FAIR VALUE MEASUREMENT - Valuation Techniques and Inputs for Level 3 Fair Value Measurements (Details)
|
Dec. 31, 2025
USD ($)
year
|
Dec. 31, 2024
USD ($)
year
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Marketable equity securities |
$ 921,000,000
|
$ 578,000,000
|
| Derivatives |
55,434,000,000
|
60,599,000,000
|
| Price-based | Level 3 |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities |
352,000,000
|
214,000,000
|
| State and municipal, foreign government, corporate and other debt securities |
866,000,000
|
560,000,000
|
| Marketable equity securities |
|
131,000,000
|
| Asset-backed securities |
|
132,000,000
|
| Non-marketable equities |
|
50,000,000
|
| Non-trading derivatives and other financial assets and liabilities measured on a recurring basis (gross) |
|
14,000,000
|
| Loans and leases |
|
82,000,000
|
| Securities sold, not yet purchased and other trading liabilities |
|
27,000,000
|
| Price-based | Level 3 | Credit derivatives |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives |
$ 985,000,000
|
$ 468,000,000
|
| Price-based | Price | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
0.80
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
20.77
|
0
|
| Marketable equity securities, measurement input |
|
0
|
| Asset-backed securities, measurement input |
|
3.46
|
| Non-marketable equities, measurement input |
|
0.54
|
| Non-trading derivatives and other financial assets and liabilities measured on a recurring basis (gross), measurement input, value |
|
$ 91.12
|
| Securities sold, not yet purchased and other trading liabilities, measurement input |
|
0
|
| Price-based | Price | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
145.12
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
194.45
|
173.20
|
| Marketable equity securities, measurement input |
|
14,382.07
|
| Asset-backed securities, measurement input |
|
132.54
|
| Non-marketable equities, measurement input |
|
2,960.96
|
| Non-trading derivatives and other financial assets and liabilities measured on a recurring basis (gross), measurement input, value |
|
$ 104.49
|
| Securities sold, not yet purchased and other trading liabilities, measurement input |
|
14,382.07
|
| Price-based | Price | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
37.47
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
114.31
|
98.52
|
| Marketable equity securities, measurement input |
|
442.64
|
| Asset-backed securities, measurement input |
|
74.86
|
| Non-marketable equities, measurement input |
|
432.84
|
| Non-trading derivatives and other financial assets and liabilities measured on a recurring basis (gross), measurement input, value |
|
$ 100.04
|
| Securities sold, not yet purchased and other trading liabilities, measurement input |
|
91.47
|
| Price-based | Price | Level 3 | Credit derivatives | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
8.00
|
43.71
|
| Price-based | Price | Level 3 | Credit derivatives | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
119.13
|
103.53
|
| Price-based | Price | Level 3 | Credit derivatives | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
85.45
|
85.76
|
| Price-based | Yield | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
|
0.01
|
| Price-based | Yield | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
|
99.81
|
| Price-based | Yield | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
|
35.24
|
| Price-based | Upfront points | Level 3 | Credit derivatives | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0505
|
(0.0625)
|
| Price-based | Upfront points | Level 3 | Credit derivatives | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
1.0623
|
1.1052
|
| Price-based | Upfront points | Level 3 | Credit derivatives | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.6100
|
0.4393
|
| Model-based | Level 3 |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities borrowed and purchased under agreements to resell |
|
$ 128,000,000
|
| State and municipal, foreign government, corporate and other debt securities |
$ 389,000,000
|
489,000,000
|
| Marketable equity securities |
|
22,000,000
|
| Non-marketable equities |
|
50,000,000
|
| Loans and leases |
|
177,000,000
|
| Mortgage servicing rights |
82,000,000
|
84,000,000
|
| Interest-bearing deposits |
|
39,000,000
|
| Securities loaned and sold under agreements to repurchase |
952,000,000
|
390,000,000
|
| Short-term borrowings and long-term debt |
24,126,000,000
|
20,883,000,000
|
| Model-based | Level 3 | Interest rate contracts |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives |
3,608,000,000
|
3,574,000,000
|
| Model-based | Level 3 | Foreign exchange risks |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives |
1,217,000,000
|
1,247,000,000
|
| Model-based | Level 3 | Equity contracts |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives |
6,597,000,000
|
4,345,000,000
|
| Model-based | Level 3 | Commodity contracts |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives |
1,881,000,000
|
1,716,000,000
|
| Model-based | Level 3 | Credit derivatives |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives |
$ 1,720,000,000
|
$ 869,000,000
|
| Model-based | Credit spread | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities borrowed and purchased under agreements to resell, measurement input |
|
0.10%
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
0.016700
|
0.0035
|
