		0		4		-12		0		-3		72		-7
Retained interest in securitization			204		-6			0		0		0		0		0		0		0		198		-6
Liabilities:
Other liabilities:
Derivative liabilities			38		11			0		0		0		10		-16		0		-1		42		11
	-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 three and six months ended June 30, 2014 and 2013 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 (losses) 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. Impairment is reported in total other-than-temporary impairment 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	'
	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
			June 30,		Valuation		Unobservable			Average
			2014		Techniques		Inputs
	Assets:
	Securities available for sale:
	RMBS		$	836	Discounted cash flows		Yield		1-24%		5%
					(3rd party pricing)		Constant prepayment rate		0-20%		3%
							Default rate		0-14%		7%
							Loss severity		0-75%		49%
	CMBS		$	449	Discounted cash flows		Yield		0-4%		2%
					(3rd party pricing)		Constant prepayment rate		0-100%		9%
									2-7%		4%
									1-3%		2%
									3-12%		10%
	Other ABS		$	175	Discounted cash flows		Yield		42-88%		71%
					(3rd party pricing)		Constant prepayment rate
							Default rate
							Loss severity
	U.S. government guaranteed debt and other securities		$	759	Discounted cash flows		Yield		0-4%		2%
					(3rd party pricing)
	Other assets:
	Consumer MSRs		$	57	Discounted cash flows		Total prepayment rate		8-28%		11%
							Discount rate		9-21%		13%
							Servicing cost ($ per loan)	$	60.40-$185.22	$	76.16
	Derivative assets		$	50	Discounted cash flows		Swap rates		3%		3%
	Retained interests in securitization(1)		$	195	Discounted cash flows		Life of receivables (months)		30-89		N/A
							Constant prepayment rate		1-9%
							Discount rate		4-14%
							Default rate		2-7%
							Loss severity		18-99%
	Liabilities:
	Other liabilities:
	Derivative liabilities		$	37	Discounted cash flows		Swap rates		3%		3%
			Quantitative Information about Level 3 Fair Value Measurements
	(Dollars in millions)		Fair Value at		Significant Valuation		Significant	Range		Weighted
			December 31,		Techniques		Unobservable			Average
			2013				Inputs
	Assets:
	Securities available for sale:
	RMBS		$	1,304	Discounted cash flows		Yield		0-23%		5%
					(3rd party pricing)		Constant prepayment rate		0-21%		5%
							Default rate		0-18%		8%
							Loss severity		0-95%		49%
	CMBS		$	739	Discounted cash flows		Yield		1-4%		2%
					(3rd party pricing)		Constant prepayment rate		0-20%		3%
	Other ABS		$	343	Discounted cash flows		Yield		1-8%		3%
					(3rd party pricing)		Constant prepayment rate		1-6%		2%
							Default rate		1-19%		12%
							Loss severity		44-80%		69%
	U.S. government guaranteed debt and other securities		$	944	Discounted cash flows		Yield		0-3%		2%
					(3rd party pricing)
	Other assets:
	Consumer MSRs		$	69	Discounted cash flows		Total prepayment rate		9-32%		14%
							Discount rate		10-17%		11%
							Servicing cost ($per loan)	$	81.39-$393.52	$	89.32
	Derivative assets		$	50	Discounted cash flows		Swap rates		3-4%		4%
	Retained interests in securitization(1)		$	199	Discounted cash flows		Life of receivables (months)		34-101		N/A
							Constant prepayment rate		2-7%
							Discount rate		5-14%
							Default rate		2-7%
							Loss severity		15-89%
Liabilities:
Other liabilities:
Derivative liabilities		$	38	Discounted cash flows		Swap rates		3-4%		4%
	(1)	Due to the nature of the various mortgage securitization structures in which we have retained interests, it is not meaningful to present a consolidated weighted average for the significant unobservable inputs.
Schedule of Assets Measured at Fair Value on Nonrecurring Basis	'
	The following table presents the carrying amount of the assets measured at fair value on a nonrecurring basis and still held as of June 30, 2014 and December 31, 2013, and for which a nonrecurring fair value measurement was recorded during the six and twelve months then ended:
	Table 12.4: Nonrecurring Fair Value Measurements Related to Assets Still Held at Period End
			June 30, 2014
			Estimated Fair Value Hierarchy
	(Dollars in millions)		Level 1		Level 2			Level 3		Total
	Assets:
	Loans held for investment		$	0	$	0		$	87	$	87
	Loans held for sale			0		31			0		31
	Other assets(1)			0		0			48		48
	Total		$	0	$	31		$	135	$	166
			31-Dec-13
			Estimated Fair Value Hierarchy
	(Dollars in millions)		Level 1		Level 2			Level 3		Total
	Assets:
	Loans held for investment		$	0	$	0		$	84	$	84
	Loans held for sale			0		145			0		145
	Other assets(1)			0		0			64		64
	Total		$	0	$	145		$	148	$	293
		-1	Includes foreclosed property and repossessed assets of $36 million and long-lived assets held for sale of $12 million as of June 30, 2014. Comparatively, includes foreclosed property and repossessed assets of $42 million and long-lived assets held for sale of $22 million as of December 31, 2013.
Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis	'
	The following table presents total nonrecurring fair value measurements for the period, included in earnings, attributable to the change in fair value relating to assets that are still held at June 30, 2014 and 2013.
	Table 12.5: Nonrecurring Fair Value Measurements Included in Earnings Related to Assets Still Held at Period End
			Total Gains (Losses)
			Six Months Ended June 30,
	(Dollars in millions)		2014		2013
	Assets:
	Loans held for investment		$	-23	$	-17
	Loans held for sale(1)			0		-15
	Other assets(2)			-5		-11
	Total		$	-28	$	-43
		-1	The fair value and related losses include a portion related to the Best Buy portfolio.
		-2	Includes the gains and losses related to foreclosed property and repossessed assets and long-lived assets 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 consolidated balance sheets at fair value, as of June 30, 2014 and December 31, 2013:
	Table 12.6: Fair Value of Financial Instruments
			June 30, 2014					Estimated Fair Value Hierarchy
	(Dollars in millions)		Carrying		Estimated			Level 1		Level 2		Level 3
			Amount		Fair Value
	Financial assets:
	Cash and cash equivalents		$	6,732	$	6,732		$	6,732	$	0	$	0
	Restricted cash for securitization investors			361		361			361		0		0
	Securities available for sale			41,113		41,113			1,342		37,552		2,219
	Securities held to maturity			20,688		21,405			0		21,020		385
	Net loans held for investment			194,530		199,138			0		0		199,138
	Loans held for sale			709		715			0		715		0
	Interest receivable			1,473		1,473			0		1,473		0
	Derivative assets			748		748			4		694		50
	Retained interests in securitizations			195		195			0		0		195
	Financial liabilities:
	Non-interest bearing deposits		$	24,920	$	24,920		$	24,920	$	0	$	0
	Interest-bearing deposits			180,970		175,307			0		12,401		162,906
	Securitized debt obligations			10,010		10,172			0		10,163		9
	Senior and subordinated notes			16,628		17,279			0		17,279		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase			2,030		2,030			2,030		0		0
	Other borrowings			10,446		10,453			0		10,453		0
	Interest payable			309		309			0		309		0
	Derivative liabilities			488		488			4		447		37
			December 31, 2013					Estimated Fair Value Hierarchy
	(Dollars in millions)		Carrying		Estimated			Level 1		Level 2		Level 3
			Amount		Fair Value
	Financial assets:
	Cash and cash equivalents		$	6,291	$	6,291		$	6,291	$	0	$	0
	Restricted cash for securitization investors			874		874			874		0		0
	Securities available for sale			41,800		41,800			960		37,510		3,330
	Securities held to maturity			19,132		19,185			0		18,895		290
	Net loans held for investment			192,884		198,138			0		0		198,138
	Loans held for sale			218		219			0		219		0
	Interest receivable			1,418		1,418			0		1,418		0
	Derivatives assets			959		959			3		906		50
	Retained interests in securitizations			199		199			0		0		199
	Financial liabilities:
	Non-interest bearing deposits		$	22,643	$	22,643		$	22,643	$	0	$	0
	Interest-bearing deposits			181,880		175,516			0		14,346		161,170
	Securitized debt obligations			10,289		11,081			0		10,835		246
	Senior and subordinated notes			13,134		13,715			0		13,715		0
	Federal funds purchased and securities loaned or sold under agreements to repurchase			915		915			915		0		0
	Other borrowings			16,316		16,324			0		16,324		0
	Interest payable			307		307			0		307		0
	Derivatives liabilities			710		710			4		668		38

Business_Segments_Tables

Business Segments (Tables)	6 Months Ended
	Jun. 30, 2014
Segment Reporting [Abstract]	'
Schedule of Segment Results and Reconciliation	'
	The following tables present our business segment results for the three and six months ended June 30, 2014 and 2013, selected balance sheet data as of June 30, 2014 and 2013, 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.
	Table 13.1: Segment Results and Reconciliation
			Three Months Ended June 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
			Card		Banking		Banking(1)				Total(1)
	Net interest income		$	2,461	$	1,431	$	436	$	(13)	$	4,315
	Non-interest income			839		170		109		35		1,153
	Total net revenue			3,300		1,601		545		22		5,468
	Provision for credit losses			549		143		12		0		704
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization			94		0		0		0		94
	Core deposit intangible amortization			0		28		5		0		33
	Total PCCR and core deposit intangible amortization			94		28		5		0		127
	Other non-interest expense			1,625		910		262		55		2,852
	Total non-interest expense			1,719		938		267		55		2,979
	Income (loss) from continuing operations before income taxes			1,032		520		266		(33)		1,785
	Income tax provision (benefit)			364		186		95		(64)		581
	Income from continuing operations, net of tax		$	668	$	334	$	171	$	31	$	1,204
	Period-end total loans held for investment		$	79,018	$	71,062	$	48,321	$	127	$	198,528
	Period-end total customer deposits			0		169,153		31,440		5,297		205,890
			Three Months Ended June 30, 2013
	(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
			Card		Banking		Banking(1)				Total(1)
	Net interest income		$	2,804	$	1,478	$	402	$	(131)	$	4,553
	Non-interest income			832		189		93		(29)		1,085
	Total net revenue			3,636		1,667		495		(160)		5,638
	Provision (benefit) for credit losses			713		67		(14)		(4)		762
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization			110		0		0		0		110
	Core deposit intangible amortization			0		35		8		0		43
	Total PCCR and core deposit intangible amortization			110		35		8		0		153
	Other non-interest expense			1,709		875		220		61		2,865
	Total non-interest expense			1,819		910		228		61		3,018
	Income (loss) from continuing operations before income taxes			1,104		690		281		(217)		1,858
	Income tax provision (benefit)			385		246		100		(100)		631
	Income from continuing operations, net of tax		$	719	$	444	$	181	$	(117)	$	1,227
	Period-end total loans held for investment		$	78,310	$	72,218	$	40,805	$	179	$	191,512
	Period-end total customer deposits			0		169,789		30,869		9,207		209,865
			Six Months Ended June 30, 2014
	(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
			Card		Banking		Banking(1)				Total(1)
	Net interest income		$	4,986	$	2,864	$	857	$	(42)	$	8,665
	Non-interest income			1,624		320		196		33		2,173
	Total net revenue			6,610		3,184		1,053		(9)		10,838
	Provision (benefit) for credit losses			1,107		283		52		(3)		1,439
	Non-interest expense:
	Amortization of intangibles:
	PCCR intangible amortization			192		0		0		0		192
	Core deposit intangible amortization			0		58		11		0		69
	Total PCCR and core deposit intangible amortization			192		58		11		0		261
	Other non-interest expense			3,253		1,810		511		76		5,650
	Total non-interest expense			3,445		1,868		522		76		5,911
	Income (loss) from continuing operations before income taxes			2,058		1,033		479		(82)		3,488
	Income tax provision (benefit)			722		369		171		(102)		1,160
	Income from continuing operations, net of tax		$	1,336	$	664	$	308	$	20	$	2,328
	Period-end total loans held for investment		$	79,018	$	71,062	$	48,321	$	127	$	198,528
	Period-end total customer deposits			0		169,153		31,440		5,297		205,890
			Six Months Ended June 30, 2013
	(Dollars in millions)		Credit		Consumer		Commercial		Other(1)		Consolidated
			Card		Banking		Banking(1)				Total(1)
	Net interest income		$	5,634	$	2,956	$	803	$	(270)	$	9,123
Non-interest income			1,653		370		177		(134)		2,066
Total net revenue			7,287		3,326		980		(404)		11,189
Provision (benefit) for credit losses			1,456		242		(49)		(2)		1,647
Non-interest expense:
Amortization of intangibles:
PCCR intangible amortization			226		0		0		0		226
Core deposit intangible amortization			0		72		15		0		87
Total PCCR and core deposit intangible amortization			226		72		15		0		313
Other non-interest expense			3,441		1,728		434		93		5,696
Total non-interest expense			3,667		1,800		449		93		6,009
Income (loss) from continuing operations before income taxes			2,164		1,284		580		(495)		3,533
Income tax provision (benefit)			759		457		206		(250)		1,172
Income from continuing operations, net of tax		$	1,405	$	827	$	374	$	(245)	$	2,361
Period-end total loans held for investment		$	78,310	$	72,218	$	40,805	$	179	$	191,512
Period-end total customer deposits			0		169,789		30,869		9,207		209,865
	-1	In the first quarter of 2014, we adopted the proportional amortization method of accounting for Investments in Qualified Affordable Housing Projects. See “Note 1—Summary of Significant Accounting Policies” for expanded discussion. Prior periods have been recast to conform to this presentation.

Commitments_Contingencies_Guar1

Commitments, Contingencies, Guarantees, and Others (Tables)	6 Months Ended
	Jun. 30, 2014
Commitments And Contingencies Disclosure [Abstract]	'
Schedule of Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser	'
	The following table presents the original principal balance of mortgage loan originations, by vintage for 2005 through 2008, for the three general categories of purchasers of mortgage loans and the estimated unpaid principal balance as of June 30, 2014 and December 31, 2013:
	Table 14.1: Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser
			Estimated				Original Principal Balance
			Unpaid Principal Balance
	(Dollars in billions)		June 30,		December 31,		Total		2008		2007		2006		2005
			2014		2013
	Government-sponsored enterprises (“GSEs”)(1)		$	3	$	3	$	11	$	1	$	4	$	3	$	3
	Insured Securitizations			4		5		20		0		2		8		10
	Uninsured Securitizations and Other			17		18		80		3		15		30		32
	Total		$	24	$	26	$	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, 2012		$	59	$	1,579	$	781	$	2,419
	Gross new demands received			203		40		391		634
	Loans repurchased/made whole			-49		-5		-27		-81
	Demands rescinded			-124		0		-23		-147
	Open claims as of December 31, 2013			89		1,614		1,122		2,825
	Gross new demands received			16		1		738		755
	Loans repurchased/made whole			-25		0		-2		-27
	Demands rescinded			-51		-745		-10		-806
	Open claims as of June 30, 2014		$	29	$	870	$	1,848	$	2,747
		(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.
Schedule of Changes in Representation and Warranty Reserve	'
	The following table summarizes changes in our representation and warranty reserves for the three and six months ended June 30, 2014 and 2013:
	Table 14.3: Changes in Representation and Warranty Reserve
			Three Months Ended				Six Months Ended
			June 30,				June 30,
	(Dollars in millions)		2014		2013		2014		2013
	Representation and warranty repurchase reserve, beginning of period(1)		$	1,128	$	994	$	1,172	$	899
	Provision (benefit) for mortgage representation and warranty losses:
	Recorded in continuing operations			-29		-4		-15		-14
	Recorded in discontinued operations			11		187		-36		294
	Total provision (benefit) for mortgage representation and warranty losses			-18		183		-51		280
	Net realized losses			-98		-21		-109		-23
	Representation and warranty repurchase reserve, end of period(1)		$	1,012	$	1,156	$	1,012	$	1,156
		(1)	Reported on our consolidated balance sheets as a component of other liabilities.
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)		June 30, 2014		December 31,		Loans Sold
					2013		2005 to 2008(1)
	Selected period-end data:
	GSEs and Active Insured Securitizations		$	783	$	965	$	27
	Inactive Insured Securitizations and Others			229		207		84
	Total		$	1,012	$	1,172	$	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 $)	3 Months Ended		6 Months Ended			0 Months Ended	12 Months Ended	3 Months Ended	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Jun. 30, 2013	Jun. 30, 2013	Dec. 31, 2013
			Segment			Adjustments for New Accounting Pronouncement [Member]	Adjustments for New Accounting Pronouncement [Member]	Scenario, Previously Reported [Member]	Scenario, Previously Reported [Member]	Scenario, Previously Reported [Member]
Summary Of Significant Accounting Policies [Line Items]	'	'	'	'	'	'	'	'	'	'
Number of reportable segments	'	'	3	'	'	'	'	'	'	'
Reduction of total assets	'	'	'	'	$115,000,000	'	'	'	'	'
Reduction of total liabilities	'	'	'	'	3,000,000	'	'	'	'	'
Reduction of retained interests	'	'	'	'	'	112,000,000	112,000,000	'	'	'
Assets	298,317,000,000	'	298,317,000,000	'	296,933,000,000	'	'	'	'	297,000,000,000
Liabilities	254,502,000,000	'	254,502,000,000	'	255,301,000,000	'	'	'	'	255,300,000,000
Retained earnings	22,270,000,000	'	22,270,000,000	'	20,292,000,000	'	'	'	'	20,400,000,000
Reduction in net income	'	9,000,000	'	19,000,000	'	'	'	'	'	'
Net income	1,194,000,000	1,108,000,000	2,348,000,000	2,164,000,000	'	'	'	1,100,000,000	2,200,000,000	'
Investment recognized, amortization	72,000,000	'	144,000,000	'	'	'	'	'	'	'
Investment, tax credits	88,000,000	'	178,000,000	'	'	'	'	'	'	'
Carrying value of investments in qualified affordable housing projects	2,900,000,000	'	2,900,000,000	'	2,800,000,000	'	'	'	'	'
Unfunded commitment liability	$1,100,000,000	'	$1,100,000,000	'	'	'	'	'	'	'

