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Document and Entity Information	3 Months Ended
Mar. 31, 2012	Apr. 30, 2012
Document and Entity Information [Abstract]
Entity Registrant Name	WELLS FARGO & COMPANY/MN
Entity Central Index Key	0000072971
Document Type	10-Q
Document Period End Date	Mar 31, 2012
Amendment Flag	false
Document Fiscal Year Focus	2012
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	--12-31
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		5,313,919,450

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Consolidated Statement of Income (Unaudited) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Interest income
Trading assets	$ 377		$ 350
Securities available for sale	2,088		2,164
Mortgages held for sale	459		437
Loans held for sale	9		12
Loans	9,197		9,387
Other interest income	125		122
Total interest income	12,255		12,472
Interest expense
Deposits	457		615
Short-term borrowings	16		26
Long-term debt	830		1,104
Other interest expense	64		76
Total interest expense	1,367		1,821
Net interest income	10,888		10,651
Provision for credit losses	1,995		2,210
Net interest income after provision for credit losses	8,893		8,441
Noninterest income
Service charges on deposit accounts	1,084		1,012
Trust and investment fees	2,839		2,916
Card fees	654		957
Other fees	1,095		989
Mortgage banking	2,870		2,016
Insurance	519		503
Net gains from trading activities	640		612
Net losses on debt securities available for sale	(7)	[1]	(166)	[1]
Net gains from equity investments	364	[2]	353	[2]
Operating leases	59		77
Other	631		409
Total noninterest income	10,748		9,678
Noninterest expense
Salaries	3,601		3,454
Commission and incentive compensation	2,417		2,347
Employee benefits	1,608		1,392
Equipment	557		632
Net occupancy	704		752
Core deposit and other intangibles	419		483
FDIC and other deposit assessments	357		305
Other	3,330		3,368
Total noninterest expense	12,993		12,733
Income before income tax expense	6,648		5,386
Income tax expense	2,328		1,572
Net income before noncontrolling interests	4,320		3,814
Less: Net income (loss) from noncontrolling interests	72		55
Wells Fargo net income	4,248		3,759
Less: Preferred stock dividends and other	226		189
Wells Fargo net income applicable to common stock	$ 4,022		$ 3,570
Per share information
Earnings per common share	$ 0.76		$ 0.68
Diluted earnings per common share	$ 0.75		$ 0.67
Dividends declared per common share	$ 0.22		$ 0.12
Average common shares outstanding	5,282.6		5,278.8
Diluted average common shares outstanding	5,337.8		5,333.1
[1]	Total other-than-temporary impairment (OTTI) losses (gains) were $35 million and $(76) million for first quarter 2012 and 2011, respectively. Of total OTTI, losses of $50 million and $80 million were recognized in earnings, and gains of $(15) million and $(156) million were recognized as non-credit related OTTI in other comprehensive income for first quarter 2012 and 2011, respectively.
[2]	Includes OTTI losses of $15 million and $41 million for first quarter 2012 and 2011, respectively.

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Consolidated Statement of Income (Unaudited) (Parenthetical) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Noninterest income
Other-than-temporary impairment losses on debt securities available for sale in earnings	$ 50	$ 80
Total other-than-temporary impairment losses on debt securities available for sale recognized in earnings and other comprehensive income	35	(76)
Total recorded directly to OCI for non-credit-related impairment	(15)	(156)
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Equity Securities and Nonmarketable Equity Securities	$ 15	$ 41

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Consolidated Statement of Comprehensive Income (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Wells Fargo net income (loss)	$ 4,248		$ 3,759
Foreign currency translation adjustments:
Net unrealized gains (losses) arising during the period, before tax	10	[1]	24	[1]
Securities available for sale:
Net unrealized gains (losses) arising during the period, Before tax	1,874		498
Reclassification of (gains) losses included in net income, Before tax	(226)		51
Derivatives and hedging activities:
Net unrealized gains arising during the period, Before tax	42		(4)
Reclassification of net gains on cash flow hedges included in net income, Before tax	(107)		(156)
Defined benefit plans adjustment:
Net actuarial gains (losses) arising during the period, Before tax	(5)		(1)
Amortization of net actuarial loss and prior service cost included in net income, Before tax	36		24
Other comprehensive income, Before tax	1,624		436
Income tax expense related to OCI	(611)		(157)
Other comprehensive income, Net of tax	1,013		279
Less: Other comprehensive income attributable to noncontrolling interests	4		(4)
Wells Fargo other comprehensive income, net of tax	1,009		283
Wells Fargo Total Comprehensive Income	5,257		4,042
Comprehensive income from noncontrolling interests	76		51
Total comprehensive income	5,333		4,093
Total Wells Fargo stockholders' equity [Member]
Wells Fargo net income (loss)	4,248		3,759
Defined benefit plans adjustment:
Wells Fargo other comprehensive income, net of tax	1,009		283
Wells Fargo Total Comprehensive Income	5,257		4,042
Noncontrolling interests [Member]
Defined benefit plans adjustment:
Less: Other comprehensive income attributable to noncontrolling interests	4		(4)
Comprehensive income from noncontrolling interests	$ 76		$ 51
[1]	There was no sale or liquidation of an investment in a foreign entity, and therefore no reclassification adjustment for the quarters ended March 31, 2012 and 2011, respectively.

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Consolidated Balance Sheet (Unaudited) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Assets
Cash and Due from Banks	$ 17,000		$ 19,440
Federal funds sold, securities purchased under resale agreements and other short-term investments	74,143		44,367
Trading assets	75,696		77,814
Securities available for sale	230,266		222,613
Mortgages held for sale (includes $39,183 and $44,791 carried at fair value)	43,449		48,357
Loans held for sale (includes $796 and $1,176 carried at fair value)	958		1,338
Loans (includes $6,037 and $5,916 carried at fair value)	766,521		769,631
Allowance for loan losses	(18,852)		(19,372)
Net loans	747,669		750,259
Mortgage servicing rights:
Measured at fair value	13,578		12,603
Amortized	1,074		1,408
Premises and equipment, net	9,291		9,531
Goodwill	25,140		25,115
Other assets	95,535		101,022
Total assets	1,333,799	[1]	1,313,867	[1]
Liabilities
Noninterest-bearing deposits	255,013		244,003
Interest-bearing deposits	675,254		676,067
Total deposits	930,267		920,070
Short-term borrowings	50,964		49,091
Accrued expenses and other liabilities	75,967		77,665
Long-term debt	129,752		125,354
Total liabilities	1,186,950	[2]	1,172,180	[2]
Wells Fargo stockholders' equity:
Preferred stock	12,101		11,431
Common stock - $1-2/3 par value, authorized 9,000,000,000 shares; issued 5,405,043,212 shares and 5,358,522,061 shares	9,008		8,931
Additional paid-in capital	57,569		55,957
Retained earnings	67,239		64,385
Cumulative other comprehensive income	4,216		3,207
Treasury stock - 103,542,034 shares and 95,910,425 shares	(2,958)		(2,744)
Unearned ESOP shares	(1,659)		(926)
Total Wells Fargo stockholders' equity	145,516		140,241
Noncontrolling interests	1,333		1,446
Total equity	146,849		141,687
Total liabilities and equity	$ 1,333,799		$ 1,313,867
[1]	Our consolidated assets at March 31, 2012 and December 31, 2011, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $378 million and $321 million; Trading assets, $130 million and $293 million; Securities available for sale, $3.1 billion and $3.3 billion; Mortgages held for sale, $549 million and $444 million; Net loans, $12.0 billion and $12.0 billion; Other assets, $533 million and $1.9 billion, and Total assets, $16.6 billion and $18.2 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2012 and December 31, 2011, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $25 million and $24 million; Accrued expenses and other liabilities, $120 million and $175 million; Long-term debt, $4.1 billion and $4.9 billion; and Total liabilities, $4.2 billion and $5.1 billion, respectively.

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Consolidated Balance Sheet (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2012	Dec. 31, 2011
Assets
Cash and Due from Banks	$ 17,000,000,000		$ 19,440,000,000
Trading assets	75,696,000,000		77,814,000,000
Securities available for sale	230,266,000,000		222,613,000,000
Mortgages held for sale	43,449,000,000		48,357,000,000
Mortgages held for sale, carried at fair value	39,183,000,000		44,791,000,000
Loans held for sale, carried at fair value	796,000,000		1,176,000,000
Loans, carried at fair value	6,037,000,000		5,916,000,000
Net loans	747,669,000,000		750,259,000,000
Other assets	95,535,000,000		101,022,000,000
Total assets	1,333,799,000,000	[1]	1,313,867,000,000	[1]
Liabilities
Short-term borrowings	50,964,000,000		49,091,000,000
Accrued expenses and other liabilities	75,967,000,000		77,665,000,000
Long-term debt	129,752,000,000		125,354,000,000
Total liabilities	1,186,950,000,000	[2]	1,172,180,000,000	[2]
Wells Fargo stockholders' equity:
Common stock, par value	$ 1.67		$ 1.67
Common stock, shares issued	5,405,043,212		5,358,522,061
Common stock, shares authorized	9,000,000,000		9,000,000,000
Treasury stock, shares	103,542,034		95,910,425
VIEs that we consolidate [Member]
Assets
Cash and Due from Banks	378,000,000		321,000,000
Trading assets	130,000,000		293,000,000
Securities available for sale	3,060,000,000		3,332,000,000
Mortgages held for sale	549,000,000		444,000,000
Net loans	11,969,000,000		11,967,000,000
Other assets	533,000,000		1,858,000,000
Total assets	16,619,000,000		18,215,000,000
Liabilities
Short-term borrowings	3,043,000,000		3,450,000,000
Accrued expenses and other liabilities	826,000,000		1,138,000,000
Long-term debt	4,113,000,000		4,932,000,000
Total liabilities	7,982,000,000		9,520,000,000
VIEs that we consolidate, no recourse [Member]
Liabilities
Short-term borrowings	25,000,000		24,000,000
Accrued expenses and other liabilities	120,000,000		175,000,000
Long-term debt	4,100,000,000		4,900,000,000
Total liabilities	$ 4,200,000,000		$ 5,100,000,000
[1]	Our consolidated assets at March 31, 2012 and December 31, 2011, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $378 million and $321 million; Trading assets, $130 million and $293 million; Securities available for sale, $3.1 billion and $3.3 billion; Mortgages held for sale, $549 million and $444 million; Net loans, $12.0 billion and $12.0 billion; Other assets, $533 million and $1.9 billion, and Total assets, $16.6 billion and $18.2 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2012 and December 31, 2011, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $25 million and $24 million; Accrued expenses and other liabilities, $120 million and $175 million; Long-term debt, $4.1 billion and $4.9 billion; and Total liabilities, $4.2 billion and $5.1 billion, respectively.

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Consolidated Statement of Changes in Equity (Unaudited) (USD $) In Millions, except Share data	Total	Total Wells Fargo stockholders' equity [Member]	Preferred stock [Member]	Common stock [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Cumulative other comprehensive income [Member]	Treasury stock [Member]	Unearned ESOP shares [Member]	Noncontrolling interests [Member]
Beginning Balance at Dec. 31, 2010	$ 127,889	$ 126,408	$ 8,689	$ 8,787	$ 53,426	$ 51,918	$ 4,738	$ (487)	$ (663)	$ 1,481
Shares, Beginning Balance at Dec. 31, 2010			10,185,303	5,262,283,228
Net Income (Loss) Attributable to Parent	3,759	3,759				3,759
Net Income Attributable to Noncontrolling interests	55									55
Net income (loss)	3,814
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	283	283					283
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	(4)									(4)
Other comprehensive income, Net of tax	279
Noncontrolling interests	(95)	(35)			(35)					(60)
Common stock, issued	634	634		41	593
Common stock, shares issued				24,788,653
Common stock repurchased	(55)	(55)						(55)
Common stock repurchased, shares				(1,687,371)
Preferred stock issued to ESOP	0	0	1,200		102				(1,302)
Preferred stock issued to ESOP, shares			1,200,000
Preferred stock released by ESOP	493	493			(42)				535
Preferred stock converted to common shares	0	0	(493)	26	467
Preferred stock converted to common shares, shares			(492,873)	15,493,396
Preferred stock, issued	2,501	2,501	2,501
Preferred stock, shares issued			25,010
Common stock dividends	(634)	(634)				(638)
Common stock dividents, adjustment to Additional Paid in Capital					4
Preferred stock dividends	(184)	(184)				(184)
Tax benefit upon exercise of stock options	54	54			54
Stock incentive compensation expense	261	261			261
Net change in deferred compensation and related plans	(14)	(14)			(15)			1
Net change	7,054	7,063	3,208	67	1,389	2,937	283	(54)	(767)	(9)
Net change, shares			732,137	38,594,678
Ending Balance at Mar. 31, 2011	134,943	133,471	11,897	8,854	54,815	54,855	5,021	(541)	(1,430)	1,472
Shares, Ending Balance at Mar. 31, 2011			10,917,440	5,300,877,906
Beginning Balance at Dec. 31, 2010	127,889	126,408			53,426	51,918	4,738	(487)	(663)	1,481
Adjusted beginning balance at Jan. 31, 2012	141,689	140,243			55,957	64,387	3,207	(2,744)	(926)	1,446
Ending Balance at Dec. 31, 2011	141,687	140,241	11,431	8,931	55,957	64,385	3,207	(2,744)	(926)	1,446
Shares, Beginning Balance at Dec. 31, 2011			10,450,690	5,262,611,636
Cumulative effect of fair value election for certain residential mortgage servicing rights	2	2				2
Net Income (Loss) Attributable to Parent	4,248	4,248				4,248
Net Income Attributable to Noncontrolling interests	72									72
Net income (loss)	4,320
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	1,009	1,009					1,009
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	4						4			4
Other comprehensive income, Net of tax	1,013						1,013
Noncontrolling interests	(195)	(6)			(6)					(189)
Common stock, issued	879	879		64	815
Common stock, shares issued				38,592,451
Common stock repurchased	(64)	(64)			150			(214)
Common stock repurchased, shares	(6,000,000)			(7,631,609)
Preferred stock issued to ESOP	0	0	940		88				(1,028)
Preferred stock issued to ESOP, shares			940,000
Preferred stock released by ESOP	270	270			(25)				295
Preferred stock converted to common shares	0	0	(270)	13	257
Preferred stock converted to common shares, shares			(269,694)	7,928,700
Common stock dividends	(1,165)	(1,165)				(1,177)
Common stock dividents, adjustment to Additional Paid in Capital					12
Preferred stock dividends	(219)	(219)				(219)
Tax benefit upon exercise of stock options	104	104			104
Stock incentive compensation expense	269	269			269
Net change in deferred compensation and related plans	(52)	(52)			(52)
Net change	5,160	5,273	670	77	1,612	2,852	1,009	(214)	(733)	(113)
Net change, shares			670,306	38,889,542
Ending Balance at Mar. 31, 2012	$ 146,849	$ 145,516	$ 12,101	$ 9,008	$ 57,569	$ 67,239	$ 4,216	$ (2,958)	$ (1,659)	$ 1,333
Shares, Ending Balance at Mar. 31, 2012			11,120,996	5,301,501,178

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Consolidated Statement of Cash Flows (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Cash flows from operating activities:
Net income (loss) before noncontrolling interests	$ 4,320	$ 3,814
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	1,995	2,210
Changes in fair value of MSRs, MHFS and LHFS carried at fair value	(1,007)	(586)
Depreciation and amortization	649	477
Other net losses (gains)	(1,663)	(1,354)
Preferred stock released by ESOP	270	493
Stock incentive compensation expense	269	261
Excess tax benefits related to stock option payments	(98)	(55)
Originations of MHFS	(123,671)	(79,389)
Proceeds from sales of and principal collected on mortgages originated for sale	91,464	88,264
Originations of LHFS	(5)	0
Proceeds from sales of and principal collected on LHFS	2,893	2,299
Purchases of LHFS	(2,095)	(2,313)
Net change in:
Trading assets	43,480	5,826
Deferred income taxes	87	539
Accrued interest receivable	(113)	(156)
Accrued interest payable	184	14
Other assets, net	5,561	2,389
Other accrued expenses and liabilities, net	(6,615)	(5,522)
Net cash provided by operating activities	15,905	17,211
Cash flows from investing activities:
Net change in Federal funds sold, securities purchased under resale agreements and other short term investments	(29,776)	(12,404)
Securities available for sale:
Sales proceeds	4,242	15,361
Prepayments and maturities	12,317	11,651
Purchases	(18,156)	(18,831)
Loans:
Loans originated by banking subsidiaries, net of principal collected	(3,103)	(214)
Proceeds from sales (including participations) of loans originated for investment by banking subsidiaries	2,193	2,165
Purchases (including participations) of loans by banking subsidiaries	(2,423)	(644)
Principal collected on nonbank entities' loans	2,003	2,546
Loans originated by nonbank entities	(1,620)	(1,904)
Net cash paid for acquisitions	(426)	0
Proceeds from sales of foreclosed assets	2,365	1,642
Changes in MSRs from purchases and sales	(14)	(45)
Other, net	(563)	1,909
Net cash provided (used) by investing activities	(32,961)	1,232
Cash flows from financing activities:
Net change in deposits	10,194	(10,280)
Net change in short-term borrowings	1,488	(664)
Long-term debt:
Proceeds from issuance	8,999	5,217
Repayment	(5,237)	(13,933)
Preferred stock:
Proceeds from issuance	0	2,501
Cash dividends paid	(286)	(251)
Common stock:
Proceeds from issuance	879	634
Repurchased	(64)	(55)
Cash dividends paid	(1,165)	(634)
Excess tax benefits related to stock option payments	98	55
Net change in noncontrolling interests	(290)	(99)
Net cash provided (used) by financing activities	14,616	(17,509)
Net change in cash and due from banks	(2,440)	934
Cash and due from banks at beginning of period	19,440	16,044
Cash and due from banks at end of period	17,000	16,978
Supplemental cash flow disclosures:
Cash paid for interest	1,183	1,807
Cash paid for income taxes	$ 333	$ 144

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Summary of Significant Accounting Policies	3 Months Ended
Mar. 31, 2012
Summary of Significant Accounting Policies [Abstract]
Summary of Significant Accounting Policies	Wells Fargo & Company is a diversified financial services company. We provide banking, insurance, trust and investments, mortgage banking, investment banking, retail banking, brokerage, and consumer and commercial finance through banking stores, the internet and other distribution channels to consumers, businesses and institutions in all 50 states, the District of Columbia, and in other countries. When we refer to “Wells Fargo,” “the Company,” “we,” “our” or “us,” we mean Wells Fargo & Company and Subsidiaries (consolidated). Wells Fargo & Company (the Parent) is a financial holding company and a bank holding company. We also hold a majority interest in a real estate investment trust, which has publicly traded preferred stock outstanding.        Our accounting and reporting policies conform with U.S. generally accepted accounting principles (GAAP) and practices in the financial services industry. To prepare the financial statements in conformity with GAAP, management must make estimates based on assumptions about future economic and market conditions (for example, unemployment, market liquidity, real estate prices, etc.) that affect the reported amounts of assets and liabilities at the date of the financial statements and income and expenses during the reporting period and the related disclosures. Although our estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Management has made significant estimates in several areas, including allowance for credit losses and purchased credit-impaired (PCI) loans (Note 5), valuations of residential mortgage servicing rights (MSRs) (Notes 7 and 8) and financial instruments (Note 13), liability for mortgage loan repurchase losses (Note 8) and income taxes. Actual results could differ from those estimates.        The information furnished in these unaudited interim financial statements reflects all adjustments that are, in the opinion of management, necessary for a fair statement of the results for the periods presented. These adjustments are of a normal recurring nature, unless otherwise disclosed in this Form 10-Q. The results of operations in the interim financial statements do not necessarily indicate the results that may be expected for the full year. The interim financial information should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2011 (2011 Form 10-K).   Accounting Standards Adopted in 2012 In first quarter 2012, we adopted the following new accounting guidance: Accounting Standards Update (ASU or Update) 2011-05, Presentation of Comprehensive Income; ASU 2011-12, Deferral of the Effective Date for Amendments to the Presentation of Reclassifications of Items Out of Accumulated Other Comprehensive Income in Accounting Standards Update No. 2011-05; ASU 2011-04, Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs; and ASU 2011-03, Reconsideration of Effective Control for Repurchase Agreements.   ASU 2011-05 eliminates the option for companies to include the components of other comprehensive income in the statement of changes in stockholders' equity. This Update requires entities to present the components of comprehensive income in either a single statement or in two separate statements, with the statement of other comprehensive income (OCI) immediately following the statement of income. This Update also requires companies to present amounts reclassified out of OCI and into net income on the face of the statement of income. In December 2011, the FASB issued ASU 2011-12, which defers indefinitely the requirement to present reclassification adjustments on the statement of income. We adopted the remaining provisions in first quarter 2012 with retrospective application. This Update did not affect our consolidated financial results as it amends only the presentation of comprehensive income.   ASU 2011-04 modifies accounting guidance and expands existing disclosure requirements for fair value measurements. This Update clarifies how fair values should be measured for instruments classified in stockholders' equity and under what circumstances premiums and discounts should be applied in fair value measurements. This Update also permits entities to measure fair value on a net basis for financial instruments that are managed based on net exposure to market risks and/or counterparty credit risk. ASU 2011-04 requires new disclosures for financial instruments classified as Level 3, including: 1) quantitative information about unobservable inputs used in measuring fair value, 2) qualitative discussion of the sensitivity of fair value measurements to changes in unobservable inputs, and 3) a description of valuation processes used. This Update also requires disclosure of fair value levels for financial instruments that are not recorded at fair value but for which fair value is required to be disclosed. We adopted this guidance in first quarter 2012 with prospective application, resulting in expanded fair value disclosures. The measurement clarifications of this Update did not have a material effect on our consolidated financial statements.   ASU 2011-03 amends the criteria companies use to determine if repurchase and similar agreements should be accounted for as sales or financings. Specifically, this Update removes the criterion for transferors to have the ability to meet contractual obligations through collateral maintenance provisions, even if transferees fail to return transferred assets pursuant to the agreements. We adopted this guidance in first quarter 2012 with prospective application to new transactions and existing transactions modified on or after January 1, 2012. This Update did not have a material effect on our consolidated financial statements.   Accounting Standards with Retrospective Application The following accounting pronouncement has been issued by the FASB but is not yet effective:   Accounting Standards Update (ASU or Update) 2011-11, Disclosures about Offsetting Assets and Liabilities.   ASU 2011-11 expands the disclosure requirements for financial instruments and derivatives that may be offset in accordance with enforceable master netting agreements or similar arrangements. The disclosures are required regardless of whether the instruments have been offset (or netted) in the statement of financial position. Under ASU 2011-11, companies must describe the nature of offsetting arrangements and provide quantitative information about those agreements, including the gross and net amounts of financial instruments that are recognized in the statement of financial position. These changes are effective for us in first quarter 2013 with retrospective application. This Update will not affect our consolidated financial results since it amends only the disclosure requirements for offsetting financial instruments.   Significant Accounting Policy Update In first quarter 2012, we implemented the Interagency Supervisory Guidance on Allowance for Loan and Lease Losses Estimation Practices for Loans and Lines of Credit Secured by Junior Liens on 1-4 Family Residential Properties (Interagency Guidance), which was issued on January 31, 2012. As a result, we aligned our nonaccrual accounting policy with this guidance to accelerate the timing of placing junior lien loans on nonaccrual to coincide with the timing of placing the related real estate 1-4 family first mortgage loans on nonaccrual. Our updated nonaccrual policy is as follows:   We generally place loans on nonaccrual status when: the full and timely collection of interest or principal becomes uncertain (generally based on an assessment of the borrower's financial condition and the adequacy of collateral, if any); they are 90 days (120 days with respect to real estate 1-4 family first and junior lien mortgages) past due for interest or principal, unless both well-secured and in the process of collection; part of the principal balance has been charged off and no restructuring has occurred; or effective first quarter 2012, for junior lien mortgages, we have evidence that the related first lien mortgage may be 120 days past due or in the process of foreclosure regardless of the junior lien delinquency status.   There have been no other material changes to our significant accounting policies, as discussed in Note 1 in our 2011 Form 10-K.   Private Share Repurchases In December 2011, we entered into a private forward repurchase contract with an unrelated third party. This contract settled for approximately 6 million shares of our common stock in first quarter 2012 and met accounting requirements to be treated as a permanent equity transaction. We entered into this contract to complement our open-market common stock repurchase strategies, to allow us to manage our share repurchases in a manner consistent with our capital plan submitted under the 2011 Comprehensive Capital Analysis and Review (CCAR), and to provide an economic benefit to the Company. In connection with this contract, we paid $150 million to the counterparty, which was recorded in permanent equity and was not subject to re-measurement. This up-front payment received permanent equity treatment in the quarter paid and thus assured appropriate repurchase timing, consistent with our 2011 capital plan which contemplated a fixed dollar amount available per quarter for share repurchases pursuant to Federal Reserve Board (FRB) supervisory guidance. In return, the counterparty agreed to deliver a variable number of shares based on a per share discount to the volume-weighted average stock price over the contract period. The counterparty had the right to accelerate settlement with delivery of shares prior to the contractual settlement. There were no scenarios where the contracts would not either physically settle in shares or allow us to choose the settlement method. In April 2012 we entered into a similar private forward repurchase contract and paid $350 million to an unrelated third party. This contract expires in third quarter 2012; however, the counterparty has the right to accelerate settlement. The amount we paid to the counterparty meets accounting requirements to be treated as a permanent equity reduction. Supplemental Cash Flow InformationNoncash activities are presented below, including information on transfers affecting MHFS, LHFS, and MSRs.                           Quarter ended March 31, (in millions)   2012   2011 Transfers from loans to securities available for sale $ 588   - Trading assets retained from securitization of MHFS   41,362   12,302 Capitalization of MSRs from sale of MHFS   1,484   1,291 Transfers from MHFS to foreclosed assets   59   40 Transfers from loans to MHFS   1,355   25 Transfers from loans to LHFS   36   106 Transfers from loans to foreclosed assets   2,335   1,237 Changes in consolidations of variable interest entities:         Securities available for sale   -   9 Loans   (515)   (210) Long-term debt   (515)   (204)                     Subsequent EventsWe have evaluated the effects of subsequent events that have occurred subsequent to period end March 31, 2012, and there have been no material events that would require recognition in our first quarter 2012 consolidated financial statements or disclosure in the Notes to the financial statements. We entered into a private forward contract in April 2012 as discussed in the “Private Share Repurchases” section of this Note.

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Business Combinations	3 Months Ended
Mar. 31, 2012
Business Combinations [Abstract]
Business Combinations	We regularly explore opportunities to acquire financial services companies and businesses. Generally, we do not make a public announcement about an acquisition opportunity until a definitive agreement has been signed. For information on additional contingent consideration related to acquisitions, which is considered to be a guarantee, see Note 10.        In first quarter 2012, we completed two acquisitions with combined total assets of $881 million consisting of an asset based lending business with total assets of $874 million and a global investments business with total assets of $7 million. In April 2012, we completed one business combination with total assets of approximately $3.7 billion and announced the pending acquisition of a prime brokerage and technology provider, with assets of approximately $280 million that we expect to complete in third quarter 2012.

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Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	3 Months Ended
Mar. 31, 2012
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Abstract]
Federal Funds Sold, Securities Purchased Under Resale Agreements and Other Short-Term Investments [Text Block]	The following table provides the detail of federal funds sold, securities purchased under resale agreements and other short-term investments.                               Mar. 31,   Dec. 31, (in millions)   2012   2011 Federal funds sold and securities           purchased under resale agreements $ 27,748   24,255 Interest-earning deposits   44,788   18,917 Other short-term investments   1,607   1,195   Total $ 74,143   44,367             We receive collateral from other entities under resale agreements and securities borrowings. For additional information, see Note 10.

