|
Derivatives, Sold and Purchased Credit Derivatives (Details) (USD $)
In Millions, unless otherwise specified
|
12 Months Ended |
|
Dec. 31, 2012
|
Dec. 31, 2011
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Fair value liability |
2,623 |
5,178 |
| Notional amount Protection sold |
26,455 |
38,403 |
| Notional amount Protection purchased with identical underlyings |
14,930 |
18,372 |
| Notional Net protection sold |
11,525 |
20,031 |
| Notional Other protection purchased |
13,981 |
17,843 |
|
Non-investment Grade [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Notional amount Protection sold |
15,104 |
23,817 |
|
Structured products [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Fair value liability |
1,787 |
3,308 |
| Notional amount Protection sold |
2,433 |
4,691 |
| Notional amount Protection purchased with identical underlyings |
948 |
2,194 |
| Notional Net protection sold |
1,485 |
2,497 |
| Notional Other protection purchased |
393 |
1,335 |
|
Structured products [Member] | Minimum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Jan.
01,
2016 |
Jan.
01,
2016 |
|
Structured products [Member] | Maximum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Dec. 31,
2056 |
Dec. 31,
2056 |
|
Structured products [Member] | Non-investment Grade [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Notional amount Protection sold |
2,039 |
4,300 |
|
Credit Default Swap [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Fair value liability |
4 |
68 |
| Notional amount Protection sold |
3,520 |
3,006 |
| Notional amount Protection purchased with identical underlyings |
3,444 |
2,341 |
| Notional Net protection sold |
76 |
665 |
| Notional Other protection purchased |
616 |
912 |
|
Credit Default Swap [Member] | Minimum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Jan.
01,
2013 |
Jan.
01,
2012 |
|
Credit Default Swap [Member] | Maximum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Dec. 31,
2017 |
Dec. 31,
2017 |
|
Credit Default Swap [Member] | Non-investment Grade [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Notional amount Protection sold |
348 |
843 |
|
Corporate Bond Securities [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Fair value liability |
240 |
1,002 |
| Notional amount Protection sold |
15,845 |
24,634 |
| Notional amount Protection purchased with identical underlyings |
9,636 |
13,329 |
| Notional Net protection sold |
6,209 |
11,305 |
| Notional Other protection purchased |
7,701 |
9,404 |
|
Corporate Bond Securities [Member] | Minimum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Jan.
01,
2013 |
Jan.
01,
2012 |
|
Corporate Bond Securities [Member] | Maximum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Dec. 31,
2021 |
Dec. 31,
2021 |
|
Corporate Bond Securities [Member] | Non-investment Grade [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Notional amount Protection sold |
8,448 |
14,043 |
|
Total asset-backed securities [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Fair value liability |
57 |
76 |
| Notional amount Protection sold |
64 |
83 |
| Notional amount Protection purchased with identical underlyings |
6 |
8 |
| Notional Net protection sold |
58 |
75 |
| Notional Other protection purchased |
92 |
116 |
|
Total asset-backed securities [Member] | Minimum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Jan.
01,
2037 |
Jan.
01,
2037 |
|
Total asset-backed securities [Member] | Maximum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Dec. 31,
2046 |
Dec. 31,
2046 |
|
Total asset-backed securities [Member] | Non-investment Grade [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Notional amount Protection sold |
64 |
83 |
|
Commercial [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Fair value liability |
531 |
713 |
| Notional amount Protection sold |
1,249 |
1,357 |
| Notional amount Protection purchased with identical underlyings |
790 |
19 |
| Notional Net protection sold |
459 |
1,338 |
| Notional Other protection purchased |
524 |
1,403 |
|
Commercial [Member] | Minimum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Jan.
01,
2049 |
Jan.
01,
2049 |
|
Commercial [Member] | Maximum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Dec. 31,
2052 |
Dec. 31,
2052 |
|
Commercial [Member] | Non-investment Grade [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Notional amount Protection sold |
861 |
458 |
|
Other Credit Derivatives [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Fair value liability |
4 |
11 |
| Notional amount Protection sold |
3,344 |
4,632 |
| Notional amount Protection purchased with identical underlyings |
106 |
481 |
| Notional Net protection sold |
3,238 |
4,151 |
| Notional Other protection purchased |
4,655 |
4,673 |
|
Other Credit Derivatives [Member] | Minimum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Jan.
01,
2013 |
Jan.
01,
2012 |
|
Other Credit Derivatives [Member] | Maximum [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Derivative range of maturity dates |
Dec. 31,
2056 |
Dec. 31,
2056 |
|
Other Credit Derivatives [Member] | Non-investment Grade [Member]
|
|
|
| Details of Sold and Purchased Credit Derivatives [Abstract] |
|
|
| Notional amount Protection sold |
3,344 |
4,090 |