Discontinued_Operations_Summar

Discontinued Operations - Summary of Results from Discontinued Operations (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Discontinued Operations And Disposal Groups [Abstract]	'	'	'	'
Non-interest income (expense), net	($15)	($190)	$32	($315)
Income (loss) from discontinued operations before taxes	-15	-190	32	-315
Income tax provision (benefit)	-5	-71	12	-118
Income (loss) from discontinued operations	($10)	($119)	$20	($197)

Discontinued_Operations_Additi

Discontinued Operations - Additional Information (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Discontinued Operations And Disposal Groups [Abstract]	'	'
Remaining assets of discontinued operations	$352	$370
Remaining liabilities of discontinued operations	$912	$960

Investment_Securities_Addition

Investment Securities - Additional Information (Detail) (USD $)	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
	Security
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of portfolio invested in U.S. Treasury and agency securities	79.00%	77.00%
Number of sale securities exceeding amortized cost over fair value	600	'
Amortized cost exceeding fair value	$299,000,000	'
Difference in amortized cost and fair value of securities that had been in a loss position for 12 months or longer	276,000,000	109,000,000
Unrealized losses related to non-agency RMBS and CMBS, ABS and other securities	68,000,000	'
Percent of total unrealized losses related to non-agency RMBS and CMBS, ABS and other securities	23.00%	'
Securities held to maturity	20	'
Difference in carrying value and fair value	7,000,000	'
Fair value of securities pledged	7,500,000,000	10,700,000,000
Carrying value of securities pledged	11,900,000,000	8,200,000,000
Encumbered amount of securities pledged as collateral	17,000,000,000	17,300,000,000
Derivatives [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Fair value of securities pledged, accepted	$11,000,000	$53,000,000

Investment_Securities_Schedule

Investment Securities - Schedule of Investment Portfolio (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Amortized Cost And Fair Value Debt Securities [Abstract]	'	'
Securities available for sale, at fair value	$41,113	$41,800
Securities held to maturity, at carrying value	20,688	19,132
Total investments	$61,801	$60,932

Investment_Securities_Schedule1

Investment Securities - Schedule of Available-for-Sale Securities (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	$40,447	$41,632
Gross Unrealized Gains	965	799
Gross Unrealized Losses	-299	-631
Total investment securities available for sale, Fair Value, Amount	41,113	41,800
U.S. Treasury Debt Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1,221	831
Gross Unrealized Gains	2	2
Gross Unrealized Losses	0	0
Total investment securities available for sale, Fair Value, Amount	1,223	833
U.S. Agency Debt Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1	1
Gross Unrealized Gains	0	0
Gross Unrealized Losses	0	0
Total investment securities available for sale, Fair Value, Amount	1	1
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1,120	1,282
Gross Unrealized Gains	1	1
Gross Unrealized Losses	-29	-49
Total investment securities available for sale, Fair Value, Amount	1,092	1,234
RMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	24,856	24,737
Gross Unrealized Gains	821	689
Gross Unrealized Losses	-150	-347
Total investment securities available for sale, Fair Value, Amount	25,527	25,079
CMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	5,844	6,116
Gross Unrealized Gains	60	34
Gross Unrealized Losses	-84	-144
Total investment securities available for sale, Fair Value, Amount	5,820	6,006
Other ABS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	5,972	7,123
Gross Unrealized Gains	65	49
Gross Unrealized Losses	-15	-36
Total investment securities available for sale, Fair Value, Amount	6,022	7,136
Other Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1,433	1,542
Gross Unrealized Gains	16	24
Gross Unrealized Losses	-21	-55
Total investment securities available for sale, Fair Value, Amount	1,428	1,511
Agency [Member] | RMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	21,779	21,572
Gross Unrealized Gains	309	239
Gross Unrealized Losses	-140	-332
Total investment securities available for sale, Fair Value, Amount	21,948	21,479
Agency [Member] | CMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	4,041	4,262
Gross Unrealized Gains	32	20
Gross Unrealized Losses	-61	-84
Total investment securities available for sale, Fair Value, Amount	4,012	4,198
Non-Agency [Member] | RMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	3,077	3,165
Gross Unrealized Gains	512	450
Gross Unrealized Losses	-10	-15
Total investment securities available for sale, Fair Value, Amount	3,579	3,600
Non-Agency [Member] | CMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost	1,803	1,854
Gross Unrealized Gains	28	14
Gross Unrealized Losses	-23	-60
Total investment securities available for sale, Fair Value, Amount	$1,808	$1,808

Investment_Securities_Schedule2

Investment Securities - Schedule of Available-for-Sale Securities (Parenthetical) (Detail) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage of the securities in our asset-backed security portfolio were rated AAA or its equivalent	89.00%	87.00%
Total Credit Card [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	65.00%	65.00%
Auto Dealer Floor Plan Inventory Loans and Leases [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Percentage distribution of securities collateralized	13.00%	15.00%
RMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Non-credit OTTI losses related to non-agency RMBS	8	12

Investment_Securities_Investme

Investment Securities - Investment Securities Held to Maturity (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	$22,062	$20,567
Unrealized Losses Recorded in AOCI	-1,374	-1,435
Securities held to maturity, at carrying value	20,688	19,132
Gross Unrealized Gains	724	88
Gross Unrealized Losses	-7	-35
Fair value of investment securities held to maturity, Total	21,405	19,185
Agency [Member] | RMBS [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	20,100	18,746
Unrealized Losses Recorded in AOCI	-1,248	-1,303
Securities held to maturity, at carrying value	18,852	17,443
Gross Unrealized Gains	649	72
Gross Unrealized Losses	-3	-30
Fair value of investment securities held to maturity, Total	19,498	17,485
Agency [Member] | CMBS [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost	1,962	1,821
Unrealized Losses Recorded in AOCI	-126	-132
Securities held to maturity, at carrying value	1,836	1,689
Gross Unrealized Gains	75	16
Gross Unrealized Losses	-4	-5
Fair value of investment securities held to maturity, Total	$1,907	$1,700

Investment_Securities_Schedule3

Investment Securities - Schedule of Available-for-Sale Securities in Gross Unrealized Loss Position (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	$4,412	$18,837
Less than 12 Months, Gross Unrealized Losses	-23	-522
12 Months or Longer, Fair Value	10,591	2,760
12 Months or Longer, Gross Unrealized Losses	-276	-109
Total Fair Value	15,003	21,597
Total Gross Unrealized Losses	-299	-631
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	151	1,143
Less than 12 Months, Gross Unrealized Losses	-2	-47
12 Months or Longer, Fair Value	838	46
12 Months or Longer, Gross Unrealized Losses	-27	-2
Total Fair Value	989	1,189
Total Gross Unrealized Losses	-29	-49
RMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	3,373	10,223
Less than 12 Months, Gross Unrealized Losses	-16	-273
12 Months or Longer, Fair Value	5,369	1,826
12 Months or Longer, Gross Unrealized Losses	-135	-74
Total Fair Value	8,742	12,049
Total Gross Unrealized Losses	-151	-347
CMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	683	3,794
Less than 12 Months, Gross Unrealized Losses	-5	-117
12 Months or Longer, Fair Value	2,841	439
12 Months or Longer, Gross Unrealized Losses	-79	-27
Total Fair Value	3,524	4,233
Total Gross Unrealized Losses	-84	-144
Other ABS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	90	2,528
Less than 12 Months, Gross Unrealized Losses	0	-34
12 Months or Longer, Fair Value	825	392
12 Months or Longer, Gross Unrealized Losses	-14	-2
Total Fair Value	915	2,920
Total Gross Unrealized Losses	-14	-36
Other Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	115	1,149
Less than 12 Months, Gross Unrealized Losses	0	-51
12 Months or Longer, Fair Value	718	57
12 Months or Longer, Gross Unrealized Losses	-21	-4
Total Fair Value	833	1,206
Total Gross Unrealized Losses	-21	-55
Agency [Member] | RMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	3,224	9,769
Less than 12 Months, Gross Unrealized Losses	-14	-263
12 Months or Longer, Fair Value	5,138	1,770
12 Months or Longer, Gross Unrealized Losses	-127	-69
Total Fair Value	8,362	11,539
Total Gross Unrealized Losses	-141	-332
Agency [Member] | CMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	572	2,842
Less than 12 Months, Gross Unrealized Losses	-5	-74
12 Months or Longer, Fair Value	2,087	256
12 Months or Longer, Gross Unrealized Losses	-56	-10
Total Fair Value	2,659	3,098
Total Gross Unrealized Losses	-61	-84
Non-Agency [Member] | RMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	149	454
Less than 12 Months, Gross Unrealized Losses	-2	-10
12 Months or Longer, Fair Value	231	56
12 Months or Longer, Gross Unrealized Losses	-8	-5
Total Fair Value	380	510
Total Gross Unrealized Losses	-10	-15
Non-Agency [Member] | CMBS [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months, Fair Value	111	952
Less than 12 Months, Gross Unrealized Losses	0	-43
12 Months or Longer, Fair Value	754	183
12 Months or Longer, Gross Unrealized Losses	-23	-17
Total Fair Value	865	1,135
Total Gross Unrealized Losses	($23)	($60)

Investment_Securities_Schedule4

Investment Securities - Schedule of Contractual Maturities for Available for Sale Securities (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments Debt And Equity Securities [Abstract]	'	'
Due in 1 year or less, Amortized Cost	$2,117	'
Due after 1 year through 5 years, Amortized Cost	5,033	'
Due after 5 years through 10 years, Amortized Cost	3,835	'
Due after 10 years, Amortized Cost	29,462	'
Total Amortized Cost	40,447	41,632
Due in 1 year or less, Fair Value	2,120	'
Due after 1 year through 5 years, Fair Value	5,059	'
Due after 5 years through 10 years, Fair Value	3,824	'
Due after 10 years, Fair Value	30,110	'
Total investment securities available for sale, Fair Value, Amount	$41,113	$41,800

Investment_Securities_Schedule5

Investment Securities - Schedule of Contractual Maturities of Securities Held to Maturity (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments Debt And Equity Securities [Abstract]	'	'
Due after 5 years through 10 years, Carrying Value	$1,140	'
Due after 10 years, Carrying Value	19,548	'
Securities held to maturity, at carrying value	20,688	19,132
Due after 5 years through 10 years, Fair Value	1,207	'
Due after 10 years, Fair Value	20,198	'
Fair value of investment securities held to maturity, Total	$21,405	$19,185

Investment_Securities_Schedule6

Investment Securities - Schedule of Expected Maturities and Weighted Average Yields of Investment Securities by Major Security Type (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	$3,363	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	18,813	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	18,091	'
Total securities available for sale, Due> 10 Years, Amount	846	'
Total investment securities available for sale, Fair Value, Amount	41,113	41,800
Amortized cost of securities available-for-sale, Due in 1 Year or Less, Amount	3,361	'
Amortized cost of securities available-for-sale, Due> 1 Year through 5 Years, Amount	18,579	'
Amortized cost of securities available-for-sale, Due> 5 Years through 10 Years, Amount	17,788	'
Amortized cost of securities available-for-sale, Due> 10 Years, Amount	719	'
Total Amortized Cost	40,447	41,632
Total securities available for sale, Due in 1 Year or Less, Average Yield	1.12%	'
Total securities available for sale, Due> 1 Year through 5 Years, Average Yield	2.21%	'
Total securities available for sale, Due> 5 Years through 10 Years, Average Yield	3.08%	'
Total securities available for sale, Due> 10 Years, Average Yield	7.50%	'
Total securities available for sale, Total Average Yield	2.59%	'
Total securities held to maturity, Due in 1 Year or Less, Carrying amount	0	'
Total securities held to maturity, Due> 1 Year through 5 Years, Carrying amount	505	'
Total securities held to maturity, Due> 5 Years through 10 Years, Carrying amount	16,894	'
Total securities held to maturity, Due> 10 Years, Carrying amount	3,289	'
Securities held to maturity, at carrying value	20,688	19,132
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	505	'
Fair value of securities held to maturity, Due> 5 Years through 10 Years	17,462	'
Fair value of securities held to maturity, Due> 10 Years	3,438	'
Fair value of investment securities held to maturity, Total	21,405	19,185
Total securities held to maturity, Due in 1 Year or Less, Average Yield	0.00%	'
Total securities held to maturity, Due> 1 Year through 5 Years, Average Yield	2.31%	'
Total securities held to maturity, Due> 5 Years through 10 Years, Average Yield	2.73%	'
Total securities held to maturity, Due> 10 Years, Average Yield	3.14%	'
Total securities held to maturity, Total Average Yield	2.79%	'
RMBS [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	214	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	10,828	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	13,865	'
Total securities available for sale, Due> 10 Years, Amount	620	'
Total investment securities available for sale, Fair Value, Amount	25,527	25,079
Total Amortized Cost	24,856	24,737
CMBS [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	484	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	3,315	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	2,001	'
Total securities available for sale, Due> 10 Years, Amount	20	'
Total investment securities available for sale, Fair Value, Amount	5,820	6,006
Total Amortized Cost	5,844	6,116
U.S. Treasury Debt Obligations [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	656	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	567	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	0	'
Total securities available for sale, Due> 10 Years, Amount	0	'
Total investment securities available for sale, Fair Value, Amount	1,223	833
Total Amortized Cost	1,221	831
U.S. Agency Debt Obligations [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	1	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	0	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	0	'
Total securities available for sale, Due> 10 Years, Amount	0	'
Total investment securities available for sale, Fair Value, Amount	1	1
Total Amortized Cost	1	1
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, Due in 1 Year or Less, Amount	0	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	207	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	872	'
Total securities available for sale, Due> 10 Years, Amount	13	'
Total investment securities available for sale, Fair Value, Amount	1,092	1,234
Total Amortized Cost	1,120	1,282
Other ABS [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	1,949	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	3,375	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	601	'
Total securities available for sale, Due> 10 Years, Amount	97	'
Total investment securities available for sale, Fair Value, Amount	6,022	7,136
Total Amortized Cost	5,972	7,123
Other Securities [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	59	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	521	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	752	'
Total securities available for sale, Due> 10 Years, Amount	96	'
Total investment securities available for sale, Fair Value, Amount	1,428	1,511
Total Amortized Cost	1,433	1,542
Agency [Member] | RMBS [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	193	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	9,888	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	11,867	'
Total securities available for sale, Due> 10 Years, Amount	0	'
Total investment securities available for sale, Fair Value, Amount	21,948	21,479
Total Amortized Cost	21,779	21,572
Total securities held to maturity, Due in 1 Year or Less, Carrying amount	0	'
Total securities held to maturity, Due> 1 Year through 5 Years, Carrying amount	109	'
Total securities held to maturity, Due> 5 Years through 10 Years, Carrying amount	15,530	'
Total securities held to maturity, Due> 10 Years, Carrying amount	3,213	'
Securities held to maturity, at carrying value	18,852	17,443
Fair value of investment securities held to maturity, Total	19,498	17,485
Agency [Member] | CMBS [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	400	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	2,838	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	774	'
Total securities available for sale, Due> 10 Years, Amount	0	'
Total investment securities available for sale, Fair Value, Amount	4,012	4,198
Total Amortized Cost	4,041	4,262
Total securities held to maturity, Due in 1 Year or Less, Carrying amount	0	'
Total securities held to maturity, Due> 1 Year through 5 Years, Carrying amount	396	'
Total securities held to maturity, Due> 5 Years through 10 Years, Carrying amount	1,364	'
Total securities held to maturity, Due> 10 Years, Carrying amount	76	'
Securities held to maturity, at carrying value	1,836	1,689
Fair value of investment securities held to maturity, Total	1,907	1,700
Non-Agency [Member] | RMBS [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	21	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	940	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	1,998	'
Total securities available for sale, Due> 10 Years, Amount	620	'
Total investment securities available for sale, Fair Value, Amount	3,579	3,600
Total Amortized Cost	3,077	3,165
Non-Agency [Member] | CMBS [Member]	'	'
Schedule Of Expected Maturity And Weighted Average Yield Of Securities [Line Items]	'	'
Total securities available for sale, Due in 1 Year or Less, Amount	84	'
Total securities available for sale, Due> 1 Year through 5 Years, Amount	477	'
Total securities available for sale, Due> 5 Years through 10 Years, Amount	1,227	'
Total securities available for sale, Due> 10 Years, Amount	20	'
Total investment securities available for sale, Fair Value, Amount	1,808	1,808
Total Amortized Cost	$1,803	$1,854

Investment_Securities_Schedule7

Investment Securities - Schedule of Credit Losses Related to Debt Securities Recognized in Earnings (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Investments Debt And Equity Securities [Abstract]	'	'	'	'
Credit loss component, beginning of period	$165	$145	$160	$120
Additions:	'	'	'	'
Initial credit impairment	0	3	1	11
Subsequent credit impairment	1	1	5	18
Total additions	1	4	6	29
Reduction due to payoffs, disposals, transfers & other	-1	'	-1	'
Credit loss component, end of period	$165	$149	$165	$149

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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Investments Debt And Equity Securities [Abstract]	'	'	'	'
Gross realized investment gains	$2	$3	$34	$6
Gross realized investment losses	-3	-2	-22	-3
Net realized gains (losses)	-1	1	12	3
Total proceeds from sales	$583	$600	$3,559	$1,320

Investment_Securities_Schedule9

Investment Securities - Schedule of Outstanding Contractual Balance and Carrying Value of Credit-Impaired ING Direct Debt Securities (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Investments Debt And Equity Securities [Abstract]	'	'
Contractual principal and interest	$4,483	$4,700
Carrying value	2,959	2,896
Amortized cost	$2,425	$2,432

Recovered_Sheet1

Investment Securities - Schedule of Changes in Accretable Yield of Acquired Securities (Detail) (Purchased Credit-Impaired Securities [Member], USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Purchased Credit-Impaired Securities [Member]	'	'
Loans Acquired Accounted For As Debt Securities General Items [Line Items]	'	'
Accretable yield beginning balance	$1,423	$1,512
Additions from new acquisitions	26	88
Accretion recognized in earnings	-122	-247
Reduction due to payoffs, disposals, transfers & other	-2	-2
Net reclassifications (to) from nonaccretable difference	22	72
Accretable yield ending balance	$1,347	$1,423