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Securities Available for Sale	3 Months Ended
Mar. 31, 2012
Securities Available for Sale [Abstract]
Securities Available For Sale	The following table provides the cost and fair value for the major categories of securities available for sale carried at fair value. The net unrealized gains (losses) are reported on an after-tax basis as a component of cumulative OCI. There were no securities classified as held to maturity as of the periods presented.                                                                     Gross Gross                     unrealized unrealized Fair (in millions)   Cost gains losses value                         March 31, 2012                                   Securities of U.S. Treasury and federal agencies $ 4,642 43 (7) 4,678 Securities of U.S. states and political subdivisions   33,809 915 (487) 34,237 Mortgage-backed securities:             Federal agencies   98,409 4,293 (37) 102,665   Residential   16,491 1,582 (244) 17,829   Commercial   17,758 1,504 (605) 18,657     Total mortgage-backed securities   132,658 7,379 (886) 139,151 Corporate debt securities   19,274 1,034 (135) 20,173 Collateralized debt obligations (1)   9,031 366 (234) 9,163 Other (2)   19,426 456 (171) 19,711       Total debt securities   218,840 10,193 (1,920) 227,113 Marketable equity securities:             Perpetual preferred securities   2,224 224 (43) 2,405   Other marketable equity securities   511 238 (1) 748       Total marketable equity securities   2,735 462 (44) 3,153         Total $ 221,575 10,655 (1,964) 230,266                         December 31, 2011                                   Securities of U.S. Treasury and federal agencies $ 6,920 59 (11) 6,968 Securities of U.S. states and political subdivisions   32,307 1,169 (883) 32,593 Mortgage-backed securities:             Federal agencies   92,279 4,485 (10) 96,754   Residential   16,997 1,253 (414) 17,836   Commercial   17,829 1,249 (928) 18,150     Total mortgage-backed securities   127,105 6,987 (1,352) 132,740 Corporate debt securities   17,921 769 (286) 18,404 Collateralized debt obligations (1)   8,650 298 (349) 8,599 Other (2)   19,739 378 (225) 19,892       Total debt securities   212,642 9,660 (3,106) 219,196 Marketable equity securities:             Perpetual preferred securities   2,396 185 (54) 2,527   Other marketable equity securities   533 366 (9) 890       Total marketable equity securities   2,929 551 (63) 3,417         Total $ 215,571 10,211 (3,169) 222,613                         Includes collateralized loan obligations with a cost basis and fair value of $8.5 billion and $8.6 billion, respectively, at March 31, 2012, and $8.1 billion for both cost basis and fair value, at December 31, 2011. Included in the “Other” category are asset-backed securities collateralized by auto leases or loans and cash reserves with a cost basis and fair value of $6.9 billion and $7.0 billion, respectively, at March 31, 2012, and $6.7 billion and $6.7 billion, respectively, at December 31, 2011. Also included in the "Other" category are asset-backed securities collateralized by home equity loans with a cost basis and fair value of $829 million and $955 million, respectively, at March 31, 2012, and $846 million and $932 million, respectively, at December 31, 2011. The remaining balances primarily include asset-backed securities collateralized by credit cards and student loans.   Gross Unrealized Losses and Fair Value The following table shows the gross unrealized losses and fair value of securities in the securities available-for-sale portfolio by length of time that individual securities in each category had been in a continuous loss position. Debt securities on which we have taken credit-related OTTI write-downs are categorized as being “less than 12 months” or “12 months or more” in a continuous loss position based on the point in time that the fair value declined to below the cost basis and not the period of time since the credit-related OTTI write-down.                                                                           Less than 12 months   12 months or more   Total               Gross     Gross     Gross               unrealized Fair unrealized Fair unrealized Fair (in millions)   losses value   losses value   losses value                               March 31, 2012                                                 Securities of U.S. Treasury and federal agencies $ (7) 3,562   - -   (7) 3,562 Securities of U.S. states and political subdivisions   (77) 3,059   (410) 4,072   (487) 7,131 Mortgage-backed securities:                     Federal agencies   (35) 9,621   (2) 761   (37) 10,382   Residential   (8) 971   (236) 3,565   (244) 4,536   Commercial   (46) 717   (559) 4,295   (605) 5,012     Total mortgage-backed securities   (89) 11,309   (797) 8,621   (886) 19,930 Corporate debt securities   (63) 2,143   (72) 256   (135) 2,399 Collateralized debt obligations   (54) 2,622   (180) 771   (234) 3,393 Other   (41) 2,819   (130) 679   (171) 3,498       Total debt securities   (331) 25,514   (1,589) 14,399   (1,920) 39,913 Marketable equity securities:                     Perpetual preferred securities   (12) 236   (31) 543   (43) 779   Other marketable equity securities   - -   (1) 3   (1) 3       Total marketable equity securities   (12) 236   (32) 546   (44) 782         Total $ (343) 25,750   (1,621) 14,945   (1,964) 40,695                               December 31, 2011                                                 Securities of U.S. Treasury and federal agencies $ (11) 5,473   - -   (11) 5,473 Securities of U.S. states and political subdivisions   (229) 8,501   (654) 4,348   (883) 12,849 Mortgage-backed securities:                     Federal agencies   (7) 2,392   (3) 627   (10) 3,019   Residential   (80) 3,780   (334) 3,440   (414) 7,220   Commercial   (157) 3,183   (771) 3,964   (928) 7,147     Total mortgage-backed securities   (244) 9,355   (1,108) 8,031   (1,352) 17,386 Corporate debt securities   (205) 8,107   (81) 167   (286) 8,274 Collateralized debt obligations   (150) 4,268   (199) 613   (349) 4,881 Other   (55) 3,002   (170) 841   (225) 3,843       Total debt securities   (894) 38,706   (2,212) 14,000   (3,106) 52,706 Marketable equity securities:                     Perpetual preferred securities   (13) 316   (41) 530   (54) 846   Other marketable equity securities   (9) 61   - -   (9) 61       Total marketable equity securities   (22) 377   (41) 530   (63) 907         Total $ (916) 39,083   (2,253) 14,530   (3,169) 53,613 We do not have the intent to sell any securities included in the previous table. For debt securities included in the table, we have concluded it is more likely than not that we will not be required to sell prior to recovery of the amortized cost basis. We have assessed each security with gross unrealized losses for credit impairment. For debt securities, we evaluate, where necessary, whether credit impairment exists by comparing the present value of the expected cash flows to the securities' amortized cost basis. For equity securities, we consider numerous factors in determining whether impairment exists, including our intent and ability to hold the securities for a period of time sufficient to recover the cost basis of the securities.        For complete descriptions of the factors we consider when analyzing debt securities for impairment, see Note 5 in our 2011 Form 10-K. There have been no material changes to our methodologies for assessing impairment in first quarter 2012.   Securities of U.S. Treasury and federal agencies and federal agency mortgage-backed securities (MBS) The unrealized losses associated with U.S. Treasury and federal agency securities and federal agency MBS are primarily driven by changes in interest rates and not due to credit losses given the explicit or implicit guarantees provided by the U.S. government.   Securities of U.S. states and political subdivisions The unrealized losses associated with securities of U.S. states and political subdivisions are primarily driven by changes in interest rates and not due to the credit quality of the securities. Substantially all of these investments are investment grade. The securities were generally underwritten in accordance with our own investment standards prior to the decision to purchase. Some of these securities are guaranteed by a bond insurer, but we did not rely on this guarantee in making our investment decision. These investments will continue to be monitored as part of our ongoing impairment analysis, but are expected to perform, even if the rating agencies reduce the credit rating of the bond insurers. As a result, we expect to recover the entire amortized cost basis of these securities.   Residential and commercial MBS The unrealized losses associated with private residential MBS and commercial MBS are primarily driven by changes in projected collateral losses, credit spreads and interest rates. We assess for credit impairment by estimating the present value of expected cash flows. The key assumptions for determining expected cash flows include default rates, loss severities and/or prepayment rates. We estimate losses to a security by forecasting the underlying mortgage loans in each transaction. We use forecasted loan performance to project cash flows to the various tranches in the structure. We also consider cash flow forecasts and, as applicable, independent industry analyst reports and forecasts, sector credit ratings, and other independent market data. Based upon our assessment of the expected credit losses and the credit enhancement level of the securities, we expect to recover the entire amortized cost basis of these securities.   Corporate Debt Securities The unrealized losses associated with corporate debt securities are primarily related to unsecured debt obligations issued by various corporations. We evaluate the financial performance of each issuer on a quarterly basis to determine that the issuer can make all contractual principal and interest payments. Based upon this assessment, we expect to recover the entire amortized cost basis of these securities.   Collateralized Debt Obligations (CDOs) The unrealized losses associated with CDOs relate to securities primarily backed by commercial, residential or other consumer collateral. The unrealized losses are primarily driven by changes in projected collateral losses, credit spreads and interest rates. We assess for credit impairment by estimating the present value of expected cash flows. The key assumptions for determining expected cash flows include default rates, loss severities and prepayment rates. We also consider cash flow forecasts and, as applicable, independent industry analyst reports and forecasts, sector credit ratings, and other independent market data. Based upon our assessment of the expected credit losses and the credit enhancement level of the securities, we expect to recover the entire amortized cost basis of these securities.   Other Debt Securities The unrealized losses associated with other debt securities primarily relate to other asset-backed securities. The losses are primarily driven by changes in projected collateral losses, credit spreads and interest rates. We assess for credit impairment by estimating the present value of expected cash flows. The key assumptions for determining expected cash flows include default rates, loss severities and prepayment rates. Based upon our assessment of the expected credit losses and the credit enhancement level of the securities, we expect to recover the entire amortized cost basis of these securities.   Marketable Equity Securities Our marketable equity securities include investments in perpetual preferred securities, which provide very attractive tax-equivalent yields. We evaluated these hybrid financial instruments with investment-grade ratings for impairment using an evaluation methodology similar to that used for debt securities. Perpetual preferred securities are not considered to be other-than-temporarily impaired if there is no evidence of credit deterioration or investment rating downgrades of any issuers to below investment grade, and we expect to continue to receive full contractual payments. We will continue to evaluate the prospects for these securities for recovery in their market value in accordance with our policy for estimating OTTI. We have recorded impairment write-downs on perpetual preferred securities where there was evidence of credit deterioration.   OTHER SECURITIES AVAILABLE FOR SALE MATTERS The fair values of our investment securities could decline in the future if the underlying performance of the collateral for the residential and commercial MBS or other securities deteriorate and our credit enhancement levels do not provide sufficient protection to our contractual principal and interest. As a result, there is a risk that significant OTTI may occur in the future.        The following table shows the gross unrealized losses and fair value of debt and perpetual preferred securities available for sale by those rated investment grade and those rated less than investment grade, according to their lowest credit rating by Standard & Poor's Rating Services (S&P) or Moody's Investors Service (Moody's). Credit ratings express opinions about the credit quality of a security. Securities rated investment grade, that is those rated BBB- or higher by S&P or Baa3 or higher by Moody's, are generally considered by the rating agencies and market participants to be low credit risk. Conversely, securities rated below investment grade, labeled as “speculative grade” by the rating agencies, are considered to be distinctively higher credit risk than investment grade securities. We have also included securities not rated by S&P or Moody's in the table below based on the internal credit grade of the securities (used for credit risk management purposes) equivalent to the credit rating assigned by major credit agencies. The unrealized losses and fair value of unrated securities categorized as investment grade based on internal credit grades were $128 million and $1.8 billion, respectively, at March 31, 2012, and $207 million and $6.2 billion, respectively, at December 31, 2011. If an internal credit grade was not assigned, we categorized the security as non-investment grade.                                                                       Investment grade   Non-investment grade                 Gross     Gross                   unrealized Fair   unrealized Fair (in millions)   losses value   losses value                           March 31, 2012                                       Securities of U.S. Treasury and federal agencies $ (7) 3,562   - - Securities of U.S. states and political subdivisions   (410) 6,614   (77) 517 Mortgage-backed securities:               Federal agencies   (37) 10,382   - -   Residential   (7) 963   (237) 3,573   Commercial   (231) 4,012   (374) 1,000     Total mortgage-backed securities   (275) 15,357   (611) 4,573 Corporate debt securities   (38) 1,705   (97) 694 Collateralized debt obligations   (102) 3,131   (132) 262 Other   (144) 3,351   (27) 147       Total debt securities   (976) 33,720   (944) 6,193 Perpetual preferred securities   (41) 765   (2) 14         Total $ (1,017) 34,485   (946) 6,207                           December 31, 2011                                       Securities of U.S. Treasury and federal agencies $ (11) 5,473   - - Securities of U.S. states and political subdivisions   (781) 12,093   (102) 756 Mortgage-backed securities:               Federal agencies   (10) 3,019   - -   Residential   (39) 2,503   (375) 4,717   Commercial   (429) 6,273   (499) 874     Total mortgage-backed securities   (478) 11,795   (874) 5,591 Corporate debt securities   (165) 7,156   (121) 1,118 Collateralized debt obligations   (185) 4,597   (164) 284 Other   (186) 3,458   (39) 385       Total debt securities   (1,806) 44,572   (1,300) 8,134 Perpetual preferred securities   (53) 833   (1) 13         Total $ (1,859) 45,405   (1,301) 8,147 Contractual Maturities The following table shows the remaining contractual maturities and contractual yields of debt securities available for sale. The remaining contractual principal maturities for MBS do not consider prepayments. Remaining expected maturities will differ from contractual maturities because borrowers may have the right to prepay obligations before the underlying mortgages mature.                                                                                                                                 Remaining contractual maturity                   Weighted-             After one year     After five years                         Total   average     Within one year   through five years   through ten years     After ten years   (in millions)   amount   yield     Amount Yield     Amount Yield     Amount Yield     Amount Yield                                                         March 31, 2012                                                                                                 Securities of U.S. Treasury                                             and federal agencies $ 4,678   0.97 % $ 57 0.50 % $ 4,170 0.81 % $ 416 2.41 % $ 35 3.96 % Securities of U.S. states and                                             political subdivisions   34,237   4.85     1,040 3.57     11,500 2.29     3,036 5.39     18,661 6.41   Mortgage-backed securities:                                             Federal agencies   102,665   4.26     1 6.19     265 4.33     1,294 3.09     101,105 4.27     Residential   17,829   4.45     - -     - -     661 2.20     17,168 4.54     Commercial   18,657   5.40     - -     16 5.46     116 3.44     18,525 5.41       Total mortgage-backed                                                 securities   139,151   4.44     1 6.19     281 4.39     2,071 2.82     136,798 4.46   Corporate debt securities   20,173   4.50     737 5.26     12,219 3.29     5,275 6.54     1,942 6.29   Collateralized debt                                             obligations   9,163   1.09     - -     570 1.17     7,299 1.00     1,294 1.55   Other   19,711   1.76     450 0.38     12,210 1.64     3,780 2.02     3,271 2.09         Total debt securities                                                   at fair value $ 227,113   4.07 % $ 2,285 3.41 % $ 40,950 2.24 % $ 21,877 3.32 % $ 162,001 4.64 %                                                       December 31, 2011                                                                                                 Securities of U.S. Treasury                                             and federal agencies $ 6,968   0.91 % $ 57 0.48 % $ 6,659 0.84 % $ 194 2.73 % $ 58 3.81 % Securities of U.S. states and                                             political subdivisions   32,593   4.94     520 3.02     11,679 2.90     2,692 5.31     17,702 6.28   Mortgage-backed securities:                                             Federal agencies   96,754   4.39     1 6.47     442 4.02     1,399 3.07     94,912 4.42     Residential   17,836   4.51     - -     - -     640 1.88     17,196 4.61     Commercial   18,150   5.40     - -     - -     87 3.33     18,063 5.41       Total mortgage-backed                                                 securities   132,740   4.55     1 6.47     442 4.02     2,126 2.72     130,171 4.58   Corporate debt securities   18,404   4.64     815 5.57     11,022 3.40     4,691 6.67     1,876 6.38   Collateralized debt obligations   8,599   1.10     - -     540 1.61     6,813 1.00     1,246 1.42   Other   19,892   1.89     506 2.29     12,963 1.75     3,149 2.04     3,274 2.29         Total debt securities                                                   at fair value $ 219,196   4.12 % $ 1,899 3.85 % $ 43,305 2.36 % $ 19,665 3.31 % $ 154,327 4.72 %                                                       Realized Gains and Losses The following table shows the gross realized gains and losses on sales and OTTI write-downs related to the securities available-for-sale portfolio, which includes marketable equity securities, as well as net realized gains and losses on nonmarketable equity securities (see Note 6 – Other Assets).                                           Quarter ended March 31, (in millions)   2012 2011 Gross realized gains $ 281 70 Gross realized losses   (4) (42) OTTI write-downs   (51) (80)   Net realized gains (losses) from securities available for sale   226 (52) Net realized gains from private equity investments   131 239     Net realized gains from debt securities and equity investments $ 357 187                 Other-Than-Temporary Impairment The following table shows the detail of total OTTI write-downs included in earnings for debt securities and marketable and nonmarketable equity securities.                                                       Quarter ended March 31, (in millions)     2012 2011 OTTI write-downs included in earnings         Debt securities:           U.S. states and political subdivisions $ - -     Mortgage-backed securities:             Residential   14 62       Commercial   30 14     Corporate debt securities   1 -     Collateralized debt obligations   - -     Other debt securities   5 4         Total debt securities   50 80   Equity securities:           Marketable equity securities:             Perpetual preferred securities   1 -         Total marketable equity securities   1 -           Total securities available for sale   51 80     Nonmarketable equity securities   14 41             Total OTTI write-downs included in earnings $ 65 121                     Other-Than-Temporarily Impaired Debt Securities The following table shows the detail of OTTI write-downs on debt securities available for sale included in earnings and the related changes in OCI for the same securities.                                                 Quarter ended March 31, (in millions)     2012 2011 OTTI on debt securities         Recorded as part of gross realized losses:           Credit-related OTTI $ 50 79     Intent-to-sell OTTI   - 1       Total recorded as part of gross realized losses   50 80   Recorded directly to OCI for non-credit-related impairment:           U.S. states and political subdivisions   - -     Residential mortgage-backed securities   (9) (104)     Commercial mortgage-backed securities   (6) (53)     Corporate debt securities   (1) -     Other debt securities   1 1       Total recorded directly to OCI for increase (decrease) in non-credit-related impairment (1)   (15) (156)         Total OTTI losses (gains) recorded on debt securities $ 35 (76)                   Represents amounts recorded to OCI on debt securities in periods OTTI write-downs have occurred. Changes in fair value in subsequent periods on such securities, to the extent additional credit-related OTTI did not occur, are not reflected in this total. Increases represent OTTI write-downs recorded to OCI on debt securities in the periods non-credit related impairment has occurred. Decreases represent partial recoveries in the fair value of securities due to factors other than credit, where the increase in fair value was not sufficient to recover the full amount of the unrealized loss on such securities.       The following table presents a rollforward of the credit loss component recognized in earnings for debt securities we still own (referred to as “credit-impaired” debt securities). The credit loss component of the amortized cost represents the difference between the present value of expected future cash flows discounted using the security's current effective interest rate and the amortized cost basis of the security prior to considering credit losses. OTTI recognized in earnings for credit-impaired debt securities is presented as additions and is classified into one of two components based upon whether the current period is the first time the debt security was credit-impaired (initial credit impairment) or if the debt security was previously credit-impaired (subsequent credit impairments). The credit loss component is reduced if we sell, intend to sell or believe we will be required to sell previously credit-impaired debt securities. Additionally, the credit loss component is reduced if we receive or expect to receive cash flows in excess of what we previously expected to receive over the remaining life of the credit-impaired debt security, the security matures or is fully written down.        Changes in the credit loss component of credit-impaired debt securities that we do not intend to sell were:                                                 Quarter ended March 31, (in millions)   2012 2011 Credit loss component, beginning of period $ 1,272 1,043 Additions:         Initial credit impairments   5 11   Subsequent credit impairments   45 68     Total additions   50 79 Reductions:         For securities sold   (12) (23)   For recoveries of previous credit impairments (1)   (8) (12)     Total reductions   (20) (35) Credit loss component, end of period $ 1,302 1,087                   Recoveries of previous credit impairments result from increases in expected cash flows subsequent to credit loss recognition. Such recoveries are reflected prospectively as interest yield adjustments using the effective interest method.   To determine credit impairment losses for asset-backed securities (e.g., residential MBS), we estimate expected future cash flows of the security by estimating the expected future cash flows of the underlying collateral and applying those collateral cash flows, together with any credit enhancements such as subordinated interests owned by third parties, to the security. The expected future cash flows of the underlying collateral are determined using the remaining contractual cash flows adjusted for future expected credit losses (which consider current delinquencies and nonperforming assets (NPAs), future expected default rates and collateral value by vintage and geographic region) and prepayments. The expected cash flows of the security are then discounted at the security's current effective interest rate to arrive at a present value amount. Total credit impairment losses on residential MBS that we do not intend to sell are shown in the table below. The table also presents a summary of the significant inputs considered in determining the measurement of the credit loss component recognized in earnings for residential MBS.                                                     Quarter ended March 31, ($ in millions)   2012   2011 Credit impairment losses on residential MBS           Investment grade $ -   5   Non-investment grade   14   57     Total credit impairment losses on residential MBS $ 14   62                     Significant inputs (non-agency – non-investment grade MBS)         Expected remaining life of loan losses (1):           Range (2)   1-44 % 2-26   Credit impairment distribution (3):             0 - 10% range   46   57     10 - 20% range   11   25     20 - 30% range   1   18     Greater than 30%   42   -   Weighted average (4)   9   9 Current subordination levels (5):           Range (2)   0-57   0-11   Weighted average (4)   2   5 Prepayment speed (annual CPR (6)):           Range (2)   5-29   5-15   Weighted average (4)   15   10                                         Represents future expected credit losses on underlying pool of loans expressed as a percentage of total current outstanding loan balance. Represents the range of inputs/assumptions based upon the individual securities within each category. Represents distribution of credit impairment losses recognized in earnings categorized based on range of expected remaining life of loan losses. For example, 46% of credit impairment losses recognized in earnings for the quarter ended March 31, 2012, had expected remaining life of loan loss assumptions of 0 to 10%. Calculated by weighting the relevant input/assumption for each individual security by current outstanding amortized cost basis of the security. Represents current level of credit protection (subordination) for the securities, expressed as a percentage of total current underlying loan balance. Constant prepayment rate.