| Model-based | Credit spread | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities borrowed and purchased under agreements to resell, measurement input |
|
0.10%
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
0.050830
|
0.0550
|
| Model-based | Credit spread | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities borrowed and purchased under agreements to resell, measurement input |
|
0.10%
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
0.039915
|
0.0277
|
| Model-based | Credit spread | Level 3 | Credit derivatives | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.000520
|
0.000500
|
| Model-based | Credit spread | Level 3 | Credit derivatives | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.059293
|
0.074727
|
| Model-based | Credit spread | Level 3 | Credit derivatives | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.007428
|
0.010050
|
| Model-based | Interest rate | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities borrowed and purchased under agreements to resell, measurement input |
|
3.81%
|
| Securities loaned and sold under agreements to repurchase, measurement input |
0.0347
|
0.0425
|
| Model-based | Interest rate | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities borrowed and purchased under agreements to resell, measurement input |
|
3.81%
|
| Securities loaned and sold under agreements to repurchase, measurement input |
0.0543
|
0.0485
|
| Model-based | Interest rate | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities borrowed and purchased under agreements to resell, measurement input |
|
3.81%
|
| Securities loaned and sold under agreements to repurchase, measurement input |
0.0385
|
0.0428
|
| Model-based | Price | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
73.88
|
| Model-based | Price | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
99.25
|
| Model-based | Price | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
85.09
|
| Model-based | Yield | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage servicing rights, measurement input |
(0.0040)
|
0.0030
|
| Model-based | Yield | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage servicing rights, measurement input |
0.1200
|
0.1200
|
| Model-based | Yield | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage servicing rights, measurement input |
0.0635
|
0.0682
|
| Model-based | Yield | Level 3 | Interest rate contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
0.0169
|
| Model-based | Yield | Level 3 | Interest rate contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
0.4632
|
| Model-based | Yield | Level 3 | Interest rate contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
0.0564
|
| Model-based | Yield | Level 3 | Foreign exchange risks | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0105
|
0.0169
|
| Model-based | Yield | Level 3 | Foreign exchange risks | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.1490
|
0.4632
|
| Model-based | Yield | Level 3 | Foreign exchange risks | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0643
|
0.0926
|
| Model-based | WAL | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Marketable equity securities, measurement input | year |
|
2.40
|
| Model-based | WAL | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Marketable equity securities, measurement input | year |
|
2.40
|
| Model-based | WAL | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Marketable equity securities, measurement input | year |
|
2.40
|
| Model-based | Recovery | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Marketable equity securities, measurement input |
|
8,628,000,000
|
| Model-based | Recovery | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Marketable equity securities, measurement input |
|
8,628,000,000
|
| Model-based | Recovery | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Marketable equity securities, measurement input |
|
8,628,000,000
|
| Model-based | IR normal volatility | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities loaned and sold under agreements to repurchase, measurement input |
0.0046
|
0.0067
|
| Short-term borrowings and long-term debt, measurement input |
0.0006
|
0.0004
|
| Model-based | IR normal volatility | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities loaned and sold under agreements to repurchase, measurement input |
0.0089
|
0.0113
|
| Short-term borrowings and long-term debt, measurement input |
0.0298
|
0.2000
|
| Model-based | IR normal volatility | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Securities loaned and sold under agreements to repurchase, measurement input |
0.0078
|
0.0093
|
| Short-term borrowings and long-term debt, measurement input |
0.0074
|
0.0154
|
| Model-based | IR normal volatility | Level 3 | Interest rate contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0006
|
0.0016
|
| Model-based | IR normal volatility | Level 3 | Interest rate contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0298
|
0.2000
|
| Model-based | IR normal volatility | Level 3 | Interest rate contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0065
|
0.0218
|
| Model-based | IR normal volatility | Level 3 | Foreign exchange risks | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0049
|
0.0067
|
| Model-based | IR normal volatility | Level 3 | Foreign exchange risks | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0086
|
0.0113
|
| Model-based | IR normal volatility | Level 3 | Foreign exchange risks | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0074