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)	6 Months Ended
	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
Loans [Line Items]	'	'	'
Total loans held for investment	$198,528,000,000	$197,199,000,000	$191,512,000,000
Total loans held for sale	709,000,000	218,000,000	'
Number of days account is past due when loans are reported delinquent (in days)	'90 days	'	'
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	'
Unused credit card lines available to customers	285,800,000,000	276,700,000,000	'
Outstanding unfunded commitments to extend credit other than credit card lines	22,800,000,000	20,900,000,000	'
Consumer Banking [Member]	'	'	'
Loans [Line Items]	'	'	'
TDRs classified as performing loans	1,000,000,000	1,100,000,000	'
Commercial Banking [Member]	'	'	'
Loans [Line Items]	'	'	'
TDRs classified as performing loans	214,000,000	180,000,000	'
Acquired Loans [Member]	'	'	'
Loans [Line Items]	'	'	'
Total loans held for investment	$26,019,000,000	$28,550,000,000	'

Loans_Composition_of_Loans_Hel

Loans - Composition of Loans Held-for-Investment Portfolio (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
In Millions, unless otherwise specified
Receivables [Abstract]	'	'	'
Domestic credit card	$71,165	$73,255	'
International credit card	7,853	8,050	'
Total credit card	79,018	81,305	'
Auto	34,792	31,857	'
Home loan	32,644	35,282	'
Retail banking	3,626	3,623	'
Total consumer banking	71,062	70,762	'
Commercial and multifamily real estate	22,040	20,750	'
Commercial and industrial	25,402	23,309	'
Total commercial lending	47,442	44,059	'
Small-ticket commercial real estate	879	952	'
Total Commercial Banking	48,321	45,011	'
Other loans	127	121	'
Total loans	$198,528	$197,199	$191,512

Loans_Composition_of_Loans_Hel1

Loans - Composition of Loans Held-for-Investment Portfolio (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Receivables [Abstract]	'	'
Domestic installment loans	$205,000,000	$323,000,000
Construction loans and land development loans	$2,100,000,000	$2,000,000,000

Loans_Aging_of_HeldforInvestme

Loans - Aging of Held-for-Investment Loans by Portfolio Segment and Class (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	$71,165	$73,255	'
International credit card	7,853	8,050	'
Total credit card	79,018	81,305	'
Auto	34,792	31,857	'
Home loan	32,644	35,282	'
Retail banking	3,626	3,623	'
Total consumer banking	71,062	70,762	'
Commercial and multifamily real estate	22,040	20,750	'
Commercial and industrial	25,402	23,309	'
Total commercial lending	47,442	44,059	'
Small-ticket commercial real estate	879	952	'
Total commercial banking	48,321	45,011	'
Other loans	127	121	'
Total loans held for investment	198,528	197,199	191,512
% of Total loans	100.00%	100.00%	'
Current [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	69,115	70,678	'
International credit card	7,523	7,683	'
Total credit card	76,638	78,361	'
Auto	32,634	29,477	'
Home loan	6,643	6,775	'
Retail banking	3,541	3,535	'
Total consumer banking	42,818	39,787	'
Commercial and multifamily real estate	21,880	20,602	'
Commercial and industrial	25,168	23,023	'
Total commercial lending	47,048	43,625	'
Small-ticket commercial real estate	867	941	'
Total commercial banking	47,915	44,566	'
Other loans	111	102	'
Total loans held for investment	167,482	162,816	'
% of Total loans	84.36%	82.56%	'
30-59 Days [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	691	778	'
International credit card	131	141	'
Total credit card	822	919	'
Auto	1,411	1,519	'
Home loan	44	60	'
Retail banking	14	21	'
Total consumer banking	1,469	1,600	'
Commercial and multifamily real estate	52	17	'
Commercial and industrial	32	69	'
Total commercial lending	84	86	'
Small-ticket commercial real estate	2	8	'
Total commercial banking	86	94	'
Other loans	3	4	'
Total loans held for investment	2,380	2,617	'
% of Total loans	1.20%	1.33%	'
60-89 Days [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	439	549	'
International credit card	75	85	'
Total credit card	514	634	'
Auto	594	662	'
Home loan	24	24	'
Retail banking	5	8	'
Total consumer banking	623	694	'
Commercial and multifamily real estate	10	11	'
Commercial and industrial	3	1	'
Total commercial lending	13	12	'
Small-ticket commercial real estate	2	2	'
Total commercial banking	15	14	'
Other loans	2	2	'
Total loans held for investment	1,154	1,344	'
% of Total loans	0.58%	0.68%	'
Greater Than or Equal to 90 Days [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	883	1,187	'
International credit card	124	141	'
Total credit card	1,007	1,328	'
Auto	151	194	'
Home loan	219	239	'
Retail banking	17	23	'
Total consumer banking	387	456	'
Commercial and multifamily real estate	33	36	'
Commercial and industrial	47	38	'
Total commercial lending	80	74	'
Small-ticket commercial real estate	8	1	'
Total commercial banking	88	75	'
Other loans	11	13	'
Total loans held for investment	1,493	1,872	'
% of Total loans	0.75%	0.95%	'
Total Delinquent Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	2,013	2,514	'
International credit card	330	367	'
Total credit card	2,343	2,881	'
Auto	2,156	2,375	'
Home loan	287	323	'
Retail banking	36	52	'
Total consumer banking	2,479	2,750	'
Commercial and multifamily real estate	95	64	'
Commercial and industrial	82	108	'
Total commercial lending	177	172	'
Small-ticket commercial real estate	12	11	'
Total commercial banking	189	183	'
Other loans	16	19	'
Total loans held for investment	5,027	5,833	'
% of Total loans	2.53%	2.96%	'
Acquired Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	37	63	'
International credit card	0	0	'
Total credit card	37	63	'
Auto	2	5	'
Home loan	25,714	28,184	'
Retail banking	49	36	'
Total consumer banking	25,765	28,225	'
Commercial and multifamily real estate	65	84	'
Commercial and industrial	152	178	'
Total commercial lending	217	262	'
Small-ticket commercial real estate	0	0	'
Total commercial banking	217	262	'
Other loans	0	0	'
Total loans held for investment	26,019	28,550	'
% of Total loans	13.11%	14.48%	'
Greater Than or Equal to 90 Days and Accruing [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	883	1,187	'
International credit card	81	96	'
Total credit card	964	1,283	'
Auto	0	0	'
Home loan	0	0	'
Retail banking	1	2	'
Total consumer banking	1	2	'
Commercial and multifamily real estate	1	2	'
Commercial and industrial	4	4	'
Total commercial lending	5	6	'
Small-ticket commercial real estate	0	0	'
Total commercial banking	5	6	'
Other loans	0	0	'
Total loans held for investment	970	1,291	'
% of Total loans	0.49%	0.65%	'
Non-Performing Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Domestic credit card	0	0	'
International credit card	81	88	'
Total credit card	81	88	'
Auto	151	194	'
Home loan	351	376	'
Retail banking	29	41	'
Total consumer banking	531	611	'
Commercial and multifamily real estate	64	52	'
Commercial and industrial	105	93	'
Total commercial lending	169	145	'
Small-ticket commercial real estate	12	4	'
Total commercial banking	181	149	'
Other loans	16	19	'
Total loans held for investment	$809	$867	'
% of Total loans	0.41%	0.44%	'

Loans_Credit_Card_Risk_Profile

Loans - Credit Card: Risk Profile by Geographic Region and Delinquency Status (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	$79,018	$81,305
Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	79,018	81,305
Amount, 30+ day delinquencies	2,343	2,881
Amount, 90+ day delinquencies	1,007	1,328
% of Total	100.00%	100.00%
Percentage, 30+ day delinquencies	2.97%	3.54%
Percentage, 90+ day delinquencies	1.27%	1.63%
Credit Card [Member] | California [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	7,788	7,940
% of Total	9.90%	9.80%
Credit Card [Member] | New York [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	5,118	5,277
% of Total	6.50%	6.50%
Credit Card [Member] | Texas [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4,877	4,993
% of Total	6.20%	6.10%
Credit Card [Member] | Florida [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4,253	4,325
% of Total	5.40%	5.30%
Credit Card [Member] | Illinois [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	3,462	3,603
% of Total	4.40%	4.40%
Credit Card [Member] | Pennsylvania [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	3,276	3,442
% of Total	4.10%	4.20%
Credit Card [Member] | Ohio [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2,822	2,965
% of Total	3.60%	3.60%
Credit Card [Member] | New Jersey [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2,631	2,736
% of Total	3.30%	3.40%
Credit Card [Member] | Michigan [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2,484	2,595
% of Total	3.10%	3.20%
Credit Card [Member] | Other [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	34,454	35,379
% of Total	43.60%	43.60%
Credit Card [Member] | Total Domestic Credit Card Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	71,165	73,255
% of Total	90.10%	90.10%
Credit Card [Member] | Canada [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4,257	4,503
% of Total	5.40%	5.50%
Credit Card [Member] | United Kingdom [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	3,596	3,547
% of Total	4.50%	4.40%
Credit Card [Member] | Total International Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	7,853	8,050
% of Total	9.90%	9.90%
Loans [Member] | Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	78,981	81,242
% of Total	99.90%	99.90%
Loans [Member] | Credit Card [Member] | California [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	7,784	7,934
% of Total	9.90%	9.80%
Loans [Member] | Credit Card [Member] | New York [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	5,114	5,271
% of Total	6.50%	6.50%
Loans [Member] | Credit Card [Member] | Texas [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4,874	4,989
% of Total	6.20%	6.10%
Loans [Member] | Credit Card [Member] | Florida [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4,251	4,321
% of Total	5.40%	5.30%
Loans [Member] | Credit Card [Member] | Illinois [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	3,460	3,600
% of Total	4.40%	4.40%
Loans [Member] | Credit Card [Member] | Pennsylvania [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	3,274	3,439
% of Total	4.10%	4.20%
Loans [Member] | Credit Card [Member] | Ohio [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2,820	2,963
% of Total	3.60%	3.60%
Loans [Member] | Credit Card [Member] | New Jersey [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2,630	2,734
% of Total	3.30%	3.40%
Loans [Member] | Credit Card [Member] | Michigan [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2,483	2,593
% of Total	3.10%	3.20%
Loans [Member] | Credit Card [Member] | Other [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	34,438	35,348
% of Total	43.50%	43.50%
Loans [Member] | Credit Card [Member] | Total Domestic Credit Card Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	71,128	73,192
% of Total	90.00%	90.00%
Loans [Member] | Credit Card [Member] | Canada [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4,257	4,503
% of Total	5.40%	5.50%
Loans [Member] | Credit Card [Member] | United Kingdom [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	3,596	3,547
% of Total	4.50%	4.40%
Loans [Member] | Credit Card [Member] | Total International Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	7,853	8,050
% of Total	9.90%	9.90%
Acquired Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	37	63
Acquired Loans [Member] | Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	37	63
% of Total	0.10%	0.10%
Acquired Loans [Member] | Credit Card [Member] | California [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4	6
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | New York [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	4	6
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Texas [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	3	4
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Florida [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2	4
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Illinois [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2	3
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Pennsylvania [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2	3
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Ohio [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	2	2
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | New Jersey [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	1	2
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Michigan [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	1	2
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Other [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	16	31
% of Total	0.10%	0.10%
Acquired Loans [Member] | Credit Card [Member] | Total Domestic Credit Card Loans [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	37	63
% of Total	0.10%	0.10%
Acquired Loans [Member] | Credit Card [Member] | Canada [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	0	0
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | United Kingdom [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	0	0
% of Total	0.00%	0.00%
Acquired Loans [Member] | Credit Card [Member] | Total International Credit Card [Member]	'	'
Credit Card Risk Profile By Geographic Region And Delinquency Status [Line Items]	'	'
Total credit card	$0	$0
% of Total	0.00%	0.00%

Loans_Credit_Card_Net_ChargeOf

Loans - Credit Card: Net Charge-Offs (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Receivables [Abstract]	'	'	'	'
Amount of Net charge-offs, Domestic credit card	$610	$749	$1,310	$1,576
Amount of Net charge-offs, International credit card	75	101	155	196
Total Amount of Net charge-offs	$685	$850	$1,465	$1,772
Rate, Net charge-offs, Domestic credit card	3.52%	4.28%	3.77%	4.36%
Rate, Net charge-offs, International credit card	3.93%	5.08%	4.05%	4.83%
Total Rate, Net charge-offs	3.56%	4.36%	3.79%	4.41%

Loans_Consumer_Banking_Risk_Pr

Loans - Consumer Banking: Risk Profile by Geographic Region, Delinquency Status and Performing Status (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	$34,792	$31,857
Total home loan	32,644	35,282
Total retail banking	3,626	3,623
Total consumer banking	71,062	70,762
Percent of total consumer banking	100.00%	100.00%
Amount, 30+ day delinquencies	2,479	2,750
Amount, 90+ day delinquencies	387	456
Amount, Nonperforming loans	531	611
Adjusted Rate, 30+ day delinquencies	5.47%	6.47%
Adjusted Rate, 90+ day delinquencies	0.85%	1.07%
Adjusted Rate, Nonperforming loans	1.17%	1.44%
California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	7,546	8,163
Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,512	1,654
Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,273	1,329
Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,066	2,271
Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	9,852	10,764
New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,603	2,767
Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,817	1,913
New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,662	1,771
Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,629	1,718
Auto [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	34,792	31,857
Percent of total consumer banking	49.00%	45.00%
Amount, 30+ day delinquencies	2,156	2,375
Amount, 90+ day delinquencies	151	194
Amount, Nonperforming loans	151	194
Adjusted Rate, 30+ day delinquencies	6.20%	7.46%
Adjusted Rate, 90+ day delinquencies	0.43%	0.61%
Adjusted Rate, Nonperforming loans	0.43%	0.61%
Auto [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	5,015	4,736
Percent of total consumer banking	7.10%	6.70%
Auto [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	3,735	3,297
Percent of total consumer banking	5.30%	4.70%
Auto [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	2,359	2,076
Percent of total consumer banking	3.30%	2.90%
Auto [Member] | Georgia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,882	1,709
Percent of total consumer banking	2.60%	2.40%
Auto [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,729	1,677
Percent of total consumer banking	2.40%	2.40%
Auto [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,463	1,291
Percent of total consumer banking	2.10%	1.80%
Auto [Member] | Ohio [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,421	1,267
Percent of total consumer banking	2.00%	1.80%
Auto [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	17,188	15,804
Percent of total consumer banking	24.20%	22.30%
Home Loan [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	32,644	35,282
Percent of total consumer banking	45.90%	49.90%
Amount, 30+ day delinquencies	287	323
Amount, 90+ day delinquencies	219	239
Amount, Nonperforming loans	351	376
Adjusted Rate, 30+ day delinquencies	4.14%	4.55%
Adjusted Rate, 90+ day delinquencies	3.16%	3.37%
Adjusted Rate, Nonperforming loans	5.06%	5.29%
Home Loan [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	7,546	8,163
Percent of total consumer banking	10.60%	11.60%
Home Loan [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,512	1,654
Percent of total consumer banking	2.10%	2.40%
Home Loan [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,066	2,271
Percent of total consumer banking	2.90%	3.20%
Home Loan [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	13,809	15,025
Percent of total consumer banking	19.40%	21.20%
Home Loan [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	2,603	2,767
Percent of total consumer banking	3.70%	3.90%
Home Loan [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,817	1,913
Percent of total consumer banking	2.60%	2.70%
Home Loan [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,662	1,771
Percent of total consumer banking	2.30%	2.50%
Home Loan [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,629	1,718
Percent of total consumer banking	2.30%	2.40%
Retail Banking [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	3,626	3,623
Percent of total consumer banking	5.10%	5.10%
Amount, 30+ day delinquencies	36	52
Amount, 90+ day delinquencies	17	23
Amount, Nonperforming loans	29	41
Adjusted Rate, 30+ day delinquencies	1.00%	1.46%
Adjusted Rate, 90+ day delinquencies	0.48%	0.66%
Adjusted Rate, Nonperforming loans	0.80%	1.15%
Retail Banking [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	760	772
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	42	37
Percent of total consumer banking	0.10%	0.10%
Retail Banking [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	1,178	1,234
Percent of total consumer banking	1.60%	1.70%
Retail Banking [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	227	191
Percent of total consumer banking	0.30%	0.30%
Retail Banking [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	872	859
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	160	142
Percent of total consumer banking	0.30%	0.20%
Retail Banking [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	261	280
Percent of total consumer banking	0.30%	0.40%
Retail Banking [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	126	108
Percent of total consumer banking	0.20%	0.10%
Loans [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total consumer banking	45,297	42,537
Percent of total consumer banking	63.70%	60.10%
Loans [Member] | Auto [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	34,790	31,852
Percent of total consumer banking	49.00%	45.00%
Loans [Member] | Auto [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	5,015	4,736
Percent of total consumer banking	7.10%	6.70%
Loans [Member] | Auto [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	3,735	3,297
Percent of total consumer banking	5.30%	4.70%
Loans [Member] | Auto [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	2,359	2,076
Percent of total consumer banking	3.30%	2.90%
Loans [Member] | Auto [Member] | Georgia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,882	1,709
Percent of total consumer banking	2.60%	2.40%
Loans [Member] | Auto [Member] | Louisiana [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,729	1,677
Percent of total consumer banking	2.40%	2.40%
Loans [Member] | Auto [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,463	1,291
Percent of total consumer banking	2.10%	1.80%
Loans [Member] | Auto [Member] | Ohio [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	1,421	1,267
Percent of total consumer banking	2.00%	1.80%
Loans [Member] | Auto [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	17,186	15,799
Percent of total consumer banking	24.20%	22.30%
Loans [Member] | Home Loan [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	6,930	7,098
Percent of total consumer banking	9.70%	10.10%
Loans [Member] | Home Loan [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	978	1,010
Percent of total consumer banking	1.40%	1.50%
Loans [Member] | Home Loan [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	170	177
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	86	88
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	3,107	3,190
Percent of total consumer banking	4.40%	4.50%
Loans [Member] | Home Loan [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,434	1,502
Percent of total consumer banking	2.00%	2.10%
Loans [Member] | Home Loan [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	432	418
Percent of total consumer banking	0.60%	0.60%
Loans [Member] | Home Loan [Member] | New Jersey [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	354	362
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	369	351
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	3,577	3,587
Percent of total consumer banking	5.00%	5.00%
Loans [Member] | Retail Banking [Member] | Texas [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	760	772
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	42	37
Percent of total consumer banking	0.10%	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	1,178	1,234
Percent of total consumer banking	1.60%	1.70%
Loans [Member] | Retail Banking [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	218	184
Percent of total consumer banking	0.30%	0.30%
Loans [Member] | Retail Banking [Member] | New York [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	872	859
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	139	125
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	261	280
Percent of total consumer banking	0.30%	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	107	96
Percent of total consumer banking	0.20%	0.10%
Acquired Loans [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	2	5
Total home loan	25,714	28,184
Total retail banking	49	36
Total consumer banking	25,765	28,225
Percent of total consumer banking	36.30%	39.90%
Acquired Loans [Member] | Auto [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total auto	2	5
Percent of total consumer banking	0.00%	0.00%
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] | 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] | 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] | 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	2	5
Percent of total consumer banking	0.00%	0.00%
Acquired Loans [Member] | Home Loan [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	25,714	28,184
Percent of total consumer banking	36.20%	39.80%
Acquired Loans [Member] | Home Loan [Member] | California [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	6,568	7,153
Percent of total consumer banking	9.20%	10.10%
Acquired Loans [Member] | Home Loan [Member] | Florida [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,342	1,477
Percent of total consumer banking	1.90%	2.10%
Acquired Loans [Member] | Home Loan [Member] | Illinois [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,980	2,183
Percent of total consumer banking	2.80%	3.10%
Acquired Loans [Member] | Home Loan [Member] | Other [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	10,702	11,835
Percent of total consumer banking	15.00%	16.70%
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	1,169	1,265
Percent of total consumer banking	1.70%	1.80%
Acquired Loans [Member] | Home Loan [Member] | Maryland [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,385	1,495
Percent of total consumer banking	2.00%	2.10%
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	1,308	1,409
Percent of total consumer banking	1.80%	2.00%
Acquired Loans [Member] | Home Loan [Member] | Virginia [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total home loan	1,260	1,367
Percent of total consumer banking	1.80%	1.90%
Acquired Loans [Member] | Retail Banking [Member]	'	'
Consumer Risk Profile By Geographic Region Delinquency Status And Performing Status [Line Items]	'	'
Total retail banking	49	36
Percent of total consumer banking	0.10%	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	9	7
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	21	17
Percent of total consumer banking	0.10%	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	$19	$12
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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	$122	$110	$270	$253
Percentage, Net charge-offs	0.69%	0.60%	0.76%	0.69%
Auto [Member]	'	'	'	'
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	111	92	245	214
Percentage, Net charge-offs	1.31%	1.28%	1.48%	1.52%
Home Loan [Member]	'	'	'	'
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	5	4	10	8
Percentage, Net charge-offs	0.05%	0.03%	0.06%	0.04%
Retail Banking [Member]	'	'	'	'
Consumer Banking Net Charge Offs By Portfolio Type [Line Items]	'	'	'	'
Amount, Net charge-offs	$6	$14	$15	$31
Percentage, Net charge-offs	0.70%	1.50%	0.82%	1.68%