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Loans and Allowance for Credit Losses	3 Months Ended
Mar. 31, 2012
Loans and Allowance for Credit Losses [Abstract]
Loans and Allowance for Credit Losses	The following table presents total loans outstanding by portfolio segment and class of financing receivable. Outstanding balances include a total net reduction of $8.9 billion and $9.3 billion at March 31, 2012 and December 31, 2011, respectively for unearned income, net deferred loan fees, and unamortized discounts and premiums. Outstanding balances also include PCI loans net of any remaining purchase accounting adjustments. Information about PCI loans is presented separately in the “Purchased Credit-Impaired Loans” section of this Note.                                                       Mar. 31,   Dec. 31, (in millions)   2012   2011 Commercial:           Commercial and industrial $ 168,546   167,216   Real estate mortgage   105,874   105,975   Real estate construction   18,549   19,382   Lease financing   13,143   13,117   Foreign (1)   39,637   39,760     Total commercial   345,749   345,450 Consumer:           Real estate 1-4 family first mortgage   228,885   228,894   Real estate 1-4 family junior lien mortgage   83,173   85,991   Credit card   21,998   22,836   Other revolving credit and installment   86,716   86,460     Total consumer   420,772   424,181       Total loans $ 766,521   769,631                     Substantially all of our foreign loan portfolio is commercial loans. Loans are classified as foreign if the borrower's primary address is outside of the United States.   The following table summarizes the proceeds paid or received for purchases and sales of loans and transfers from loans held for investment to mortgages/loans held for sale at lower of cost or market. This loan activity primarily includes purchases or sales of commercial loan participation interests, whereby we receive or transfer a portion of a loan after origination. The table excludes PCI loans and loans recorded at fair value, including loans originated for sale because their loan activity normally does not impact the allowance for credit losses.                                                                     Quarter ended March 31,                   2012       2011 (in millions) Commercial Consumer Total   Commercial Consumer Total Loans - held for investment:                   Purchases $ 1,956 83 2,039   644 - 644   Sales   (1,820) (153) (1,973)   (1,571) (1) (1,572) Transfers to MHFS/LHFS (1)   (36) (1) (37)   (106) (25) (131)                                                 The “Purchases” and “Transfers to MHFS/LHFS" categories exclude activity in government insured/guaranteed loans. As servicer, we are able to buy delinquent insured/guaranteed loans out of the GNMA pools. These loans have different risk characteristics from the rest of our consumer portfolio, whereby this activity does not impact the allowance for loan losses in the same manner because the loans are insured by the FHA or are guaranteed by the VA. On a net basis, this activity was $3.5 billion and $2.2 billion for the quarters ended March 31, 2012 and 2011, respectively. Allowance for Credit Losses (ACL) The ACL is management's estimate of credit losses inherent in the loan portfolio, including unfunded credit commitments, at the balance sheet date. We have an established process to determine the adequacy of the allowance for credit losses that assesses the losses inherent in our portfolio and related unfunded credit commitments. While we attribute portions of the allowance to specific portfolio segments, the entire allowance is available to absorb credit losses inherent in the total loan portfolio and unfunded credit commitments.        Our process involves procedures to appropriately consider the unique risk characteristics of our commercial and consumer loan portfolio segments. For each portfolio segment, losses are estimated collectively for groups of loans with similar characteristics, individually or pooled for impaired loans or, for PCI loans, based on the changes in cash flows expected to be collected.        Our allowance levels are influenced by loan volumes, loan grade migration or delinquency status, historic loss experience influencing loss factors, and other conditions influencing loss expectations, such as economic conditions.         Commercial Portfolio Segment ACL Methodology Generally, commercial loans are assessed for estimated losses by grading each loan using various risk factors as identified through periodic reviews. We apply historic grade-specific loss factors to the aggregation of each funded grade pool. These historic loss factors are also used to estimate losses for unfunded credit commitments. In the development of our statistically derived loan grade loss factors, we observe historical losses over a relevant period for each loan grade. These loss estimates are adjusted as appropriate based on additional analysis of long-term average loss experience compared to previously forecasted losses, external loss data or other risks identified from current economic conditions and credit quality trends.        The allowance also includes an amount for the estimated impairment on nonaccrual commercial loans and commercial loans modified in a troubled debt restructuring (TDR), whether on accrual or nonaccrual status.   Consumer Portfolio Segment ACL Methodology For consumer loans, not identified as a TDR, we determine the allowance predominantly on a collective basis utilizing forecasted losses to represent our best estimate of inherent loss. We pool loans, generally by product types with similar risk characteristics, such as residential real estate mortgages and credit cards. As appropriate and to achieve greater accuracy, we may further stratify selected portfolios by sub-product, origination channel, vintage, loss type, geographic location and other predictive characteristics. Models designed for each pool are utilized to develop the loss estimates. We use assumptions for these pools in our forecast models, such as historic delinquency and default, loss severity, home price trends, unemployment trends, and other key economic variables that may influence the frequency and severity of losses in the pool.        In determining the appropriate allowance attributable to our residential mortgage portfolio, we incorporate the default rates and high severity of loss for junior lien mortgages behind delinquent first lien mortgages into our loss forecasting calculations. In addition, the loss rates we use in determining our allowance include the impact of our established loan modification programs. When modifications occur or are probable to occur, our allowance considers the impact of these modifications, taking into consideration the associated credit cost, including re-defaults of modified loans and projected loss severity. Accordingly, the loss content associated with the effects of existing and probable loan modifications and junior lien mortgages behind delinquent first lien mortgages has been captured in our allowance methodology.        We separately estimate impairment for consumer loans that have been modified in a TDR (including trial modifications), whether on accrual or nonaccrual status.   OTHER ACL MATTERS The allowance for credit losses for both portfolio segments includes an amount for imprecision or uncertainty that may change from period to period. This amount represents management's judgment of risks inherent in the processes and assumptions used in establishing the allowance. This imprecision considers economic environmental factors, modeling assumptions and performance, process risk, and other subjective factors, including industry trends.        Impaired loans, which predominantly include nonaccrual commercial loans and any loans that have been modified in a TDR, have an estimated allowance calculated as the difference, if any, between the impaired value of the loan and the recorded investment in the loan. The impaired value of the loan is generally calculated as the present value of expected future cash flows from principal and interest which incorporates expected lifetime losses, discounted at the loan's effective interest rate. The allowance for an impaired loan that was modified a TDR may be lower than the previously established allowance for that loan due to benefits received through modification, such as lower probability of default and/or severity of loss, and the impact of prior charge-offs or charge-offs at the time of the modification that may reduce or eliminate the need for an allowance.        Commercial and consumer PCI loans may require an allowance subsequent to their acquisition. This allowance requirement is due to decreases in expected principal and interest cash flows (other than due to decreases in interest rate indices and changes in prepayment assumptions).        The allowance for credit losses consists of the allowance for loan losses and the allowance for unfunded credit commitments. Changes in the allowance for credit losses were:                                                       Quarter ended March 31, (in millions)     2012   2011 Balance, beginning of period $ 19,668   23,463 Provision for credit losses   1,995   2,210 Interest income on certain impaired loans (1)   (87)   (83) Loan charge-offs:           Commercial:             Commercial and industrial   (359)   (468)     Real estate mortgage   (82)   (179)     Real estate construction   (80)   (119)     Lease financing   (8)   (13)     Foreign   (29)   (39)       Total commercial   (558)   (818)   Consumer:               Real estate 1-4 family first mortgage   (828)   (1,015)     Real estate 1-4 family junior lien mortgage   (820)   (1,046)     Credit card   (301)   (448)     Other revolving credit and installment   (373)   (500)       Total consumer   (2,322)   (3,009)         Total loan charge-offs   (2,880)   (3,827) Loan recoveries:           Commercial:             Commercial and industrial   103   114     Real estate mortgage   36   27     Real estate construction   13   36     Lease financing   6   7     Foreign   15   11       Total commercial   173   195   Consumer:               Real estate 1-4 family first mortgage   37   111     Real estate 1-4 family junior lien mortgage   57   52     Credit card   59   66     Other revolving credit and installment   159   193       Total consumer   312   422         Total loan recoveries   485   617           Net loan charge-offs (2)   (2,395)   (3,210) Allowances related to business combinations/other   (52)   3 Balance, end of period $ 19,129   22,383 Components:             Allowance for loan losses $ 18,852   21,983   Allowance for unfunded credit commitments   277   400     Allowance for credit losses (3) $ 19,129   22,383 Net loan charge-offs (annualized) as a percentage of average total loans (2)   1.25 % 1.73 Allowance for loan losses as a percentage of total loans (3)   2.46   2.93 Allowance for credit losses as a percentage of total loans (3)   2.50   2.98                     Certain impaired loans with an allowance calculated by discounting expected cash flows using the loan's effective interest rate over the remaining life of the loan recognize reductions in the allowance as interest income. For PCI loans, charge-offs are only recorded to the extent that losses exceed the purchase accounting estimates. The allowance for credit losses includes $245 million and $257 million at March 31, 2012 and 2011, respectively, related to PCI loans acquired from Wachovia. Loans acquired from Wachovia are included in total loans net of related purchase accounting net write-downs. The following table summarizes the activity in the allowance for credit losses by our commercial and consumer portfolio segments.                                                           Quarter ended March 31,               2012       2011 (in millions) Commercial Consumer Total   Commercial Consumer Total Balance, beginning of period $ 6,358 13,310 19,668   8,169 15,294 23,463   Provision for credit losses   188 1,807 1,995   472 1,738 2,210   Interest income on certain impaired loans   (31) (56) (87)   (45) (38) (83)                           Loan charge-offs   (558) (2,322) (2,880)   (818) (3,009) (3,827)   Loan recoveries   173 312 485   195 422 617     Net loan charge-offs   (385) (2,010) (2,395)   (623) (2,587) (3,210)   Allowance related to business combinations/other   - (52) (52)   - 3 3 Balance, end of period $ 6,130 12,999 19,129   7,973 14,410 22,383                         The following table disaggregates our allowance for credit losses and recorded investment in loans by impairment methodology.                                                           Allowance for credit losses   Recorded investment in loans (in millions)   Commercial Consumer Total   Commercial Consumer Total                         March 31, 2012                                         Collectively evaluated (1) $ 3,939 8,415 12,354   329,382 373,918 703,300 Individually evaluated (2)   2,014 4,516 6,530   10,113 17,574 27,687 PCI (3)   177 68 245   6,254 29,280 35,534   Total $ 6,130 12,999 19,129   345,749 420,772 766,521                         December 31, 2011                   Collectively evaluated (1) $ 4,060 8,699 12,759   328,117 376,785 704,902 Individually evaluated (2)   2,133 4,545 6,678   10,566 17,444 28,010 PCI (3)   165 66 231   6,767 29,952 36,719   Total $ 6,358 13,310 19,668   345,450 424,181 769,631                         Represents loans collectively evaluated for impairment in accordance with ASC 450-20, Loss Contingencies (formerly FAS 5), and pursuant to amendments by ASU 2010-20 regarding allowance for non-impaired loans. Represents loans individually evaluated for impairment in accordance with ASC 310-10, Receivables (formerly FAS 114), and pursuant to amendments by ASU 2010-20 regarding allowance for impaired loans. Represents the allowance and related loan carrying value determined in accordance with ASC 310-30, Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly SOP 03-3) and pursuant to amendments by ASU 2010-20 regarding allowance for PCI loans. Credit Quality We monitor credit quality as indicated by evaluating various attributes and utilize such information in our evaluation of the adequacy of the allowance for credit losses. The following sections provide the credit quality indicators we most closely monitor. See the “Purchased Credit-Impaired Loans” section of this Note for credit quality information on our PCI portfolio.        The majority of credit quality indicators are based on March 31, 2012 information, with the exception of updated FICO and updated loan-to-value (LTV)/combined LTV (CLTV), which are obtained at least quarterly. Generally, these indicators are updated in the second month of each quarter, with updates no older than December 31, 2011.   Commercial Credit Quality Indicators In addition to monitoring commercial loan concentration risk, we manage a consistent process for assessing commercial loan credit quality. Generally, commercial loans are subject to individual risk assessment using our internal borrower and collateral quality ratings. Our ratings are aligned to Pass and Criticized categories. The Criticized category includes Special Mention, Substandard, and Doubtful categories which are defined by bank regulatory agencies.        The following table provides a breakdown of outstanding commercial loans by risk category. Of the $28.0 billion in criticized commercial real estate (CRE) loans, $5.8 billion has been placed on nonaccrual status and written down to net realizable value. CRE loans have a high level of monitoring in place to manage these assets and mitigate any loss exposure.                                                           Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2012                                       By risk category:               Pass $ 147,651 80,762 11,017 12,449 35,530 287,409   Criticized   20,510 22,005 5,968 694 2,909 52,086     Total commercial loans (excluding PCI)   168,161 102,767 16,985 13,143 38,439 339,495 Total commercial PCI loans (carrying value)   385 3,107 1,564 - 1,198 6,254       Total commercial loans $ 168,546 105,874 18,549 13,143 39,637 345,749                         December 31, 2011                                       By risk category:               Pass $ 144,980 80,215 10,865 12,455 36,567 285,082   Criticized   21,837 22,490 6,772 662 1,840 53,601     Total commercial loans (excluding PCI)   166,817 102,705 17,637 13,117 38,407 338,683 Total commercial PCI loans (carrying value)   399 3,270 1,745 - 1,353 6,767       Total commercial loans $ 167,216 105,975 19,382 13,117 39,760 345,450                                The following table provides past due information for commercial loans, which we monitor as part of our credit risk management practices.                                                   Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2012                                       By delinquency status:               Current-29 DPD and still accruing $ 165,387 97,511 15,011 12,802 38,300 329,011   30-89 DPD and still accruing   944 886 240 296 94 2,460   90+ DPD and still accruing   104 289 25 - 7 425 Nonaccrual loans   1,726 4,081 1,709 45 38 7,599     Total commercial loans (excluding PCI)   168,161 102,767 16,985 13,143 38,439 339,495 Total commercial PCI loans (carrying value)   385 3,107 1,564 - 1,198 6,254       Total commercial loans $ 168,546 105,874 18,549 13,143 39,637 345,749                         December 31, 2011                                       By delinquency status:               Current-29 DPD and still accruing $ 163,583 97,410 15,471 12,934 38,122 327,520   30-89 DPD and still accruing   939 954 187 130 232 2,442   90+ DPD and still accruing   153 256 89 - 6 504 Nonaccrual loans   2,142 4,085 1,890 53 47 8,217     Total commercial loans (excluding PCI)   166,817 102,705 17,637 13,117 38,407 338,683 Total commercial PCI loans (carrying value)   399 3,270 1,745 - 1,353 6,767       Total commercial loans $ 167,216 105,975 19,382 13,117 39,760 345,450                         Consumer Credit Quality Indicators We have various classes of consumer loans that present respective unique risks. Loan delinquency, FICO credit scores and LTV for loan types are common credit quality indicators that we monitor and utilize in our evaluation of the adequacy of the allowance for credit losses for the consumer portfolio segment.        The majority of our loss estimation techniques used for the allowance for credit losses rely on delinquency matrix models or delinquency roll rate models. Therefore, delinquency is an important indicator of credit quality and the establishment of our allowance for credit losses. The following table provides the outstanding balances of our consumer portfolio by delinquency status.                                                         Real estate Real estate   Other               1-4 family 1-4 family   revolving               first junior lien Credit credit and   (in millions)   mortgage mortgage card installment Total                       March 31, 2012                                   By delinquency status:             Current-29 DPD $ 157,697 80,518 21,387 70,868 330,470   30-59 DPD   3,573 678 163 749 5,163   60-89 DPD   1,671 424 129 198 2,422   90-119 DPD   944 333 115 110 1,502   120-179 DPD   1,426 492 204 30 2,152   180+ DPD   6,589 530 - 5 7,124 Government insured/guaranteed loans (1)   27,903 - - 14,756 42,659   Total consumer loans (excluding PCI)   199,803 82,975 21,998 86,716 391,492 Total consumer PCI loans (carrying value)   29,082 198 - - 29,280     Total consumer loans $ 228,885 83,173 21,998 86,716 420,772                       December 31, 2011                                   By delinquency status:             Current-29 DPD $ 156,985 83,033 22,125 69,712 331,855   30-59 DPD   4,075 786 211 963 6,035   60-89 DPD   2,012 501 154 275 2,942   90-119 DPD   1,152 382 135 127 1,796   120-179 DPD   1,704 537 211 33 2,485   180+ DPD   6,665 546 - 4 7,215 Government insured/guaranteed loans (1)   26,555 - - 15,346 41,901   Total consumer loans (excluding PCI)   199,148 85,785 22,836 86,460 394,229 Total consumer PCI loans (carrying value)   29,746 206 - - 29,952     Total consumer loans $ 228,894 85,991 22,836 86,460 424,181                       Represents loans whose repayments are insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the Federal Family Education Loan Program (FFELP). Loans insured/guaranteed by the FHA/VA and 90+ DPD totaled $19.0 billion at March 31, 2012, compared with $18.5 billion at December 31, 2011. Student loans 90+ DPD totaled $1.2 billion at March 31, 2012, compared with $1.3 billion at December 31, 2011.        Of the $10.8 billion of loans that are 90 days or more past due at March 31, 2012, $1.2 billion was accruing, compared with $11.5 billion past due and $1.5 billion accruing at December 31, 2011.        Real estate 1-4 family first mortgage loans 180 days or more past due totaled $6.6 billion, or 3.3%, of total first mortgages (excluding PCI), at March 31, 2012, compared with $6.7 billion, or 3.3%, at December 31, 2011.        The following table provides a breakdown of our consumer portfolio by updated FICO. We obtain FICO scores at loan origination and the scores are updated at least quarterly. FICO is not available for certain loan types. In addition, FICO may not be obtained if we deem it unnecessary due to strong collateral and other borrower attributes, primarily securities-based margin loans of $4.8 billion at March 31, 2012, and $5.0 billion at December 31, 2011. The majority of our portfolio is underwritten with a FICO score of 680 and above.                                                         Real estate Real estate   Other               1-4 family 1-4 family   revolving               first junior lien Credit credit and   (in millions)   mortgage mortgage card installment Total                       March 31, 2012                                   By updated FICO:             < 600 $ 20,733 7,197 2,360 8,365 38,655   600-639   10,895 4,019 1,802 5,839 22,555   640-679   15,402 7,058 3,330 9,191 34,981   680-719   23,703 12,196 4,370 10,544 50,813   720-759   27,387 17,094 4,425 9,874 58,780   760-799   47,741 23,831 3,441 11,242 86,255   800+   22,648 9,816 1,883 5,866 40,213 No FICO available   3,391 1,764 387 6,208 11,750 FICO not required   - - - 4,831 4,831 Government insured/guaranteed loans (1)   27,903 - - 14,756 42,659     Total consumer loans (excluding PCI)   199,803 82,975 21,998 86,716 391,492 Total consumer PCI loans (carrying value)   29,082 198 - - 29,280       Total consumer loans $ 228,885 83,173 21,998 86,716 420,772                       December 31, 2011                                   By updated FICO:             < 600 $ 21,604 7,428 2,323 8,921 40,276   600-639   10,978 4,086 1,787 6,222 23,073   640-679   15,563 7,187 3,383 9,350 35,483   680-719   23,622 12,497 4,697 10,465 51,281   720-759   27,417 17,574 4,760 9,936 59,687   760-799   47,337 24,979 3,517 11,163 86,996   800+   21,381 10,247 1,969 5,674 39,271 No FICO available   4,691 1,787 400 4,393 11,271 FICO not required   - - - 4,990 4,990 Government insured/guaranteed loans (1)   26,555 - - 15,346 41,901     Total consumer loans (excluding PCI)   199,148 85,785 22,836 86,460 394,229 Total consumer PCI loans (carrying value)   29,746 206 - - 29,952       Total consumer loans $ 228,894 85,991 22,836 86,460 424,181                       Represents loans whose repayments are insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under FFELP.        LTV refers to the ratio comparing the loan's balance to the property's collateral value. CLTV refers to the combination of first mortgage and junior lien mortgage (including unused line amounts for credit line products) ratios. LTVs and CLTVs are updated quarterly using a cascade approach which first uses values provided by automated valuation models (AVMs) for the property. If an AVM is not available, then the value is estimated using the original appraised value adjusted by the change in Home Price Index (HPI) for the property location. If an HPI is not available, the original appraised value is used. The HPI value is normally the only method considered for high value properties as the AVM values have proven less accurate for these properties.        The following table shows the most updated LTV and CLTV distribution of the real estate 1-4 family first and junior lien mortgage loan portfolios. In recent years, the residential real estate markets have experienced significant declines in property values and several markets, particularly California and Florida have experienced declines that turned out to be more significant than the national decline. These trends are considered in the way that we monitor credit risk and establish our allowance for credit losses. LTV does not necessarily reflect the likelihood of performance of a given loan, but does provide an indication of collateral value. In the event of a default, any loss should be limited to the portion of the loan amount in excess of the net realizable value of the underlying real estate collateral value. Certain loans do not have an LTV or CLTV primarily due to industry data availability and portfolios acquired from or serviced by other institutions.                                                                 March 31, 2012   December 31, 2011             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                 0-60% $ 45,258 11,951 57,209   46,476 12,694 59,170   60.01-80%   48,688 14,986 63,674   46,831 15,722 62,553   80.01-100%   36,237 19,714 55,951   36,764 20,290 57,054   100.01-120% (1)   20,930 15,546 36,476   21,116 15,829 36,945   > 120% (1)   18,019 18,289 36,308   18,608 18,626 37,234 No LTV/CLTV available   2,768 2,489 5,257   2,798 2,624 5,422 Government insured/guaranteed loans (2)   27,903 - 27,903   26,555 - 26,555     Total consumer loans (excluding PCI)   199,803 82,975 282,778   199,148 85,785 284,933 Total consumer PCI loans (carrying value)   29,082 198 29,280   29,746 206 29,952       Total consumer loans $ 228,885 83,173 312,058   228,894 85,991 314,885                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV. Represents loans whose repayments are insured by the FHA or guaranteed by the VA. Nonaccrual Loans The following table provides loans on nonaccrual status. PCI loans are excluded from this table due to the existence of the accretable yield.                                 Mar. 31, Dec. 31, (in millions)     2012 2011 Commercial:         Commercial and industrial $ 1,726 2,142   Real estate mortgage   4,081 4,085   Real estate construction   1,709 1,890   Lease financing   45 53   Foreign   38 47     Total commercial (1)   7,599 8,217 Consumer:         Real estate 1-4 family first mortgage (2)   10,683 10,913   Real estate 1-4 family junior lien mortgage (3) 3,558 1,975   Other revolving credit and installment   186 199     Total consumer   14,427 13,087       Total nonaccrual loans               (excluding PCI) $ 22,026 21,304                   Includes LHFS of $9 million at March 31, 2012, and $25 million at December 31, 2011. Includes MHFS of $287 million at March 31, 2012, and $301 million at December 31, 2011. Includes $1.7 billion at March 31, 2012, resulting from implementation of the Interagency Guidance issued on January 31, 2012. This guidance accelerated the timing of placing these loans on nonaccrual to coincide with the timing of placing the related real estate 1-4 family first mortgage loans on nonaccrual. LOANS 90 Days OR MORE Past Due and Still Accruing Certain loans 90 days or more past due as to interest or principal are still accruing, because they are (1) well-secured and in the process of collection or (2) real estate 1-4 family mortgage loans or consumer loans exempt under regulatory rules from being classified as nonaccrual until later delinquency, usually 120 days past due. PCI loans of $7.1 billion at March 31, 2012, and $8.7 billion at December 31, 2011, are excluded from this disclosure even though they are 90 days or more contractually past due. These PCI loans are considered to be accruing due to the existence of the accretable yield and not based on consideration given to contractual interest payments. Loans 90 days or more past due and still accruing whose repayments are insured by the Federal Housing Administration (FHA) or predominantly guaranteed by the Department of Veterans Affairs (VA) for mortgages and the U.S. Department of Education for student loans under the Federal Family Education Loan Program (FFELP) were $20.9 billion at March 31, 2012, up from $20.5 billion at December 31, 2011.        The following table shows non-PCI loans 90 days or more past due and still accruing by class for loans not government insured/guaranteed.                                                 Mar. 31, Dec. 31, (in millions) 2012 2011 Loan 90 days or more past due and still accruing:       Total (excluding PCI): $ 22,555 22,569   Less: FHA insured/guaranteed by the VA (1)(2) 19,681 19,240   Less: Student loans guaranteed           under the FFELP (3)   1,238 1,281       Total, not government               insured/guaranteed $ 1,636 2,048                   By segment and class, not government         insured/guaranteed:       Commercial:         Commercial and industrial $ 104 153   Real estate mortgage   289 256   Real estate construction   25 89   Foreign   7 6     Total commercial   425 504 Consumer:         Real estate 1-4 family first mortgage (2)   616 781   Real estate 1-4 family junior lien mortgage (2)(4) 156 279   Credit card   319 346   Other revolving credit and installment   120 138     Total consumer   1,211 1,544       Total, not government               insured/guaranteed $ 1,636 2,048                   Represents loans whose repayments are insured by the FHA or guaranteed by the VA. Includes mortgage loans held for sale 90 days or more past due and still accruing. Represents loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the FFELP. During first quarter 2012, $43 million of 1-4 family junior lien mortgages were transferred to nonaccrual upon implementation of the Interagency Guidance issued on January 31, 2012. IMPAIRED LOANS The table below summarizes key information for impaired loans. Our impaired loans predominately include loans on nonaccrual status in the commercial portfolio segment and loans modified in a TDR, whether on accrual or nonaccrual status. These impaired loans generally have estimated losses which are included in the allowance for credit losses. Impaired loans exclude PCI loans. Based on clarifying guidance from the Securities and Exchange Commission (SEC) received in December 2011, we now classify trial modifications as TDRs at the beginning of the trial period. The table below includes trial modifications that totaled $723 million at March 31, 2012, and $651 million at December 31, 2011.                                                       Recorded investment                   Impaired loans               Unpaid   with related Related             principal Impaired allowance for allowance for (in millions)   balance loans credit losses credit losses                     March 31, 2012                               Commercial:             Commercial and industrial $ 4,224 2,759 2,665 449   Real estate mortgage   6,404 5,154 4,984 1,135   Real estate construction   2,875 2,111 2,073 408   Lease financing   90 59 59 17   Foreign   61 30 30 5     Total commercial (1)   13,654 10,113 9,811 2,014 Consumer:             Real estate 1-4 family first mortgage   16,703 14,602 14,107 3,394   Real estate 1-4 family junior lien mortgage   2,243 2,093 2,093 787   Credit card   594 594 578 297   Other revolving credit and installment   287 285 249 38     Total consumer   19,827 17,574 17,027 4,516       Total impaired loans (excluding PCI) $ 33,481 27,687 26,838 6,530                     December 31, 2011                               Commercial:             Commercial and industrial $ 7,191 3,072 3,018 501   Real estate mortgage   7,490 5,114 4,637 1,133   Real estate construction   4,733 2,281 2,281 470   Lease financing   127 68 68 21   Foreign   185 31 31 8     Total commercial (1)   19,726 10,566 10,035 2,133 Consumer:             Real estate 1-4 family first mortgage   16,494 14,486 13,909 3,380   Real estate 1-4 family junior lien mortgage   2,232 2,079 2,079 784   Credit card   593 593 593 339   Other revolving credit and installment   287 286 274 42     Total consumer   19,606 17,444 16,855 4,545       Total impaired loans (excluding PCI) $ 39,332 28,010 26,890 6,678                     (1) The unpaid principal balance for commercial loans at December 31, 2011 includes approximately $5.6 billion ($2.5 billion - commercial and industrial, $1.1 billion - real estate mortgage, $1.8 billion - real estate construction and $157 million – lease financing and foreign) for commercial loans that have been fully charged off and therefore have no recorded investment. The unpaid principal balance for loans with no recorded investment has been excluded from the amounts disclosed at March 31, 2012.                            Commitments to lend additional funds on loans whose terms have been modified in a TDR amounted to $449 million and $3.8 billion at March 31, 2012, and December 31, 2011, respectively.        The following table provides the average recorded investment in impaired loans and the amount of interest income recognized on impaired loans by portfolio segment and class.                                                           Quarter ended March 31,           2012   2011             Average   Recognized   Average Recognized             recorded   interest   recorded interest (in millions)   investment   income   investment income Commercial:                 Commercial and industrial $ 2,888   39   3,105 24   Real estate mortgage   5,135   17   5,522 13   Real estate construction   2,197   10   2,681 14   Lease financing   63   -   106 -   Foreign   30   -   40 -     Total commercial   10,313   66   11,454 51 Consumer:                 Real estate 1-4 family first mortgage   14,501   189   11,901 151   Real estate 1-4 family junior lien mortgage   2,054   22   1,763 14   Credit card   594   14   581 6   Other revolving credit and installment   332   18   243 9     Total consumer   17,481   243   14,488 180       Total impaired loans (excluding PCI) $ 27,794   309   25,942 231                         Interest income:                 Cash basis of accounting     $ 49     38   Other (1)       260     193     Total interest income     $ 309     231                         Includes interest recognized on accruing TDRs, interest recognized related to certain impaired loans which have an allowance calculated using discounting, and amortization of purchase accounting adjustments related to certain impaired loans. See footnote 1 to the table of changes in the allowance for credit losses. TROUBLED DEBT RESTRUCTURINGs (TDRs) When, for economic or legal reasons related to a borrower's financial difficulties, we grant a concession for other than an insignificant period of time to a borrower that we would not otherwise consider, the related loan is classified as a TDR. We do not consider any loans modified through a loan resolution such as foreclosure or short sale to be a TDR. The following table summarizes how our loans were modified as TDRs at the end of the period, including the financial effects of the modifications.                                                                             Primary modification type (1)   Financial effects of modifications                         Weighted   Recorded                 Other       average   investment               Interest interest       interest   related to               rate rate     Charge- rate   interest rate (in millions) Principal (2) reduction concessions (3) Total   offs (4) reduction   reduction March 31, 2012                   Commercial:                         Commercial and industrial $ 1 8 401 410   3 1.28 % $ 9   Real estate mortgage   4 52 485 541   - 1.90     53   Real estate construction   - 2 107 109   8 1.06     1   Lease financing   - - 1 1   - -     -   Foreign   - - 2 2   - -     -     Total commercial   5 62 996 1,063   11 1.79     63 Consumer:                         Real estate 1-4 family first mortgage   306 297 199 802   59 2.83     540   Real estate 1-4 family junior lien mortgage   19 70 34 123   9 4.02     86   Credit card   - 74 - 74   - 10.88     74   Other revolving credit and installment   2 19 23 44   6 7.51     20   Trial modifications (5)   - - 577 577   - -     -     Total consumer   327 460 833 1,620   74 3.93     720       Total $ 332 522 1,829 2,683   85 3.76 % $ 783                                 March 31, 2011                       Commercial:                         Commercial and industrial $ 50 44 611 705   20 3.74 % $ 42   Real estate mortgage   43 57 487 587   1 1.54     58   Real estate construction   25 20 157 202   6 0.96     20   Lease financing   - - 18 18   - -     -   Foreign   - - - -   - -     -     Total commercial   118 121 1,273 1,512   27 2.21     120 Consumer:                         Real estate 1-4 family first mortgage   383 584 267 1,234   50 3.47     937   Real estate 1-4 family junior lien mortgage   40 239 61 340   10 4.41     277   Credit card   - 109 - 109   1 10.91     78   Other revolving credit and installment   20 36 1 57   7 5.89     55   Trial modifications (5)   - - 944 944   - -     -     Total consumer   443 968 1,273 2,684   68 4.19     1,347       Total $ 561 1,089 2,546 4,196   95 4.03 % $ 1,467                                 (1) Amounts represent the recorded investment in loans after recognizing the effects of the TDR, if any. TDRs with multiple types of concessions are presented only once in the table in the first category type based on the order presented. (2) Principal modifications include principal forgiveness at the time of the modification, contingent principal forgiveness granted over the life of the loan based on borrower performance, and principal that has been legally separated and deferred to the end of the loan, with a zero percent contractual interest rate. (3) Other interest rate concessions include loans modified to an interest rate that is not commensurate with the risk, even though the rate may have been increased. These modifications would include renewals, term extensions and other interest adjustments, but exclude modifications that also forgive principal and/or reduce the interest rate. (4) Charge-offs include write-downs of the investment in the loan in the period of modification. In some cases, the amount of charge off will differ from the modification terms if the loan has already been charged down based on our policies. Modifications resulted in forgiving principal (actual, contingent or deferred) of $92 million and $128 million at March 31, 2012 and 2011, respectively. (5) Trial modifications are granted a delay in payments due under the original terms during the trial payment period. However, these loans continue to advance through delinquency status and accrue interest according to their original terms. Any subsequent permanent modification generally includes interest rate related concessions; however, the exact concession type and resulting financial effect are usually not known until the loan is permanently modified.                                        The previous table presents information on all loan modifications classified as TDRs. We may require some borrowers experiencing financial difficulty to make trial payments generally for a period of three to four months, according to terms of a planned permanent modification, to determine if they can perform according to those terms. Based on clarifying guidance from the SEC in December 2011, these arrangements represent trial modifications, which we classify and account for as TDRs. The trial period terms are developed in accordance with our proprietary programs or the U.S. Treasury's Making Homes Affordable programs for real estate 1-4 family first lien (i.e. Home Affordable Modification Program – HAMP) and junior lien (i.e. Second Lien Modification Program – 2MP) mortgage loans. At March 31, 2012, the loans in trial modification period were $391 million under HAMP, $46 million under 2MP and $286 million under proprietary programs, compared with $421 million, $46 million and $184 million at December 31, 2011, respectively. While loans are in trial payment programs their original terms are not considered modified and they continue to advance through delinquency status and accrue interest according to their original terms. The planned modifications for these arrangements predominantly involve interest rate reductions or other interest rate concessions. Trial modifications with a recorded investment of $339 million at March 31, 2012, and $310 million at December 31, 2011, were accruing loans and $384 million and $341 million, respectively, were nonaccruing loans. Our recent experience is that most of the mortgages that enter a trial payment period program are successful in completing the program requirements and are then permanently modified at the end of the trial period. As previously discussed, our allowance process considers the impact of those modifications that are probable to occur including the associated credit cost and related re-default risk.          The table below summarizes permanent modification TDRs that have defaulted in the current period within 12 months of their permanent modification date. We are reporting these defaulted TDRs based on a payment default definition of 90 days past due for the commercial portfolio segment and 60 days past due for the consumer portfolio segment.                                         Quarter ended March 31,             2012   2011           Recorded   Recorded           investment   investment (in millions) of defaults   of defaults Commercial:           Commercial and industrial $ 110   26   Real estate mortgage   252   49   Real estate construction   155   19     Total commercial   517   94 Consumer:           Real estate 1-4 family first mortgage   147   302   Real estate 1-4 family junior lien             mortgage   20   34   Credit card   27   61   Other revolving credit and installment   6   26     Total consumer   200   423       Total $ 717   517     Purchased Credit-Impaired Loans Substantially all of our PCI loans were acquired from Wachovia on December 31, 2008. The following table presents PCI loans net of any remaining purchase accounting adjustments.                             Mar. 31, Dec. 31, (in millions)   2012 2011 Commercial:         Commercial and industrial $ 385 399   Real estate mortgage   3,107 3,270   Real estate construction   1,564 1,745   Foreign   1,198 1,353     Total commercial   6,254 6,767 Consumer:         Real estate 1-4 family first mortgage   29,082 29,746   Real estate 1-4 family junior lien mortgage   198 206     Total consumer   29,280 29,952       Total PCI loans (carrying value) $ 35,534 36,719 Total PCI loans (unpaid principal balance) $ 53,389 55,312                 Accretable Yield The excess of cash flows expected to be collected over the carrying value of PCI loans is referred to as the accretable yield and is recognized in interest income using an effective yield method over the remaining life of the loan, or pools of loans. The accretable yield is affected by: Changes in interest rate indices for variable rate PCI loans – Expected future cash flows are based on the variable rates in effect at the time of the regular evaluations of cash flows expected to be collected; Changes in prepayment assumptions – Prepayments affect the estimated life of PCI loans which may change the amount of interest income, and possibly principal, expected to be collected; and Changes in the expected principal and interest payments over the estimated life – Updates to expected cash flows are driven by the credit outlook and actions taken with borrowers. Changes in expected future cash flows from loan modifications are included in the regular evaluations of cash flows expected to be collected.          The change in the accretable yield related to PCI loans is presented in the following table.                 (in millions)     Balance, December 31, 2008 $ 10,447   Addition of accretable yield due to acquisitions   128   Accretion into interest income (1)   (7,199)   Accretion into noninterest income due to sales (2)   (237)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   4,213   Changes in expected cash flows that do not affect nonaccretable difference (3)   8,609 Balance, December 31, 2011   15,961   Addition of accretable yield due to acquisitions   -   Accretion into interest income (1)   (514)   Accretion into noninterest income due to sales (2)   -   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   235   Changes in expected cash flows that do not affect nonaccretable difference (3)   81 Balance, March 31, 2012 $ 15,763                 (1) Includes accretable yield released as a result of settlements with borrowers, which is included in interest income. (2) Includes accretable yield released as a result of sales to third parties, which is included in noninterest income. (3) Represents changes in cash flows expected to be collected due to changes in interest rates on variable rate PCI loans, changes in prepayment assumptions and the impact of modifications.                 PCI Allowance Based on our regular evaluation of estimates of cash flows expected to be collected, we may establish an allowance for a PCI loan or pool of loans, with a charge to income through the provision for losses. The following table summarizes the changes in allowance for PCI loan losses.                             Other   (in millions)   Commercial Pick-a-Pay consumer Total Balance, December 31, 2008 $ - - - -   Provision for losses due to credit deterioration   1,668 - 116 1,784   Charge-offs   (1,503) - (50) (1,553) Balance, December 31, 2011   165 - 66 231   Provision for losses due to credit deterioration   39 - 5 44   Charge-offs   (27) - (3) (30) Balance, March 31, 2012 $ 177 - 68 245                 Commercial PCI Credit Quality Indicators The following table provides a breakdown of commercial PCI loans by risk category.                                   Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2012                                   By risk category:             Pass $ 191 534 365 129 1,219   Criticized   194 2,573 1,199 1,069 5,035     Total commercial PCI loans $ 385 3,107 1,564 1,198 6,254                       December 31, 2011                         By risk category:             Pass $ 191 640 321 - 1,152   Criticized   208 2,630 1,424 1,353 5,615     Total commercial PCI loans $ 399 3,270 1,745 1,353 6,767                              The following table provides past due information for commercial PCI loans.                         Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2012                                   By delinquency status:             Current-29 DPD and still accruing $ 334 2,683 1,027 1,067 5,111   30-89 DPD and still accruing   24 141 78 - 243   90+ DPD and still accruing   27 283 459 131 900     Total commercial PCI loans $ 385 3,107 1,564 1,198 6,254                       December 31, 2011                                   By delinquency status:             Current-29 DPD and still accruing $ 359 2,867 1,206 1,178 5,610   30-89 DPD and still accruing   22 178 72 - 272   90+ DPD and still accruing   18 225 467 175 885     Total commercial PCI loans $ 399 3,270 1,745 1,353 6,767                       Consumer PCI Credit Quality Indicators Our consumer PCI loans were aggregated into several pools of loans at acquisition. Below, we have provided credit quality indicators based on the unpaid principal balance (adjusted for write-downs) of the individual loans included in the pool, but we have not allocated the remaining purchase accounting adjustments, which were established at a pool level. The following table provides the delinquency status of consumer PCI loans.                                       March 31, 2012   December 31, 2011             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By delinquency status:                   Current - 29 DPD $ 25,458 268 25,726   25,693 268 25,961   30-59 DPD   2,818 15 2,833   3,272 20 3,292   60-89 DPD   1,301 8 1,309   1,433 9 1,442   90-119 DPD   619 5 624   791 8 799   120-179 DPD   1,029 10 1,039   1,169 10 1,179   180+ DPD   5,902 142 6,044   5,921 150 6,071     Total consumer PCI loans (adjusted unpaid principal balance) $ 37,127 448 37,575   38,279 465 38,744     Total consumer PCI loans (carrying value) $ 29,082 198 29,280   29,746 206 29,952                                  The following table provides FICO scores for consumer PCI loans.                                       March 31, 2012   December 31, 2011             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By FICO:         < 600 $ 16,173 192 16,365   17,169 210 17,379   600-639   7,385 82 7,467   7,489 83 7,572   640-679   6,736 90 6,826   6,646 89 6,735   680-719   3,635 45 3,680   3,698 47 3,745   720-759   1,853 14 1,867   1,875 14 1,889   760-799   897 6 903   903 6 909   800+   204 2 206   215 2 217 No FICO available   244 17 261   284 14 298     Total consumer PCI loans (adjusted unpaid principal balance) $ 37,127 448 37,575   38,279 465 38,744     Total consumer PCI loans (carrying value) $ 29,082 198 29,280   29,746 206 29,952                                  The following table shows the distribution of consumer PCI loans by LTV for real estate 1-4 family first mortgages and by CLTV for real estate 1-4 family junior lien mortgages.                                       March 31, 2012   December 31, 2011           Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                   0-60% $ 1,232 20 1,252   1,243 25 1,268   60.01-80%   3,846 47 3,893   3,806 49 3,855   80.01-100%   9,080 61 9,141   9,341 63 9,404   100.01-120% (1)   9,438 77 9,515   9,471 79 9,550   > 120% (1)   13,455 236 13,691   14,318 246 14,564 No LTV/CLTV available   76 7 83   100 3 103     Total consumer PCI loans (adjusted unpaid principal balance) $ 37,127 448 37,575   38,279 465 38,744     Total consumer PCI loans (carrying value) $ 29,082 198 29,280   29,746 206 29,952                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV.