|
0.0093
|
| Model-based | IR Basis | Level 3 | Foreign exchange risks | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
(0.2015)
|
(0.0750)
|
| Model-based | IR Basis | Level 3 | Foreign exchange risks | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.1117
|
0.6475
|
| Model-based | IR Basis | Level 3 | Foreign exchange risks | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
(0.0005)
|
0.0501
|
| Model-based | FX volatility | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.0526
|
|
| Model-based | FX volatility | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.1401
|
|
| Model-based | FX volatility | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.0908
|
|
| Model-based | FX volatility | Level 3 | Foreign exchange risks | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0032
|
0.0333
|
| Model-based | FX volatility | Level 3 | Foreign exchange risks | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.7414
|
0.2764
|
| Model-based | FX volatility | Level 3 | Foreign exchange risks | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0791
|
0.1255
|
| Model-based | Equity volatility | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
0.3542
|
| Short-term borrowings and long-term debt, measurement input |
0.0550
|
0
|
| Model-based | Equity volatility | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
0.4194
|
| Short-term borrowings and long-term debt, measurement input |
0.9267
|
1.4541
|
| Model-based | Equity volatility | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
0.3721
|
| Short-term borrowings and long-term debt, measurement input |
0.2095
|
0.1981
|
| Model-based | Equity volatility | Level 3 | Interest rate contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.1200
|
|
| Model-based | Equity volatility | Level 3 | Interest rate contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.4892
|
|
| Model-based | Equity volatility | Level 3 | Interest rate contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.2643
|
|
| Model-based | Equity volatility | Level 3 | Equity contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0281
|
0
|
| Model-based | Equity volatility | Level 3 | Equity contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
1.8401
|
1.4541
|
| Model-based | Equity volatility | Level 3 | Equity contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.4280
|
0.3289
|
| Model-based | Equity forward | Level 3 | Interest rate contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
0.7178
|
| Model-based | Equity forward | Level 3 | Interest rate contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
3.3429
|
| Model-based | Equity forward | Level 3 | Interest rate contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
1.0648
|
| Model-based | Equity forward | Level 3 | Equity contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.5329
|
0.7178
|
| Model-based | Equity forward | Level 3 | Equity contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
3.7346
|
3.3429
|
| Model-based | Equity forward | Level 3 | Equity contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
1.1114
|
1.0590
|
| Model-based | Equity-FX Correlation | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
(0.6000)
|
(0.3400)
|
| Model-based | Equity-FX Correlation | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.7000
|
0.6000
|
| Model-based | Equity-FX Correlation | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
(0.1657)
|
0.2729
|
| Model-based | Equity-FX Correlation | Level 3 | Equity contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
(0.7575)
|
(0.9333)
|
| Model-based | Equity-FX Correlation | Level 3 | Equity contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.7000
|
0.7000
|
| Model-based | Equity-FX Correlation | Level 3 | Equity contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
(0.1361)
|
(0.1452)
|
| Model-based | Equity-Equity Correlation | Level 3 | Equity contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
(0.3622)
|
(0.3622)
|
| Model-based | Equity-Equity Correlation | Level 3 | Equity contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.9900
|
0.9900
|
| Model-based | Equity-Equity Correlation | Level 3 | Equity contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.5248
|
0.7243
|
| Model-based | Forward price | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
0.0184
|
| Interest-bearing deposits, measurement input |
|
1.0000
|
| Model-based | Forward price | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
2.4441
|
| Interest-bearing deposits, measurement input |
|
1.0000
|
| Model-based | Forward price | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Loans and leases, measurement input |
|
1.0292
|
| Interest-bearing deposits, measurement input |
|
1.0000
|
| Model-based | Forward price | Level 3 | Commodity contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0011
|
0.0184
|
| Model-based | Forward price | Level 3 | Commodity contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
3.9549
|
2.4441
|
| Model-based | Forward price | Level 3 | Commodity contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.9883
|
1.1584
|
| Model-based | Commodity volatility | Level 3 | Commodity contracts | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0840
|
0.0714
|
| Model-based | Commodity volatility | Level 3 | Commodity contracts | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
3.1656
|
2.8561
|