Loans_Home_Loan_Risk_Profile_b

Loans - Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	$32,644	$35,282
% of Total Home Loans	100.00%	100.00%
Fixed Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	5,632	5,912
% of Total Home Loans	17.30%	16.70%
Adjustable Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	27,012	29,370
% of Total Home Loans	82.70%	83.30%
Origination Year 2005 or Before [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	6,412	6,893
% of Total Home Loans	19.70%	19.50%
Origination Year 2006 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,885	2,986
% of Total Home Loans	8.80%	8.50%
Origination Year 2007 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	5,398	5,639
% of Total Home Loans	16.50%	15.90%
Origination Year 2008 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,048	4,296
% of Total Home Loans	12.40%	12.20%
Origination Year 2009 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,398	2,660
% of Total Home Loans	7.30%	7.60%
Origination Year 2010 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	3,738	4,393
% of Total Home Loans	11.50%	12.50%
Origination Year 2011 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,254	4,914
% of Total Home Loans	13.00%	13.90%
Origination Year 2012 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,383	2,723
% of Total Home Loans	7.30%	7.70%
Origination Year 2013 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	778	778
% of Total Home Loans	2.40%	2.20%
Origination Year 2014 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	350	'
% of Total Home Loans	1.10%	'
1st Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	31,207	33,788
% of Total Home Loans	95.60%	95.80%
2nd Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,437	1,494
% of Total Home Loans	4.40%	4.20%
California [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	7,546	8,163
% of Total Home Loans	23.10%	23.20%
New York [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,603	2,767
% of Total Home Loans	8.00%	7.80%
Illinois [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,066	2,271
% of Total Home Loans	6.30%	6.40%
Maryland [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,817	1,913
% of Total Home Loans	5.60%	5.40%
New Jersey [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,662	1,771
% of Total Home Loans	5.10%	5.00%
Virginia [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,629	1,718
% of Total Home Loans	5.00%	4.90%
Florida [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,512	1,654
% of Total Home Loans	4.60%	4.70%
Arizona [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,409	1,530
% of Total Home Loans	4.30%	4.40%
Washington [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,275	1,402
% of Total Home Loans	3.90%	4.00%
Louisiana [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,273	1,329
% of Total Home Loans	3.90%	3.70%
Other [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	9,852	10,764
% of Total Home Loans	30.20%	30.50%
Non-PCI Loans [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	6,930	7,098
% of Total Home Loans	21.20%	20.10%
Non-PCI Loans [Member] | Fixed Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,473	2,478
% of Total Home Loans	7.60%	7.00%
Non-PCI Loans [Member] | Adjustable Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,457	4,620
% of Total Home Loans	13.60%	13.10%
Non-PCI Loans [Member] | Origination Year 2005 or Before [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,638	2,868
% of Total Home Loans	8.10%	8.10%
Non-PCI Loans [Member] | Origination Year 2006 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	483	521
% of Total Home Loans	1.50%	1.50%
Non-PCI Loans [Member] | Origination Year 2007 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	340	363
% of Total Home Loans	1.00%	1.00%
Non-PCI Loans [Member] | Origination Year 2008 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	198	212
% of Total Home Loans	0.60%	0.60%
Non-PCI Loans [Member] | Origination Year 2009 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	114	129
% of Total Home Loans	0.30%	0.40%
Non-PCI Loans [Member] | Origination Year 2010 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	126	142
% of Total Home Loans	0.40%	0.40%
Non-PCI Loans [Member] | Origination Year 2011 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	239	259
% of Total Home Loans	0.70%	0.70%
Non-PCI Loans [Member] | Origination Year 2012 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,774	1,918
% of Total Home Loans	5.50%	5.40%
Non-PCI Loans [Member] | Origination Year 2013 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	689	686
% of Total Home Loans	2.10%	2.00%
Non-PCI Loans [Member] | Origination Year 2014 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	329	'
% of Total Home Loans	1.00%	'
Non-PCI Loans [Member] | 1st Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	5,880	6,020
% of Total Home Loans	18.00%	17.10%
Non-PCI Loans [Member] | 2nd Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,050	1,078
% of Total Home Loans	3.20%	3.00%
Non-PCI Loans [Member] | California [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	978	1,010
% of Total Home Loans	3.00%	2.90%
Non-PCI Loans [Member] | New York [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,434	1,502
% of Total Home Loans	4.40%	4.20%
Non-PCI Loans [Member] | Illinois [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	86	88
% of Total Home Loans	0.20%	0.20%
Non-PCI Loans [Member] | Maryland [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	432	418
% of Total Home Loans	1.30%	1.20%
Non-PCI Loans [Member] | New Jersey [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	354	362
% of Total Home Loans	1.10%	1.00%
Non-PCI Loans [Member] | Virginia [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	369	351
% of Total Home Loans	1.10%	1.00%
Non-PCI Loans [Member] | Florida [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	170	177
% of Total Home Loans	0.50%	0.50%
Non-PCI Loans [Member] | Arizona [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	90	91
% of Total Home Loans	0.30%	0.30%
Non-PCI Loans [Member] | Washington [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	98	100
% of Total Home Loans	0.30%	0.30%
Non-PCI Loans [Member] | Louisiana [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,230	1,282
% of Total Home Loans	3.80%	3.60%
Non-PCI Loans [Member] | Other [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,689	1,717
% of Total Home Loans	5.20%	4.90%
PCI Loans [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	25,714	28,184
% of Total Home Loans	78.80%	79.90%
PCI Loans [Member] | Fixed Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	3,159	3,434
% of Total Home Loans	9.70%	9.70%
PCI Loans [Member] | Adjustable Rate [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	22,555	24,750
% of Total Home Loans	69.10%	70.20%
PCI Loans [Member] | Origination Year 2005 or Before [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	3,774	4,025
% of Total Home Loans	11.60%	11.40%
PCI Loans [Member] | Origination Year 2006 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,402	2,465
% of Total Home Loans	7.30%	7.00%
PCI Loans [Member] | Origination Year 2007 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	5,058	5,276
% of Total Home Loans	15.50%	14.90%
PCI Loans [Member] | Origination Year 2008 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	3,850	4,084
% of Total Home Loans	11.80%	11.60%
PCI Loans [Member] | Origination Year 2009 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	2,284	2,531
% of Total Home Loans	7.00%	7.20%
PCI Loans [Member] | Origination Year 2010 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	3,612	4,251
% of Total Home Loans	11.10%	12.10%
PCI Loans [Member] | Origination Year 2011 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	4,015	4,655
% of Total Home Loans	12.30%	13.20%
PCI Loans [Member] | Origination Year 2012 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	609	805
% of Total Home Loans	1.80%	2.30%
PCI Loans [Member] | Origination Year 2013 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	89	92
% of Total Home Loans	0.30%	0.20%
PCI Loans [Member] | Origination Year 2014 [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	21	'
% of Total Home Loans	0.10%	'
PCI Loans [Member] | 1st Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	25,327	27,768
% of Total Home Loans	77.60%	78.70%
PCI Loans [Member] | 2nd Lien [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	387	416
% of Total Home Loans	1.20%	1.20%
PCI Loans [Member] | California [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	6,568	7,153
% of Total Home Loans	20.10%	20.30%
PCI Loans [Member] | New York [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,169	1,265
% of Total Home Loans	3.60%	3.60%
PCI Loans [Member] | Illinois [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,980	2,183
% of Total Home Loans	6.10%	6.20%
PCI Loans [Member] | Maryland [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,385	1,495
% of Total Home Loans	4.30%	4.20%
PCI Loans [Member] | New Jersey [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,308	1,409
% of Total Home Loans	4.00%	4.00%
PCI Loans [Member] | Virginia [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,260	1,367
% of Total Home Loans	3.90%	3.90%
PCI Loans [Member] | Florida [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,342	1,477
% of Total Home Loans	4.10%	4.20%
PCI Loans [Member] | Arizona [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,319	1,439
% of Total Home Loans	4.00%	4.10%
PCI Loans [Member] | Washington [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	1,177	1,302
% of Total Home Loans	3.60%	3.70%
PCI Loans [Member] | Louisiana [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	43	47
% of Total Home Loans	0.10%	0.10%
PCI Loans [Member] | Other [Member]	'	'
Home Loans Risk Profile [Line Items]	'	'
Mortgage loans	$8,163	$9,047
% of Total Home Loans	25.00%	25.60%

Loans_Home_Loan_Risk_Profile_b1

Loans - Home Loan: Risk Profile by Vintage, Geography, Lien Priority and Interest Rate Type (Parenthetical) (Detail)	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
	State	State
Receivables [Abstract]	'	'
Number of states having highest concentration of home loans	10	10

Loans_Commercial_Banking_Risk_

Loans - Commercial Banking: Risk Profile by Geographic Region and Internal Risk Rating (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	$22,040	$20,750
Percent of Total Commercial and Multifamily Real Estate	100.00%	100.00%
Commercial and industrial	25,402	23,309
Percentage of Total Commercial and Industrial	100.00%	100.00%
Small-ticket commercial real estate	879	952
Percent of Total Small-ticket Commercial Real Estate	100.00%	100.00%
Total Commercial Banking	48,321	45,011
Percent of Total Commercial Banking	100.00%	100.00%
Loans [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	21,975	20,666
Percent of Total Commercial and Multifamily Real Estate	99.70%	99.60%
Commercial and industrial	25,250	23,131
Percentage of Total Commercial and Industrial	99.40%	99.20%
Small-ticket commercial real estate	879	952
Percent of Total Small-ticket Commercial Real Estate	100.00%	100.00%
Total Commercial Banking	48,104	44,749
Percent of Total Commercial Banking	99.60%	99.40%
Loans [Member] | Noncriticized [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	21,568	20,204
Percent of Total Commercial and Multifamily Real Estate	97.80%	97.40%
Commercial and industrial	24,255	22,448
Percentage of Total Commercial and Industrial	95.50%	96.30%
Small-ticket commercial real estate	866	941
Percent of Total Small-ticket Commercial Real Estate	98.50%	98.90%
Total Commercial Banking	46,689	43,593
Percent of Total Commercial Banking	96.60%	96.90%
Loans [Member] | Criticized Performing [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	343	409
Percent of Total Commercial and Multifamily Real Estate	1.60%	2.00%
Commercial and industrial	890	590
Percentage of Total Commercial and Industrial	3.50%	2.50%
Small-ticket commercial real estate	1	8
Percent of Total Small-ticket Commercial Real Estate	0.10%	0.80%
Total Commercial Banking	1,234	1,007
Percent of Total Commercial Banking	2.60%	2.20%
Loans [Member] | Criticized Nonperforming [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	64	53
Percent of Total Commercial and Multifamily Real Estate	0.30%	0.20%
Commercial and industrial	105	93
Percentage of Total Commercial and Industrial	0.40%	0.40%
Small-ticket commercial real estate	12	3
Percent of Total Small-ticket Commercial Real Estate	1.40%	0.30%
Total Commercial Banking	181	149
Percent of Total Commercial Banking	0.40%	0.30%
Loans [Member] | Northeast [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	14,833	14,543
Percent of Total Commercial and Multifamily Real Estate	67.30%	70.10%
Commercial and industrial	6,206	5,800
Percentage of Total Commercial and Industrial	24.40%	24.90%
Small-ticket commercial real estate	542	582
Percent of Total Small-ticket Commercial Real Estate	61.70%	61.30%
Total Commercial Banking	21,581	20,925
Percent of Total Commercial Banking	44.70%	46.40%
Loans [Member] | Mid-Atlantic [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	2,275	2,130
Percent of Total Commercial and Multifamily Real Estate	10.30%	10.30%
Commercial and industrial	1,673	1,432
Percentage of Total Commercial and Industrial	6.60%	6.10%
Small-ticket commercial real estate	31	33
Percent of Total Small-ticket Commercial Real Estate	3.50%	3.40%
Total Commercial Banking	3,979	3,595
Percent of Total Commercial Banking	8.20%	8.00%
Loans [Member] | South [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	3,019	2,539
Percent of Total Commercial and Multifamily Real Estate	13.70%	12.20%
Commercial and industrial	11,768	10,940
Percentage of Total Commercial and Industrial	46.30%	46.90%
Small-ticket commercial real estate	55	58
Percent of Total Small-ticket Commercial Real Estate	6.20%	6.00%
Total Commercial Banking	14,842	13,537
Percent of Total Commercial Banking	30.80%	30.10%
Loans [Member] | Other [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	1,848	1,454
Percent of Total Commercial and Multifamily Real Estate	8.40%	7.00%
Commercial and industrial	5,603	4,959
Percentage of Total Commercial and Industrial	22.10%	21.30%
Small-ticket commercial real estate	251	279
Percent of Total Small-ticket Commercial Real Estate	28.60%	29.30%
Total Commercial Banking	7,702	6,692
Percent of Total Commercial Banking	15.90%	14.90%
Acquired Loans [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	65	84
Percent of Total Commercial and Multifamily Real Estate	0.30%	0.40%
Commercial and industrial	152	178
Percentage of Total Commercial and Industrial	0.60%	0.80%
Small-ticket commercial real estate	0	0
Percent of Total Small-ticket Commercial Real Estate	0.00%	0.00%
Total Commercial Banking	217	262
Percent of Total Commercial Banking	0.40%	0.60%
Acquired Loans [Member] | Noncriticized [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	58	72
Percent of Total Commercial and Multifamily Real Estate	0.30%	0.30%
Commercial and industrial	134	158
Percentage of Total Commercial and Industrial	0.50%	0.70%
Small-ticket commercial real estate	0	0
Percent of Total Small-ticket Commercial Real Estate	0.00%	0.00%
Total Commercial Banking	192	230
Percent of Total Commercial Banking	0.40%	0.50%
Acquired Loans [Member] | Criticized Performing [Member]	'	'
Commercial Banking Risk Profile [Line Items]	'	'
Commercial and multifamily real estate	7	12
Percent of Total Commercial and Multifamily Real Estate	0.00%	0.10%
Commercial and industrial	18	20
Percentage of Total Commercial and Industrial	0.10%	0.10%
Small-ticket commercial real estate	0	0
Percent of Total Small-ticket Commercial Real Estate	0.00%	0.00%
Total Commercial Banking	$25	$32
Percent of Total Commercial Banking	0.00%	0.10%