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Other Assets	3 Months Ended
Mar. 31, 2012
Other Assets [Abstract]
Other Assets	The components of other assets were:                                                   Mar. 31, Dec. 31, (in millions)   2012 2011 Nonmarketable equity investments:       Cost method:           Private equity investments $ 3,609 3,444     Federal bank stock   4,553 4,617       Total cost method   8,162 8,061   Equity method:           LIHTC investments (1)   4,073 4,077     Private equity and other   4,767 4,670       Total equity method   8,840 8,747         Total nonmarketable                 equity investments 17,002 16,808 Corporate/bank-owned life insurance   20,218 20,146 Accounts receivable   24,239 25,939 Interest receivable   5,412 5,296 Core deposit intangibles   6,962 7,311 Customer relationship and         other amortized intangibles   1,572 1,639 Foreclosed assets:         GNMA (2)   1,352 1,319   Other   3,265 3,342 Operating lease assets   1,803 1,825 Due from customers on acceptances 294 225 Other   13,416 17,172           Total other assets $ 95,535 101,022                   (1)       Represents low income housing tax credit investments. (2)       These are foreclosed real estate securing FHA insured and VA guaranteed loans. Both principal and interest for these loans secured by the foreclosed real estate are collectible because they are insured/guaranteed. Income related to nonmarketable equity investments was:                                           Quarter ended March 31, (in millions)   2012 2011 Net gains from private equity investments $ 131 239 All other   21 (60)   Total $ 152 179

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Securitizations and Variable Interest Entities	3 Months Ended
Mar. 31, 2012
Securitizations and Variable Interest Entities [Abstract]
Securitizations and Variable Interest Entities	Involvement with SPEs In the normal course of business, we enter into various types of on- and off-balance sheet transactions with special purpose entities (SPEs), which are corporations, trusts or partnerships that are established for a limited purpose. Historically, the majority of SPEs were formed in connection with securitization transactions. In a securitization transaction, assets from our balance sheet are transferred to an SPE, which then issues to investors various forms of interests in those assets and may also enter into derivative transactions. In a securitization transaction, we typically receive cash and/or other interests in an SPE as proceeds for the assets we transfer. Also, in certain transactions, we may retain the right to service the transferred receivables and to repurchase those receivables from the SPE if the outstanding balance of the receivables falls to a level where the cost exceeds the benefits of servicing such receivables. In addition, we may purchase the right to service loans in an SPE that were transferred to the SPE by a third party.        In connection with our securitization activities, we have various forms of ongoing involvement with SPEs, which may include: •       underwriting securities issued by SPEs and subsequently making markets in those securities; •       providing liquidity facilities to support short-term obligations of SPEs issued to third party investors; providing credit enhancement on securities issued by SPEs or market value guarantees of assets held by SPEs through the use of letters of credit, financial guarantees, credit default swaps and total return swaps; •       entering into other derivative contracts with SPEs; •       holding senior or subordinated interests in SPEs; •       acting as servicer or investment manager for SPEs; and •       providing administrative or trustee services to SPEs.           SPEs are generally considered variable interest entities (VIEs). A VIE is an entity that has either a total equity investment that is insufficient to finance its activities without additional subordinated financial support or whose equity investors lack the ability to control the entity's activities. A VIE is consolidated by its primary beneficiary, the party that has both the power to direct the activities that most significantly impact the VIE and a variable interest that could potentially be significant to the VIE. A variable interest is a contractual, ownership or other interest that changes with changes in the fair value of the VIE's net assets. To determine whether or not a variable interest we hold could potentially be significant to the VIE, we consider both qualitative and quantitative factors regarding the nature, size and form of our involvement with the VIE. We assess whether or not we are the primary beneficiary of a VIE on an on-going basis.        We have segregated our involvement with VIEs between those VIEs which we consolidate, those which we do not consolidate and transfers of financial assets that are accounted for as secured borrowings. Secured borrowings are transactions involving transfers of our financial assets to third parties that are accounted for as financings with the assets pledged as collateral. Accordingly, the transferred assets remain recognized on our balance sheet. Subsequent tables within this Note further segregate these transactions by structure type.   The classifications of assets and liabilities in our balance sheet associated with our transactions with VIEs follow:                                         Transfers that             VIEs that we   VIEs we account             do not   that we for as secured     (in millions) consolidate consolidate borrowings   Total                         March 31, 2012                                         Cash $ -   378   38   416 Trading assets   3,302   130   27   3,459 Securities available for sale (1)   21,953   3,060   12,305   37,318 Mortgages held for sale   -   549   -   549 Loans   11,220   11,969   7,364   30,553 Mortgage servicing rights   12,789   -   -   12,789 Other assets   4,364   533   146   5,043   Total assets   53,628   16,619   19,880   90,127 Short-term borrowings   -   3,043 (2) 11,029   14,072 Accrued expenses and other liabilities   3,606   826 (2) 147   4,579 Long-term debt   -   4,113 (2) 6,856   10,969   Total liabilities   3,606   7,982   18,032   29,620 Noncontrolling interests   -   62   -   62     Net assets $ 50,022   8,575   1,848   60,445                         December 31, 2011                                         Cash $ -   321   11   332 Trading assets   3,723   293   30   4,046 Securities available for sale (1)   21,708   3,332   11,671   36,711 Mortgages held for sale   -   444   -   444 Loans   11,404   11,967   7,181   30,552 Mortgage servicing rights   12,080   -   -   12,080 Other assets   4,494   1,858   137   6,489   Total assets   53,409   18,215   19,030   90,654 Short-term borrowings   -   3,450 (2) 10,682   14,132 Accrued expenses and other liabilities   3,350   1,138 (2) 121   4,609 Long-term debt   -   4,932 (2) 6,686   11,618   Total liabilities   3,350   9,520   17,489   30,359 Noncontrolling interests   -   61   -   61     Net assets $ 50,059   8,634   1,541   60,234                         Excludes certain debt securities related to loans serviced for the Federal National Mortgage Association (FNMA), Federal Home Loan Mortgage Corporation (FHLMC) and GNMA. Includes the following VIE liabilities at March 31, 2012 and December 31, 2011, respectively, with recourse to the general credit of Wells Fargo: Short-term borrowings, $3.0 billion and $3.4 billion; Accrued expenses and other liabilities, $706 million and $963 million; and Long-term debt, $30 million and $30 million.       Transactions with Unconsolidated VIEs Our transactions with VIEs include securitizations of residential mortgage loans, CRE loans, student loans and auto loans and leases; investment and financing activities involving CDOs backed by asset-backed and CRE securities, collateralized loan obligations (CLOs) backed by corporate loans, and other types of structured financing. We have various forms of involvement with VIEs, including holding senior or subordinated interests, entering into liquidity arrangements, credit default swaps and other derivative contracts. Involvements with these unconsolidated VIEs are recorded on our balance sheet primarily in trading assets, securities available for sale, loans, MSRs, other assets and other liabilities, as appropriate. The following tables provide a summary of unconsolidated VIEs with which we have significant continuing involvement, but we are not the primary beneficiary. We do not consider our continuing involvement in an unconsolidated VIE to be significant when it relates to third-party sponsored VIEs for which we were not the transferor or if we were the sponsor but do not have any other significant continuing involvement.        Significant continuing involvement includes transactions where we were the sponsor or transferor and have other significant forms of involvement. Sponsorship includes transactions with unconsolidated VIEs where we solely or materially participated in the initial design or structuring of the entity or marketing of the transaction to investors. When we transfer assets to a VIE and account for the transfer as a sale, we are considered the transferor. We consider investments in securities held outside of trading, loans, guarantees, liquidity agreements, written options and servicing of collateral to be other forms of involvement that may be significant. We have excluded certain transactions with unconsolidated VIEs from the balances presented in the table below where we have determined that our continuing involvement is not significant due to the temporary nature and size of our variable interests, because we were not the transferor or because we were not involved in the design or operations of the unconsolidated VIEs.                                                   Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets interests (1) assets Derivatives guarantees assets March 31, 2012                               Carrying value - asset (liability) Residential mortgage loan                   securitizations:                     Conforming $ 1,207,348   4,418 11,922 - (1,087) 15,253     Other/nonconforming   58,016   2,433 367 1 (49) 2,752 Commercial mortgage securitizations   175,045   7,033 469 337 - 7,839 Collateralized debt obligations:                     Debt securities   10,493   1,011 - 45 - 1,056     Loans (2)   9,676   9,429 - - - 9,429 Asset-based finance structures   12,036   7,562 - (142) - 7,420 Tax credit structures   19,717   4,113 - - (1,399) 2,714 Collateralized loan obligations   11,831   2,002 - 8 - 2,010 Investment funds   6,155   - - - - - Other (3)   17,432   1,614 32 (17) (80) 1,549     Total $ 1,527,749   39,615 12,790 232 (2,615) 50,022                                           Maximum exposure to loss Residential mortgage loan                   securitizations:                     Conforming     $ 4,418 11,922 - 3,632 19,972     Other/nonconforming       2,433 367 1 327 3,128 Commercial mortgage securitizations       7,033 469 519 - 8,021 Collateralized debt obligations:                     Debt securities       1,011 - 838 - 1,849     Loans (2)       9,429 - - - 9,429 Asset-based finance structures       7,562 - 142 1,944 9,648 Tax credit structures       4,113 - - - 4,113 Collateralized loan obligations       2,002 - 9 523 2,534 Investment funds       - - - 37 37 Other (3)       1,614 32 423 150 2,219     Total     $ 39,615 12,790 1,932 6,613 60,950                           (continued on following page)               (continued from previous page)                                                                                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets   interests (1) assets Derivatives guarantees assets December 31, 2011                                 Carrying value - asset (liability) Residential mortgage loan securitizations:                   Conforming $ 1,135,629   4,682 11,070 - (975) 14,777   Other/nonconforming   61,461   2,460 353 1 (48) 2,766 Commercial mortgage securitizations   179,007   7,063 623 349 - 8,035 Collateralized debt obligations:                   Debt securities   11,240   1,107 - 193 - 1,300   Loans (2)   9,757   9,511 - - - 9,511 Asset-based finance structures   9,606   6,942 - (130) - 6,812 Tax credit structures   19,257   4,119 - - (1,439) 2,680 Collateralized loan obligations   12,191   2,019 - 40 - 2,059 Investment funds   6,318   - - - - - Other (3)   18,717   1,896 34 190 (1) 2,119   Total $ 1,463,183   39,799 12,080 643 (2,463) 50,059                                           Maximum exposure to loss Residential mortgage loan securitizations:                   Conforming     $ 4,682 11,070 - 3,657 19,409   Other/nonconforming       2,460 353 1 295 3,109 Commercial mortgage securitizations       7,063 623 538 - 8,224 Collateralized debt obligations:                   Debt securities       1,107 - 874 - 1,981   Loans (2)       9,511 - - - 9,511 Asset-based finance structures       6,942 - 130 1,504 8,576 Tax credit structures       4,119 - - - 4,119 Collateralized loan obligations       2,019 - 41 523 2,583 Investment funds       - - - 41 41 Other (3)       1,896 34 903 150 2,983   Total     $ 39,799 12,080 2,487 6,170 60,536                           Includes total equity interests of $416 million and $460 million at March 31, 2012, and December 31, 2011, respectively. Also includes debt interests in the form of both loans and securities. Excludes certain debt securities held related to loans serviced for FNMA, FHLMC and GNMA. Represents senior loans to trusts that are collateralized by asset-backed securities. The trusts invest primarily in senior tranches from a diversified pool of primarily U.S. asset securitizations, of which all are current, and over 86% were rated as investment grade by the primary rating agencies at March 31, 2012. These senior loans are accounted for at amortized cost and are subject to the Company's allowance and credit charge-off policies. Includes structured financing, student loan securitizations, auto loan and lease securitizations and credit-linked note structures. Also contains investments in auction rate securities (ARS) issued by VIEs that we do not sponsor and, accordingly, are unable to obtain the total assets of the entity.        In the two preceding tables, “Total VIE assets” represents the remaining principal balance of assets held by unconsolidated VIEs using the most current information available. For VIEs that obtain exposure to assets synthetically through derivative instruments, the remaining notional amount of the derivative is included in the asset balance. “Carrying value” is the amount in our consolidated balance sheet related to our involvement with the unconsolidated VIEs. “Maximum exposure to loss” from our involvement with off-balance sheet entities, which is a required disclosure under GAAP, is determined as the carrying value of our involvement with off-balance sheet (unconsolidated) VIEs plus the remaining undrawn liquidity and lending commitments, the notional amount of net written derivative contracts, and generally the notional amount of, or stressed loss estimate for, other commitments and guarantees. It represents estimated loss that would be incurred under severe, hypothetical circumstances, for which we believe the possibility is extremely remote, such as where the value of our interests and any associated collateral declines to zero, without any consideration of recovery or offset from any economic hedges. Accordingly, this required disclosure is not an indication of expected loss.   RESIDENTIAL MORTGAGE LOANS Residential mortgage loan securitizations are financed through the issuance of fixed- or floating-rate-asset-backed-securities, which are collateralized by the loans transferred to a VIE. We typically transfer loans we originated to these VIEs, account for the transfers as sales, retain the right to service the loans and may hold other beneficial interests issued by the VIEs. We also may be exposed to limited liability related to recourse agreements and repurchase agreements we make to our issuers and purchasers, which are included in other commitments and guarantees. In certain instances, we may service residential mortgage loan securitizations structured by third parties whose loans we did not originate or transfer. Our residential mortgage loan securitizations consist of conforming and nonconforming securitizations.        Conforming residential mortgage loan securitizations are those that are guaranteed by GSEs, including GNMA. We do not consolidate our conforming residential mortgage loan securitizations because we do not have power over the VIEs.        The loans sold to the VIEs in nonconforming residential mortgage loan securitizations are those that do not qualify for a GSE guarantee. We may hold variable interests issued by the VIEs, primarily in the form of senior securities. We do not consolidate the nonconforming residential mortgage loan securitizations included in the table because we either do not hold any variable interests, hold variable interests that we do not consider potentially significant or are not the primary servicer for a majority of the VIE assets.        Other commitments and guarantees include amounts related to loans sold that we may be required to repurchase, or otherwise indemnify or reimburse the investor or insurer for losses incurred, due to material breach of contractual representations and warranties. The maximum exposure to loss for material breach of contractual representations and warranties represents a stressed case estimate we utilize for determining stressed case regulatory capital needs and is considered to be a remote scenario.   COMMERCIAL MORTGAGE LOAN SECURITIZATIONS Commercial mortgage loan securitizations are financed through the issuance of fixed- or floating-rate-asset-backed-securities, which are collateralized by the loans transferred to the VIE. In a typical securitization, we may transfer loans we originate to these VIEs, account for the transfers as sales, retain the right to service the loans and may hold other beneficial interests issued by the VIEs. In certain instances, we may service commercial mortgage loan securitizations structured by third parties whose loans we did not originate or transfer. We typically serve as primary or master servicer of these VIEs. The primary or master servicer in a commercial mortgage loan securitization typically cannot make the most significant decisions impacting the performance of the VIE and therefore does not have power over the VIE. We do not consolidate the commercial mortgage loan securitizations included in the disclosure because we either do not have power or do not have a variable interest that could potentially be significant to the VIE.   COLLATERALIZED DEBT OBLIGATIONS (CDOs) A CDO is a securitization where an SPE purchases a pool of assets consisting of asset-backed securities and issues multiple tranches of equity or notes to investors. In some transactions, a portion of the assets are obtained synthetically through the use of derivatives such as credit default swaps or total return swaps.        Prior to 2008, we engaged in the structuring of CDOs on behalf of third party asset managers who would select and manage the assets for the CDO. Typically, the asset manager has some discretion to manage the sale of assets of, or derivatives used by the CDO, which generally gives the asset manager the power over the CDO. We have not structured these types of transactions since the credit market disruption began in late 2007.        In addition to our role as arranger we may have other forms of involvement with these transactions, including transactions established prior to 2008. Such involvement may include acting as liquidity provider, derivative counterparty, secondary market maker or investor. For certain transactions, we may also act as the collateral manager or servicer. We receive fees in connection with our role as collateral manager or servicer.        We assess whether we are the primary beneficiary of CDOs based on our role in the transaction in combination with the variable interests we hold. Subsequently, we monitor our ongoing involvement in these transactions to determine if the nature of our involvement has changed. We are not the primary beneficiary of these transactions in most cases because we do not act as the collateral manager or servicer, which generally denotes power. In cases where we are the collateral manager or servicer, we are not the primary beneficiary because we do not hold interests that could potentially be significant to the VIE.         COLLATERALIZED LOAN OBLIGATIONS (CLOs) A CLO is a securitization where an SPE purchases a pool of assets consisting of loans and issues multiple tranches of equity or notes to investors. Generally, CLOs are structured on behalf of a third party asset manager that typically selects and manages the assets for the term of the CLO. Typically, the asset manager has the power over the significant decisions of the VIE through its discretion to manage the assets of the CLO. We assess whether we are the primary beneficiary of CLOs based on our role in the transaction and the variable interests we hold. In most cases, we are not the primary beneficiary of these transactions because we do not have the power to manage the collateral in the VIE.        In addition to our role as arranger, we may have other forms of involvement with these transactions. Such involvement may include acting as underwriter, derivative counterparty, secondary market maker or investor. For certain transactions, we may also act as the servicer, for which we receive fees in connection with that role. We also earn fees for arranging these transactions and distributing the securities.   ASSET-BASED FINANCE STRUCTURES We engage in various forms of structured finance arrangements with VIEs that are collateralized by various asset classes including energy contracts, auto and other transportation leases, intellectual property, equipment and general corporate credit. We typically provide senior financing, and may act as an interest rate swap or commodity derivative counterparty when necessary. In most cases, we are not the primary beneficiary of these structures because we do not have power over the significant activities of the VIEs involved in these transactions.        For example, we have investments in asset-backed securities that are collateralized by auto leases or loans and cash reserves. These fixed-rate and variable-rate securities have been structured as single-tranche, fully amortizing, unrated bonds that are equivalent to investment-grade securities due to their significant overcollateralization. The securities are issued by VIEs that have been formed by third party auto financing institutions primarily because they require a source of liquidity to fund ongoing vehicle sales operations. The third party auto financing institutions manage the collateral in the VIEs, which is indicative of power in these transactions and we therefore do not consolidate these VIEs. TAX CREDIT STRUCTURES We co-sponsor and make investments in affordable housing and sustainable energy projects that are designed to generate a return primarily through the realization of federal tax credits. In some instances, our investments in these structures may require that we fund future capital commitments at the discretion of the project sponsors. While the size of our investment in a single entity may at times exceed 50% of the outstanding equity interests, we do not consolidate these structures due to the project sponsor's ability to manage the projects, which is indicative of power in these transactions.   INVESTMENT FUNDS We do not consolidate the investment funds because we do not absorb the majority of the expected future variability associated with the funds' assets, including variability associated with credit, interest rate and liquidity risks.           OTHER TRANSACTIONS WITH VIEs In 2008, legacy Wachovia reached an agreement to purchase at par auction rate securities (ARS) that were sold to third-party investors by certain of its subsidiaries. ARS are debt instruments with long-term maturities, but which re-price more frequently, and preferred equities with no maturity. We purchased all outstanding ARS that were issued by VIEs and subject to the agreement. At March 31, 2012, we held in our securities available-for-sale portfolio $518 million of ARS issued by VIEs redeemed pursuant to this agreement, compared with $643 million at December 31, 2011.        In 2009, we reached agreements to purchase additional ARS from eligible investors who bought ARS through one of our broker-dealer subsidiaries. We purchased all outstanding ARS that were issued by VIEs and subject to the agreement. As of March 31, 2012, we held in our securities available-for-sale portfolio $568 million of ARS issued by VIEs redeemed pursuant to this agreement, compared with $624 million at December 31, 2011.        We do not consolidate the VIEs that issued the ARS because we do not have power over the activities of the VIEs.   TRUST PREFERRED SECURITIES In addition to the involvements disclosed in the preceding table, through the issuance of trust preferred securities we had junior subordinated debt financing with a carrying value of $7.5 billion at March 31, 2012, and $7.6 billion at December 31, 2011, and $2.5 billion of preferred stock at both March 31, 2012 and December 31, 2011. In these transactions, VIEs that we wholly own issue debt securities or preferred equity to third party investors. All of the proceeds of the issuance are invested in debt securities or preferred equity that we issue to the VIEs. The VIEs' operations and cash flows relate only to the issuance, administration and repayment of the securities held by third parties. We do not consolidate these VIEs because the sole assets of the VIEs are receivables from us. This is the case even though we own all of the voting equity shares of the VIEs, have fully guaranteed the obligations of the VIEs and may have the right to redeem the third party securities under certain circumstances. We report the debt securities issued to the VIEs as long-term junior subordinated debt and the preferred equity securities issued to the VIEs as preferred stock in our consolidated balance sheet. In first quarter 2012, we issued notice to redeem $875 million of trust preferred securities that will no longer count as Tier 1 capital under the Dodd-Frank Act and the Basel Committee recommendations known as the Basel III standards. The trust preferred securities, which are included in the carrying value of the junior subordinated debt financing described above, were redeemed in April 2012.   Securitization Activity Related to Unconsolidated VIEs We use VIEs to securitize consumer and CRE loans and other types of financial assets, including student loans and auto loans. We typically retain the servicing rights from these sales and may continue to hold other beneficial interests in the VIEs. We may also provide liquidity to investors in the beneficial interests and credit enhancements in the form of standby letters of credit. Through these securitizations we may be exposed to liability under limited amounts of recourse as well as standard representations and warranties we make to purchasers and issuers.        We recognized net gains of $11 million from transfers accounted for as sales of financial assets in securitizations in first quarter 2012, and net gains of $34 million in first quarter 2011. Additionally, we had the following cash flows with our securitization trusts that were involved in transfers accounted for as sales.                         2012   2011         Other     Other     Mortgage financial   Mortgage financial (in millions)   loans assets   loans assets Quarter ended March 31,             Sales proceeds from securitizations (1) $ 143,105 -   100,241 - Servicing fees   1,111 3   1,088 3 Other interests held   426 49   503 87 Purchases of delinquent assets   - -   3 - Net servicing advances   14 -   (9) -                                 Represents cash flow data for all loans securitized in the period presented.          Sales with continuing involvement during first quarter 2012 and first quarter 2011 predominantly related to conforming residential mortgage securitizations. During first quarter 2012 and first quarter 2011, we transferred $139.4 billion and $101.4 billion, respectively, in fair value of conforming residential mortgages to unconsolidated VIEs and recorded the transfers as sales. These transfers did not result in a gain or loss because the loans are already carried at fair value. In connection with these transfers, in first quarter 2012 we recorded a $1.5 billion servicing asset, measured at fair value using a Level 3 measurement technique, and a $62 million liability for probable repurchase losses. In first quarter 2011, we recorded a $1.3 billion servicing asset and a $35 million repurchase liability.        We used the following key weighted-average assumptions to measure mortgage servicing assets at the date of securitization:                     Residential mortgage       servicing rights       2012   2011 Quarter ended March 31,         Prepayment speed (1)   13.1 % 11.4 Discount rate   7.1   7.9 Cost to service ($ per loan) (2) $ 119   134                         The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior. Includes costs to service and unreimbursed foreclosure costs. Key economic assumptions and the sensitivity of the current fair value to immediate adverse changes in those assumptions at March 31, 2012, for residential mortgage servicing rights, and other interests held related predominantly to residential mortgage loan securitizations are presented in the following table. “Other interests held” exclude residential mortgage-backed securities retained in securitizations issued through GSEs, such as FNMA, FHLMC and GNMA, because these securities have a remote risk of credit loss due to the GSE guarantee. These securities also have economic characteristics similar to GSE mortgage-backed securities that we purchase, which are not included in the table. Subordinated interests include only those bonds whose credit rating was below AAA by a major rating agency at issuance. Senior interests include only those bonds whose credit rating was AAA by a major rating agency at issuance. The information presented excludes trading positions held in inventory.                                               Other interests held           Residential                           mortgage   Interest-                       servicing   only Subordinated   Senior ($ in millions, except cost to service amounts)   rights (1)   strips     bonds   bonds Fair value of interests held at March 31, 2012 $ 13,578   219     45   317 Expected weighted-average life (in years)   5.2   4.5     6.1   5.9                             Key economic assumptions:                     Prepayment speed assumption (2)   14.5 % 10.1     6.9   12.7     Decrease in fair value from:                         10% adverse change $ 858   6     -   1       25% adverse change   2,018   13     -   3                               Discount rate assumption   7.5 % 16.0     9.0   6.4     Decrease in fair value from:                         100 basis point increase $ 666   5     2   13       200 basis point increase   1,273   11     4   25                               Cost to service assumption ($ per loan)   210                   Decrease in fair value from:                         10% adverse change   575                     25% adverse change   1,438                                             Credit loss assumption             0.4 % 3.7     Decrease in fair value from:                         10% higher losses           $ -   1       25% higher losses             -   1                             Fair value of interests held at December 31, 2011 $ 12,918   230     45   321 Expected weighted-average life (in years)   5.1   4.6     6.1   5.6                             Key economic assumptions:                     Prepayment speed assumption (2)   14.8 % 10.7     6.9   13.9     Decrease in fair value from:                         10% adverse change $ 895   6     -   2       25% adverse change   2,105   15     1   4                               Discount rate assumption   7.1 % 15.6     11.9   7.1     Decrease in fair value from:                         100 basis point increase $ 566   6     2   12       200 basis point increase   1,081   12     4   24                               Cost to service assumption ($ per loan)   218                   Decrease in fair value from:                         10% adverse change   582                     25% adverse change   1,457                                             Credit loss assumption             0.5 % 4.5     Decrease in fair value from:                         10% higher losses           $ -   1       25% higher losses             -   2                                                         Prior period has been revised to conform to current period presentation. The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates.  Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior.   In addition to residential mortgage servicing rights (MSRs) included in the table above, we have a small portfolio of commercial MSRs with a fair value of $1.3 billion at March 31, 2012 and $1.4 billion at December 31, 2011. The nature of our commercial MSRs, which are carried at LOCOM, is different from our residential MSRs. Prepayment activity on serviced loans does not significantly impact the value of commercial MSRs because, unlike residential mortgages, commercial mortgages experience significantly lower prepayments due to certain contractual restrictions, impacting the borrower's ability to prepay the mortgage. Additionally, for our commercial MSR portfolio, we are typically master/primary servicer, but not the special servicer, who is separately responsible for the servicing and workout of delinquent and foreclosed loans. It is the special servicer, similar to our role as servicer of residential mortgage loans, who is affected by higher servicing and foreclosure costs due to an increase in delinquent and foreclosed loans. Accordingly, prepayment speeds and costs to service are not key assumptions for commercial MSRs as they do not significantly impact the valuation. The primary economic driver impacting the fair value of our commercial MSRs is forward interest rates, which are derived from market observable yield curves used to price capital markets instruments. Market interest rates most significantly affect interest earned on custodial deposit balances. The sensitivity of the current fair value to an immediate adverse 25% change in the assumption about interest earned on deposit balances at March 31, 2012, and December 31, 2011, results in a decrease in fair value of $162 million and $219 million, respectively. See Note 8 for further information on our commercial MSRs. The sensitivities in the preceding paragraph and table are hypothetical and caution should be exercised when relying on this data. Changes in value based on variations in assumptions generally cannot be extrapolated because the relationship of the change in the assumption to the change in value may not be linear. Also, the effect of a variation in a particular assumption on the value of the other interests held is calculated independently without changing any other assumptions. In reality, changes in one factor may result in changes in others (for example, changes in prepayment speed estimates could result in changes in the credit losses), which might magnify or counteract the sensitivities.   The following table presents information about the principal balances of off-balance sheet securitized loans, including residential mortgages sold to FNMA, FHLMC, GNMA and securitizations where servicing is our only form of continuing involvement. Delinquent loans include loans 90 days or more past due and still accruing interest as well as nonaccrual loans. In securitizations where servicing is our only form of continuing involvement, we would only experience a loss if required to repurchase a delinquent loan due to a breach in representations and warranties associated with our loan sale or servicing contracts. Net charge-offs exclude loans sold to FNMA, FHLMC and GNMA as we do not service or manage the underlying real estate upon foreclosure and, as such, do not have access to net charge-off information.                                                       Net charge-offs             Total loans   Delinquent loans   Three months ended             Mar. 31, Dec. 31,   Mar. 31, Dec. 31,   Mar. 31, (in millions)   2012 2011   2012 2011   2012 2011 Commercial:                     Real estate mortgage $ 134,339 137,121   11,358 11,142   54 73     Total commercial   134,339 137,121   11,358 11,142   54 73 Consumer:                     Real estate 1-4 family first mortgage   1,237,871 1,171,666   24,002 24,235   286 406   Real estate 1-4 family junior lien mortgage   2 2   - -   - -   Other revolving credit and installment   2,218 2,271   119 131   - -     Total consumer   1,240,091 1,173,939   24,121 24,366   286 406       Total off-balance sheet securitized loans $ 1,374,430 1,311,060   35,479 35,508   340 479 Transactions with Consolidated VIEs and Secured Borrowings The following table presents a summary of transfers of financial assets accounted for as secured borrowings and involvements with consolidated VIEs. “Consolidated assets” are presented using GAAP measurement methods, which may include fair value, credit impairment or other adjustments, and therefore in some instances will differ from “Total VIE assets.” For VIEs that obtain exposure synthetically through derivative instruments, the remaining notional amount of the derivative is included in “Total VIE assets.” On the consolidated balance sheet, we separately disclose the consolidated assets of certain VIEs that can only be used to settle the liabilities of those VIEs.                                                 Carrying value             Total       Third                     VIE Consolidated   party Noncontrolling   Net (in millions)   assets   assets   liabilities   interests   assets March 31, 2012                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 14,519   12,385   (11,060)   -   1,325   Commercial real estate loans   1,166   1,166   (1,038)   -   128   Residential mortgage securitizations   5,871   6,329   (5,934)   -   395     Total secured borrowings   21,556   19,880   (18,032)   -   1,848 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   10,231   9,211   (3,732)   -   5,479   Multi-seller commercial paper conduit   2,547   2,547   (2,614)   -   (67)   Auto loan securitizations   126   126   (107)   -   19   Structured asset finance   110   110   (16)   -   94   Investment funds   2,024   2,024   (1)   -   2,023   Other   2,685   2,601   (1,512)   (62)   1,027     Total consolidated VIEs   17,723   16,619   (7,982)   (62)   8,575       Total secured borrowings and consolidated VIEs $ 39,279   36,499   (26,014)   (62)   10,423 December 31, 2011                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 14,168   11,748   (10,689)   -   1,059   Commercial real estate loans   1,168   1,168   (1,041)   -   127   Residential mortgage securitizations   5,705   6,114   (5,759)   -   355     Total secured borrowings   21,041   19,030   (17,489)   -   1,541 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   11,375   10,244   (4,514)   -   5,730   Multi-seller commercial paper conduit   2,860   2,860   (2,935)   -   (75)   Auto loan securitizations   163   163   (143)   -   20   Structured asset finance   124   124   (16)   -   108   Investment funds   2,012   2,012   (22)   -   1,990   Other   3,432   2,812   (1,890)   (61)   861     Total consolidated VIEs   19,966   18,215   (9,520)   (61)   8,634       Total secured borrowings and consolidated VIEs $ 41,007   37,245   (27,009)   (61)   10,175                               In addition to the transactions included in the previous table, at March 31, 2012, we had issued approximately $6.0 billion of private placement debt financing through a consolidated VIE. The issuance is classified as long-term debt in our consolidated financial statements. At March 31, 2012, we had pledged approximately $6.2 billion in loans (principal and interest eligible to be capitalized), $327 million in securities available for sale and $180 million in cash and cash equivalents to collateralize the VIE's borrowings. Such assets were not transferred to the VIE and accordingly we have excluded the VIE from the previous table.        We have raised financing through the securitization of certain financial assets in transactions with VIEs accounted for as secured borrowings. We also consolidate VIEs where we are the primary beneficiary. In certain transactions other than the multi-seller commercial paper conduit, we provide contractual support in the form of limited recourse and liquidity to facilitate the remarketing of short-term securities issued to third party investors. Other than this limited contractual support, the assets of the VIEs are the sole source of repayment of the securities held by third parties. The liquidity support we provide to the multi-seller commercial paper conduit ensures timely repayment of commercial paper issued by the conduit and is described further below.   MUNICIPAL TENDER OPTION BOND SECURITIZATIONS As part of our normal portfolio investment activities, we consolidate municipal bond trusts that hold highly rated, long-term, fixed-rate municipal bonds, the majority of which are rated AA or better. Our residual interests in these trusts generally allow us to capture the economics of owning the securities outright, and constructively make decisions that significantly impact the economic performance of the municipal bond vehicle, primarily by directing the sale of the municipal bonds owned by the vehicle. In addition, the residual interest owners have the right to receive benefits and bear losses that are proportional to owning the underlying municipal bonds in the trusts. The trusts obtain financing by issuing floating-rate trust certificates that reprice on a weekly or other basis to third-party investors. We may serve as remarketing agent and/or liquidity provider for the trusts. The floating-rate investors have the right to tender the certificates at specified dates, often with as little as seven days' notice. Should we be unable to remarket the tendered certificates, we are generally obligated to purchase them at par under standby liquidity facilities unless the bond's credit rating has declined below investment grade or there has been an event of default or bankruptcy of the issuer and insurer.     NONCONFORMING RESIDENTIAL MORTGAGE LOAN SECURITIZATIONS We have consolidated certain of our nonconforming residential mortgage loan securitizations in accordance with consolidation accounting guidance. We have determined we are the primary beneficiary of these securitizations because we have the power to direct the most significant activities of the entity through our role as primary servicer and also hold variable interests that we have determined to be significant. The nature of our variable interests in these entities may include beneficial interests issued by the VIE, mortgage servicing rights and recourse or repurchase reserve liabilities. The beneficial interests issued by the VIE that we hold include either subordinate or senior securities held in an amount that we consider potentially significant.   MULTI-SELLER COMMERCIAL PAPER CONDUIT We administer a multi-seller asset-based commercial paper conduit that finances certain client transactions. This conduit is a bankruptcy remote entity that makes loans to, or purchases certificated interests, generally from SPEs, established by our clients (sellers) and which are secured by pools of financial assets. The conduit funds itself through the issuance of highly rated commercial paper to third party investors. The primary source of repayment of the commercial paper is the cash flows from the conduit's assets or the re-issuance of commercial paper upon maturity. The conduit's assets are structured with deal-specific credit enhancements generally in the form of overcollateralization provided by the seller, but may also include subordinated interests, cash reserve accounts, third party credit support facilities and excess spread capture. The timely repayment of the commercial paper is further supported by asset-specific liquidity facilities in the form of liquidity asset purchase agreements that we provide. Each facility is equal to 102% of the conduit's funding commitment to a client. The aggregate amount of liquidity must be equal to or greater than all the commercial paper issued by the conduit. At the discretion of the administrator, we may be required to purchase assets from the conduit at par value plus accrued interest or discount on the related commercial paper, including situations where the conduit is unable to issue commercial paper. Par value may be different from fair value.        We receive fees in connection with our role as administrator and liquidity provider. We may also receive fees related to the structuring of the conduit's transactions. We are the primary beneficiary of the conduit because we have power over the significant activities of the conduit and have a significant variable interest due to our liquidity arrangement.   INVESTMENT FUNDS We have consolidated certain of our investment funds where we manage the assets of the fund and our interests absorb a majority of the funds' variability. In 2011, we redeemed our interest in an unconsolidated investment fund and placed the assets received upon redemption into new VIEs. We consolidate these VIEs because we have discretion over the management of the assets and are the sole investor in these funds.