| Model-based | Commodity volatility | Level 3 | Commodity contracts | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.4229
|
0.3586
|
| Model-based | Recovery rate | Level 3 | Credit derivatives | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.0050
|
0.2000
|
| Model-based | Recovery rate | Level 3 | Credit derivatives | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.4000
|
0.7200
|
| Model-based | Recovery rate | Level 3 | Credit derivatives | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
0.3487
|
0.4154
|
| Model-based | Credit spread volatility | Level 3 | Credit derivatives | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
0.2985
|
| Model-based | Credit spread volatility | Level 3 | Credit derivatives | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
0.8144
|
| Model-based | Credit spread volatility | Level 3 | Credit derivatives | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Derivatives, measurement input |
|
0.6758
|
| Model-based | IR-FX correlation | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
(0.3400)
|
|
| Model-based | IR-FX correlation | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.6000
|
|
| Model-based | IR-FX correlation | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.4637
|
|
| Model-based | Equity-IR correlation | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0
|
|
| Model-based | Equity-IR correlation | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.5664
|
|
| Model-based | Equity-IR correlation | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.3632
|
|
| Model-based | IR-IR correlation | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.4000
|
|
| Model-based | IR-IR correlation | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.4000
|
|
| Model-based | IR-IR correlation | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Short-term borrowings and long-term debt, measurement input |
0.4000
|
|
| Yield analysis | Level 3 |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities |
$ 214,000,000
|
$ 230,000,000
|
| Asset-backed securities |
|
$ 47,000,000
|
| Yield analysis | Price | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
|
0.0524
|
| Yield analysis | Price | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
|
0.1843
|
| Yield analysis | Price | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
|
0.0925
|
| Yield analysis | Yield | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
0.0478
|
|
| Asset-backed securities, measurement input |
|
0.0585
|
| Yield analysis | Yield | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
0.2614
|
|
| Asset-backed securities, measurement input |
|
0.1276
|
| Yield analysis | Yield | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Mortgage-backed securities, measurement input |
0.1286
|
|
| Asset-backed securities, measurement input |
|
0.0807
|
| Comparables analysis | Level 3 |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities |
|
$ 222,000,000
|
| Comparables analysis | Illiquidity discount | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
0.0740
|
| Comparables analysis | Illiquidity discount | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
0.3300
|
| Comparables analysis | Illiquidity discount | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
0.1647
|
| Comparables analysis | Revenue multiple | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
4.50
|
| Comparables analysis | Revenue multiple | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
16.31
|
| Comparables analysis | Revenue multiple | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
11.97
|
| Comparables analysis | EBITDA multiple | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
16.20
|
| Comparables analysis | EBITDA multiple | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
16.20
|
| Comparables analysis | EBITDA multiple | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
16.20
|
| Cash flow | Level 3 |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| State and municipal, foreign government, corporate and other debt securities |
$ 159,000,000
|
$ 140,000,000
|
| Non-marketable equities |
|
81,000,000
|
| Mortgage servicing rights |
$ 676,000,000
|
$ 671,000,000
|
| Cash flow | Yield | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
0.0230
|
0.0420
|
| Cash flow | Yield | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
0.0930
|
0.1060
|
| Cash flow | Yield | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input |
0.0872
|
0.0988
|
| Cash flow | WAL | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input | year |
3.24
|
3.59
|
| Mortgage servicing rights, measurement input | year |
3.24
|
3.59
|
| Cash flow | WAL | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input | year |
8.14
|
8.82
|
| Mortgage servicing rights, measurement input | year |
8.14
|
8.82
|
| Cash flow | WAL | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| State and municipal, foreign government, corporate and other debt securities, measurement input | year |
6.80
|
7.57
|
| Mortgage servicing rights, measurement input | year |
6.80
|
7.57
|
| Cash flow | Discount rate | Level 3 | Minimum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
0.0975
|
| Cash flow | Discount rate | Level 3 | Maximum |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
0.1750
|
| Cash flow | Discount rate | Level 3 | Weighted Average |
|
|
| Fair Value Inputs Assets Liabilities Quantitative Information |
|
|
| Non-marketable equities, measurement input |
|
0.1338
|