Loans_Individually_Impaired_Lo

Loans - Individually Impaired Loans, Excluding Acquired Loans (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	$1,971	'	$1,971	'	$1,944
Related Allowance	297	'	297	'	330
Net Recorded Investment	1,674	'	1,674	'	1,614
Unpaid Principal Balance	2,379	'	2,379	'	2,402
Average Recorded Investment	1,985	1,916	1,973	1,944	'
Interest Income Recognized	39	39	79	79	'
Domestic Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	563	'	563	'	609
Related Allowance	136	'	136	'	154
Net Recorded Investment	427	'	427	'	455
Unpaid Principal Balance	549	'	549	'	593
Average Recorded Investment	573	649	585	667	'
Interest Income Recognized	15	16	30	33	'
International Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	165	'	165	'	171
Related Allowance	87	'	87	'	107
Net Recorded Investment	78	'	78	'	64
Unpaid Principal Balance	158	'	158	'	164
Average Recorded Investment	165	173	167	170	'
Interest Income Recognized	3	3	6	6	'
Total Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	728	'	728	'	780
Related Allowance	223	'	223	'	261
Net Recorded Investment	505	'	505	'	519
Unpaid Principal Balance	707	'	707	'	757
Average Recorded Investment	738	822	752	837	'
Interest Income Recognized	18	19	36	39	'
With an Allowance [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	1,496	'	1,496	'	1,424
With an Allowance [Member] | Domestic Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	563	'	563	'	609
With an Allowance [Member] | International Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	165	'	165	'	171
With an Allowance [Member] | Total Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	728	'	728	'	780
Without an Allowance [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	475	'	475	'	520
Without an Allowance [Member] | Domestic Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	0	'	0	'	0
Without an Allowance [Member] | International Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	0	'	0	'	0
Without an Allowance [Member] | Total Credit Card [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	0	'	0	'	0
Consumer TDR Loans [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	847	'	847	'	835
Related Allowance	42	'	42	'	44
Net Recorded Investment	805	'	805	'	791
Unpaid Principal Balance	1,221	'	1,221	'	1,256
Average Recorded Investment	858	609	852	594	'
Interest Income Recognized	19	17	38	35	'
Consumer TDR Loans [Member] | Auto [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	375	'	375	'	355
Related Allowance	17	'	17	'	16
Net Recorded Investment	358	'	358	'	340
Unpaid Principal Balance	617	'	617	'	590
Average Recorded Investment	373	327	367	327	'
Interest Income Recognized	17	15	34	30	'
Consumer TDR Loans [Member] | Home Loan [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	404	'	404	'	394
Related Allowance	18	'	18	'	18
Net Recorded Investment	386	'	386	'	375
Unpaid Principal Balance	531	'	531	'	561
Average Recorded Investment	408	188	404	172	'
Interest Income Recognized	2	2	3	4	'
Consumer TDR Loans [Member] | Retail Banking [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	68	'	68	'	86
Related Allowance	7	'	7	'	10
Net Recorded Investment	61	'	61	'	76
Unpaid Principal Balance	73	'	73	'	105
Average Recorded Investment	77	94	81	95	'
Interest Income Recognized	0	0	1	1	'
Consumer TDR Loans [Member] | With an Allowance [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	478	'	478	'	459
Consumer TDR Loans [Member] | With an Allowance [Member] | Auto [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	185	'	185	'	169
Consumer TDR Loans [Member] | With an Allowance [Member] | Home Loan [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	240	'	240	'	244
Consumer TDR Loans [Member] | With an Allowance [Member] | Retail Banking [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	53	'	53	'	46
Consumer TDR Loans [Member] | Without an Allowance [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	369	'	369	'	376
Consumer TDR Loans [Member] | Without an Allowance [Member] | Auto [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	190	'	190	'	186
Consumer TDR Loans [Member] | Without an Allowance [Member] | Home Loan [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	164	'	164	'	150
Consumer TDR Loans [Member] | Without an Allowance [Member] | Retail Banking [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	15	'	15	'	40
Commercial [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	396	'	396	'	329
Related Allowance	32	'	32	'	25
Net Recorded Investment	364	'	364	'	304
Unpaid Principal Balance	451	'	451	'	389
Average Recorded Investment	389	485	369	513	'
Interest Income Recognized	2	3	5	5	'
Commercial [Member] | Commercial and Multifamily Real Estate [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	201	'	201	'	138
Related Allowance	22	'	22	'	13
Net Recorded Investment	179	'	179	'	125
Unpaid Principal Balance	225	'	225	'	162
Average Recorded Investment	200	239	180	259	'
Interest Income Recognized	1	2	3	3	'
Commercial [Member] | Commercial and Industrial [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	182	'	182	'	185
Related Allowance	10	'	10	'	12
Net Recorded Investment	172	'	172	'	173
Unpaid Principal Balance	208	'	208	'	220
Average Recorded Investment	178	230	180	234	'
Interest Income Recognized	1	1	2	2	'
Commercial [Member] | Commercial Lending [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	383	'	383	'	323
Related Allowance	32	'	32	'	25
Net Recorded Investment	351	'	351	'	298
Unpaid Principal Balance	433	'	433	'	382
Average Recorded Investment	378	469	360	493	'
Interest Income Recognized	2	3	5	5	'
Commercial [Member] | Small-Ticket Commercial Real Estate [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	13	'	13	'	6
Related Allowance	0	'	0	'	0
Net Recorded Investment	13	'	13	'	6
Unpaid Principal Balance	18	'	18	'	7
Average Recorded Investment	11	16	9	20	'
Interest Income Recognized	0	0	0	0	'
Commercial [Member] | With an Allowance [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	290	'	290	'	185
Commercial [Member] | With an Allowance [Member] | Commercial and Multifamily Real Estate [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	169	'	169	'	89
Commercial [Member] | With an Allowance [Member] | Commercial and Industrial [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	117	'	117	'	94
Commercial [Member] | With an Allowance [Member] | Commercial Lending [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	286	'	286	'	183
Commercial [Member] | With an Allowance [Member] | Small-Ticket Commercial Real Estate [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	4	'	4	'	2
Commercial [Member] | Without an Allowance [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	106	'	106	'	144
Commercial [Member] | Without an Allowance [Member] | Commercial and Multifamily Real Estate [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	32	'	32	'	49
Commercial [Member] | Without an Allowance [Member] | Commercial and Industrial [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	65	'	65	'	91
Commercial [Member] | Without an Allowance [Member] | Commercial Lending [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	97	'	97	'	140
Commercial [Member] | Without an Allowance [Member] | Small-Ticket Commercial Real Estate [Member]	'	'	'	'	'
Impaired Loans By Type [Line Items]	'	'	'	'	'
Total Recorded Investment	$9	'	$9	'	$4

Loans_TDR_Disclosures_in_Progr

Loans - TDR Disclosures in Progress Financial Impact of Modification (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	$201	$286	$465	$511
Reduced Interest Rate, Percentage of TDR Activity	64.00%	52.00%	63.00%	60.00%
Reduced Interest Rate, Average Rate Reduction	13.73%	14.56%	12.55%	14.55%
Term Extension, Percentage of TDR Activity	26.00%	21.00%	37.00%	24.00%
Term Extension, Average Term Extension (Months)	'20 months	'12 months	'14 months	'16 months
Balance Reduction, Percentage of TDR Activity	16.00%	15.00%	13.00%	14.00%
Balance Reduction, Gross Balance Reduction	27	27	50	53
Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	82	131	173	210
Reduced Interest Rate, Percentage of TDR Activity	32.00%	19.00%	34.00%	25.00%
Reduced Interest Rate, Average Rate Reduction	1.62%	2.07%	1.16%	2.11%
Term Extension, Percentage of TDR Activity	56.00%	33.00%	60.00%	41.00%
Term Extension, Average Term Extension (Months)	'22 months	'15 months	'18 months	'19 months
Balance Reduction, Percentage of TDR Activity	34.00%	32.00%	31.00%	34.00%
Balance Reduction, Gross Balance Reduction	25	27	48	53
Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	17	30	80	49
Reduced Interest Rate, Percentage of TDR Activity	0.00%	0.00%	26.00%	0.00%
Reduced Interest Rate, Average Rate Reduction	0.00%	0.00%	1.08%	0.00%
Term Extension, Percentage of TDR Activity	39.00%	55.00%	87.00%	70.00%
Term Extension, Average Term Extension (Months)	'11 months	'6 months	'9 months	'7 months
Balance Reduction, Percentage of TDR Activity	24.00%	1.00%	5.00%	0.00%
Balance Reduction, Gross Balance Reduction	2	0	2	0
Domestic Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	64	78	131	154
Reduced Interest Rate, Percentage of TDR Activity	100.00%	100.00%	100.00%	100.00%
Reduced Interest Rate, Average Rate Reduction	11.54%	12.23%	11.52%	12.25%
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]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	38	47	81	98
Reduced Interest Rate, Percentage of TDR Activity	100.00%	100.00%	100.00%	100.00%
Reduced Interest Rate, Average Rate Reduction	25.46%	24.92%	25.33%	24.72%
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
Total Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	102	125	212	252
Reduced Interest Rate, Percentage of TDR Activity	100.00%	100.00%	100.00%	100.00%
Reduced Interest Rate, Average Rate Reduction	16.83%	17.05%	16.83%	17.11%
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
Auto [Member] | Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	69	61	146	123
Reduced Interest Rate, Percentage of TDR Activity	32.00%	29.00%	36.00%	30.00%
Reduced Interest Rate, Average Rate Reduction	1.45%	1.71%	1.02%	1.83%
Term Extension, Percentage of TDR Activity	58.00%	52.00%	63.00%	54.00%
Term Extension, Average Term Extension (Months)	'9 months	'8 months	'9 months	'8 months
Balance Reduction, Percentage of TDR Activity	41.00%	47.00%	36.00%	45.00%
Balance Reduction, Gross Balance Reduction	25	25	47	50
Home Loan [Member] | Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	11	57	19	68
Reduced Interest Rate, Percentage of TDR Activity	38.00%	12.00%	30.00%	20.00%
Reduced Interest Rate, Average Rate Reduction	2.32%	2.77%	2.04%	2.80%
Term Extension, Percentage of TDR Activity	33.00%	5.00%	32.00%	12.00%
Term Extension, Average Term Extension (Months)	'164 months	'101 months	'153 months	'122 months
Balance Reduction, Percentage of TDR Activity	4.00%	24.00%	8.00%	23.00%
Balance Reduction, Gross Balance Reduction	0	2	1	3
Retail Banking [Member] | Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	2	13	8	19
Reduced Interest Rate, Percentage of TDR Activity	5.00%	6.00%	7.00%	5.00%
Reduced Interest Rate, Average Rate Reduction	7.57%	3.90%	5.07%	3.56%
Term Extension, Percentage of TDR Activity	95.00%	65.00%	71.00%	61.00%
Term Extension, Average Term Extension (Months)	'10 months	'8 months	'7 months	'8 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 and Multifamily Real Estate [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	4	15	66	32
Reduced Interest Rate, Percentage of TDR Activity	0.00%	0.00%	31.00%	0.00%
Reduced Interest Rate, Average Rate Reduction	0.00%	0.00%	1.28%	0.00%
Term Extension, Percentage of TDR Activity	0.00%	75.00%	94.00%	88.00%
Term Extension, Average Term Extension (Months)	'0 months	'7 months	'8 months	'7 months
Balance Reduction, Percentage of TDR Activity	100.00%	0.00%	6.00%	0.00%
Balance Reduction, Gross Balance Reduction	2	0	2	0
Commercial and Industrial [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	12	15	13	16
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	57.00%	34.00%	58.00%	38.00%
Term Extension, Average Term Extension (Months)	'11 months	'5 months	'11 months	'5 months
Balance Reduction, Percentage of TDR Activity	0.00%	2.00%	0.00%	1.00%
Balance Reduction, Gross Balance Reduction	0	0	0	0
Total Commercial Lending [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	16	30	79	48
Reduced Interest Rate, Percentage of TDR Activity	0.00%	0.00%	26.00%	0.00%
Reduced Interest Rate, Average Rate Reduction	0.00%	0.00%	1.10%	0.00%
Term Extension, Percentage of TDR Activity	42.00%	55.00%	88.00%	71.00%
Term Extension, Average Term Extension (Months)	'11 months	'6 months	'9 months	'7 months
Balance Reduction, Percentage of TDR Activity	26.00%	1.00%	5.00%	0.00%
Balance Reduction, Gross Balance Reduction	2	0	2	0
Small-Ticket Commercial Real Estate [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Total Loans Modified	1	0	1	1
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)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Receivables [Abstract]	'	'	'	'
Percentage of troubled borrowers	100.00%	100.00%	100.00%	100.00%

Loans_TDR_Subsequent_Defaults_

Loans - TDR - Subsequent Defaults of Completed TDR Modifications (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
	Contract	Contract	Contract	Contract
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	21,116	22,208	44,061	46,919
Total Loans	$67	$77	$143	$159
Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	1,670	2,224	3,023	4,933
Total Loans	20	17	42	35
Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	4	7	14	15
Total Loans	2	10	10	19
Domestic Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	9,559	8,042	20,620	18,843
Total Loans	15	16	31	37
International Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	9,883	11,935	20,404	23,128
Total Loans	30	34	60	68
Total Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	19,442	19,977	41,024	41,971
Total Loans	45	50	91	105
Auto [Member] | Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	1,651	2,193	2,973	4,857
Total Loans	18	16	31	32
Home Loan [Member] | Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	4	7	10	18
Total Loans	0	0	2	1
Retail Banking [Member] | Consumer TDR Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	15	24	40	58
Total Loans	2	1	9	2
Commercial and Multifamily Real Estate [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	1	6	4	7
Total Loans	0	9	6	11
Commercial and Industrial [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	1	0	2	7
Total Loans	1	1	1	8
Commercial Lending [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	2	6	6	14
Total Loans	1	10	7	19
Small-Ticket Commercial Real Estate [Member] | Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Contracts	2	1	8	1
Total Loans	$1	$0	$3	$0

Loans_Outstanding_Balance_and_

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Impaired Loans By Type [Line Items]	'	'
Contractual balance	$27,981	$30,565
Carrying value	26,044	28,580
Impaired Loans [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Contractual balance	4,659	5,016
Carrying value	3,058	3,285
Non-Impaired Loans [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Contractual balance	23,322	25,549
Carrying value	$22,986	$25,295

Loans_Outstanding_Balance_and_1

Loans - Outstanding Balance and Carrying Value of Acquired Loans (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Impaired Loans By Type [Line Items]	'	'
Allowance for loan and lease losses	$3,998	$4,315
Acquired Loans [Member]	'	'
Impaired Loans By Type [Line Items]	'	'
Allowance for loan and lease losses	$32	$38

Loans_Changes_in_Accretable_Yi

Loans - Changes in Accretable Yield on Acquired Loans (Detail) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Loans [Line Items]	'	'
Accretable yield, beginning balance	$6,420	$6,208
Accretion recognized in earnings	-552	-1,182
Reclassifications from nonaccretable difference for loans with improving cash flows	96	1,005
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows	-304	389
Accretable yield, ending balance	5,660	6,420
Impaired Loans [Member]	'	'
Loans [Line Items]	'	'
Accretable yield, beginning balance	2,114	1,899
Accretion recognized in earnings	-207	-427
Reclassifications from nonaccretable difference for loans with improving cash flows	82	629
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows	-274	13
Accretable yield, ending balance	1,715	2,114
Non-Impaired Loans [Member]	'	'
Loans [Line Items]	'	'
Accretable yield, beginning balance	4,306	4,309
Accretion recognized in earnings	-345	-755
Reclassifications from nonaccretable difference for loans with improving cash flows	14	376
Increases (reductions) in accretable yield for non-credit related changes in expected cash flows	-30	376
Accretable yield, ending balance	$3,945	$4,306

Allowance_for_Loan_and_Lease_L2

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	'	'	$4,315	'
Provision for credit losses	704	762	1,439	1,647
Balance at end of period	3,998	'	3,998	'
Credit Card [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	2,984	3,494	3,214	3,979
Provision for credit losses	549	713	1,107	1,456
Charge-offs	-995	-1,181	-2,090	-2,443
Recoveries	310	331	625	671
Net charge-offs	-685	-850	-1,465	-1,772
Other changes	10	-8	2	-314
Balance at end of period	2,858	3,349	2,858	3,349
Auto [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	608	528	606	486
Provision for credit losses	145	101	281	265
Charge-offs	-183	-153	-388	-335
Recoveries	72	61	143	121
Net charge-offs	-111	-92	-245	-214
Other changes	0	0	0	0
Balance at end of period	642	537	642	537
Home Loan [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	72	103	83	113
Provision for credit losses	0	-20	-6	-26
Charge-offs	-8	-5	-19	-12
Recoveries	3	1	9	4
Net charge-offs	-5	-4	-10	-8
Other changes	0	0	0	0
Balance at end of period	67	79	67	79
Retail Banking [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	64	112	63	112
Provision for credit losses	-2	-12	8	5
Charge-offs	-14	-19	-29	-44
Recoveries	8	5	14	13
Net charge-offs	-6	-14	-15	-31
Other changes	0	0	0	0
Balance at end of period	56	86	56	86
Total Consumer Banking [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	744	743	752	711
Provision for credit losses	143	69	283	244
Charge-offs	-205	-177	-436	-391
Recoveries	83	67	166	138
Net charge-offs	-122	-110	-270	-253
Other changes	0	0	0	0
Balance at end of period	765	702	765	702
Commercial [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	362	342	338	433
Provision for credit losses	9	1	37	-84
Charge-offs	-8	-14	-15	-26
Recoveries	5	10	8	15
Net charge-offs	-3	-4	-7	-11
Other changes	0	-1	0	0
Balance at end of period	368	338	368	338
Other [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	8	27	11	33
Provision for credit losses	0	-5	-3	-3
Charge-offs	-4	-7	-6	-15
Recoveries	2	2	5	3
Net charge-offs	-2	-5	-1	-12
Other changes	1	1	0	0
Balance at end of period	7	18	7	18
Total Allowance [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	4,098	4,606	4,315	5,156
Provision for credit losses	701	778	1,424	1,613
Charge-offs	-1,212	-1,379	-2,547	-2,875
Recoveries	400	410	804	827
Net charge-offs	-812	-969	-1,743	-2,048
Other changes	11	-8	2	-314
Balance at end of period	3,998	4,407	3,998	4,407
Unfunded Lending Commitments Reserve [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	99	85	87	35
Provision for credit losses	3	-16	15	34
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	102	69	102	69
Combined Allowance & Unfunded Reserve [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	4,197	4,691	4,402	5,191
Provision for credit losses	704	762	1,439	1,647
Charge-offs	-1,212	-1,379	-2,547	-2,875
Recoveries	400	410	804	827
Net charge-offs	-812	-969	-1,743	-2,048
Other changes	11	-8	2	-314
Balance at end of period	$4,100	$4,476	$4,100	$4,476

Allowance_for_Loan_and_Lease_L3

Allowance for Loan and Lease Losses - Summary of Changes in Allowance for Loan and Lease Losses (Parenthetical) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2013
Receivables [Abstract]	'
Reduction in allowance for loan and lease losses	$289