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Mortgage Banking Activities	3 Months Ended
Mar. 31, 2012
Mortgage Banking Activities [Abstract]
Mortgage Banking Activities	Mortgage banking activities, included in the Community Banking and Wholesale Banking operating segments, consist of residential and commercial mortgage loan originations, sale activity and servicing.        We apply the amortization method to all commercial MSRs and apply the fair value method to only residential MSRs. The changes in MSRs measured using the fair value method were:                                           Quarter ended March 31, (in millions)     2012 2011 Fair value, beginning of period $ 12,603 14,467   Servicing from securitizations or asset transfers (1)   1,776 1,262   Changes in fair value:           Due to changes in valuation model inputs or assumptions:             Mortgage interest rates (2)   147 506       Servicing and foreclosure costs (3)   (54) (214)       Discount rates (4)   (344) (150)       Prepayment estimates and other (5)   93 357         Net changes in valuation model inputs or assumptions   (158) 499     Other changes in fair value (6)   (643) (580)       Total changes in fair value   (801) (81) Fair value, end of period $ 13,578 15,648                 Quarter ended March 31, 2012, includes $315 million residential MSRs transferred from amortized MSRs that we elected to carry at fair value effective January 1, 2012. Primarily represents prepayment speed changes due to changes in mortgage interest rates, but also includes other valuation changes due to changes in mortgage interest rates (such as changes in estimated interest earned on custodial deposit balances). Includes costs to service and unreimbursed foreclosure costs. Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates; the first quarter 2012 change reflects increased capital return requirements from market participants. Represents changes driven by other valuation model inputs or assumptions including prepayment speed estimation changes and other assumption updates. Prepayment speed estimation changes are influenced by observed changes in borrower behavior. Represents changes due to collection/realization of expected cash flows over time. The changes in amortized MSRs were:                                       Quarter ended March 31, (in millions)   2012 2011 Balance, beginning of period $ 1,445 1,422   Purchases   14 45   Servicing from securitizations or asset transfers (1)   (327) 29   Amortization   (58) (64) Balance, end of period (2)   1,074 1,432 Valuation allowance:       Balance, beginning of period   (37) (3)   Reversal of provision (provision) for MSRs in excess of fair value (1)   37 (6) Balance, end of period (3)   - (9) Amortized MSRs, net $ 1,074 1,423 Fair value of amortized MSRs:         Beginning of period $ 1,756 1,812   End of period (4)   1,263 1,898                             Quarter ended March 31, 2012, is net of $350 million ($313 million after valuation allowance) of residential MSRs that we elected to carry at fair value effective January 1, 2012. A cumulative adjustment of $2 million to fair value was recorded in retained earnings at January 1, 2012. Includes $390 million in residential amortized MSRs with amortization of $(10) million at March 31, 2011. Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) and non-agency. There was no valuation allowance recorded for the periods presented on the commercial amortized MSRs. Residential amortized MSRs are evaluated for impairment purposes by the following risk strata: Mortgages sold to GSEs (FHLMC and FNMA) and mortgages sold to GNMA, each by interest rate stratifications. A valuation allowance of $9 million was recorded on the residential amortized MSRs at March 31, 2011. For quarter ended March 31, 2012, valuation allowance of $37 million for residential MSRs was reversed upon election to carry at fair value. Includes fair value of $445 million in residential amortized MSRs and $1,453 million in commercial amortized MSRs at March 31, 2011. The March 31, 2012 balance is all commercial amortized MSRs.        We present the components of our managed servicing portfolio in the following table at unpaid principal balance for loans serviced and subserviced for others and at book value for owned loans serviced.                                                 Mar. 31,   Dec. 31, (in billions)     2012   2011 Residential mortgage servicing:           Serviced for others $ 1,483   1,456   Owned loans serviced   350   358   Subservicing   7   8     Total residential servicing   1,840   1,822 Commercial mortgage servicing:           Serviced for others   407   398   Owned loans serviced   106   106   Subservicing   13   14     Total commercial servicing   526   518       Total managed servicing portfolio $ 2,366   2,340 Total serviced for others $ 1,890   1,854 Ratio of MSRs to related loans serviced for others   0.77 % 0.76                   The components of mortgage banking noninterest income were:                                                       Quarter ended March 31, (in millions)   2012 2011 Servicing income, net:         Servicing fees:           Contractually specified servicing fees $ 1,148 1,145     Late charges   66 94     Ancillary fees   77 89     Unreimbursed direct servicing costs (1)   (280) (191)       Net servicing fees   1,011 1,137   Changes in fair value of MSRs carried at fair value:           Due to changes in valuation model inputs or assumptions (2)   (158) 499     Other changes in fair value (3)   (643) (580)       Total changes in fair value of MSRs carried at fair value   (801) (81)   Amortization   (58) (64)   Provision for MSRs in excess of fair value   - (6)   Net derivative gains (losses) from economic hedges (4)   100 (120)         Total servicing income, net   252 866 Net gains on mortgage loan origination/sales activities   2,618 1,150           Total mortgage banking noninterest income $ 2,870 2,016 Market-related valuation changes to MSRs, net of hedge results (2) + (4) $ (58) 379                                         Primarily associated with foreclosure expenses and other interest costs. Refer to the changes in fair value MSRs table in this Note for more detail. Represents changes due to collection/realization of expected cash flows over time. Represents results from free-standing derivatives (economic hedges) used to hedge the risk of changes in fair value of MSRs. See Note 12 – Free-Standing Derivatives for additional discussion and detail.        The table below summarizes the changes in our liability for mortgage loan repurchase losses. This liability is in “Accrued expenses and other liabilities” in our consolidated financial statements and the provision for repurchase losses reduces net gains on mortgage loan origination/sales activities. Because the level of mortgage loan repurchase losses depends upon economic factors, investor demand strategies and other external conditions that may change over the life of the underlying loans, the level of the liability for mortgage loan repurchase losses is difficult to estimate and requires considerable management judgment. We maintain regular contact with the GSEs and other significant investors to monitor and address their repurchase demand practices and concerns. Because of the uncertainty in the various estimates underlying the mortgage repurchase liability, there is a range of losses in excess of the recorded mortgage repurchase liability that are reasonably possible. The estimate of the range of possible loss for representations and warranties does not represent a probable loss, and is based on currently available information, significant judgment, and a number of assumptions that are subject to change. The high end of this range of reasonably possible losses in excess of our recorded liability was $2.3 billion at March 31, 2012, and was determined based upon modifying the assumptions utilized in our best estimate of probable loss to reflect what we believe to be the high end of reasonably possible adverse assumptions.                                           Quarter ended March 31, (in millions)   2012 2011 Balance, beginning of period $ 1,326 1,289   Provision for repurchase losses:           Loan sales   62 35     Change in estimate (1)   368 214       Total additions   430 249   Losses   (312) (331) Balance, end of period $ 1,444 1,207                 Results from such factors as credit deterioration, changes in investor demand and mortgage insurer practices, and changes in the financial stability of correspondent lenders.

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Intangible Assets	3 Months Ended
Mar. 31, 2012
Intangible Assets [Abstract]
Intangible Assets	The gross carrying value of intangible assets and accumulated amortization was:                                                                       March 31, 2012   December 31, 2011             Gross     Net   Gross     Net             carrying Accumulated carrying   carrying Accumulated carrying (in millions)   value amortization value   value amortization value Amortized intangible assets (1):                       MSRs (2) $ 2,053   (979) 1,074   2,383   (975) 1,408   Core deposit intangibles   12,845   (5,883) 6,962   15,079   (7,768) 7,311   Customer relationship and other intangibles   3,163   (1,591) 1,572   3,158   (1,519) 1,639     Total amortized intangible assets $ 18,061   (8,453) 9,608   20,620   (10,262) 10,358 Unamortized intangible assets:                       MSRs (carried at fair value) (2) $ 13,578         12,603         Goodwill   25,140         25,115         Trademark   14         14                                                                   Excludes fully amortized intangible assets. See Note 8 for additional information on MSRs. We based our projections of amortization expense shown below on existing asset balances at March 31, 2012. Future amortization expense may vary from these projections.          The following table provides the current year and estimated future amortization expense for amortized intangible assets.                                               Customer             Core relationship         Amortized   deposit and other     (in millions)   MSRs intangibles intangibles   Total Three months ended March 31, 2012 (actual) $ 58   349   72   479 Estimate for the remainder of 2012 $ 171   1,047   212   1,430 Estimate for year ended December 31,                 2013   206   1,241   261   1,708 2014   176   1,113   245   1,534 2015   156   1,022   222   1,400 2016   116   919   209   1,244 2017   74   851   195   1,120                                            For our goodwill impairment analysis, we allocate all of the goodwill to the individual operating segments. We identify reporting units that are one level below an operating segment (referred to as a component), and distinguish these reporting units based on how the segments and components are managed, taking into consideration the economic characteristics, nature of the products and customers of the components. We allocate goodwill to reporting units based on relative fair value, using certain performance metrics. See Note 18 for further information on management reporting.        The following table shows the allocation of goodwill to our operating segments for purposes of goodwill impairment testing.                                                               Wealth,             Community   Wholesale Brokerage and Consolidated (in millions)   Banking   Banking   Retirement   Company December 31, 2010 $ 17,922   6,475   373   24,770   Goodwill from business combinations   -   7   -   7 March 31, 2011 $ 17,922   6,482   373   24,777 December 31, 2011 $ 17,924   6,820   371   25,115   Goodwill from business combinations, net   (2)   27   -   25 March 31, 2012 $ 17,922   6,847   371   25,140

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Guarantees, Pledged Assets and Collateral	3 Months Ended
Mar. 31, 2012
Guarantees, Pledged Assets and Collateral [Abstract]
Guarantees, Pledged Assets and Collateral	Guarantees are contracts that contingently require us to make payments to a guaranteed party based on an event or a change in an underlying asset, liability, rate or index. Guarantees are generally in the form of standby letters of credit, securities lending and other indemnifications, liquidity agreements, written put options, recourse obligations, residual value guarantees, and contingent consideration. The following table shows carrying value, maximum exposure to loss on our guarantees and the amount with a higher risk of performance.                                                             March 31, 2012   December 31, 2011             Maximum Non-     Maximum Non-           Carrying exposure investment   Carrying exposure investment (in millions)   value to loss grade   value to loss grade Standby letters of credit $ 5 40,528 25,311   85 41,171 22,259 Securities lending and other indemnifications   7 584 99   - 669 62 Liquidity agreements (1)   - 3 3   - 2 2 Written put options (1)(2)   1,249 10,004 3,812   1,469 8,224 2,466 Loans and MHFS sold with recourse   97 5,717 3,908   102 5,784 3,850 Residual value guarantees   8 197 -   8 197 - Contingent consideration   33 107 106   31 98 97 Other guarantees   6 553 4   6 552 4   Total guarantees $ 1,405 57,693 33,243   1,701 56,697 28,740                         Certain of these agreements included in this table are related to off-balance sheet entities and, accordingly, are also disclosed in Note 7. Written put options, which are in the form of derivatives, are also included in the derivative disclosures in Note 12.          “Maximum exposure to loss” and “Non-investment grade” are required disclosures under GAAP. Non-investment grade represents those guarantees on which we have a higher risk of being required to perform under the terms of the guarantee. If the underlying assets under the guarantee are non-investment grade (that is, an external rating that is below investment grade or an internal credit default grade that is equivalent to a below investment grade external rating), we consider the risk of performance to be high. Internal credit default grades are determined based upon the same credit policies that we use to evaluate the risk of payment or performance when making loans and other extensions of credit. These credit policies are further described in Note 5.        Maximum exposure to loss represents the estimated loss that would be incurred under an assumed hypothetical circumstance, despite what we believe is its extremely remote possibility, where the value of our interests and any associated collateral declines to zero, without any consideration of recovery or offset from any economic hedges. Accordingly, this required disclosure is not an indication of expected loss. We believe the carrying value, which is either fair value for derivative related products or the allowance for lending related commitments, is more representative of our exposure to loss than maximum exposure to loss.   Standby letters of credit We issue standby letters of credit, which include performance and financial guarantees, for customers in connection with contracts between our customers and third parties. Standby letters of credit are agreements where we are obligated to make payment to a third party on behalf of a customer in the event the customer fails to meet their contractual obligations. We consider the credit risk in standby letters of credit and commercial and similar letters of credit in determining the allowance for credit losses.   Securities lending and other indemnifications As a securities lending agent, we lend securities from participating institutional clients' portfolios to third-party borrowers. We indemnify our clients against default by the borrower in returning these lent securities. This indemnity is supported by collateral received from the borrowers. Collateral is generally in the form of cash or highly liquid securities that are marked to market daily. There was $592 million at March 31, 2012, and $687 million at December 31, 2011, in collateral supporting loaned securities with values of $584 million and $669 million, respectively.        We enter into other types of indemnification agreements in the ordinary course of business under which we agree to indemnify third parties against any damages, losses and expenses incurred in connection with legal and other proceedings arising from relationships or transactions with us. These relationships or transactions include those arising from service as a director or officer of the Company, underwriting agreements relating to our securities, acquisition agreements and various other business transactions or arrangements. Because the extent of our obligations under these agreements depends entirely upon the occurrence of future events, we are unable to determine our potential future liability under these agreements. We do, however, record a liability for residential mortgage loans that we may have to repurchase pursuant to various representations and warranties. See Note 8 for additional information on the liability for mortgage loan repurchase losses.   Liquidity agreements We provide liquidity facilities on all commercial paper issued by the conduit we administer. We also provide liquidity to certain off-balance sheet entities that hold securitized fixed-rate municipal bonds and consumer or commercial assets that are partially funded with the issuance of money market and other short-term notes. See Note 7 for additional information on these arrangements.   Written put options Written put options are contracts that give the counterparty the right to sell to us an underlying instrument held by the counterparty at a specified price, and include options, floors, caps and credit default swaps. These written put option contracts generally permit net settlement. While these derivative transactions expose us to risk in the event the option is exercised, we manage this risk by entering into offsetting trades or by taking short positions in the underlying instrument. We offset substantially all put options written to customers with purchased options. Additionally, for certain of these contracts, we require the counterparty to pledge the underlying instrument as collateral for the transaction. Our ultimate obligation under written put options is based on future market conditions and is only quantifiable at settlement. See Note 7 for additional information regarding transactions with VIEs and Note 12 for additional information regarding written derivative contracts.   Loans AND MHFS SOLD with recourse In certain loan sales or securitizations, we provide recourse to the buyer whereby we are required to indemnify the buyer for any loss on the loan up to par value plus accrued interest. We provide recourse, predominantly to the GSE's, on loans sold under various programs and arrangements. Primarily all of these programs and arrangements require that we share in the loans' credit exposure for their remaining life by providing recourse to the GSE, up to 33.33% of actual losses incurred on a pro-rata basis, in the event of borrower default. Under the remaining recourse programs and arrangements, if certain events occur within a specified period of time from transfer date, we have to provide limited recourse to the buyer to indemnify them for losses incurred for the remaining life of the loans. The maximum exposure to loss reported in the accompanying table represents the outstanding principal balance of the loans sold or securitized that are subject to recourse provisions or the maximum losses per the contractual agreements. However, we believe the likelihood of loss of the entire balance due to these recourse agreements is remote and amounts paid can be recovered in whole or in part from the sale of collateral. In first quarter 2012, we repurchased $6 million of loans associated with these agreements. We also provide representation and warranty guarantees on loans sold under the various recourse programs and arrangements. Our loss exposure relative to these guarantees is separately considered and provided for, as necessary, in determination of our liability for loan repurchases due to breaches of representation and warranties. See Note 8 for additional information on the liability for mortgage loan repurchase losses.   Residual value guarantees We have provided residual value guarantees as part of certain leasing transactions of corporate assets. At March 31, 2012, the only remaining residual value guarantee is related to a leasing transaction on certain corporate buildings. The lessors in these leases are generally large financial institutions or their leasing subsidiaries. These guarantees protect the lessor from loss on sale of the related asset at the end of the lease term. To the extent that a sale of the leased assets results in proceeds less than a stated percent (generally 80% to 89%) of the asset's cost, we would be required to reimburse the lessor under our guarantee.   Contingent consideration In connection with certain brokerage, asset management, insurance agency and other acquisitions we have made, the terms of the acquisition agreements provide for deferred payments or additional consideration, based on certain performance targets.        We have entered into various contingent performance guarantees through credit risk participation arrangements. Under these agreements, if a customer defaults on its obligation to perform under certain credit agreements with third parties, we will be required to make payments to the third parties.   Pledged Assets and Collateral As part of our liquidity management strategy, we pledge assets to secure trust and public deposits, borrowings from the FHLB and FRB and for other purposes as required or permitted by law. The following table provides pledged loans and securities available for sale where the secured party does not have the right to sell or repledge the collateral. At March 31, 2012, and December 31, 2011, we did not pledge any loans or securities available for sale where the secured party has the right to sell or repledge the collateral. The table excludes pledged assets related to VIEs, which can only be used to settle the liabilities of those entities. See Note 7 for additional information on consolidated VIE assets.                                     Mar. 31, Dec. 31, (in millions)   2012   2011   Securities available for sale $ 73,945   80,540   Loans   321,782   317,742     Total $ 395,727   398,282                      We also pledge certain financial instruments that we own to collateralize repurchase agreements and other securities financings. The types of collateral we pledge include securities issued by federal agencies, government-sponsored entities (GSEs), and domestic and foreign companies. We pledged $24.8 billion at March 31, 2012, and $20.8 billion at December 31, 2011, under agreements that permit the secured parties to sell or repledge the collateral. Pledged collateral where the secured party cannot sell or repledge was $733 million and $2.8 billion at the same period ends, respectively. We receive collateral from other entities under resale agreements and securities borrowings. We received $21.8 billion at March 31, 2012, and $17.8 billion at December 31, 2011, for which we have the right to sell or repledge the collateral. These amounts include securities we have sold or repledged to others with a fair value of $20.7 billion at March 31, 2012, and $16.7 billion at December 31, 2011.

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Legal Actions	3 Months Ended
Mar. 31, 2012
Legal Actions [Abstract]
Legal Actions	The following supplements our discussion of certain matters previously reported in Part I, Item 3 (Legal Proceedings) of our 2011 Form 10-K for events occurring in first quarter 2012.   Mortgage-Backed Certificates Litigation On April 28, 2011, a case captioned The Union Central Life Insurance Company, et al. v. Credit Suisse First Boston Securities Corp., et al., was filed in the U.S. District Court for the Southern District of New York. Among other defendants, it names Wells Fargo Asset Securitization Corporation and Wells Fargo Bank, N.A. The case asserts various state law fraud claims and claims for violations of Sections 10(b) and 20(a) of the Securities Exchange Act of 1934 on behalf of three insurance companies, relating to offerings of mortgage-backed securities from 2005 through 2007. In February 2012, the plaintiffs and Wells Fargo agreed to a settlement in principle of claims against the Wells Fargo entities and are in the process of documenting that settlement.   MORTGAGE RELATED REGULATORY INVESTIGATIONS Government agencies continue investigations or examinations of other mortgage related practices of Wells Fargo. The investigations relate to two main topics: (1) whether Wells Fargo may have violated fair lending or other laws and regulations relating to mortgage origination practices; and (2) whether Wells Fargo properly disclosed in offering documents for its residential mortgage-backed securities the facts and risks associated with those securities. With respect to (1), the Department of Justice has advised Wells Fargo that it believes it can bring claims against Wells Fargo for monetary damages and civil penalties under fair lending laws. We believe such claims should not be brought and continue seeking to demonstrate to the Department of Justice our compliance with fair lending laws.   Outlook When establishing a liability for contingent litigation losses, the Company determines a range of potential losses for each matter that is both probable and estimable, and records the amount it considers to be the best estimate within the range. The high end of the range of reasonably possible potential litigation losses in excess of the Company's liability for probable and estimable losses was $927 million as of March 31, 2012. For these matters and others where an unfavorable outcome is reasonably possible but not probable, there may be a range of possible losses in excess of the established liability that cannot be estimated. Based on information currently available, advice of counsel, available insurance coverage and established reserves, Wells Fargo believes that the eventual outcome of the actions against Wells Fargo and/or its subsidiaries, including the matters described above, will not, individually or in the aggregate, have a material adverse effect on Wells Fargo's consolidated financial position. However, in the event of unexpected future developments, it is possible that the ultimate resolution of those matters, if unfavorable, may be material to Wells Fargo's results of operations for any particular period.

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Derivatives	3 Months Ended
Mar. 31, 2012
Derivative [Abstract]
Derivatives	We use derivatives to manage exposure to market risk, interest rate risk, credit risk and foreign currency risk, to generate profits from proprietary trading and to assist customers with their risk management objectives. Derivative transactions are measured in terms of the notional amount, but this amount is not recorded on the balance sheet and is not, when viewed in isolation, a meaningful measure of the risk profile of the instruments. The notional amount is generally not exchanged, but is used only as the basis on which interest and other payments are determined.        Our asset/liability management approach to interest rate, foreign currency and certain other risks includes the use of derivatives. Such derivatives are typically designated as fair value or cash flow hedges, or economic hedge derivatives for those that do not qualify for hedge accounting. This helps minimize significant, unplanned fluctuations in earnings, fair values of assets and liabilities, and cash flows caused by interest rate, foreign currency and other market value volatility. This approach involves modifying the repricing characteristics of certain assets and liabilities so that changes in interest rates, foreign currency and other exposures do not have a significantly adverse effect on the net interest margin, cash flows and earnings. As a result of fluctuations in these exposures, hedged assets and liabilities will gain or lose market value. In a fair value or economic hedge, the effect of this unrealized gain or loss will generally be offset by the gain or loss on the derivatives linked to the hedged assets and liabilities. In a cash flow hedge, where we manage the variability of cash payments due to interest rate fluctuations by the effective use of derivatives linked to hedged assets and liabilities, the unrealized gain or loss on the derivatives or the hedged asset or liability is generally not reflected in earnings.         We also offer various derivatives, including interest rate, commodity, equity, credit and foreign exchange contracts, to our customers but usually offset our exposure from such contracts by purchasing other financial contracts. The customer accommodations and any offsetting financial contracts are treated as free-standing derivatives. Free-standing derivatives also include derivatives we enter into for risk management that do not otherwise qualify for hedge accounting, including economic hedge derivatives. To a lesser extent, we take positions based on market expectations or to benefit from price differentials between financial instruments and markets. Additionally, free-standing derivatives include embedded derivatives that are required to be accounted for separately from their host contracts.        The following table presents the total notional or contractual amounts and fair values for derivatives designated as qualifying hedge contracts, which are used as asset/liability management hedges, and free-standing derivatives (economic hedges) not designated as hedging instruments that are recorded on the balance sheet in other assets or other liabilities. Customer accommodation, trading and other free-standing derivatives are recorded on the balance sheet at fair value in trading assets or other liabilities.                                             March 31, 2012   December 31, 2011             Notional or   Fair value Notional or Fair value             contractual   Asset Liability contractual Asset Liability (in millions)     amount derivatives derivatives   amount derivatives derivatives Derivatives designated as hedging instruments                     Interest rate contracts (1) $ 93,735   7,406 2,452   87,537 8,423 2,769   Foreign exchange contracts   24,230   1,719 134   22,269 1,523 572 Total derivatives designated as                     qualifying hedging instruments       9,125 2,586     9,946 3,341 Derivatives not designated as hedging instruments                     Free-standing derivatives (economic hedges):                       Interest rate contracts (2)   442,501   787 1,160   377,497 2,318 2,011     Foreign exchange contracts   3,341   3 30   5,833 250 3     Credit contracts - protection purchased   105   1 -   125 3 -     Other derivatives   2,408   1 67   2,367 - 117       Subtotal       792 1,257     2,571 2,131   Customer accommodation, trading and other                       free-standing derivatives:                       Interest rate contracts   2,796,580   73,351 75,117   2,425,144 81,336 83,834     Commodity contracts   83,757   4,728 4,587   77,985 4,351 4,234     Equity contracts   74,008   4,081 4,147   68,778 3,768 3,661     Foreign exchange contracts   171,535   3,133 2,834   140,704 3,151 2,803     Credit contracts - protection sold   35,753   423 4,209   38,403 319 5,178     Credit contracts - protection purchased   34,324   2,486 363   36,156 3,254 276       Subtotal       88,202 91,257     96,179 99,986 Total derivatives not designated as hedging instruments       88,994 92,514     98,750 102,117 Total derivatives before netting       98,119 95,100     108,696 105,458 Netting (3)       (73,643) (81,198)     (81,143) (89,990)         Total     $ 24,476 13,902     27,553 15,468                               Notional amounts presented exclude $8.0 billion at March 31, 2012, and $15.5 billion at December 31, 2011, of basis swaps that are combined with receive fixed-rate/pay floating-rate swaps and designated as one hedging instrument. Includes free-standing derivatives (economic hedges) used to hedge the risk of changes in the fair value of residential MSRs, MHFS, and other interests held. Represents netting of derivative asset and liability balances, and related cash collateral, with the same counterparty subject to master netting arrangements. The amount of cash collateral netted against derivative assets and liabilities was $6.5 billion and $14.6 billion, respectively, at March 31, 2012, and $6.6 billion and $15.4 billion, respectively, at December 31, 2011. Fair Value Hedges We use interest rate swaps to convert certain of our fixed-rate long-term debt and CDs to floating rates to hedge our exposure to interest rate risk. We also enter into cross-currency swaps, cross-currency interest rate swaps and forward contracts to hedge our exposure to foreign currency risk and interest rate risk associated with the issuance of non-U.S. dollar denominated long-term debt. In addition, we use interest rate swaps, cross-currency swaps, cross-currency interest rate swaps and forward contracts to hedge against changes in fair value of certain investments in available-for-sale debt securities due to changes in interest rates, foreign currency rates, or both. We also use interest rate swaps to hedge against changes in fair value for certain mortgages held for sale. The entire derivative gain or loss is included in the assessment of hedge effectiveness for all fair value hedge relationships, except for those involving foreign-currency denominated securities available for sale and long-term debt hedged with foreign currency forward derivatives for which the component of the derivative gain or loss related to the changes in the difference between the spot and forward price is excluded from the assessment of hedge effectiveness.        We use statistical regression analysis to assess hedge effectiveness, both at inception of the hedging relationship and on an ongoing basis. The regression analysis involves regressing the periodic change in fair value of the hedging instrument against the periodic changes in fair value of the asset or liability being hedged due to changes in the hedged risk(s). The assessment includes an evaluation of the quantitative measures of the regression results used to validate the conclusion of high effectiveness.        The following table shows the net gains (losses) recognized in the income statement related to derivatives in fair value hedging relationships.                                                   Total net             Interest rate   Foreign exchange gains           contracts hedging:   contracts hedging: (losses)             Securities Mortgages     Securities   on fair             available held for Long-term   available Long-term value (in millions)   for sale sale debt   for sale debt hedges                           Quarter ended March 31, 2012                 Gains (losses) recorded in net interest income $ (112) - 419   (3) 71 375                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   302 5 (868)   41 566 46   Recognized on hedged item   (296) (6) 802   (14) (648) (162)   Recognized on fair value hedges (ineffective portion) (1) $ 6 (1) (66)   27 (82) (116)                           Quarter ended March 31, 2011                 Gains (losses) recorded in net interest income $ (106) - 414   (1) 90 397                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   169 - (645)   35 1,080 639   Recognized on hedged item   (237) - 622   (33) (1,117) (765)   Recognized on fair value hedges (ineffective portion) (1) $ (68) - (23)   2 (37) (126)                           Includes $(1) million and $8 million, respectively, for the quarters ended March 31, 2012 and 2011, of gains (losses) on forward derivatives hedging foreign currency securities available for sale and long-term debt, representing the portion of derivatives gains (losses) excluded from the assessment of hedge effectiveness (time value). Cash Flow Hedges We hedge floating-rate debt against future interest rate increases by using interest rate swaps, caps, floors and futures to limit variability of cash flows due to changes in the benchmark interest rate. We also use interest rate swaps and floors to hedge the variability in interest payments received on certain floating-rate commercial loans, due to changes in the benchmark interest rate. Gains and losses on derivatives that are reclassified from OCI to interest income and interest expense in the current period are included in the line item in which the hedged item's effect on earnings is recorded. All parts of gain or loss on these derivatives are included in the assessment of hedge effectiveness. We assess hedge effectiveness using regression analysis, both at inception of the hedging relationship and on an ongoing basis. The regression analysis involves regressing the periodic changes in cash flows of the hedging instrument against the periodic changes in cash flows of the forecasted transaction being hedged due to changes in the hedged risk(s). The assessment includes an evaluation of the quantitative measures of the regression results used to validate the conclusion of high effectiveness.        Based upon current interest rates, we estimate that $415 million (pre-tax) of deferred net gains on derivatives in OCI at March 31, 2012, will be reclassified into interest income and interest expense during the next twelve months. Future changes to interest rates may significantly change actual amounts reclassified to earnings. We are hedging our exposure to the variability of future cash flows for all forecasted transactions for a maximum of 6 years for both hedges of floating-rate debt and floating-rate commercial loans.        The following table shows the net gains (losses) recognized related to derivatives in cash flow hedging relationships.                         Quarter ended         March 31, (in millions)   2012 2011 Gains (losses) (pre tax) recognized in OCI on derivatives $ 42 (4) Gains (pre tax) reclassified from cumulative OCI into net interest income   107 156 Gains (losses) (pre tax) recognized in noninterest income on derivatives (1)   - (2)                             None of the change in value of the derivatives was excluded from the assessment of hedge effectiveness. Free-Standing Derivatives We use free-standing derivatives (economic hedges), in addition to debt securities available for sale, to hedge the risk of changes in the fair value of residential MSRs measured at fair value, certain residential MHFS, derivative loan commitments and other interests held. The resulting gain or loss on these economic hedges is reflected in mortgage banking noninterest income. Changes in fair value of debt securities available for sale (unrealized gains and losses) are not included in servicing income, but are reported in cumulative OCI (net of tax) or, upon sale, are reported in net gains (losses) on debt securities available for sale.        The derivatives used to hedge these MSRs measured at fair value, which include swaps, swaptions, constant maturity mortgages, forwards, Eurodollar and Treasury futures and options contracts, resulted in net derivative gains of $100 million in first quarter 2012 and net derivative losses of $120 million in first quarter 2011, which are included in mortgage banking noninterest income. The aggregate fair value of these derivatives was a net liability of $375 million at March 31, 2012, and a net asset of $1.4 billion at December 31, 2011.        Interest rate lock commitments for residential mortgage loans that we intend to sell are considered free-standing derivatives. Our interest rate exposure on these derivative loan commitments, as well as substantially all residential MHFS, is hedged with free-standing derivatives (economic hedges) such as swaps, forwards and options, Eurodollar futures and options, and Treasury futures, forwards and options contracts. The commitments, free-standing derivatives and residential MHFS are carried at fair value with changes in fair value included in mortgage banking noninterest income. For the fair value measurement of interest rate lock commitments we include, at inception and during the life of the loan commitment, the expected net future cash flows related to the associated servicing of the loan. Fair value changes subsequent to inception are based on changes in fair value of the underlying loan resulting from the exercise of the commitment and changes in the probability that the loan will not fund within the terms of the commitment (referred to as a fall-out factor). The value of the underlying loan is affected primarily by changes in interest rates and the passage of time. However, changes in investor demand can also cause changes in the value of the underlying loan value that cannot be hedged. The aggregate fair value of derivative loan commitments in the balance sheet was a net asset of $216 million at March 31, 2012, and a net asset of $478 million at December 31, 2011, and is included in the caption “Interest rate contracts” under “Customer accommodation, trading and other free-standing derivatives” in the first table in this Note.        We also enter into various derivatives primarily to provide derivative products to customers. To a lesser extent, we take positions based on market expectations or to benefit from price differentials between financial instruments and markets. These derivatives are not linked to specific assets and liabilities in the balance sheet or to forecasted transactions in an accounting hedge relationship and, therefore, do not qualify for hedge accounting. We also enter into free-standing derivatives for risk management that do not otherwise qualify for hedge accounting. They are carried at fair value with changes in fair value recorded as other noninterest income.        Free-standing derivatives also include embedded derivatives that are required to be accounted for separately from their host contract. We periodically issue hybrid long-term notes and CDs where the performance of the hybrid instrument notes is linked to an equity, commodity or currency index, or basket of such indices. These notes contain explicit terms that affect some or all of the cash flows or the value of the note in a manner similar to a derivative instrument and therefore are considered to contain an “embedded” derivative instrument. The indices on which the performance of the hybrid instrument is calculated are not clearly and closely related to the host debt instrument. The “embedded” derivative is separated from the host contract and accounted for as a free-standing derivative. Additionally, we may invest in hybrid instruments that contain embedded derivatives, such as credit derivatives, that are not clearly and closely related to the host contract. In such instances, we either elect fair value option for the hybrid instrument or separate the embedded derivative from the host contract and account for the host contract and derivative separately.        The following table shows the net gains recognized in the income statement related to derivatives not designated as hedging instruments.                                 Quarter ended               March 31, (in millions)     2012 2011 Net gains (losses) recognized on free-standing derivatives (economic hedges):         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (1) $ (196) 53       Other (2)   42 11   Foreign exchange contracts (2)   (85) (264)   Credit contracts (2)   (5) (5)         Subtotal   (244) (205) Net gains (losses) recognized on customer accommodation, trading and other free-standing derivatives:         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (3)   1,071 400       Other (4)   240 196   Commodity contracts (4)   (23) (15)   Equity contracts (4)   (285) (162)   Foreign exchange contracts (4)   129 182   Credit contracts (4)   59 (47)   Other (4)   (1) 7         Subtotal   1,190 561 Net gains recognized related to derivatives not designated as hedging instruments $ 946 356                   Predominantly mortgage banking noninterest income including gains (losses) on the derivatives used as economic hedges of MSRs measured at fair value, interest rate lock commitments and mortgages held for sale. Predominantly included in other noninterest income. Predominantly mortgage banking noninterest income including gains (losses) on interest rate lock commitments. Predominantly included in net gains from trading activities in noninterest income.   Credit Derivatives We use credit derivatives primarily to assist customers with their risk management objectives. We may also use credit derivatives in structured product transactions or liquidity agreements written to special purpose vehicles. The maximum exposure of sold credit derivatives is managed through posted collateral, purchased credit derivatives and similar products in order to achieve our desired credit risk profile. This credit risk management provides an ability to recover a significant portion of any amounts that would be paid under the sold credit derivatives. We would be required to perform under the noted credit derivatives in the event of default by the referenced obligors. Events of default include events such as bankruptcy, capital restructuring or lack of principal and/or interest payment. In certain cases, other triggers may exist, such as the credit downgrade of the referenced obligors or the inability of the special purpose vehicle for which we have provided liquidity to obtain funding. The following table provides details of sold and purchased credit derivatives.                                             Notional amount                   Protection   Protection                       sold -   purchased Net                     non-   with protection Other               Fair value Protection investment   identical sold protection Range of (in millions)   liability sold (A) grade underlyings (B) (A) - (B) purchased maturities March 31, 2012                   Credit default swaps on:                     Corporate bonds $ 561 22,189 12,459   12,565 9,624 8,500 2012-2021   Structured products   2,924 4,590 4,162   2,065 2,525 1,065 2016-2056 Credit protection on:                     Default swap index   31 3,368 927   2,821 547 980 2012-2017   Commercial mortgage-                       backed securities index   615 1,277 453   129 1,148 1,425 2049-2052   Asset-backed securities index   70 81 81   6 75 115 2037-2046 Loan deliverable credit default swaps   1 417 417   318 99 160 2012-2016 Other   7 3,831 3,320   215 3,616 4,058 2012-2056   Total credit derivatives $ 4,209 35,753 21,819   18,119 17,634 16,303                               December 31, 2011                   Credit default swaps on:                     Corporate bonds $ 1,002 24,634 14,043   13,329 11,305 9,404 2012-2021   Structured products   3,308 4,691 4,300   2,194 2,497 1,335 2016-2056 Credit protection on:                     Default swap index   68 3,006 843   2,341 665 912 2012-2017   Commercial mortgage-backed securities index   713 1,357 458   19 1,338 1,403 2049-2052   Asset-backed securities index   76 83 83   8 75 116 2037-2046 Loan deliverable credit default swaps   2 460 453   355 105 251 2012-2016 Other   9 4,172 3,637   126 4,046 4,422 2012-2056   Total credit derivatives $ 5,178 38,403 23,817   18,372 20,031 17,843                                      Protection sold represents the estimated maximum exposure to loss that would be incurred under an assumed hypothetical circumstance, where the value of our interests and any associated collateral declines to zero, without any consideration of recovery or offset from any economic hedges. We believe this hypothetical circumstance to be an extremely remote possibility and accordingly, this required disclosure is not an indication of expected loss. The amounts under non-investment grade represent the notional amounts of those credit derivatives on which we have a higher risk of being required to perform under the terms of the credit derivative and are a function of the underlying assets. We consider the risk of performance to be high if the underlying assets under the credit derivative have an external rating that is below investment grade or an internal credit default grade that is equivalent thereto. We believe the net protection sold, which is representative of the net notional amount of protection sold and purchased with identical underlyings, in combination with other protection purchased, is more representative of our exposure to loss than either non-investment grade or protection sold. Other protection purchased represents additional protection, which may offset the exposure to loss for protection sold, that was not purchased with an identical underlying of the protection sold. Credit-Risk Contingent Features Certain of our derivative contracts contain provisions whereby if the credit rating of our debt, based on certain major credit rating agencies indicated in the relevant contracts, were to fall below investment grade, the counterparty could demand additional collateral or require termination or replacement of derivative instruments in a net liability position. The aggregate fair value of all derivative instruments with such credit-risk-related contingent features that are in a net liability position was $16.4 billion at March 31, 2012, and $17.1 billion at December 31, 2011, respectively, for which we posted $15.0 billion for both periods in collateral in the normal course of business. If the credit-risk-related contingent features underlying these agreements had been triggered on March 31, 2012, or December 31, 2011, we would have been required to post additional collateral of $1.3 billion or $2.1 billion, respectively, or potentially settle the contract in an amount equal to its fair value.   Counterparty Credit Risk By using derivatives, we are exposed to counterparty credit risk if counterparties to the derivative contracts do not perform as expected. If a counterparty fails to perform, our counterparty credit risk is equal to the amount reported as a derivative asset on our balance sheet. The amounts reported as a derivative asset are derivative contracts in a gain position, and to the extent subject to master netting arrangements, net of derivatives in a loss position with the same counterparty and cash collateral received. We minimize counterparty credit risk through credit approvals, limits, monitoring procedures, executing master netting arrangements and obtaining collateral, where appropriate. To the extent the master netting arrangements and other criteria meet the applicable requirements, derivatives balances and related cash collateral amounts are shown net in the balance sheet. Counterparty credit risk related to derivatives is considered in determining fair value and our assessment of hedge effectiveness.