Allowance_for_Loan_and_Lease_L4

Allowance for Loan and Lease Losses - Components of Allowance for Loan and Lease Losses by Impairment Methodology (Detail) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	$3,669	'	$3,947	'	'	'
Asset-specific	297	'	330	'	'	'
Acquired Loans	32	'	38	'	'	'
Total allowance for loan and lease losses	3,998	'	4,315	'	'	'
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	170,728	'	166,891	'	'	'
Asset-specific	1,781	'	1,758	'	'	'
Acquired Loans	26,019	'	28,550	'	'	'
Total loans held for investment	198,528	'	197,199	191,512	'	'
Allowance as a percentage of period-end loans held for investment	2.01%	'	2.19%	'	'	'
Credit Card [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	2,635	'	2,953	'	'	'
Asset-specific	223	'	261	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	2,858	2,984	3,214	3,349	3,494	3,979
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	78,253	'	80,462	'	'	'
Asset-specific	728	'	780	'	'	'
Acquired Loans	37	'	63	'	'	'
Total loans held for investment	79,018	'	81,305	'	'	'
Allowance as a percentage of period-end loans held for investment	3.62%	'	3.95%	'	'	'
Auto [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	625	'	590	'	'	'
Asset-specific	17	'	16	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	642	608	606	537	528	486
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	34,605	'	31,683	'	'	'
Asset-specific	185	'	169	'	'	'
Acquired Loans	2	'	5	'	'	'
Total loans held for investment	34,792	'	31,857	'	'	'
Allowance as a percentage of period-end loans held for investment	1.85%	'	1.90%	'	'	'
Home Loan [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	17	'	27	'	'	'
Asset-specific	18	'	18	'	'	'
Acquired Loans	32	'	38	'	'	'
Total allowance for loan and lease losses	67	72	83	79	103	113
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	6,526	'	6,704	'	'	'
Asset-specific	404	'	394	'	'	'
Acquired Loans	25,714	'	28,184	'	'	'
Total loans held for investment	32,644	'	35,282	'	'	'
Allowance as a percentage of period-end loans held for investment	0.21%	'	0.24%	'	'	'
Retail Banking [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	49	'	53	'	'	'
Asset-specific	7	'	10	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	56	64	63	86	112	112
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	3,509	'	3,501	'	'	'
Asset-specific	68	'	86	'	'	'
Acquired Loans	49	'	36	'	'	'
Total loans held for investment	3,626	'	3,623	'	'	'
Allowance as a percentage of period-end loans held for investment	1.54%	'	1.74%	'	'	'
Total Consumer Banking [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	691	'	670	'	'	'
Asset-specific	42	'	44	'	'	'
Acquired Loans	32	'	38	'	'	'
Total allowance for loan and lease losses	765	744	752	702	743	711
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	44,640	'	41,888	'	'	'
Asset-specific	657	'	649	'	'	'
Acquired Loans	25,765	'	28,225	'	'	'
Total loans held for investment	71,062	'	70,762	'	'	'
Allowance as a percentage of period-end loans held for investment	1.08%	'	1.06%	'	'	'
Commercial [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	336	'	313	'	'	'
Asset-specific	32	'	25	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	368	362	338	338	342	433
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	47,708	'	44,420	'	'	'
Asset-specific	396	'	329	'	'	'
Acquired Loans	217	'	262	'	'	'
Total loans held for investment	48,321	'	45,011	'	'	'
Allowance as a percentage of period-end loans held for investment	0.76%	'	0.75%	'	'	'
Other [Member]	'	'	'	'	'	'
Allowance for loan and lease losses by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	7	'	11	'	'	'
Asset-specific	0	'	0	'	'	'
Acquired Loans	0	'	0	'	'	'
Total allowance for loan and lease losses	7	8	11	18	27	33
Loans held for investment by impairment methodology:	'	'	'	'	'	'
Collectively evaluated	127	'	121	'	'	'
Asset-specific	0	'	0	'	'	'
Acquired Loans	0	'	0	'	'	'
Total loans held for investment	$127	'	$121	'	'	'
Allowance as a percentage of period-end loans held for investment	4.89%	'	9.09%	'	'	'

Variable_Interest_Entities_and2

Variable Interest Entities and Securitizations - Carrying Amount of Assets and Liabilities of Variable Interest Entities (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	$38,062	$40,812
Carrying Amount of Liabilities, Consolidated	12,533	12,770
Carrying Amount of Assets, Unconsolidated	3,390	3,264
Carrying Amount of Liabilities, Unconsolidated	464	478
Maximum Exposure to Loss, Unconsolidated	4,045	3,767
Securitization-Related VIEs [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	37,665	40,422
Carrying Amount of Liabilities, Consolidated	12,434	12,671
Carrying Amount of Assets, Unconsolidated	195	199
Carrying Amount of Liabilities, Unconsolidated	32	15
Maximum Exposure to Loss, Unconsolidated	850	702
Securitization-Related VIEs [Member] | Credit Card Loan Securitizations [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	37,665	40,422
Carrying Amount of Liabilities, Consolidated	12,434	12,671
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	0	0
Carrying Amount of Liabilities, Consolidated	0	0
Carrying Amount of Assets, Unconsolidated	195	199
Carrying Amount of Liabilities, Unconsolidated	32	15
Maximum Exposure to Loss, Unconsolidated	850	702
Other VIEs [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	397	390
Carrying Amount of Liabilities, Consolidated	99	99
Carrying Amount of Assets, Unconsolidated	3,195	3,065
Carrying Amount of Liabilities, Unconsolidated	432	463
Maximum Exposure to Loss, Unconsolidated	3,195	3,065
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	3,109	2,969
Carrying Amount of Liabilities, Unconsolidated	432	463
Maximum Exposure to Loss, Unconsolidated	3,109	2,969
Other VIEs [Member] | Entities that Provide Capital to Low-Income and Rural Communities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	390	389
Carrying Amount of Liabilities, Consolidated	99	98
Carrying Amount of Assets, Unconsolidated	1	1
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum Exposure to Loss, Unconsolidated	1	1
Other VIEs [Member] | Other [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Consolidated	7	1
Carrying Amount of Liabilities, Consolidated	0	1
Carrying Amount of Assets, Unconsolidated	85	95
Carrying Amount of Liabilities, Unconsolidated	0	0
Maximum Exposure to Loss, Unconsolidated	$85	$95

Variable_Interest_Entities_and3

Variable Interest Entities and Securitizations - External Debt and Receivable Balances of Securitization Programs (Detail) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Credit Card [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	$10,010	$10,289
Receivables in the trust	37,304	39,548
Cash balance of spread or reserve accounts	0	3
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	2,189	2,320
Receivables in the trust	2,264	2,399
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	108	122
Receivables in the trust	105	116
Cash balance of spread or reserve accounts	0	'
Retained interests	'Yes	'Yes
Servicing retained	'No	'Yes
Amortization event	'No	'No
GreenPoint Manufactured Housing [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	939	994
Receivables in the trust	945	1,000
Cash balance of spread or reserve accounts	$145	$144
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 $)	6 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Variable Interest Entity [Line Items]	'	'
Securities held by third-party investors	$2,200,000	$2,300,000,000
Description of monthly payment	'A significant increase in 1 month LIBOR (the reference index) could cause significant negative amortization, resulting in significant funding obligation,	'
Funded HELOCs advances	29,000,000	29,000,000
Unfunded commitment on residual interests on trusts	7,000,000	7,000,000
Residual interest on manufactured housing securitization transactions	945,000,000	1,000,000,000
Clean-up calls exposure on manufactured housing securitization transactions	420,000,000	'
Carrying Amount of Assets, Unconsolidated	3,390,000,000	3,264,000,000
Balance of affordable housing entities assets and liabilities unconsolidated	9,800,000,000	9,800,000,000
VIEs consolidated assets	38,062,000,000	40,812,000,000
Carrying amount of other VIE assets and liabilities	180,000,000	204,000,000
Other VIEs [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	3,195,000,000	3,065,000,000
VIEs consolidated assets	397,000,000	390,000,000
Other VIEs [Member] | Entities that Provide Capital to Low-Income and Rural Communities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	1,000,000	1,000,000
VIEs consolidated assets	390,000,000	389,000,000
Other VIEs [Member] | Other [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	85,000,000	95,000,000
VIEs consolidated assets	7,000,000	1,000,000
Carrying amount of assets, unconsolidated	83,000,000	93,000,000
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	83,000,000	'
Other VIEs [Member] | Affordable Housing Entities [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Carrying Amount of Assets, Unconsolidated	3,109,000,000	2,969,000,000
Variable interests entity maximum exposure to loss	3,100,000,000	'
VIEs consolidated assets	$0	$0

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets - Components of Goodwill and Other Intangible Assets (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Finite-Lived Intangible Assets [Line Items]	'	'
Goodwill, Gross Carrying Value	$13,977	$13,978
Goodwill, Net Carrying Value	13,977	13,978
Amortized intangible assets, Gross Carrying Value	4,203	4,212
Amortized intangible assets, Accumulated Amortization	-2,633	-2,363
Amortized intangible assets, Net Carrying Value	1,570	1,849
Total goodwill and other intangible assets, Gross Carrying Value	18,180	18,190
Total goodwill and other intangible assets, Net Carrying Value	15,547	15,827
MSRs, Gross Carrying Value	199	208
MSRs, Accumulated Amortization	-13	-3
MSRs, Net Carrying Value	186	205
Consumer MSRs [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
MSRs, Gross Carrying Value	57	73
MSRs, Net Carrying Value	57	73
Commercial MSRs [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
MSRs, Gross Carrying Value	142	135
MSRs, Accumulated Amortization	-13	-3
MSRs, Net Carrying Value	129	132
Purchased Credit Card Relationship Intangibles ("PCCR") [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Amortized intangible assets, Gross Carrying Value	2,125	2,125
Amortized intangible assets, Accumulated Amortization	-976	-784
Amortized intangible assets, Net Carrying Value	1,149	1,341
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	-1,509	-1,440
Amortized intangible assets, Net Carrying Value	262	331
Other [Member]	'	'
Finite-Lived Intangible Assets [Line Items]	'	'
Amortized intangible assets, Gross Carrying Value	307	316
Amortized intangible assets, Accumulated Amortization	-148	-139
Amortized intangible assets, Net Carrying Value	$159	$177

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets - Components of Goodwill and Other Intangible Assets (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
	Mortgage_Servicing_Rights	Mortgage_Servicing_Rights
Goodwill And Intangible Assets Disclosure [Abstract]	'	'
Indefinite lived assets	$4,000,000	$4,000,000
MSRs impaired	0	0
Valuation allowance recorded	$0	$0

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - Additional Information (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Goodwill And Intangible Assets Disclosure [Abstract]	'	'	'	'
Amortization expense for amortized intangible assets	$136	$167	$279	$344

Goodwill_and_Other_Intangible_5

Goodwill and Other Intangible Assets - Goodwill Attributable to Each Business Segments (Detail) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014
Goodwill [Line Items]	'
Goodwill, Beginning Balance	$13,978
Acquisitions	0
Other adjustments	-1
Goodwill, Ending Balance	13,977
Credit Card [Member]	'
Goodwill [Line Items]	'
Goodwill, Beginning Balance	5,005
Acquisitions	0
Other adjustments	4
Goodwill, Ending Balance	5,009
Consumer Banking [Member]	'
Goodwill [Line Items]	'
Goodwill, Beginning Balance	4,585
Acquisitions	0
Other adjustments	-1
Goodwill, Ending Balance	4,584
Commercial Banking [Member]	'
Goodwill [Line Items]	'
Goodwill, Beginning Balance	4,388
Acquisitions	0
Other adjustments	-4
Goodwill, Ending Balance	$4,384

Deposits_and_Borrowings_Additi

Deposits and Borrowings - Additional Information (Detail) (USD $)	6 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Deposits And Borrowings [Line Items]	'	'
Outstanding borrowing due to securitization investors	$10,000,000,000	$10,300,000,000
Issuance of securitized debt obligations	2,500,000,000	'
Debt maturities from credit card securitization trusts	2,800,000,000	'
Senior and subordinated notes outstanding	16,628,000,000	13,134,000,000
Fair value hedging losses	121,000,000	8,000,000
Investment in FHLB stock	1,700,000,000	1,900,000,000
Advances from Federal Home Loan Banks	10,400,000,000	16,300,000,000
Senior Notes [Member]	'	'
Deposits And Borrowings [Line Items]	'	'
Senior and subordinated notes outstanding	1,400,000,000	'
Proceeds from issuance of senior unsecured debt	4,800,000,000	'
Floating-Rate [Member]	'	'
Deposits And Borrowings [Line Items]	'	'
Senior notes debt due	250,000,000	'
Fixed-Debt Rate Due [Member]	'	'
Deposits And Borrowings [Line Items]	'	'
Senior notes debt due	$4,500,000,000	'

Deposits_and_Borrowings_Schedu

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

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

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]

FHLB Advances [Member]

FHLB Advances [Member]

Total Senior and Subordinated Notes [Member]

Total Senior and Subordinated Notes [Member]

Deposits:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Non-interest bearing deposits

$24,920

$22,643

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest-bearing deposits

180,970

181,880

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total deposits

205,890

204,523

209,865

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Short-term borrowings:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

2,030

915

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

FHLB advances

8,450

15,300

'

'

'

'

'

'

'

'

'

'

'

1,996

1,016

'

'

Total short-term borrowings

10,480

16,215

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term debt:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securitized debt obligations

10,000

10,300

'

10,010

10,289

'

'

'

'

'

'

'

'

'

'

'

'

Senior and subordinated notes:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unsecured debt

'

'

'

'

'

12,883

9,612

1,130

852

'

'

2,615

2,670

'

'

'

'

Total unsecured senior debt

'

'

'

'

'

'

'

'

'

14,013

10,464

'

'

'

'

'

'

Total senior and subordinated notes

16,628

13,134

'

'

'

'

'

'

'

'

'

'

'

'

'

16,628

13,134

Other long-term borrowings:

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

FHLB advances

8,450

15,300

'

'

'

'

'

'

'

'

'

'

'

1,996

1,016

'

'

Total long-term debt

28,634

24,439

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total short-term borrowings and long-term debt

$39,114

$40,654

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maturity Date, Start date

'

'

'

1-Jan-14

'

1-Jan-14

'

1-Jan-14

'

'

'

1-Jan-16

'

1-Jan-14

'

'

'

Maturity Date, End date

'

'

'

1-Jan-25

'

1-Jan-24

'

1-Jan-17

'

'

'

1-Jan-23

'

1-Jan-23

'

'

'

Interest Rate, Minimum

'

'

'

0.19%

'

1.00%

'

0.68%

'

'

'

3.38%

'

0.26%

'

'

'

Interest Rate, Maximum

'

'

'

5.75%

'

6.75%

'

1.38%

'

'

'

8.80%

'

6.88%

'

'

'

Weighted Average Interest Rate

'

'

'

1.42%

'

2.82%

'

0.90%

'

2.66%

'

4.97%

'

0.44%

'

'

'

Deposits_and_Borrowings_Schedu1

Deposits and Borrowings - Schedule of Components of Interest Expense on Short-Term Borrowings and Long-Term Debt (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Short-term borrowings:	'	'	'	'
Federal funds purchased and securities loaned or sold under agreements to repurchase	$1	$1	$1	$1
FHLB advances	3	5	9	16
Total short-term borrowings	4	6	10	17
Long-term debt:	'	'	'	'
Securitized debt obligations	39	45	77	101
Senior and subordinated notes	78	82	155	164
Other long-term borrowings	4	6	10	12
Total long-term debt	121	133	242	277
Total interest expense	$125	$139	$252	$294

Derivative_Instruments_and_Hed2

Derivative Instruments and Hedging Activities - Additional Information (Detail) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'	'
Independent margin	$57	$58
Fair value, derivative liabilities	488	710
Cash collateral from derivatives counterparties	399	397
Securities received from derivatives counterparties, ability to re-pledge	11	53
Cumulative counterparty credit risk valuation adjustment	5	7
Cumulative credit risk valuation adjustment related to our credit quality	1	6
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	108	'
Maximum length of time over which forecasted transactions were hedged, years	'5 years	'
Derivatives [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Collateral posted for derivative instruments	203	371
Fair value, derivative liabilities	'	1
Cash Flow Hedges [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Higher remaining maturity range	'2019	'
Maximum [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Contingent collateral required upon credit rating falling below investment grade	1	1
Maximum [Member] | Derivatives [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Fair value, derivative liabilities	$1	'

Derivative_Instruments_and_Hed3

Derivative Instruments and Hedging Activities - Notional and Fair Values of Derivative Instruments (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]	'	'
Notional or Contractual Amount	$73,203	$63,424
Derivative Assets	748	959
Derivative Liabilities	488	710
Derivatives Designated as Accounting Hedges [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	41,900	33,326
Derivative Assets	320	338
Derivative Liabilities	265	425
Derivatives Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	36,796	28,520
Derivative Assets	320	289
Derivative Liabilities	118	372
Derivatives Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Fair Value Hedges [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	19,871	15,695
Derivative Assets	271	289
Derivative Liabilities	69	223
Derivatives Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Cash Flow Hedges [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	16,925	12,825
Derivative Assets	49	0
Derivative Liabilities	49	149
Derivatives Designated as Accounting Hedges [Member] | Foreign Exchange Contracts [Member] | Cash Flow Hedges [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	5,104	4,806
Derivative Assets	0	49
Derivative Liabilities	147	53
Derivatives Not Designated as Accounting Hedges [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	31,303	30,098
Derivative Assets	428	621
Derivative Liabilities	223	285
Derivatives Not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	30,569	27,582
Derivative Assets	406	434
Derivative Liabilities	211	233
Derivatives Not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | MSRs [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	733	353
Derivative Assets	5	0
Derivative Liabilities	1	7
Derivatives Not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Customer Accommodation [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	26,869	25,365
Derivative Assets	369	405
Derivative Liabilities	190	209
Derivatives Not Designated as Accounting Hedges [Member] | Interest Rate Contracts [Member] | Other Interest Rate Exposures [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	2,967	1,864
Derivative Assets	32	29
Derivative Liabilities	20	17
Derivatives Not Designated as Accounting Hedges [Member] | Foreign Exchange Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	212	1,422
Derivative Assets	22	184
Derivative Liabilities	0	37
Derivatives Not Designated as Accounting Hedges [Member] | Other Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional or Contractual Amount	522	1,094
Derivative Assets	0	3
Derivative Liabilities	$12	$15

Derivative_Instruments_and_Hed4

Derivative Instruments and Hedging Activities - Summary of Derivative Transactions and Repurchase Agreements Subject to Legally Enforceable Master Netting Agreements (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts	$748	$959
Offsetting Amounts	0	0
Net Amounts as Recognized	748	959
Offsetting Amounts Not Netted, Financial Instruments	-222	-262
Offsetting Amounts Not Netted, Collateral Received	-410	-450
Net Exposure	116	247
Gross Amounts	488	710
Derivatives [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts	488	710
Offsetting Amounts	0	0
Net Amounts as Recognized	488	710
Offsetting Amounts Not Netted, Financial Instruments	-222	-262
Offsetting Amounts Not Netted, Collateral Received	-203	-371
Net Exposure	63	77
Repurchase Agreements [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Gross Amounts	882	907
Offsetting Amounts	0	0
Net Amounts as Recognized	882	907
Offsetting Amounts Not Netted, Financial Instruments	0	0
Offsetting Amounts Not Netted, Collateral Received	-882	-907
Net Exposure	$0	$0