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Fair Values of Assets and Liabilities	3 Months Ended
Mar. 31, 2012
Fair Value Disclosures [Abstract]
Fair Values of Assets and Liabilities	We use fair value measurements to record fair value adjustments to certain assets and liabilities and to determine fair value disclosures. Trading assets, securities available for sale, derivatives, substantially all residential MHFS, certain commercial LHFS, certain loans held for investment, fair value MSRs and securities sold but not yet purchased (short sale liabilities) are recorded at fair value on a recurring basis. Additionally, from time to time, we may be required to record at fair value other assets on a nonrecurring basis, such as certain residential and commercial MHFS, certain LHFS, loans held for investment and certain other assets. These nonrecurring fair value adjustments typically involve application of lower-of-cost-or-market accounting or write-downs of individual assets.                Fair Value Hierarchy We group our assets and liabilities measured at fair value in three levels, based on the markets in which the assets and liabilities are traded and the reliability of the assumptions used to determine fair value. These levels are: Level 1 – Valuation is based upon quoted prices for identical instruments traded in active markets. Level 2 – Valuation is based upon quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-based valuation techniques for which all significant assumptions are observable in the market. Level 3 – Valuation is generated from techniques that use significant assumptions not observable in the market. These unobservable assumptions reflect estimates of assumptions that market participants would use in pricing the asset or liability. Valuation techniques include use of option pricing models, discounted cash flow models and similar techniques.        In the determination of the classification of financial instruments in Level 2 or Level 3 of the fair value hierarchy, 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 used. For securities in inactive markets, we use a predetermined percentage to evaluate the impact of fair value adjustments derived from weighting both external and internal indications of value to determine if the instrument is classified as Level 2 or Level 3. Based upon the specific facts and circumstances of each instrument or instrument category, judgments are made regarding the significance of the Level 3 inputs to the instruments' fair value measurement in its entirety. If Level 3 inputs are considered significant, the instrument is classified as Level 3.         Determination of Fair Value We base our fair values on the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. We maximize the use of observable inputs and minimize the use of unobservable inputs when developing fair value measurements.        In instances where there is limited or no observable market data, fair value measurements for assets and liabilities are based primarily upon our own estimates or combination of our own estimates and independent vendor or broker pricing, and the measurements are often calculated based on current pricing for products we offer or issue, the economic and competitive environment, the characteristics of the asset or liability and other such factors. As with any valuation technique used to estimate fair value, changes in underlying assumptions used, including discount rates and estimates of future cash flows, could significantly affect the results of current or future values. Accordingly, these fair value estimates may not be realized in an actual sale or immediate settlement of the asset or liability.        We incorporate lack of liquidity into our fair value measurement based on the type of asset or liability measured and the valuation methodology used. For example, for certain residential MHFS and certain securities where the significant inputs have become unobservable due to illiquid markets and vendor or broker pricing is not used, we use a discounted cash flow technique to measure fair value. This technique incorporates forecasting of expected cash flows (adjusted for credit loss assumptions and estimated prepayment speeds) discounted at an appropriate market discount rate to reflect the lack of liquidity in the market that a market participant would consider. For other securities where vendor or broker pricing is used, we use either unadjusted broker quotes or vendor prices or vendor or broker prices adjusted by weighting them with internal discounted cash flow techniques to measure fair value. These unadjusted vendor or broker prices inherently reflect any lack of liquidity in the market as the fair value measurement represents an exit price from a market participant viewpoint.        Where markets are inactive and transactions are not orderly, transaction or quoted prices for assets or liabilities in inactive markets may require adjustment due to the uncertainty of whether the underlying transactions are orderly. For items that use price quotes in inactive markets, such as certain security classes within securities available for sale, the degree of market inactivity and distressed transactions is analyzed to determine the appropriate adjustment to the price quotes.        The methodology used to adjust the quotes involves weighting the price quotes and results of internal pricing techniques such as the net present value of future expected cash flows (with observable inputs, where available) discounted at a rate of return market participants require. The significant inputs utilized in the internal pricing techniques, which are estimated by type of underlying collateral, include credit loss assumptions, estimated prepayment speeds and discount rates.        The more active and orderly markets for particular security classes are determined to be, the more weighting is assigned to price quotes. The less active and orderly markets are determined to be, the less weighting is assigned to price quotes. We continually assess the level and volume of market activity in our investment security classes in determining adjustments, if any, to price quotes. Given market conditions can change over time, determination of which securities markets are considered active or inactive, and if inactive, the degree to which price quotes require adjustment, can also change.        Following are descriptions of the valuation methodologies used for assets and liabilities recorded at fair value on a recurring or nonrecurring basis and for estimating fair value for financial instruments not recorded at fair value.   Assets Short-term financial assets Short-term financial assets include cash and due from banks, federal funds sold and securities purchased under resale agreements and due from customers on acceptances. These assets are carried at historical cost. The carrying amount is a reasonable estimate of fair value because of the relatively short time between the origination of the instrument and its expected realization.   Trading assets (excluding derivatives) and Securities available for sale Trading assets and securities available for sale are recorded at fair value on a recurring basis. Fair value measurement is based upon various sources of market pricing. We use quoted prices in active markets, where available and classify such instruments within Level 1 of the fair value hierarchy. Examples include exchange-traded equity securities and some highly liquid government securities such as U.S. Treasuries. When instruments are traded in secondary markets and quoted market prices do not exist for such securities, we generally rely on internal valuation techniques or on prices obtained from independent pricing services or brokers (collectively, vendors) or combination thereof and are classified within Level 2 or 3 accordingly.        Trading securities are mostly valued using trader prices that are subject to price verification procedures performed by separate internal personnel. The majority of fair values derived using internal valuation techniques are verified against multiple pricing sources, including prices obtained from independent vendors. Vendors compile prices from various sources and often apply matrix pricing for similar securities when no price is observable. We review pricing methodologies provided by the vendors in order to determine if observable market information is being used, versus unobservable inputs. When evaluating the appropriateness of an internal trader price compared with vendor prices, considerations include the range and quality of vendor prices. Vendor prices are used to ensure the reasonableness of a trader price; however valuing financial instruments involves judgments acquired from knowledge of a particular market and is not perfunctory. If a trader asserts that a vendor price is not reflective of market value, justification for using the trader price, including recent sales activity where possible, must be provided to and approved by the appropriate levels of management.        Similarly, while securities available for sale traded in secondary markets are typically valued using unadjusted vendor prices or vendor prices adjusted by weighting them with internal discounted cash flow techniques, these prices are reviewed and, if deemed inappropriate by a trader who has the most knowledge of a particular market, can be adjusted. Securities measured with these internal valuation techniques are generally classified as Level 2 of the hierarchy and often involve using quoted market prices for similar securities, pricing models, discounted cash flow analyses using significant inputs observable in the market where available or combination of multiple valuation techniques. Examples include certain residential and commercial MBS, municipal bonds, U.S. government and agency MBS, and corporate debt securities.        Security fair value measurements using significant inputs that are unobservable in the market due to limited activity or a less liquid market are classified as Level 3 in the fair value hierarchy. Such measurements include securities valued using internal models or a combination of multiple valuation techniques such as weighting of internal models and vendor or broker pricing, where the unobservable inputs are significant to the overall fair value measurement. Securities classified as Level 3 include certain residential and commercial MBS, asset-backed securities collateralized by auto leases or loans and cash reserves, CDOs and CLOs, and certain residual and retained interests in residential mortgage loan securitizations. CDOs are valued using the prices of similar instruments, the pricing of completed or pending third party transactions or the pricing of the underlying collateral within the CDO. Where vendor or broker prices are not readily available, management's best estimate is used.   Mortgages held for sale (MHFS) We carry substantially all of our residential MHFS portfolio at fair value. Fair value is based on independent quoted market prices, where available, or the prices for other mortgage whole loans with similar characteristics. As necessary, these prices are adjusted for typical securitization activities, including servicing value, portfolio composition, market conditions and liquidity. Most of our MHFS are classified as Level 2. For the portion where market pricing data is not available, we use a discounted cash flow model to estimate fair value and, accordingly, classify as Level 3.   Loans held for sale (LHFS) LHFS are carried at the lower of cost or market value, or at fair value. The fair value of LHFS is based on what secondary markets are currently offering for loans with similar characteristics. As such, we classify those loans subjected to nonrecurring fair value adjustments as Level 2.   Loans For the carrying value of loans, including PCI loans, see Note 1 in our 2011 Form 10-K. Although most loans are not recorded at fair value on a recurring basis, reverse mortgages are held at fair value on a recurring basis. In addition, we record nonrecurring fair value adjustments to loans to reflect partial write-downs that are based on the observable market price of the loan or current appraised value of the collateral.        We provide fair value estimates in this disclosure for loans that are not recorded at fair value on a recurring or nonrecurring basis. Those estimates differentiate loans based on their financial characteristics, such as product classification, loan category, pricing features and remaining maturity. Prepayment and credit loss estimates are evaluated by product and loan rate.        The fair value of commercial loans is calculated by discounting contractual cash flows, adjusted for credit loss estimates, using discount rates that reflect our current pricing for loans with similar characteristics and remaining maturity.        For real estate 1-4 family first and junior lien mortgages, fair value is calculated by discounting contractual cash flows, adjusted for prepayment and credit loss estimates, using discount rates based on current industry pricing (where readily available) or our own estimate of an appropriate risk-adjusted discount rate for loans of similar size, type, remaining maturity and repricing characteristics.        The carrying value of credit card loans, which is adjusted for estimates of credit losses inherent in the portfolio at the balance sheet date, is reported as a reasonable estimate of fair value.        For all other consumer loans, the fair value is generally calculated by discounting the contractual cash flows, adjusted for prepayment and credit loss estimates, based on the current rates we offer for loans with similar characteristics.        Loan commitments, standby letters of credit and commercial and similar letters of credit generate ongoing fees at our current pricing levels, which are recognized over the term of the commitment period. In situations where the credit quality of the counterparty to a commitment has declined, we record an allowance. A reasonable estimate of the fair value of these instruments is the carrying value of deferred fees plus the related allowance. Certain letters of credit that are hedged with derivative instruments are carried at fair value in trading assets or liabilities. For those letters of credit fair value is calculated based on readily quotable credit default spreads, using a market risk credit default swap model.   Derivatives Quoted market prices are available and used for our exchange-traded derivatives, such as certain interest rate futures and option contracts, which we classify as Level 1. However, substantially all of our derivatives are traded in over-the-counter (OTC) markets where quoted market prices are not always readily available. Therefore we value most OTC derivatives using internal valuation techniques. Valuation techniques and inputs to internally-developed models depend on the type of derivative and nature of the underlying rate, price or index upon which the derivative's value is based. Key inputs can include yield curves, credit curves, foreign-exchange rates, prepayment rates, volatility measurements and correlation of such inputs. 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. Examples of derivatives classified as Level 2 include generic interest rate swaps, foreign currency swaps, commodity swaps, and certain option and forward contracts. When instruments are traded in less liquid markets and significant inputs are unobservable, such derivatives are classified as Level 3. Examples of derivatives classified as Level 3 include complex and highly structured derivatives, certain credit default swaps, interest rate lock commitments written for our residential mortgage loans that we intend to sell and long dated equity options where volatility is not observable. Additionally, significant judgments are required when classifying financial instruments within the fair value hierarchy, particularly between Level 2 and 3, as is the case for certain derivatives.         Mortgage servicing rights (MSRs) and certain other interests held in securitizations MSRs and certain other interests held in securitizations (e.g., interest-only strips) 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 cash flows. The model incorporates assumptions that market participants use in estimating future net servicing income cash flows, including estimates of prepayment speeds (including housing price volatility), discount rate, default rates, cost to service (including delinquency and foreclosure costs), escrow account earnings, contractual servicing fee income, ancillary income and late fees. Commercial MSRs are carried at lower of cost or market value, and therefore can be subject to fair value measurements on a nonrecurring basis. Changes in the fair value of MSRs occur primarily due to the collection/realization of expected cash flows, as well as changes in valuation inputs and assumptions. For other interests held in securitizations (such as interest-only strips) we use a valuation model that calculates the present value of estimated future cash flows. The model incorporates our own estimates of assumptions market participants use in determining the fair value, including estimates of prepayment speeds, discount rates, defaults and contractual fee income. Interest-only strips are recorded as trading assets. Our valuation approach is validated by our internal valuation model validation group. Fair value measurements of our MSRs and interest-only strips use significant unobservable inputs and, accordingly, we classify them as Level 3.   Foreclosed assets Foreclosed assets are carried at net realizable value, which represents fair value less costs to sell. Fair value is generally based upon independent market prices or appraised values of the collateral and, accordingly, we classify foreclosed assets as Level 2.   Nonmarketable equity investments Nonmarketable equity investments are generally recorded under the cost or equity method of accounting. There are generally restrictions on the sale and/or liquidation of these investments, including federal bank stock. Federal bank stock carrying value approximates fair value. We use facts and circumstances available to estimate the fair value of our nonmarketable equity investments. We typically consider our access to and need for capital (including recent or projected financing activity), qualitative assessments of the viability of the investee, evaluation of the financial statements of the investee and prospects for its future. Public equity investments are valued using quoted market prices and discounts are only applied when there are trading restrictions that are an attribute of the investment. We estimate the fair value of investments in non-public securities using metrics such as security prices of comparable public companies, acquisition prices for similar companies and original investment purchase price multiples, while also incorporating a portfolio company's financial performance and specific factors. For investments in private equity funds, we use the NAV provided by the fund sponsor as an appropriate measure of fair value. In some cases, such NAVs require adjustments based on certain unobservable inputs.   Liabilities Deposit liabilities Deposit liabilities are carried at historical cost. The fair value of deposits with no stated maturity, such as noninterest-bearing demand deposits, interest-bearing checking, and market rate and other savings, is equal to the amount payable on demand at the measurement date. The fair value of other time deposits is calculated based on the discounted value of contractual cash flows. The discount rate is estimated using the rates currently offered for like wholesale deposits with similar remaining maturities.                 Short-term financial liabilities Short-term financial liabilities are carried at historical cost and include federal funds purchased and securities sold under repurchase agreements, commercial paper and other short-term borrowings. The carrying amount is a reasonable estimate of fair value because of the relatively short time between the origination of the instrument and its expected realization.   Other liabilities Other liabilities recorded at fair value on a recurring basis, excluding derivative liabilities (see the “Derivatives” section for derivative liabilities), includes primarily short sale liabilities. Short sale liabilities are classified as either Level 1 or Level 2, generally dependent upon whether the underlying securities have readily obtainable quoted prices in active exchange markets.   Long-term debt Long-term debt is generally carried at amortized cost. For disclosure, we are required to estimate the fair value of long-term debt. Generally, the discounted cash flow method is used to estimate the fair value of our long-term debt. Contractual cash flows are discounted using rates currently offered for new notes with similar remaining maturities and, as such, these discount rates include our current spread levels.   Level 3 Asset and Liability Valuation Processes We generally determine fair value of our Level 3 assets and liabilities by using internally developed models and, to a lesser extent, prices obtained from independent pricing services or brokers (collectively, vendors). Our valuation processes vary depending on which approach is utilized.   INTERNAL MODEL VALUATIONS Our internally developed models primarily consist of discounted cash flow techniques. Use of such techniques requires determining relevant inputs, some of which are unobservable. Unobservable inputs are generally derived from historic performance of similar assets or determined from previous market trades in similar instruments. These unobservable inputs usually consist of discount rates, default rates, loss severity upon default, volatilities, correlations and prepayment rates, which are inherent within our Level 3 instruments. Such inputs can be correlated to similar portfolios with known historic experience or recent trades where particular unobservable inputs may be implied; but due to the nature of various inputs being reflected within a particular trade, the value of each input is considered unobservable. We attempt to correlate each unobservable input to historic experience and other third party data where available.        Internal valuation models are subject to review prescribed within our model risk management policies and procedures which includes model validation. The purpose of model validation includes ensuring the model is appropriate for its intended use and the appropriate controls exist to help mitigate risk of invalid valuations. Model validation assesses the adequacy and appropriateness of the model, including reviewing its key components such as inputs, processing components, logic or theory, output results and supporting model documentation. Validation also includes ensuring significant unobservable model inputs are appropriate given observable market transactions or other market data within the same or similar asset classes. This ensures modeled approaches are appropriate given similar product valuation techniques and are in line with their intended purpose.        We have ongoing monitoring procedures in place for our Level 3 assets and liabilities that use such internal valuation models. These procedures, which are designed to provide reasonable assurance models continue to perform as expected after approved, include: ongoing analysis and benchmarking to market transactions and other independent market data (including pricing vendors, if available); back-testing of modeled fair value values to actual realized transactions and review of modeled valuation results against expectations, including review of significant or unusual value fluctuations.          We update model inputs and methodologies periodically to reflect these monitoring procedures. Additionally, procedures and controls are in place to ensure existing models are subject to periodic reviews and full model revalidations are done as necessary.        All internal valuation models are subject to on-going review by business unit-level management. More complex models are subject to additional oversight by a corporate-level risk management department. Corporate oversight responsibilities include evaluating adequacy of business unit risk management programs, maintaining company-wide model validation policies and standards and reporting the results of these activities to management and our Enterprise Risk Management Committee (ERMC). The ERMC, which consists of senior executive management and reports to the Company's Board of Directors, provides compliance and operational risk management and monitors all company-wide risks including, credit risk, market risk, and reputational risk.   VENDOR-DEVELOPED VALUATIONS In certain limited circumstances we obtain values from third party vendors for the value of our Level 3 assets or liabilities. We have processes in place to approve such vendors to ensure information obtained and valuation techniques used are appropriate. Once these vendors are approved to provide pricing information, the results are monitored and reviewed to ensure the fair values are reasonable and in line with market experience in similar asset classes. While the input amounts used by the pricing vendor in determining fair value are not provided, and therefore unavailable for our review, we do perform one or more of the following procedures to validate the prices received: comparison to other pricing vendors (if available); variance analysis of prices; corroboration of pricing by reference to other independent market data such as market transactions and relevant benchmark indices; review of pricing by Company personnel familiar with market liquidity and other market-related conditions; and investigation of prices on a specific instrument-by-instrument basis.   Fair Value Measurements from Independent Brokers or Independent Third Party Pricing Services For certain assets and liabilities, we obtain fair value measurements from independent brokers or independent third party pricing services and record the unadjusted fair value in our financial statements. The detail by level is shown in the table below. Fair value measurements obtained from independent brokers or independent third party pricing services that we have adjusted to determine the fair value recorded in our financial statements are not included in the following table.                                                                             Independent brokers   Third party pricing services (in millions)   Level 1 Level 2 Level 3   Level 1 Level 2 Level 3                               March 31, 2012                 Trading assets (excluding derivatives) $ - 285 7   1,209 1,345 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   1,080 3,598 -   Securities of U.S. states and political subdivisions   - 17 -   - 21,631 997   Mortgage-backed securities   - 369 45   - 126,554 187   Other debt securities   - 347 8,469   - 27,202 380     Total debt securities   - 733 8,514   1,080 178,985 1,564     Total marketable equity securities   - - -   37 631 -       Total securities available for sale   - 733 8,514   1,117 179,616 1,564 Derivatives (trading and other assets)   - 12 46   - 709 1 Loans held for sale   - - -   - 1 - Derivatives (liabilities)   - 10 27   - 681 - Other liabilities   - 22 -   - 208 2                                                             December 31, 2011                 Trading assets (excluding derivatives) $ - 446 7   1,086 1,564 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   868 5,748 -   Securities of U.S. states and political subdivisions   - 16 -   - 21,014 -   Mortgage-backed securities   - 2,342 43   - 118,107 186   Other debt securities   - 1,091 8,163   - 26,222 145     Total debt securities   - 3,449 8,206   868 171,091 331     Total marketable equity securities   - - -   33 665 3       Total securities available for sale   - 3,449 8,206   901 171,756 334 Derivatives (trading and other assets)   - 17 44   - 834 - Loans held for sale   - - -   - 1 - Derivatives (liabilities)   - 11 43   - 850 - Other liabilities   - 22 -   6 249 -                               Assets and Liabilities Recorded at Fair Value on a Recurring Basis The tables below present the balances of assets and liabilities measured at fair value on a recurring basis.                                                           (in millions)   Level 1 Level 2 Level 3 Netting   Total March 31, 2012               Trading assets (excluding derivatives)                 Securities of U.S. Treasury and federal agencies $ 5,208 3,598 - -   8,806   Securities of U.S. states and political subdivisions   - 4,063 103 -   4,166   Collateralized debt obligations (1)   - - 1,539 -   1,539   Corporate debt securities   - 7,532 132 -   7,664   Mortgage-backed securities   - 27,879 54 -   27,933   Asset-backed securities   - 856 164 -   1,020   Equity securities   2,951 323 3 -   3,277     Total trading securities   8,159 44,251 1,995 -   54,405   Other trading assets   2,052 43 108 -   2,203       Total trading assets (excluding derivatives)   10,211 44,294 2,103 -   56,608 Securities of U.S. Treasury and federal agencies   1,081 3,597 - -   4,678 Securities of U.S. states and political subdivisions   - 21,723 12,514 -   34,237 Mortgage-backed securities:                 Federal agencies   - 102,665 - -   102,665   Residential   - 17,771 58 -   17,829   Commercial   - 18,425 232 -   18,657     Total mortgage-backed securities   - 138,861 290 -   139,151 Corporate debt securities   297 19,568 308 -   20,173 Collateralized debt obligations (2)   - - 9,163 -   9,163 Asset-backed securities:                 Auto loans and leases   - 62 6,913 -   6,975   Home equity loans   - 698 257 -   955   Other asset-backed securities   - 7,937 2,869 -   10,806     Total asset-backed securities   - 8,697 10,039 -   18,736 Other debt securities   - 975 - -   975       Total debt securities   1,378 193,421 32,314 -   227,113 Marketable equity securities:                 Perpetual preferred securities (3)   607 625 1,173 -   2,405   Other marketable equity securities   693 52 3 -   748       Total marketable equity securities   1,300 677 1,176 -   3,153         Total securities available for sale   2,678 194,098 33,490 -   230,266 Mortgages held for sale   - 35,853 3,330 -   39,183 Loans held for sale   - 796 - -   796 Loans   - 6,012 25 -   6,037 Mortgage servicing rights (residential)   - - 13,578 -   13,578 Derivative assets:                 Interest rate contracts   - 80,738 806 -   81,544   Commodity contracts   - 4,712 16 -   4,728   Equity contracts   624 2,721 736 -   4,081   Foreign exchange contracts   32 4,799 24 -   4,855   Credit contracts   - 1,697 1,213 -   2,910   Other derivative contracts   - - 1 -   1     Netting   - - - (73,643) (4) (73,643)       Total derivative assets (5)   656 94,667 2,796 (73,643)   24,476 Other assets   94 141 228 -   463           Total assets recorded at fair value $ 13,639 375,861 55,550 (73,643)   371,407 Derivative liabilities:                 Interest rate contracts $ (3) (78,255) (471) -   (78,729)   Commodity contracts   - (4,557) (30) -   (4,587)   Equity contracts   (267) (2,964) (916) -   (4,147)   Foreign exchange contracts   (28) (2,962) (8) -   (2,998)   Credit contracts   - (1,606) (2,966) -   (4,572)   Other derivative contracts   - - (67) -   (67)     Netting   - - - 81,198 (4) 81,198       Total derivative liabilities (6)   (298) (90,344) (4,458) 81,198   (13,902) Short sale liabilities:                 Securities of U.S. Treasury and federal agencies   (3,958) (772) - -   (4,730)   Securities of U.S. states and political subdivisions   - (16) - -   (16)   Corporate debt securities   - (4,445) - -   (4,445)   Equity securities   (1,173) (99) - -   (1,272)   Other securities   - (58) - -   (58)     Total short sale liabilities   (5,131) (5,390) - -   (10,521) Other liabilities   - (40) (42) -   (82)           Total liabilities recorded at fair value $ (5,429) (95,774) (4,500) 81,198   (24,505)                             Includes collateralized loan obligations of $587 million that are classified as trading assets. Includes collateralized loan obligations of $8.6 billion that are classified as securities available for sale. Perpetual preferred securities are primarily ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets. Derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading liabilities.     (continued on following page)   (continued from previous page)                                                                                               (in millions)   Level 1 Level 2 Level 3 Netting   Total December 31, 2011               Trading assets (excluding derivatives)                 Securities of U.S. Treasury and federal agencies $ 3,342 3,638 - -   6,980   Securities of U.S. states and political subdivisions   - 2,438 53 -   2,491   Collateralized debt obligations (1)   - - 1,582 -   1,582   Corporate debt securities   - 6,479 97 -   6,576   Mortgage-backed securities   - 34,959 108 -   35,067   Asset-backed securities   - 1,093 190 -   1,283   Equity securities   1,682 172 4 -   1,858     Total trading securities   5,024 48,779 2,034 -   55,837   Other trading assets   1,847 68 115 -   2,030       Total trading assets (excluding derivatives)   6,871 48,847 2,149 -   57,867 Securities of U.S. Treasury and federal agencies   869 6,099 - -   6,968 Securities of U.S. states and political subdivisions   - 21,077 11,516 -   32,593 Mortgage-backed securities:                 Federal agencies   - 96,754 - -   96,754   Residential   - 17,775 61 -   17,836   Commercial   - 17,918 232 -   18,150     Total mortgage-backed securities   - 132,447 293 -   132,740 Corporate debt securities   317 17,792 295 -   18,404 Collateralized debt obligations (2)   - - 8,599 -   8,599 Asset-backed securities:                 Auto loans and leases   - 86 6,641 -   6,727   Home equity loans   - 650 282 -   932   Other asset-backed securities   - 8,326 2,863 -   11,189     Total asset-backed securities   - 9,062 9,786 -   18,848 Other debt securities   - 1,044 - -   1,044       Total debt securities   1,186 187,521 30,489 -   219,196 Marketable equity securities:                 Perpetual preferred securities (3)   552 631 1,344 -   2,527   Other marketable equity securities   814 53 23 -   890       Total marketable equity securities   1,366 684 1,367 -   3,417         Total securities available for sale   2,552 188,205 31,856 -   222,613 Mortgages held for sale   - 41,381 3,410 -   44,791 Loans held for sale   - 1,176 - -   1,176 Loans   - 5,893 23 -   5,916 Mortgage servicing rights (residential)   - - 12,603 -   12,603 Derivative assets:                 Interest rate contracts   - 91,022 1,055 -   92,077   Commodity contracts   - 4,351 - -   4,351   Equity contracts   471 2,737 560 -   3,768   Foreign exchange contracts   35 4,873 16 -   4,924   Credit contracts   - 2,219 1,357 -   3,576   Other derivative contracts   - - - -   -     Netting   - - - (81,143) (4) (81,143)       Total derivative assets (5)   506 105,202 2,988 (81,143)   27,553 Other assets   88 135 244 -   467           Total assets recorded at fair value $ 10,017 390,839 53,273 (81,143)   372,986 Derivative liabilities:                 Interest rate contracts $ (4) (88,164) (446) -   (88,614)   Commodity contracts   - (4,234) - -   (4,234)   Equity contracts   (229) (2,797) (635) -   (3,661)   Foreign exchange contracts   (31) (3,324) (23) -   (3,378)   Credit contracts   - (2,099) (3,355) -   (5,454)   Other derivative contracts   - - (117) -   (117)     Netting   - - - 89,990 (4) 89,990       Total derivative liabilities (6)   (264) (100,618) (4,576) 89,990   (15,468) Short sale liabilities:                 Securities of U.S. Treasury and federal agencies   (3,820) (919) - -   (4,739)   Securities of U.S. states and political subdivisions   - (2) - -   (2)   Corporate debt securities   - (4,112) - -   (4,112)   Equity securities   (944) (298) - -   (1,242)   Other securities   - (737) - -   (737)     Total short sale liabilities   (4,764) (6,068) - -   (10,832) Other liabilities   - (98) (44) -   (142)           Total liabilities recorded at fair value $ (5,028) (106,784) (4,620) 89,990   (26,442)                             Includes collateralized loan obligations of $583 million that are classified as trading assets. Includes collateralized loan obligations of $8.1 billion that are classified as securities available for sale. Perpetual preferred securities are primarily ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets. Derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading liabilities. Changes in Fair Value Levels We monitor the availability of observable market data to assess the appropriate classification of financial instruments within the fair value hierarchy and transfer between Level 1, Level 2, and Level 3 accordingly. Observable market data includes but is not limited to quoted prices and market transactions. Changes in economic conditions or market liquidity generally will drive changes in availability of observable market data. Changes in availability of observable market data, which also may result in changing the valuation technique used, are generally the cause of transfers between Level 1, 2 or 3.        All transfers into and out of Level 1, Level 2, and Level 3 are provided within the below table. The amounts reported as transfers represent the fair value as of the beginning of the quarter in which the transfer occurred.                               Transfers Between Fair Value Levels         Level 1   Level 2   Level 3 (1)   (in millions)   In Out   In Out   In Out Total Quarter ended March 31, 2012                     Trading securities $ - -   10 (14)   14 (10) - Securities available for sale   - -   93 (43)   43 (93) - Mortgages held for sale   - -   86 (87)   87 (86) - Net derivative assets and liabilities   - -   12 8   (8) (12) -   Total transfers $ - -   201 (136)   136 (201) -                         All transfers in and out of Level 3 are disclosed within the recurring level 3 rollforward table in this Note. For the quarter ended March 31, 2011, there were no significant transfers in or out of Levels 1, 2 or 3. The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2012, are summarized as follows:                                                                                                     Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in net                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 53 - - 50 - - 103 -     Collateralized debt obligations   1,582 17 - (60) - - 1,539 (12)     Corporate debt securities   97 - - 35 - - 132 (2)     Mortgage-backed securities   108 (1) - (43) - (10) 54 (3)     Asset-backed securities   190 11 - (51) 14 - 164 4     Equity securities   4 - - (1) - - 3 -       Total trading securities   2,034 27 - (70) 14 (10) 1,995 (13)   Other trading assets   115 (7) - - - - 108 -         Total trading assets                             (excluding derivatives)   2,149 20 - (70) 14 (10) 2,103 (13) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   11,516 (4) 164 838 - - 12,514 (6)     Mortgage-backed securities:                         Residential   61 - 1 (1) 27 (30) 58 -       Commercial   232 (15) 22 (7) - - 232 -         Total mortgage-backed                             securities   293 (15) 23 (8) 27 (30) 290 -     Corporate debt securities   295 5 11 (4) 1 - 308 -     Collateralized debt obligations   8,599 57 183 324 - - 9,163 -     Asset-backed securities:                         Auto loans and leases   6,641 1 20 251 - - 6,913 -       Home equity loans   282 7 18 (1) 14 (63) 257 -       Other asset-backed securities   2,863 3 57 (55) 1 - 2,869 -         Total asset-backed securities   9,786 11 95 195 15 (63) 10,039 -           Total debt securities   30,489 54 476 1,345 43 (93) 32,314 (6) (4)   Marketable equity securities:                         Perpetual preferred securities   1,344 31 8 (210) - - 1,173 -       Other marketable equity securities   23 - (15) (5) - - 3 -           Total marketable                               equity securities   1,367 31 (7) (215) - - 1,176 - (5)           Total securities                                 available for sale   31,856 85 469 1,130 43 (93) 33,490 (6)   Mortgages held for sale   3,410 (35) - (46) 87 (86) 3,330 (36) (6) Loans   23 - - 2 - - 25 - (6) Mortgage servicing rights   12,603 (801) - 1,776 - - 13,578 (158) (6) Net derivative assets and liabilities:                       Interest rate contracts   609 1,158 - (1,432) - - 335 199     Commodity contracts   - 1 - (7) (8) - (14) (7)     Equity contracts   (75) (95) - 3 - (13) (180) (88)     Foreign exchange contracts   (7) 27 - (5) - 1 16 24     Credit contracts   (1,998) 171 - 74 - - (1,753) 233     Other derivative contracts   (117) 51 - - - - (66) -       Total derivative contracts   (1,588) 1,313 - (1,367) (8) (12) (1,662) 361 (7) Other assets   244 (3) - (13) - - 228 (11) (3) Other liabilities (excluding derivatives)   (44) 1 - 1 - - (42) - (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement. (continued from previous page)   The following table presents gross purchases, sales, issuances and settlements related to the changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2012.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 59 (9) - - 50   Collateralized debt obligations   190 (250) - - (60)   Corporate debt securities   81 (46) - - 35   Mortgage-backed securities   3 (46) - - (43)   Asset-backed securities   72 (111) - (12) (51)   Equity securities   - (1) - - (1)     Total trading securities   405 (463) - (12) (70) Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   405 (463) - (12) (70) Securities available for sale:               Securities of U.S. states and                 political subdivisions   582 - 588 (332) 838   Mortgage-backed securities:                 Residential   - - - (1) (1)     Commercial   - - - (7) (7)       Total mortgage-backed                     securities   - - - (8) (8)   Corporate debt securities   - - - (4) (4)   Collateralized debt obligations   550 - - (226) 324   Asset-backed securities:                 Auto loans and leases   1,835 - 163 (1,747) 251     Home equity loans   - - - (1) (1)     Other asset-backed securities   399 (26) 335 (763) (55)       Total asset-backed securities   2,234 (26) 498 (2,511) 195         Total debt securities   3,366 (26) 1,086 (3,081) 1,345   Marketable equity securities:                 Perpetual preferred securities   - - - (210) (210)     Other marketable equity securities   - (4) - (1) (5)         Total marketable                       equity securities   - (4) - (211) (215)           Total securities                         available for sale   3,366 (30) 1,086 (3,292) 1,130 Mortgages held for sale   111 - - (157) (46) Loans   2 - - - 2 Mortgage servicing rights   - - 1,776 - 1,776 Net derivative assets and liabilities:               Interest rate contracts   - (1) - (1,431) (1,432)   Commodity contracts   5 (7) - (5) (7)   Equity contracts   115 (165) - 53 3   Foreign exchange contracts   - - - (5) (5)   Credit contracts   1 (1) - 74 74     Total derivative contracts   121 (174) - (1,314) (1,367) Other assets   3 - - (16) (13) Other liabilities (excluding derivatives)   (1) 2 - - 1                                                     The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2011, are summarized as follows:                                                                                                     Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in net                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2011                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 5 2 - 85 38 - 130 1     Collateralized debt obligations   1,915 13 - (17) - (1) 1,910 (10)     Corporate debt securities   166 (2) - (67) - - 97 -     Mortgage-backed securities   117 5 - 18 4 - 144 (3)     Asset-backed securities   366 9 - (13) - (110) 252 9     Equity securities   34 (1) - (2) 1 - 32 (2)       Total trading securities   2,603 26 - 4 43 (111) 2,565 (5)   Other trading assets   136 6 - 2 - - 144 17         Total trading assets                             (excluding derivatives)   2,739 32 - 6 43 (111) 2,709 12 (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   4,564 2 69 395 - - 5,030 3     Mortgage-backed securities:                         Residential   20 - (1) 2 6 (17) 10 (1)       Commercial   217 (8) 70 2 - - 281 (4)         Total mortgage-backed                             securities   237 (8) 69 4 6 (17) 291 (5)     Corporate debt securities   433 2 9 49 1 - 494 -     Collateralized debt obligations   4,778 53 153 632 - - 5,616 -     Asset-backed securities:                         Auto loans and leases   6,133 1 (39) (1,851) - - 4,244 -       Home equity loans   112 2 1 (1) 10 (26) 98 (1)       Other asset-backed securities   3,150 (5) 55 162 49 - 3,411 -         Total asset-backed securities   9,395 (2) 17 (1,690) 59 (26) 7,753 (1)     Other debt securities   85 - - (85) - - - -           Total debt securities   19,492 47 317 (695) 66 (43) 19,184 (3) (4)   Marketable equity securities:                         Perpetual preferred securities   2,434 68 6 (519) - - 1,989 -       Other marketable equity securities   32 - - 3 - - 35 -           Total marketable                               equity securities   2,466 68 6 (516) - - 2,024 - (5)           Total securities                                 available for sale   21,958 115 323 (1,211) 66 (43) 21,208 (3)   Mortgages held for sale   3,305 (32) - 42 72 (73) 3,314 (32) (6) Loans   309 10 - (221) - - 98 10 (6) Mortgage servicing rights   14,467 (81) - 1,262 - - 15,648 499 (6) Net derivative assets and liabilities:                       Interest rate contracts   77 406 - (185) 1 - 299 (9)     Commodity contracts   (1) - - 1 (3) - (3) -     Equity contracts   (225) - - 6 - (6) (225) 29     Foreign exchange contracts   9 21 - (7) - - 23 11     Credit contracts   (1,017) (86) - (48) - - (1,151) (133)     Other derivative contracts   (35) 17 - - - - (18) -       Total derivative contracts   (1,192) 358 - (233) (2) (6) (1,075) (102) (7) Other assets   314 2 - (5) - - 311 4 (3) Short sale liabilities                       (corporate debt securities)   - 1 - (107) - - (106) - (3) Other liabilities (excluding derivatives) (7)   (344) (9) - 217 - - (136) (10) (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement. (continued from previous page)   The following table presents gross purchases, sales, issuances and settlements related to the changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2011.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2011             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 97 (12) - - 85   Collateralized debt obligations   365 (366) - (16) (17)   Corporate debt securities   13 (80) - - (67)   Mortgage-backed securities   345 (327) - - 18   Asset-backed securities   245 (243) - (15) (13)   Equity securities   5 (7) - - (2)     Total trading securities   1,070 (1,035) - (31) 4 Other trading assets   2 - - - 2       Total trading assets                     (excluding derivatives)   1,072 (1,035) - (31) 6 Securities available for sale:               Securities of U.S. states and                 political subdivisions   557 6 - (168) 395   Mortgage-backed securities:                 Residential   4 - - (2) 2     Commercial   4 - - (2) 2       Total mortgage-backed                     securities   8 - - (4) 4   Corporate debt securities   95 - - (46) 49   Collateralized debt obligations   865 (20) - (213) 632   Asset-backed securities:                 Auto loans and leases   366 - - (2,217) (1,851)     Home equity loans   - - - (1) (1)     Other asset-backed securities   797 (17) - (618) 162       Total asset-backed securities   1,163 (17) - (2,836) (1,690)   Other debt securities   - (85) - - (85)         Total debt securities   2,688 (116) - (3,267) (695)   Marketable equity securities:                 Perpetual preferred securities   1 - - (520) (519)     Other marketable equity securities   3 - - - 3         Total marketable                       equity securities   4 - - (520) (516)           Total securities                         available for sale   2,692 (116) - (3,787) (1,211) Mortgages held for sale   219 - - (177) 42 Loans   - (210) - (11) (221) Mortgage servicing rights   - - 1,262 - 1,262 Net derivative assets and liabilities:               Interest rate contracts   - 1 - (186) (185)   Commodity contracts   - - - 1 1   Equity contracts   49 (124) - 81 6   Foreign exchange contracts   2 (2) - (7) (7)   Credit contracts   1 (1) - (48) (48)   Other derivative contracts   - - - - -     Total derivative contracts   52 (126) - (159) (233) Other assets   - (1) - (4) (5) Short sale liabilities               (corporate debt securities)   (114) 7 - - (107) Other liabilities (excluding derivatives)   - - - 217 217                                                     The following table provides quantitative information about the valuation techniques and significant unobservable inputs used in the valuation of substantially all of our Level 3 assets and liabilities measured at fair value on a recurring basis for which we use an internal model.        The significant unobservable inputs for Level 3 assets and liabilities that are valued using fair values obtained from third party vendors are not included in the table as the specific inputs applied are not provided by the vendor (see discussion regarding vendor-developed valuations within the “Level 3 Asset and Liabilities Valuation Processes” section previously within this Note). In addition, the valuation technique and significant unobservable inputs for certain classes of Level 3 assets and liabilities measured using an internal model that we consider, both individually and in the aggregate, insignificant relative to our overall Level 3 assets and liabilities, are not provided in the table. We made this determination based upon an evaluation of each class which considered the magnitude of the positions, nature of the unobservable inputs and potential for significant changes in fair value due to changes in those inputs.                                         Fair Value     Significant Range of   Weighted ($ in millions, except cost to service amounts) Level 3   Valuation Technique(s) Unobservable Input Inputs   Average (1) March 31, 2012                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                         other revenue bonds $ 10,945   Discounted cash flow Discount rate 0.4 - 4.2 % 1.3             997   Vendor priced                 Auction rate securities   675   Discounted cash flow Discount rate 3.3 - 14.3   5.3                   Weighted average life 3.0 - 14.6 yrs 3.9   Collateralized debt obligations (2)   2,198   Market comparable pricing Comparability adjustment (25.0) - 22.0 % (0.4)             8,504   Vendor priced               Asset-backed securities:                         Auto loans and leases   6,913   Discounted cash flow Default rate 1.2 - 10.5   3.8                   Discount rate 0.5 - 2.1   1.3                   Loss severity 50.0 - 66.7   53.5                   Prepayment rate 0.4 - 1.3   0.7     Other asset-backed securities:                           Dealer floor plan   589   Discounted cash flow Discount rate 1.1 - 1.3   1.2       Other commercial and consumer   2,115 (3) Discounted cash flow Discount rate 0.8 - 20.0   4.3                   Weighted average life 0.4 - 9.8 yrs 3.7             329   Vendor priced               Marketable equity securities: perpetual                       preferred   1,173 (4) Discounted cash flow Discount rate 5.4 - 8.3 % 6.3                 Weighted average life 1.0 - 10.0 yrs 4.5 Mortgages held for sale (residential)   3,330   Discounted cash flow Default rate 2.2 - 19.7 % 10.8                   Discount rate 3.8 - 7.3   5.5                   Loss severity 1.0 - 40.3   29.3                   Prepayment rate 1.0 - 15.6   6.8 Mortgage servicing rights (residential)   13,578   Discounted cash flow Cost to service per loan (5) $ 82 - 926   210                   Discount rate 6.7 - 10.8 % 7.5                   Prepayment rate (6) 7.1 - 23.1   14.5 Net derivative assets and (liabilities):                       Interest rate contracts   119   Discounted cash flow Default rate 0.0 - 14.3   4.9                   Loss severity 32.3 - 89.4   52.3                   Prepayment rate 7.3 - 22.9   15.3   Interest rate contracts: derivative loan                       commitments   216   Discounted cash flow Fall-out factor 1.0 - 99.0   22.4               Initial Value-Servicing (3.7) - 114.4 bps 68.7   Equity contracts   (180)   Option model Correlation factor 40.3 - 84.3 % 67.7                   Volatility factor 12.0 - 55.0   28.4   Credit contracts   (1,783)   Market comparable pricing Comparability adjustment (38.9) - 39.3   0.1             10   Option model Credit spread 0.0 - 15.3   2.6             Loss severity 10.0 - 60.0   41.4             20   Vendor priced             Insignificant Level 3 assets,                     net of liabilities   1,302 (7)                   Total level 3 assets, net of liabilities $ 51,050 (8)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $9.2 billion of collateralized loan obligations. Consists primarily of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. Consists of auction rate preferred equity securities with no maturity date that are callable by the issuer. The high end of the range of inputs is for servicing modified loans. For non modified loans the range is $82 - $469. Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, asset-backed securities backed by home equity loans, other marketable equity securities, loans, other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts and other derivative contracts. Consists of total Level 3 assets of $55.6 billion and total Level 3 liabilities of $4.5 billion, before netting of derivative balances. The valuation techniques used for our Level 3 assets and liabilities, as presented in the previous table, are described as follows: Discounted cash flow - Discounted cash flow valuation techniques generally consist of developing an estimate of future cash flows that are expected to occur over the life of an instrument and then discounting those cash flows at a rate of return that results in the fair value amount. Option model - Option model valuation techniques are generally used for instruments in which the holder has a contingent right or obligation based on the occurrence of a future event, such as the price of a referenced asset going above or below a predetermined strike price. Option models estimate the likelihood of the specified event occurring by incorporating assumptions such as volatility estimates, price of the underlying instrument and expected rate of return. Market comparable pricing - Market comparable pricing valuation techniques are used to determine the fair value of certain instruments by incorporating known inputs such as recent transaction prices, pending transactions, or prices of other similar investments which require significant adjustment to reflect differences in instrument characteristics. Vendor-priced – Prices obtained from third party pricing vendors or brokers that are used to record the fair value of the asset or liability, of which the related valuation technique and significant unobservable inputs are not provided.          Significant unobservable inputs presented in the previous table are those we consider significant to the fair value of the Level 3 asset or liability. We consider unobservable inputs to be significant, if by their exclusion, the fair value of the Level 3 asset or liability would be impacted by a predetermined percentage change or based on qualitative factors such as nature of the instrument, type of valuation technique used, and the significance of the unobservable inputs relative to other inputs used within the valuation. Following is a description of the significant unobservable inputs provided in the table.   Comparability adjustment – is an adjustment made to observed market data such as a transaction price in order to reflect dissimilarities in underlying collateral, issuer, rating, or other factors used within a market valuation approach, expressed as a percentage of an observed price. Correlation factor - is the likelihood of one instrument changing in price relative to another based on an established relationship expressed as a percentage of relative change in price over a period over time. Cost to service - is the expected cost per loan of servicing a portfolio of loans which includes estimates for unreimbursed expenses (including delinquency and foreclosure costs) that may occur as a result of servicing such loan portfolios. Credit spread – is the portion of the interest rate in excess of a benchmark interest rate, such as LIBOR or U.S. Treasury rates, that when applied to an investment captures changes in the obligor's creditworthiness. Default rate – is an estimate of the likelihood of not collecting contractual amounts owed expressed as a constant default rate (CDR). Discount rate – is a rate of return used to present value the future expected cash flow to arrive at the fair value of an instrument. The discount rate consists of a benchmark rate component and a risk premium component. The benchmark rate component, for example, LIBOR or U.S. Treasury rates, is generally observable within the market and is necessary to appropriately reflect the time value of money. The risk premium component reflects the amount of compensation market participants require due to the uncertainty inherent in the instruments' cash flows resulting from risks such as credit and liquidity. Fall-out factor - is the expected percentage of loans associated with our interest rate lock commitment portfolio that are likely of not funding Initial-value servicing - is the estimated value of the underlying loan, including the value attributable to the embedded servicing right, expressed in basis points of outstanding unpaid principal balance. Loss severity – is the percentage of contractual cash flows lost in the event of a default. Prepayment rate – is the estimated rate at which forecasted prepayments of principal of the related loan or debt instrument are expected to occur, expressed as a constant prepayment rate (CPR). Volatility factor – is the extent of change in price an item is estimated to fluctuate over a specified period of time expressed as a percentage of relative change in price over a period over time. Weighted average life – is the weighted average number of years an investment is expected to remain outstanding, based on its expected cash flows reflecting the estimated date the issuer will call or extend the maturity of the instrument or otherwise reflecting an estimate of the timing of an instrument's cash flows whose timing is not contractually fixed.   Significant Recurring Level 3 Fair Value Asset and Liability Input Sensitivity We generally use discounted cash flow or similar internal modeling techniques to determine the fair value of our Level 3 assets and liabilities. Use of these techniques requires determination of relevant inputs and assumptions, some of which represent significant unobservable inputs as indicated in the preceding table. Accordingly, changes in these 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. Where multiple inputs are used within the valuation technique of an asset or liability, a change in one input in a certain direction may be offset by an opposite change in another input having a potentially muted impact to the overall fair value of that particular instrument. Additionally, a change in one unobservable input may result in a change to another unobservable input (that is, changes in certain inputs are interrelated to one another), which may counteract or magnify the fair value impact.   SECURITIES and MORTGAGES HELD FOR SALE The fair values of predominantly all level 3 trading securities, mortgages held for sale, and securities available for sale have consistent inputs, valuation techniques and correlation to changes in underlying inputs. The internal models used to determine fair value for these level 3 instruments use certain significant unobservable inputs within a discounted cash flow or market comparable pricing valuation technique. Such inputs include discount rate, prepayment rate, default rate, loss severity and weighted average life.        These level 3 assets would decrease (increase) in value based upon an increase (decrease) in discount rate, default rate, loss severity, or weighted average life inputs. Conversely, the fair value of these level 3 assets would generally increase (decrease) in value if the prepayment rate input were to increase (decrease).        Generally, a change in the assumption used for default rate is accompanied by a directionally similar change in the risk premium component of the discount rate (specifically, the portion related to credit risk) and a directionally opposite change in the assumption used for prepayment rates. Unobservable inputs for loss severity and weighted average life do not increase or decrease based on movements in the other significant unobservable inputs for these level 3 assets.   DERIVATIVE INSTRUMENTS Level 3 derivative instruments are valued using market comparable pricing, option pricing and discounted cash flow valuation techniques. We utilize certain unobservable inputs within these techniques to determine the fair value of the level 3 derivative instruments. The significant unobservable inputs consist of credit spread, a comparability adjustment, prepayment rate, default rate, loss severity, initial value servicing, fall-out factor, volatility factor, and correlation factor.        Level 3 derivative assets (liabilities) would decrease (increase) in value upon an increase (decrease) in default rate, fall-out factor, credit spread or loss severity inputs. Conversely, level 3 derivative assets (liabilities) would increase (decrease) in value upon an increase (decrease) in prepayment rate, initial-value servicing or volatility factor inputs. The correlation factor and comparability adjustment inputs may have a positive or negative impact on the fair value of these derivative instruments depending on the change in value of the item the correlation factor and comparability adjustment is referencing. The correlation factor and comparability adjustment is considered independent from movements in other significant unobservable inputs for derivative instruments.        Generally, for derivative instruments for which we are subject to changes in the value of the underlying referenced instrument, change in the assumption used for default rate is accompanied by directionally similar change in the risk premium component of the discount rate (specifically, the portion related to credit risk) and a directionally opposite change in the assumption used for prepayment rates. Unobservable inputs for loss severity, fall-out factor, initial-value servicing, and volatility do not increase or decrease based on movements in other significant unobservable inputs for these level 3 instruments.   MORTGAGE SERVICING RIGHTS We use a discounted cash flow valuation technique to determine the fair value of level 3 mortgage servicing rights. These models utilize certain significant unobservable inputs including prepayment rate, discount rate and costs to service. An increase in any of these unobservable inputs will reduce the fair value of the mortgage servicing rights and alternatively, a decrease in any one of these inputs would result in the mortgage servicing rights increasing in value. Generally, a change in the assumption used for the default rate is accompanied by a directionally similar change in the assumption used for cost to service and a directionally opposite change in the assumption used for prepayment. The sensitivity of our residential MSRs is discussed further in Note 7. Assets and Liabilities Recorded at Fair Value on a Nonrecurring Basis We may be required, from time to time, to measure certain assets at fair value on a nonrecurring basis in accordance with GAAP. These adjustments to fair value usually result from application of LOCOM accounting or write-downs of individual assets. For assets measured at fair value on a nonrecurring basis in the quarter ended March 31, 2012, and year ended December 31, 2011, that were still held in the balance sheet at each respective period end, the following table provides the fair value hierarchy and the carrying value of the related individual assets or portfolios at period end.                                                                                     March 31, 2012   December 31, 2011 (in millions)     Level 1 Level 2 Level 3 Total   Level 1 Level 2 Level 3 Total Mortgages held for sale (LOCOM) (1) $ - 1,315 1,194 2,509   - 1,019 1,166 2,185 Loans held for sale   - 49 - 49   - 86 - 86 Loans:                       Commercial   - 647 - 647   - 1,501 13 1,514   Consumer   - 1,924 1 1,925   - 4,163 4 4,167     Total loans (2)   - 2,571 1 2,572   - 5,664 17 5,681 Mortgage servicing rights (amortized)   - - - -   - - 293 293 Other assets (3)   - 528 20 548   - 537 67 604                                                                     Predominantly real estate 1-4 family first mortgage loans measured at LOCOM. Represents carrying value of loans for which adjustments are based on the appraised value of the collateral. Includes the fair value of foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets. The following table presents the increase (decrease) in value of certain assets that are measured at fair value on a nonrecurring basis for which a fair value adjustment has been included in the income statement.                                                           Quarter ended March 31, (in millions)   2012   2011 Mortgages held for sale (LOCOM) $ 48   (26) Loans held for sale   (1)   2 Loans:           Commercial   (301)   (240)   Consumer   (1,203)   (1,752)     Total loans (1)   (1,504)   (1,992) Mortgage servicing rights (amortized)   -   (6) Other assets (2)   (140)   (116)       Total $ (1,597)   (2,138)                       Represents write-downs of loans based on the appraised value of the collateral. Includes the losses on foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets. The table below provides quantitative information about the valuation techniques and significant unobservable inputs used in the valuation of substantially all of our Level 3 assets and liabilities measured at fair value on a nonrecurring basis for which we use an internal model.        We have excluded from the table classes of Level 3 assets and liabilities measured using an internal model that we consider, both individually and in the aggregate, insignificant relative to our overall Level 3 nonrecurring measurements. We made this determination based upon an evaluation of each class which considered the magnitude of the positions, nature of the unobservable inputs and potential for significant changes in fair value due to changes in those inputs.                                                                                               Fair value     Significant   Range   Weighted   ($ in millions)   Level 3   Valuation technique(s) (1) unobservable input (1)   of inputs   average (2)   March 31, 2012                         Residential mortgages held for sale                           (LOCOM) $ 1,163 (3) Discounted cash flow Default rate (4) 8.5 - 46.6 % 24.0 %                       Discount rate   4.5 - 12.8   10.8                         Loss severity   2.6 - 37.5   6.2               Prepayment rate (5) 1.0 - 100.0   68.9   Insignificant level 3 assets   52                       Total $ 1,215                                                           Refer to the narrative following the recurring quantitative Level 3 table of this Note for a definition of the valuation technique(s) and significant unobservable inputs. Weighted averages are calculated using outstanding unpaid principal balance of the loans. Consists of approximately $1.1 billion government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization and $112 million of other mortgage loans which are not government insured/guaranteed. Applies only to non-government insured/guaranteed loans. Includes the impact on prepayment rate of expected defaults for the government insured/guaranteed loans, which impacts the frequency and timing of early resolution of loans. Alternative Investments The following table summarizes our investments in various types of funds, which are included in trading assets, securities available for sale and other assets. We use the funds' net asset values (NAVs) per share as a practical expedient to measure fair value on recurring and nonrecurring bases. The fair values presented in the table are based upon the funds' NAVs or an equivalent measure.                                                                       Redemption                 Fair Unfunded Redemption notice (in millions)   value commitments frequency period March 31, 2012           Offshore funds $ 329 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   21 - Daily - Annually 5 - 95 days Private equity funds   914 232 N/A N/A Venture capital funds   84 25 N/A N/A   Total $ 1,349 257     December 31, 2011           Offshore funds $ 352 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   22 - Daily - Annually 5 - 95 days Private equity funds   976 240 N/A N/A Venture capital funds   83 28 N/A N/A   Total $ 1,434 268                             N/A - Not applicable       Offshore funds primarily invest in investment grade European fixed-income securities. Redemption restrictions are in place for investments with a fair value of $208 million and $200 million at March 31, 2012 and December 31, 2011, respectively, due to lock-up provisions that will remain in effect until October 2015.        Private equity funds invest in equity and debt securities issued by private and publicly-held companies in connection with leveraged buyouts, recapitalizations and expansion opportunities. Substantially all of these investments do not allow redemptions. Alternatively, we receive distributions as the underlying assets of the funds liquidate, which we expect to occur over the next nine years.        Venture capital funds invest in domestic and foreign companies in a variety of industries, including information technology, financial services and healthcare. These investments can never be redeemed with the funds. Instead, we receive distributions as the underlying assets of the fund liquidate, which we expect to occur over the next six years. Fair Value Option We measure MHFS at fair value for prime MHFS originations for which an active secondary market and readily available market prices exist to reliably support fair value pricing models used for these loans. Loan origination fees on these loans are recognized when earned, and related direct loan origination costs are recognized when incurred. We also measure at fair value certain of our other interests held related to residential loan sales and securitizations. We believe fair value measurement for prime MHFS and other interests held, which we hedge with free-standing derivatives (economic hedges) along with our MSRs, measured at fair value, reduces certain timing differences and better matches changes in the value of these assets with changes in the value of derivatives used as economic hedges for these assets.        Upon the acquisition of Wachovia, we elected to measure at fair value certain portfolios of LHFS that may be economically hedged with derivative instruments. In addition, we elected to measure at fair value certain letters of credit that are hedged with derivative instruments to better reflect the economics of the transactions. These letters of credit are included in trading account assets or liabilities.        The following table reflects the differences between fair value carrying amount of certain assets and liabilities for which we have elected the fair value option and the contractual aggregate unpaid principal amount at maturity.                                                         March 31, 2012   December 31, 2011               Fair value       Fair value               carrying       carrying               amount       amount               less       less         Fair value Aggregate aggregate   Fair value Aggregate aggregate           carrying unpaid unpaid   carrying unpaid unpaid   (in millions)   amount principal principal   amount principal principal   Mortgages held for sale:                     Total loans $ 39,183 38,664 519 (1) 44,791 43,687 1,104 (1)   Nonaccrual loans   253 587 (334)   265 584 (319)     Loans 90 days or more past due and still accruing   41 49 (8)   44 56 (12)   Loans held for sale:                     Total loans   796 838 (42)   1,176 1,216 (40)     Nonaccrual loans   9 24 (15)   25 39 (14)   Loans:                     Total loans   6,037 5,520 517   5,916 5,441 475     Nonaccrual loans   53 50 3   32 32 -                                                   The difference between fair value carrying amount and aggregate unpaid principal includes changes in fair value recorded at and subsequent to funding, gains and losses on the related loan commitment prior to funding, and premiums on acquired loans. The assets accounted for under the fair value option are initially measured at fair value. Gains and losses from initial measurement and subsequent changes in fair value are recognized in earnings. The changes in fair value related to initial measurement and subsequent changes in fair value included in earnings for these assets measured at fair value are shown, by income statement line item, below.                                             2012   2011       Net gains       Net gains       Mortgage (losses)     Mortgage (losses)       banking from Other   banking from Other     noninterest trading noninterest   noninterest trading noninterest   (in millions)   income activities income   income activities income   Quarter ended March 31,                   Mortgages held for sale $ 1,795 - 1   658 - 0   Loans held for sale   - - 13   - - 9   Loans   - - 42   10 - -   Long-term debt   - - -   (10) - -   Other interests held   - (9) 23   - - 10                                           The following table shows the estimated gains and losses from earnings attributable to instrument-specific credit risk related to assets accounted for under the fair value option.                               Quarter ended March 31, (in millions)   2012 2011 Gains (losses) attributable to         instrument-specific credit risk:         Mortgages held for sale $ (39) (59)   Loans held for sale   13 9     Total $ (26) (50)                    For performing loans, instrument-specific credit risk gains or losses were derived principally by determining the change in fair value of the loans due to changes in the observable or implied credit spread. Credit spread is the market yield on the loans less the relevant risk-free benchmark interest rate. In recent years spreads have been significantly affected by the lack of liquidity in the secondary market for mortgage loans. For nonperforming loans, we attribute all changes in fair value to instrument-specific credit risk. Disclosures about Fair Value of Financial Instruments The table below is a summary of fair value estimates for financial instruments, excluding financial instruments recorded at fair value on a recurring basis as they are included within the Assets and Liabilities Recorded at Fair Value on a Recurring Basis table included earlier in this Note. The carrying amounts in the following table are recorded in the balance sheet under the indicated captions. We have not included assets and liabilities that are not financial instruments in our disclosure, such as the value of the long-term relationships with our deposit, credit card and trust customers, amortized MSRs, premises and equipment, goodwill and other intangibles, deferred taxes and other liabilities. The total of the fair value calculations presented does not represent, and should not be construed to represent, the underlying value of the Company.                                                             March 31, 2012   December 31, 2011             Estimated fair value         (in millions)   Carrying amount Level 1 Level 2 Level 3 Total   Carrying amount Estimated fair value   Financial assets                       Cash and due from banks (1) $ 17,000 17,000 - - 17,000   19,440 19,440     Federal funds sold, securities purchased                       under resale agreements and                       other short-term investments (1) 74,143 - 74,143 - 74,143   44,367 44,367     Mortgages held for sale (2)   4,266 - 1,044 3,268 4,312   3,566 3,566     Loans held for sale (2)   162 - 157 10 167   162 176     Loans, net (3)   728,575 - 54,386 672,005 726,391   731,308 723,867     Nonmarketable equity investments (cost method) 8,162 - 4 8,596 8,600   8,061 8,490   Financial liabilities                       Deposits   930,267 - 856,769 74,969 931,738   920,070 921,803     Short-term borrowings (1)   50,964 - 50,964 - 50,964   49,091 49,091     Long-term debt (4)   129,649 - - 132,353 132,353   125,238 126,484                                                       Amounts consist of financial instruments in which carrying value approximates fair value. Balance reflects MHFS and LHFS, as applicable, other than those MHFS and LHFS for which election of the fair value option was made. Loans exclude balances for which the fair value option was elected. Loans exclude lease financing with a carrying amount of $13.1 billion at both March 31, 2012 and December 31, 2011, respectively. The carrying amount and fair value exclude obligations under capital leases of $103 million and $116 million at March 31, 2012 and December 31, 2011, respectively.          Loan commitments, standby letters of credit and commercial and similar letters of credit are not included in the table above. A reasonable estimate of the fair value of these instruments is the carrying value of deferred fees plus the related allowance. This amounted to $389 million and $495 million at March 31, 2012 and December 31, 2011, respectively.