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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	$13	$2	$26	($3)
Net derivative gains (losses) recognized in earnings	26	-15	47	-25
Derivatives Designated as Accounting Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings on derivatives	105	-317	136	-412
Gains (losses) recognized in earnings on hedged items	-92	300	-115	390
Net fair value hedge ineffectiveness gains (losses)	13	-17	21	-22
Net derivative gains (losses) recognized in earnings	24	9	46	16
Derivatives Not Designated as Accounting Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	13	0	24	8
Derivatives Not Designated as Accounting Hedges [Member] | MSRs [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	6	-8	13	-8
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	4	16	8	25
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	3	-8	3	-9
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	-2	1	-4
Derivatives Not Designated as Accounting Hedges [Member] | Other Contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) on derivatives not designated as accounting hedges	$0	$4	$1	($7)

Derivative_Instruments_and_Hed6

Derivative Instruments and Hedging Activities - Net Gains (Losses) Related to Derivatives Designated as Cash Flow Hedges and Net Investment Hedges (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Cash flow hedges:	'	'	'	'
Interest rate contracts	$101	($146)	$146	($147)
Foreign exchange contracts	-6	-5	-11	-10
Net derivative gains (losses) recognized in AOCI	95	-151	135	-157
Gains (losses) reclassified from AOCI into earnings:	'	'	'	'
Interest rate contracts	30	14	56	26
Foreign exchange contracts	-6	-4	-11	-9
Total	24	10	45	17
Gains (losses) recognized in earnings due to ineffectiveness:	'	'	'	'
Interest rate contracts	0	-1	1	-1
Net derivative gains (losses) recognized in earnings	26	-15	47	-25
Derivatives Designated as Accounting Hedges [Member]	'	'	'	'
Gains (losses) recognized in earnings due to ineffectiveness:	'	'	'	'
Net derivative gains (losses) recognized in earnings	$24	$9	$46	$16

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income - Additional Information (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Equity [Abstract]	'	'
Deferred tax, AOCI	$280	$544

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income - Change in AOCI Gain (Loss) by Component (Net of Tax) (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
AOCI beginning balance	($710)	$473	($872)	$739
Other comprehensive income (loss) before reclassifications	346	-1,253	525	-1,513
Net realized (gains) losses reclassified from AOCI into earnings	-7	-12	-24	-18
Other comprehensive income (loss), net of tax	339	-1,265	501	-1,531
AOCI ending balance	-371	-792	-371	-792
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Available for Sale [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
AOCI beginning balance	250	573	106	703
Other comprehensive income (loss) before reclassifications	169	-1,089	321	-1,218
Net realized (gains) losses reclassified from AOCI into earnings	0	-1	-8	-2
Other comprehensive income (loss), net of tax	169	-1,090	313	-1,220
AOCI ending balance	419	-517	419	-517
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Held to Maturity [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
AOCI beginning balance	-884	0	-897	0
Other comprehensive income (loss) before reclassifications	0	0	0	0
Net realized (gains) losses reclassified from AOCI into earnings	21	0	34	0
Other comprehensive income (loss), net of tax	21	0	34	0
AOCI ending balance	-863	0	-863	0
Cash Flow Hedges [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
AOCI beginning balance	-91	32	-110	45
Other comprehensive income (loss) before reclassifications	95	-151	135	-157
Net realized (gains) losses reclassified from AOCI into earnings	-24	-10	-45	-17
Other comprehensive income (loss), net of tax	71	-161	90	-174
AOCI ending balance	-20	-129	-20	-129
Foreign Currency Translation Adjustments [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
AOCI beginning balance	27	-93	40	32
Other comprehensive income (loss) before reclassifications	79	-18	66	-143
Net realized (gains) losses reclassified from AOCI into earnings	0	0	0	0
Other comprehensive income (loss), net of tax	79	-18	66	-143
AOCI ending balance	106	-111	106	-111
Other [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
AOCI beginning balance	-12	-39	-11	-41
Other comprehensive income (loss) before reclassifications	3	5	3	5
Net realized (gains) losses reclassified from AOCI into earnings	-4	-1	-5	1
Other comprehensive income (loss), net of tax	-1	4	-2	6
AOCI ending balance	($13)	($35)	($13)	($35)

Accumulated_Other_Comprehensiv4

Accumulated Other Comprehensive Income - Change in AOCI Gain (Loss) by Component (Net of Tax) (Parenthetical) (Detail) (USD $)	3 Months Ended
In Billions, unless otherwise specified	Sep. 30, 2013
Equity [Abstract]	'
Held to maturity securities fair value	$18.30
Net pre-tax unrealized losses	$1.50

Accumulated_Other_Comprehensiv5

Accumulated Other Comprehensive Income - Reclassifications from AOCI (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Total reclassifications	$7	$12	$24	$18
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Available for Sale [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Securities available for sale, before tax	-1	1	12	3
Income tax provision (benefit)	-1	0	4	1
Securities available for sale, net of tax	0	1	8	2
Total reclassifications	0	1	8	2
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Securities Held to Maturity [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Securities held to maturity, before tax	-33	0	-61	0
Income tax provision (benefit)	-12	0	-27	0
Securities held to maturity, net of tax	-21	0	-34	0
Total reclassifications	-21	0	-34	0
Cash Flow Hedges [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Cash flow hedges	38	16	72	28
Income tax provision (benefit)	14	6	27	11
Derivatives reclassification into AOCI, Net of Tax	24	10	45	17
Total reclassifications	24	10	45	17
Cash Flow Hedges [Member] | Interest Rate Contracts [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Cash flow hedges	48	22	90	42
Cash Flow Hedges [Member] | Foreign Exchange Contracts [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Cash flow hedges	-10	-6	-18	-14
Accumulated Defined Benefit Plans Adjustment [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Other, before tax	7	2	8	-1
Income tax provision (benefit)	3	1	3	0
Other, Net of tax	$4	$1	$5	($1)

Accumulated_Other_Comprehensiv6

Accumulated Other Comprehensive Income - Components of Other Comprehensive Income Loss and Related Tax Impact (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Equity [Abstract]	'	'	'	'
Net unrealized gains (losses) on securities available for sale, Before Tax	$269	($1,747)	$498	($1,956)
Net unrealized gains (losses) on securities transferred to held to maturity, Before Tax	33	0	61	0
Net unrealized gains (losses) on cash flow hedges, Before Tax	114	-258	144	-279
Foreign currency translation adjustments, Before Tax	79	-18	66	-143
Other, Before Tax	-3	3	-4	7
Other comprehensive income (loss), Before Tax	492	-2,020	765	-2,371
Net unrealized gains (losses) on securities available for sale, Tax Provision (Benefit)	100	-657	185	-736
Net unrealized gains (losses) on securities transferred to held to maturity, Tax Provision (Benefit)	12	0	27	0
Net unrealized gains (losses) on cash flow hedges, Tax Provision (Benefit)	43	-97	54	-105
Foreign currency translation adjustments, Tax Provision (Benefit)	0	0	0	0
Other, Tax Provision (Benefit)	-2	-1	-2	1
Other comprehensive income (loss), Tax Provision (Benefit)	153	-755	264	-840
Net unrealized gains (losses) on securities available for sale, After Tax	169	-1,090	313	-1,220
Net unrealized gains (losses) on securities transferred to held to maturity, After Tax	21	0	34	0
Net unrealized gains (losses) on cash flow hedges, After Tax	71	-161	90	-174
Foreign currency translation adjustments, After Tax	79	-18	66	-143
Other, After Tax	-1	4	-2	6
Other comprehensive income (loss), net of tax	$339	($1,265)	$501	($1,531)

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		6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Basic earnings	'	'	'	'
Income from continuing operations, net of tax	$1,204	$1,227	$2,328	$2,361
Income (loss) from discontinued operations, net of tax	-10	-119	20	-197
Net income	1,194	1,108	2,348	2,164
Dividends and undistributed earnings allocated to participating securities	-4	-4	-9	-9
Preferred stock dividends	-13	-13	-26	-26
Net income available to common stockholders	1,177	1,091	2,313	2,129
Net income from continuing operations per share	$2.09	$2.08	$4.03	$4
Income (loss) from discontinued operations per share	($0.02)	($0.20)	$0.03	($0.34)
Net income per share	$2.07	$1.88	$4.06	$3.66
Total weighted-average basic shares outstanding	567.5	581.5	569.2	581
Diluted earnings	'	'	'	'
Net income available to common stockholders	$1,177	$1,091	$2,313	$2,129
Net income from continuing operations per share	$2.06	$2.05	$3.97	$3.96
Income (loss) from discontinued operations per share	($0.02)	($0.20)	$0.03	($0.34)
Net income per share	$2.04	$1.85	$4	$3.62
Effect of dilutive securities:	'	'	'	'
Stock options	2.7	2.1	2.6	2
Other contingently issuable shares	1.6	1.6	1.5	1.5
Warrants	5.8	3.6	5.6	3.4
Total effect of dilutive securities	10.1	7.3	9.7	6.9
Total weighted-average diluted shares outstanding	577.6	588.8	578.9	587.9

Earnings_Per_Common_Share_Sche1

Earnings Per Common Share - Schedule of Computation of Basic and Diluted Earnings Per Common Share (Parenthetical) (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'
Anti-dilutive options excluded from the computation of diluted earnings per share (in shares)	3	5	4	6
Minimum [Member]	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'
Anti-dilutive options excluded from the computation of diluted earnings per share ,exercise price	70.96	56.32	70.96	56.28
Maximum [Member]	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'	'	'
Anti-dilutive options excluded from the computation of diluted earnings per share ,exercise price	88.81	88.81	88.81	88.81

Fair_Value_of_Financial_Instru2

Fair Value of Financial Instruments - Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities available for sale:	'	'
Securities available for sale	$41,113	$41,800
Other assets:	'	'
Derivative assets	748	959
Retained interests in securitizations	195	199
Total assets	42,113	43,031
Other liabilities:	'	'
Derivative liabilities	488	710
Total liabilities	488	710
Consumer Banking [Member]	'	'
Other assets:	'	'
Consumer MSRs	57	73
U.S. Treasury Debt Obligations [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	1,223	833
U.S. Agency Debt Obligations [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	1	1
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	1,092	1,234
RMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	25,527	25,079
CMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	5,820	6,006
Other ABS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	6,022	7,136
Other Securities [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	1,428	1,511
Level 1 [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	1,342	960
Other assets:	'	'
Derivative assets	4	3
Retained interests in securitizations	0	0
Total assets	1,346	963
Other liabilities:	'	'
Derivative liabilities	4	4
Total liabilities	4	4
Level 1 [Member] | Consumer Banking [Member]	'	'
Other assets:	'	'
Consumer MSRs	0	0
Level 1 [Member] | U.S. Treasury Debt Obligations [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	1,223	833
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] | RMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Level 1 [Member] | CMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	0	0
Level 1 [Member] | Other ABS [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	119	127
Level 2 [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	37,552	37,510
Other assets:	'	'
Derivative assets	694	906
Retained interests in securitizations	0	0
Total assets	38,246	38,420
Other liabilities:	'	'
Derivative liabilities	447	668
Total liabilities	447	668
Level 2 [Member] | Consumer Banking [Member]	'	'
Other assets:	'	'
Consumer MSRs	0	4
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	1
Level 2 [Member] | Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	353	307
Level 2 [Member] | RMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	24,691	23,775
Level 2 [Member] | CMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	5,371	5,267
Level 2 [Member] | Other ABS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	5,847	6,793
Level 2 [Member] | Other Securities [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	1,289	1,367
Level 3 [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	2,219	3,330
Other assets:	'	'
Derivative assets	50	50
Retained interests in securitizations	195	199
Total assets	2,521	3,648
Other liabilities:	'	'
Derivative liabilities	37	38
Total liabilities	37	38
Level 3 [Member] | Consumer Banking [Member]	'	'
Other assets:	'	'
Consumer MSRs	57	69
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	739	927
Level 3 [Member] | RMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	836	1,304
Level 3 [Member] | CMBS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	449	739
Level 3 [Member] | Other ABS [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	175	343
Level 3 [Member] | Other Securities [Member]	'	'
Securities available for sale:	'	'
Securities available for sale	$20	$17

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 $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'	'
Cumulative credit risk valuation adjustment related to derivative positions	$4	$1

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		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Corporate Debt Securities Guaranteed by U.S. Government Agencies [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	$752	$768	$927	$650
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	5	-36	15	-35
Purchases	0	123	0	211
Sales	0	0	-112	0
Issuances	0	0	0	0
Settlements	-18	-18	-39	-28
Transfers Into Level 3	0	39	64	78
Transfers Out of Level 3	0	-44	-116	-44
Ending balance	739	832	739	832
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
RMBS [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	1,727	1,490	1,304	1,335
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	17	-1	37	-10
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	8	8	36	84
Purchases	94	94	980	192
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-98	-89	-132	-145
Transfers Into Level 3	63	260	120	529
Transfers Out of Level 3	-975	-227	-1,509	-450
Ending balance	836	1,535	836	1,535
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	17	-1	37	-10
CMBS [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	495	704	739	587
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	3	-40	5	-47
Purchases	0	166	34	547
Sales	0	-10	0	-10
Issuances	0	0	0	0
Settlements	-19	-8	-30	-27
Transfers Into Level 3	28	71	66	120
Transfers Out of Level 3	-58	-422	-365	-709
Ending balance	449	461	449	461
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	0	0	0	0
Other ABS [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	226	71	343	102
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	1	0	3	-1
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	8	-3	10	6
Purchases	0	40	0	40
Sales	0	0	0	-41
Issuances	0	0	0	0
Settlements	-1	-1	-2	-2
Transfers Into Level 3	0	8	43	14
Transfers Out of Level 3	-59	-6	-222	-9
Ending balance	175	109	175	109
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	1	0	3	-1
Other Securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	17	16	17	15
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	0	0	0	0
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	3	0	3	1
Transfers Out of Level 3	0	0	0	0
Ending balance	20	16	20	16
Net Unrealized Gains (Losses) Included in Net Income 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	3,217	3,049	3,330	2,689
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	18	-1	40	-11
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	24	-71	66	8
Purchases	94	423	1,014	990
Sales	0	-10	-112	-51
Issuances	0	0	0	0
Settlements	-136	-116	-203	-202
Transfers Into Level 3	94	378	296	742
Transfers Out of Level 3	-1,092	-699	-2,212	-1,212
Ending balance	2,219	2,953	2,219	2,953
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	18	-1	40	-11
Consumer MSRs [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	61	58	69	55
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-6	28	-17	30
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	3	3	7	5
Settlements	-1	-2	-2	-3
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	-26	0	-26
Ending balance	57	61	57	61
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	-6	28	-17	30
Derivative Assets [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	48	83	50	90
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	3	-7	3	-7
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	5	3	7	4
Settlements	-3	-6	-6	-12
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	-3	-1	-4	-3
Ending balance	50	72	50	72
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	3	-7	3	-7
Retained Interest in Securitizations [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	197	201	199	204
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	-2	-3	-4	-6
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	0	0	0	0
Ending balance	195	198	195	198
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	-2	-3	-4	-6
Derivative Liabilities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning balance	36	42	38	38
Total Gains or (Losses) (Realized/Unrealized), Included in Net Income	2	-4	4	11
Total Gains or (Losses) (Realized/Unrealized), Included in OCI	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	3	9	4	10
Settlements	-3	-5	-8	-16
Transfers Into Level 3	0	0	0	0
Transfers Out of Level 3	-1	0	-1	-1
Ending balance	37	42	37	42
Net Unrealized Gains (Losses) Included in Net Income Related to Assets and Liabilities Still Held	$2	($4)	$4	$11

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 $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	42,113	43,031
Retained Interest in Securitizations [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	195	199
Retained Interest in Securitizations [Member] | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Life of receivables (months)	'30 months	'34 months
Constant prepayment rate	1.00%	2.00%
Discount rate	4.00%	5.00%
Default rate	2.00%	2.00%
Loss severity	18.00%	15.00%
Retained Interest in Securitizations [Member] | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Life of receivables (months)	'89 months	'101 months
Constant prepayment rate	9.00%	7.00%
Discount rate	14.00%	14.00%
Default rate	7.00%	7.00%
Loss severity	99.00%	89.00%
RMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	836	1,304
RMBS [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	1.00%	0.00%
Constant prepayment rate	0.00%	0.00%
Default rate	0.00%	0.00%
Loss severity	0.00%	0.00%
RMBS [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	24.00%	23.00%
Constant prepayment rate	20.00%	21.00%
Default rate	14.00%	18.00%
Loss severity	75.00%	95.00%
RMBS [Member] | Weighted Average [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	5.00%	5.00%
Constant prepayment rate	3.00%	5.00%
Default rate	7.00%	8.00%
Loss severity	49.00%	49.00%
Consumer MSRs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	57	69
Consumer MSRs [Member] | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Total prepayment rate	8.00%	9.00%
Servicing cost	60.4	81.39
Discount rate	9.00%	10.00%
Consumer MSRs [Member] | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Total prepayment rate	28.00%	32.00%
Servicing cost	185.22	393.52
Discount rate	21.00%	17.00%
Consumer MSRs [Member] | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Total prepayment rate	11.00%	14.00%
Servicing cost	76.16	89.32
Discount rate	13.00%	11.00%
Other ABS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	175	343
Other ABS [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	2.00%	1.00%
Constant prepayment rate	1.00%	1.00%
Default rate	3.00%	1.00%
Loss severity	42.00%	44.00%
Other ABS [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	7.00%	8.00%
Constant prepayment rate	3.00%	6.00%
Default rate	12.00%	19.00%
Loss severity	88.00%	80.00%
Other ABS [Member] | Weighted Average [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	4.00%	3.00%
Constant prepayment rate	2.00%	2.00%
Default rate	10.00%	12.00%
Loss severity	71.00%	69.00%
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	759	944
U.S. Government Guaranteed Debt and Other Securities [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	0.00%	0.00%
U.S. Government Guaranteed Debt and Other Securities [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	4.00%	3.00%
U.S. Government Guaranteed Debt and Other Securities [Member] | Weighted Average [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	2.00%	2.00%
CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	449	739
CMBS [Member] | Minimum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	0.00%	1.00%
Constant prepayment rate	0.00%	0.00%
CMBS [Member] | Maximum [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	4.00%	4.00%
Constant prepayment rate	100.00%	20.00%
CMBS [Member] | Weighted Average [Member] | Discounted Cash Flows (3rd Party Pricing) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Yield	2.00%	2.00%
Constant prepayment rate	9.00%	3.00%
Derivative Assets [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Assets	50	50
Derivative Assets [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	3.00%	'
Derivative Assets [Member] | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	'	3.00%
Derivative Assets [Member] | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	'	4.00%
Derivative Assets [Member] | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	3.00%	4.00%
Derivative Liabilities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Fair Value, Liabilities	37	38
Derivative Liabilities [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	3.00%	'
Derivative Liabilities [Member] | Minimum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	'	3.00%
Derivative Liabilities [Member] | Maximum [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	'	4.00%
Derivative Liabilities [Member] | Weighted Average [Member] | Discounted Cash Flows [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Swap rates	3.00%	4.00%

Fair_Value_of_Financial_Instru6

Fair Value of Financial Instruments - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Level 1 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for sale	$0	$0
Level 2 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for sale	715	219
Level 3 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for sale	0	0
Assets at Fair Value [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for investment	87	84
Loans held for sale	31	145
Other assets	48	64
Total	166	293
Assets at Fair Value [Member] | Level 1 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for investment	0	0
Loans held for sale	0	0
Other assets	0	0
Total	0	0
Assets at Fair Value [Member] | Level 2 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for investment	0	0
Loans held for sale	31	145
Other assets	0	0
Total	31	145
Assets at Fair Value [Member] | Level 3 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans held for investment	87	84
Loans held for sale	0	0
Other assets	48	64
Total	$135	$148

Fair_Value_of_Financial_Instru7

Fair Value of Financial Instruments - Schedule of Assets Measured at Fair Value on Nonrecurring Basis (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]	'	'
Foreclosed property	$36	$42
Long-lived assets held for sale	$12	$22

Fair_Value_of_Financial_Instru8

Fair Value of Financial Instruments - Additional Information (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	$14,970	$16,499
Minimum [Member] | Loans Held for Investment [Member] | Appraisal Value [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Non-recoverable rate	0.00%	0.00%
Maximum [Member] | Loans Held for Investment [Member] | Appraisal Value [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Non-recoverable rate	15.00%	42.00%
Weighted Average [Member] | Loans Held for Investment [Member] | Appraisal Value [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Non-recoverable rate	10.00%	13.00%
Level 3 [Member] | Foreclosed Property [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	117	113
Level 3 [Member] | Repossessed Assets [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	$158	$160

Fair_Value_of_Financial_Instru9

Fair Value of Financial Instruments - Schedule of Earnings Related to Assets Measured at Fair Value on Nonrecurring Basis (Detail) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Assets:	'	'
Loans held for investment	($23)	($17)
Loans held for sale	0	-15
Other assets	-5	-11
Total	($28)	($43)

Recovered_Sheet2

Fair Value of Financial Instruments - Schedule of Fair Value of Financial Instruments (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financial assets:	'	'
Securities available for sale	$41,113	$41,800
Securities held to maturity	21,405	19,185
Derivative assets	748	959
Retained interests in securitizations	195	199
Financial liabilities:	'	'
Derivative liabilities	488	710
Carrying Amount [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	6,732	6,291
Restricted cash for securitization investors	361	874
Securities available for sale	41,113	41,800
Securities held to maturity	20,688	19,132
Net loans held for investment	194,530	192,884
Loans held for sale	709	218
Interest receivable	1,473	1,418
Derivative assets	748	959
Retained interests in securitizations	195	199
Financial liabilities:	'	'
Non-interest bearing deposits	24,920	22,643
Interest-bearing deposits	180,970	181,880
Securitized debt obligations	10,010	10,289
Senior and subordinated notes	16,628	13,134
Federal funds purchased and securities loaned or sold under agreements to repurchase	2,030	915
Other borrowings	10,446	16,316
Interest payable	309	307
Derivative liabilities	488	710
Estimated Fair Value [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	6,732	6,291
Restricted cash for securitization investors	361	874
Securities available for sale	41,113	41,800
Securities held to maturity	21,405	19,185
Net loans held for investment	199,138	198,138
Loans held for sale	715	219
Interest receivable	1,473	1,418
Derivative assets	748	959
Retained interests in securitizations	195	199
Financial liabilities:	'	'
Non-interest bearing deposits	24,920	22,643
Interest-bearing deposits	175,307	175,516
Securitized debt obligations	10,172	11,081
Senior and subordinated notes	17,279	13,715
Federal funds purchased and securities loaned or sold under agreements to repurchase	2,030	915
Other borrowings	10,453	16,324
Interest payable	309	307
Derivative liabilities	488	710
Level 1 [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	6,732	6,291
Restricted cash for securitization investors	361	874
Securities available for sale	1,342	960
Securities held to maturity	0	0
Net loans held for investment	0	0
Loans held for sale	0	0
Interest receivable	0	0
Derivative assets	4	3
Retained interests in securitizations	0	0
Financial liabilities:	'	'
Non-interest bearing deposits	24,920	22,643
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	2,030	915
Other borrowings	0	0
Interest payable	0	0
Derivative liabilities	4	4
Level 2 [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	37,552	37,510
Securities held to maturity	21,020	18,895
Net loans held for investment	0	0
Loans held for sale	715	219
Interest receivable	1,473	1,418
Derivative assets	694	906
Retained interests in securitizations	0	0
Financial liabilities:	'	'
Non-interest bearing deposits	0	0
Interest-bearing deposits	12,401	14,346
Securitized debt obligations	10,163	10,835
Senior and subordinated notes	17,279	13,715
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	10,453	16,324
Interest payable	309	307
Derivative liabilities	447	668
Level 3 [Member]	'	'
Financial assets:	'	'
Cash and cash equivalents	0	0
Restricted cash for securitization investors	0	0
Securities available for sale	2,219	3,330
Securities held to maturity	385	290
Net loans held for investment	199,138	198,138
Loans held for sale	0	0
Interest receivable	0	0
Derivative assets	50	50
Retained interests in securitizations	195	199
Financial liabilities:	'	'
Non-interest bearing deposits	0	0
Interest-bearing deposits	162,906	161,170
Securitized debt obligations	9	246
Senior and subordinated notes	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase	0	0
Other borrowings	0	0
Interest payable	0	0
Derivative liabilities	$37	$38

Business_Segments_Additional_I

Business Segments - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2014
	Segment
Segment Reporting [Abstract]	'
Number of operating segments	3

Business_Segments_Schedule_of_

Business Segments - Schedule of Segment Results and Reconciliation (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	$4,315	$4,553	$8,665	$9,123	'
Non-interest income	1,153	1,085	2,173	2,066	'
Total net revenue	5,468	5,638	10,838	11,189	'
Provision (benefit) for credit losses	704	762	1,439	1,647	'
PCCR intangible amortization	94	110	192	226	'
Core deposit intangible amortization	33	43	69	87	'
Total PCCR and core deposit intangible amortization	127	153	261	313	'
Other non-interest expense	2,852	2,865	5,650	5,696	'
Total non-interest expense	2,979	3,018	5,911	6,009	'
Income from continuing operations before income taxes	1,785	1,858	3,488	3,533	'
Income tax provision (benefit)	581	631	1,160	1,172	'
Income from continuing operations, net of tax	1,204	1,227	2,328	2,361	'
Period-end total loans held for investment	198,528	191,512	198,528	191,512	197,199
Period-end total customer deposits	205,890	209,865	205,890	209,865	204,523
Credit Card [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	2,461	2,804	4,986	5,634	'
Non-interest income	839	832	1,624	1,653	'
Total net revenue	3,300	3,636	6,610	7,287	'
Provision (benefit) for credit losses	549	713	1,107	1,456	'
PCCR intangible amortization	94	110	192	226	'
Core deposit intangible amortization	0	0	0	0	'
Total PCCR and core deposit intangible amortization	94	110	192	226	'
Other non-interest expense	1,625	1,709	3,253	3,441	'
Total non-interest expense	1,719	1,819	3,445	3,667	'
Income from continuing operations before income taxes	1,032	1,104	2,058	2,164	'
Income tax provision (benefit)	364	385	722	759	'
Income from continuing operations, net of tax	668	719	1,336	1,405	'
Period-end total loans held for investment	79,018	78,310	79,018	78,310	'
Period-end total customer deposits	0	0	0	0	'
Consumer Banking [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	1,431	1,478	2,864	2,956	'
Non-interest income	170	189	320	370	'
Total net revenue	1,601	1,667	3,184	3,326	'
Provision (benefit) for credit losses	143	67	283	242	'
PCCR intangible amortization	0	0	0	0	'
Core deposit intangible amortization	28	35	58	72	'
Total PCCR and core deposit intangible amortization	28	35	58	72	'
Other non-interest expense	910	875	1,810	1,728	'
Total non-interest expense	938	910	1,868	1,800	'
Income from continuing operations before income taxes	520	690	1,033	1,284	'
Income tax provision (benefit)	186	246	369	457	'
Income from continuing operations, net of tax	334	444	664	827	'
Period-end total loans held for investment	71,062	72,218	71,062	72,218	'
Period-end total customer deposits	169,153	169,789	169,153	169,789	'
Commercial Banking [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	436	402	857	803	'
Non-interest income	109	93	196	177	'
Total net revenue	545	495	1,053	980	'
Provision (benefit) for credit losses	12	-14	52	-49	'
PCCR intangible amortization	0	0	0	0	'
Core deposit intangible amortization	5	8	11	15	'
Total PCCR and core deposit intangible amortization	5	8	11	15	'
Other non-interest expense	262	220	511	434	'
Total non-interest expense	267	228	522	449	'
Income from continuing operations before income taxes	266	281	479	580	'
Income tax provision (benefit)	95	100	171	206	'
Income from continuing operations, net of tax	171	181	308	374	'
Period-end total loans held for investment	48,321	40,805	48,321	40,805	'
Period-end total customer deposits	31,440	30,869	31,440	30,869	'
Other [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income	-13	-131	-42	-270	'
Non-interest income	35	-29	33	-134	'
Total net revenue	22	-160	-9	-404	'
Provision (benefit) for credit losses	0	-4	-3	-2	'
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	55	61	76	93	'
Total non-interest expense	55	61	76	93	'
Income from continuing operations before income taxes	-33	-217	-82	-495	'
Income tax provision (benefit)	-64	-100	-102	-250	'
Income from continuing operations, net of tax	31	-117	20	-245	'
Period-end total loans held for investment	127	179	127	179	'
Period-end total customer deposits	$5,297	$9,207	$5,297	$9,207	'

Commitments_Contingencies_Guar2

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

3 Months Ended

6 Months Ended

6 Months Ended

6 Months Ended

6 Months Ended

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Sep. 30, 2010

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Subsidiary

Subsidiary

Minimum [Member]

Maximum [Member]

Beech Street Capital [Member]

Capital One Home Loans, LLC [Member]

GreenPoint [Member]

Chevy Chase Bank (CCB) [Member]

U.S. Bank Litigation [Member]

DBSP Litigation [Member]

RMBS Trusts [Member]

LXS Trusts Litigation [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]

MortgageLoan

Contracts

Plaintiff

Commitments, Contingencies And Guarantees [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Maximum credit exposure

$14,000,000

'

$14,000,000

'

'

$16,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recorded liability

13,000,000

'

13,000,000

'

'

15,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Business acquisition date

'

'

'

'

'

'

'

'

'

'

1-Nov-13

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

2,100,000,000

'

2,100,000,000

'

'

2,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Carrying value of outstanding letters of credit

3,000,000

'

3,000,000

'

'

4,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Financial guarantees expiration year

'

'

'

'

'

'

'

'

'2014

'2025

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair amount of loss sharing agreements

33,000,000

'

33,000,000

'

'

14,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Additional collateral or recourse provisions

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Payment protection insurance reserve

169,000,000

'

169,000,000

'

'

169,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of subsidiaries acquired that originated residential mortgage loans

3

'

3

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Acquisition date

'

'

'

'

'

'

'

'

'

'

'

'2005-02

'2006-12

'2009-02

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

48,000,000,000

'

'

'

Percentage of original principal balance covered by bond insurance

'

'

48.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans sold 2005 to 2008

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

24,000,000,000

'

24,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Active loan losses

21,000,000,000

'

21,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Minimum number of days past due for delinquent loan status

'

'

'90 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

5,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Open repurchase requests

2,747,000,000

'

2,747,000,000

'

'

2,825,000,000

'

2,419,000,000

'

'

'

'

'

'

'

'

'

'

29,000,000

89,000,000

59,000,000

870,000,000

1,614,000,000

1,579,000,000

'

'

1,848,000,000

1,122,000,000

781,000,000

'

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

1,012,000,000

1,156,000,000

1,012,000,000

1,156,000,000

1,128,000,000

1,172,000,000

994,000,000

899,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Benefit for mortgage representation and warranty losses

'

'

51,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net realized losses

98,000,000

21,000,000

109,000,000

23,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

2,500,000,000

'

2,500,000,000

'

'

2,600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

0.10%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,800,000,000

353,000,000

3,400,000,000

915,000,000

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Statute of limitations

'

'

'In January 2014, the court granted GreenPoint's motion to dismiss based on the statute of limitations, ruling that New York's six-year statute of limitations began running no later than the time of the mortgage securitization.

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Commitments_Contingencies_Guar3

Commitments, Contingencies, Guarantees, and Others - Schedule of Unpaid Principal Balance of Mortgage Loans Originated and Sold to Third Parties Based on Category of Purchaser (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Commitments, Contingencies And Guarantees [Line Items]	'	'
Estimated Unpaid Principal Balance	$24,000,000,000	$26,000,000,000
2005 to 2008 Year [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	111,000,000,000	'
2008 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	4,000,000,000	'
2007 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	21,000,000,000	'
2006 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	41,000,000,000	'
2005 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	45,000,000,000	'
GSE's [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Estimated Unpaid Principal Balance	3,000,000,000	3,000,000,000
GSE's [Member] | 2005 to 2008 Year [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	11,000,000,000	'
GSE's [Member] | 2008 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	1,000,000,000	'
GSE's [Member] | 2007 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	4,000,000,000	'
GSE's [Member] | 2006 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	3,000,000,000	'
GSE's [Member] | 2005 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	3,000,000,000	'
Insured Securitizations [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Estimated Unpaid Principal Balance	4,000,000,000	5,000,000,000
Insured Securitizations [Member] | 2005 to 2008 Year [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	20,000,000,000	'
Insured Securitizations [Member] | 2008 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	0	'
Insured Securitizations [Member] | 2007 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	2,000,000,000	'
Insured Securitizations [Member] | 2006 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	8,000,000,000	'
Insured Securitizations [Member] | 2005 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	10,000,000,000	'
Uninsured Securitizations and Other [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Estimated Unpaid Principal Balance	17,000,000,000	18,000,000,000
Uninsured Securitizations and Other [Member] | 2005 to 2008 Year [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	80,000,000,000	'
Uninsured Securitizations and Other [Member] | 2008 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	3,000,000,000	'
Uninsured Securitizations and Other [Member] | 2007 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	15,000,000,000	'
Uninsured Securitizations and Other [Member] | 2006 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	30,000,000,000	'
Uninsured Securitizations and Other [Member] | 2005 [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Original Principal Balance	$32,000,000,000	'

Commitments_Contingencies_Guar4

Commitments, Contingencies, Guarantees, and Others - Schedule of Open Claims in Pipeline (Detail) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	$2,825	$2,419
Gross new demands received	755	634
Loans repurchased/made whole	-27	-81
Demands rescinded	-806	-147
Open claims, ending balance	2,747	2,825
GSE's [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	89	59
Gross new demands received	16	203
Loans repurchased/made whole	-25	-49
Demands rescinded	-51	-124
Open claims, ending balance	29	89
Insured Securitizations [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	1,614	1,579
Gross new demands received	1	40
Loans repurchased/made whole	0	-5
Demands rescinded	-745	0
Open claims, ending balance	870	1,614
Uninsured Securitizations and Other [Member]	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'
Open claims, beginning balance	1,122	781
Gross new demands received	738	391
Loans repurchased/made whole	-2	-27
Demands rescinded	-10	-23
Open claims, ending balance	$1,848	$1,122

Commitments_Contingencies_Guar5

Commitments, Contingencies, Guarantees, and Others - Schedule of Changes in Representation and Warranty Reserve (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Commitment And Contingencies [Line Items]	'	'	'	'
Representation and warranty repurchase reserve, beginning of period	$1,128	$994	$1,172	$899
Provision (benefit) for mortgage representation and warranty losses	-18	183	-51	280
Net realized losses	-98	-21	-109	-23
Representation and warranty repurchase reserve, end of period	1,012	1,156	1,012	1,156
Continuing Operations [Member]	'	'	'	'
Commitment And Contingencies [Line Items]	'	'	'	'
Provision (benefit) for mortgage representation and warranty losses	-29	-4	-15	-14
Discontinued Operations [Member]	'	'	'	'
Commitment And Contingencies [Line Items]	'	'	'	'
Provision (benefit) for mortgage representation and warranty losses	$11	$187	($36)	$294

Commitments_Contingencies_Guar6

Commitments, Contingencies, Guarantees, and Others - Schedule of Allocation of Representation and Warranty Reserves (Detail) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Reserve liability	$1,012	$1,128	$1,172	$1,156	$994	$899
GSEs and Active Insured Securitizations [Member]	'	'	'	'	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Reserve liability	783	'	965	'	'	'
Inactive Insured Securitizations and Others [Member]	'	'	'	'	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Reserve liability	229	'	207	'	'	'
2005 to 2008 Year [Member]	'	'	'	'	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Loans sold 2005 to 2008	111	'	'	'	'	'
2005 to 2008 Year [Member] | GSEs and Active Insured Securitizations [Member]	'	'	'	'	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Loans sold 2005 to 2008	27	'	'	'	'	'
2005 to 2008 Year [Member] | Inactive Insured Securitizations and Others [Member]	'	'	'	'	'	'
Commitments, Contingencies And Guarantees [Line Items]	'	'	'	'	'	'
Loans sold 2005 to 2008	$84	'	'	'	'	'