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Preferred Stock	3 Months Ended
Mar. 31, 2012
Preferred Stock [Abstract]
Preferred Stock	We are authorized to issue 20 million shares of preferred stock and 4 million shares of preference stock, both without par value. Preferred shares outstanding rank senior to common shares both as to dividends and liquidation preference but have no general voting rights. We have not issued any preference shares under this authorization. If issued, preference shares would be limited to one vote per share. Our total issued and outstanding preferred stock includes Dividend Equalization Preferred (DEP) shares and Series I, J, K and L, which are presented in the following two tables, and Employee Stock Ownership Plan (ESOP) Cumulative Convertible Preferred Stock, which is presented in the table on the following page.                                                           March 31, 2012 and December 31, 2011                   Liquidation Shares                   preference authorized     per share and designated DEP Shares       Dividend Equalization Preferred Shares $ 10 97,000 Series G       7.25% Class A Preferred Stock   15,000 50,000 Series H       Floating Class A Preferred Stock   20,000 50,000 Series I       5.80% Fixed to Floating Class A         Preferred Stock   100,000 25,010 Series J       8.00% Non-Cumulative Perpetual         Class A Preferred Stock   1,000 2,300,000 Series K       7.98% Fixed-to-Floating Non-Cumulative         Perpetual Class A Preferred Stock   1,000 3,500,000 Series L       7.50% Non-Cumulative Perpetual         Convertible Class A Preferred Stock   1,000 4,025,000   Total     10,047,010                                                                                                                                       March 31, 2012 and December 31, 2011                           Shares                     issued and     Carrying   (in millions, except shares)           outstanding   Par value value Discount DEP Shares                       Dividend Equalization Preferred Shares             96,546 $ - - - Series I (1)                       5.80% Fixed to Floating Class A Preferred Stock             25,010   2,501 2,501 - Series J (1)                       8.00% Non-Cumulative Perpetual Class A                         Preferred Stock             2,150,375   2,150 1,995 155 Series K (1)                       7.98% Fixed-to-Floating Non-Cumulative                         Perpetual Class A Preferred Stock             3,352,000   3,352 2,876 476 Series L (1)                       7.50% Non-Cumulative Perpetual                         Convertible Class A Preferred Stock             3,968,000   3,968 3,200 768   Total             9,591,931 $ 11,971 10,572 1,399                                                                         Preferred shares qualify as Tier 1 capital.               In March 2012, we issued notice to redeem $875 million of trust preferred securities, which were redeemed in April 2012. See Note 7 for additional information on our trust preferred securities. We do not have a commitment to issue Series G or H preferred stock.   ESOP Cumulative Convertible Preferred Stock All shares of our ESOP Cumulative Convertible Preferred Stock (ESOP Preferred Stock) were issued to a trustee acting on behalf of the Wells Fargo & Company 401(k) Plan (the 401(k) Plan). Dividends on the ESOP Preferred Stock are cumulative from the date of initial issuance and are payable quarterly at annual rates based upon the year of issuance. Each share of ESOP Preferred Stock released from the unallocated reserve of the 401(k) Plan is converted into shares of our common stock based on the stated value of the ESOP Preferred Stock and the then current market price of our common stock. The ESOP Preferred Stock is also convertible at the option of the holder at any time, unless previously redeemed. We have the option to redeem the ESOP Preferred Stock at any time, in whole or in part, at a redemption price per share equal to the higher of (a) $1,000 per share plus accrued and unpaid dividends or (b) the fair market value, as defined in the Certificates of Designation for the ESOP Preferred Stock.                                                                                       Shares issued and outstanding     Carrying value   Adjustable               March 31, December 31,     March 31, December 31,   dividend rate (in millions, except shares) 2012 2011     2012   2011   Minimum Maximum ESOP Preferred Stock                       $1,000 liquidation preference per share                         2012         670,306 -   $ 670   -   10.00 % 11.00   2011         370,280 370,280     370   370   9.00   10.00   2010           231,361 231,361     232   232   9.50   10.50   2008           89,154 89,154     89   89   10.50   11.50   2007           68,414 68,414     69   69   10.75   11.75   2006           46,112 46,112     46   46   10.75   11.75   2005           30,092 30,092     30   30   9.75   10.75   2004           17,115 17,115     17   17   8.50   9.50   2003           6,231 6,231     6   6   8.50   9.50 Total ESOP Preferred Stock (1) 1,529,065 858,759   $ 1,529   859         Unearned ESOP shares (2)       $ (1,659)   (926)                                                                                 At March 31, 2012, and December 31, 2011, additional paid-in capital included $130 million and $67 million, respectively, related to preferred stock.        We recorded a corresponding charge to unearned ESOP shares in connection with the issuance of the ESOP Preferred Stock. The unearned ESOP shares are reduced as shares of the ESOP Preferred Stock are committed to be released.

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Employee Benefits	3 Months Ended
Mar. 31, 2012
Employee Benefits And Other Expenses Disclosure [Abstract]
Employee Benefits and Other Expenses	We sponsor a noncontributory qualified defined benefit retirement plan, the Wells Fargo & Company Cash Balance Plan (Cash Balance Plan), which covers eligible employees of Wells Fargo; the benefits earned under the Cash Balance Plan were frozen effective July 1, 2009.        The net periodic benefit cost was:                                                                   2012   2011             Pension benefits     Pension benefits                 Non- Other     Non- Other (in millions) Qualified qualified benefits   Qualified qualified benefits Quarter ended March 31,         Service cost $ - - 3   1 - 3 Interest cost   128 8 15   130 9 18 Expected return on plan assets   (162) - (9)   (189) - (10) Amortization of net actuarial loss   33 3 -   21 2 - Amortization of prior service credit   - - (1)   - - (1) Settlement   1 - -   2 - -   Net periodic benefit cost (income) $ - 11 8   (35) 11 10

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Earnings Per Common Share	3 Months Ended
Mar. 31, 2012
Earnings Per Common Share [Abstract]
Earnings Per Common Share	The table below shows earnings per common share and diluted earnings per common share and reconciles the numerator and denominator of both earnings per common share calculations.                                                   Quarter ended March 31, (in millions, except per share amounts)   2012 2011 Wells Fargo net income $ 4,248 3,759 Less: Preferred stock dividends and other (1)   226 189 Wells Fargo net income applicable to common stock (numerator) $ 4,022 3,570 Earnings per common share       Average common shares outstanding (denominator)   5,282.6 5,278.8 Per share $ 0.76 0.68 Diluted earnings per common share       Average common shares outstanding   5,282.6 5,278.8 Add: Stock options   24.9 37.8     Restricted share rights   30.3 16.5 Diluted average common shares outstanding (denominator)   5,337.8 5,333.1 Per share $ 0.75 0.67                   Includes $219 million and $184 million of preferred stock dividends for first quarter 2012 and 2011, respectively.                               The following table presents the outstanding options and warrants to purchase shares of common stock that were anti-dilutive (the exercise price was higher than the weighted-average market price), and therefore not included in the calculation of diluted earnings per common share.                 Weighted-average shares   Quarter ended March 31, (in millions) 2012 2011 Options 135.5 69.0 Warrants 39.2 39.4

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Other Comprehensive Income	3 Months Ended
Mar. 31, 2012
Other Comprehensive Income [Abstract]
Comprehensive Income (Loss) Note	The components of other comprehensive income (OCI) and the related tax effects were:                                                                           Quarter ended March 31,               2012   2011               Before Tax   Net of   Before Tax Net of (in millions)   tax effect   tax   tax effect tax Translation adjustments $ 10 (4)   6   24 (9) 15 Securities available for sale:                     Net unrealized gains arising during the period   1,874 (704)   1,170   498 (182) 316   Reclassification of (gains) losses included in net income   (226) 80   (146)   51 (19) 32 Net unrealized gains arising during the period   1,648 (624)   1,024   549 (201) 348 Derivatives and hedging activities:                     Net unrealized gains (losses) arising during the period   42 (12)   30   (4) 1 (3)   Reclassification of net gains on cash flow hedges                       included in net income   (107) 40   (67)   (156) 60 (96) Net unrealized losses arising during the period   (65) 28   (37)   (160) 61 (99) Defined benefit plans adjustment:                     Net actuarial losses arising during the period   (5) 2   (3)   (1) - (1)   Amortization of net actuarial loss and prior service cost                       included in net income   36 (13)   23   24 (8) 16 Net gains arising during the period   31 (11)   20   23 (8) 15 Other comprehensive income $ 1,624 (611)   1,013   436 (157) 279 Less: Other comprehensive income from noncontrolling                       interests, net of tax         4       (4)       Wells Fargo other comprehensive income, net of tax       $ 1,009       283 Cumulative OCI balances were:                                                                               Cumulative                 Derivatives   Defined   other             Securities   and   benefit   compre-         Translation   available   hedging   pension   hensive (in millions)   adjustments   for sale   activities   plans   income Balance, December 31, 2011 $ 90   4,413   490   (1,786)   3,207   Net change   6   1,024   (37)   20   1,013   Less: Other comprehensive income from                         noncontrolling interests   -   4   -   -   4 Balance, March 31, 2012 $ 96   5,433   453   (1,766)   4,216

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Operating Segments	3 Months Ended
Mar. 31, 2012
Operating Segments [Abstract]
Operating Segments	We have three operating segments for management reporting: Community Banking; Wholesale Banking; and Wealth, Brokerage and Retirement. The results for these operating segments are based on our management accounting process, for which there is no comprehensive, authoritative guidance equivalent to GAAP for financial accounting. The management accounting process measures the performance of the operating segments based on our management structure and is not necessarily comparable with similar information for other financial services companies. We define our operating segments by product type and customer segment. If the management structure and/or the allocation process changes, allocations, transfers and assignments may change. In the first quarter 2012, we modified internal funds transfer rates and the allocation of funding. The prior periods have been revised to reflect these changes.   Community Banking offers a complete line of diversified financial products and services to consumers and small businesses with annual sales generally up to $20 million in which the owner generally is the financial decision maker. Community Banking also offers investment management and other services to retail customers and securities brokerage through affiliates. These products and services include the Wells Fargo Advantage FundsSM, a family of mutual funds. Loan products include lines of credit, auto floor plan lines, equity lines and loans, equipment and transportation loans, education loans, origination and purchase of residential mortgage loans and servicing of mortgage loans and credit cards. Other credit products and financial services available to small businesses and their owners include equipment leases, real estate and other commercial financing, Small Business Administration financing, venture capital financing, cash management, payroll services, retirement plans, Health Savings Accounts, credit cards, and merchant payment processing. Community Banking also offers private label financing solutions for retail merchants across the United States and purchases retail installment contracts from auto dealers in the United States and Puerto Rico. Consumer and business deposit products include checking accounts, savings deposits, market rate accounts, Individual Retirement Accounts, time deposits, global remittance and debit cards.        Community Banking serves customers through a complete range of channels, including traditional banking stores, in-store banking centers, business centers, ATMs, Online and Mobile Banking, and Wells Fargo Customer Connection, a 24-hours a day, seven days a week telephone service.   Wholesale Banking provides financial solutions to businesses across the United States with annual sales generally in excess of $20 million and to financial institutions globally. Wholesale Banking provides a complete line of commercial, corporate, capital markets, cash management and real estate banking products and services. These include traditional commercial loans and lines of credit, letters of credit, asset-based lending, equipment leasing, international trade facilities, trade financing, collection services, foreign exchange services, treasury management, investment management, institutional fixed-income sales, interest rate, commodity and equity risk management, online/electronic products such as the Commercial Electronic Office® (CEO®) portal, insurance, corporate trust fiduciary and agency services, and investment banking services. Wholesale Banking manages customer investments through institutional separate accounts and mutual funds, including the Wells Fargo Advantage Funds and Wells Capital Management. Wholesale Banking also supports the CRE market with products and services such as construction loans for commercial and residential development, land acquisition and development loans, secured and unsecured lines of credit, interim financing arrangements for completed structures, rehabilitation loans, affordable housing loans and letters of credit, permanent loans for securitization, CRE loan servicing and real estate and mortgage brokerage services.   Wealth, Brokerage and Retirement provides a full range of financial advisory services to clients using a planning approach to meet each client's needs. Wealth Management provides affluent and high net worth clients with a complete range of wealth management solutions, including financial planning, private banking, credit, investment management and trust. Abbot Downing (formerly branded as Lowry Hill and Wells Fargo Family Wealth) meets the unique needs of ultra high net worth clients. Brokerage serves customers' advisory, brokerage and financial needs as part of one of the largest full-service brokerage firms in the United States. Retirement is a national leader in providing institutional retirement and trust services (including 401(k) and pension plan record keeping) for businesses, retail retirement solutions for individuals, and reinsurance services for the life insurance industry.   Other includes corporate items (such as integration expenses related to the Wachovia merger) not specific to a business segment and elimination of certain items that are included in more than one business segment.                                                                                               Wealth, Brokerage         Consolidated (income/expense in millions,   Community Banking   Wholesale Banking   and Retirement   Other (1)   Company average balances in billions)   2012 2011   2012 2011   2012 2011   2012 2011   2012 2011 Quarter ended March 31,                               Net interest income (2) $ 7,326 7,575   3,181 2,718   701 700   (320) (342)   10,888 10,651 Provision for credit losses   1,878 2,061   95 134   43 40   (21) (25)   1,995 2,210 Noninterest income   6,095 5,082   2,852 2,704   2,361 2,454   (560) (562)   10,748 9,678 Noninterest expense   7,825 7,622   3,054 2,789   2,547 2,557   (433) (235)   12,993 12,733 Income (loss) before income                                 tax expense (benefit)   3,718 2,974   2,884 2,499   472 557   (426) (644)   6,648 5,386 Income tax expense (benefit)   1,293 745   1,016 862   181 210   (162) (245)   2,328 1,572 Net income (loss) before                                 noncontrolling interests   2,425 2,229   1,868 1,637   291 347   (264) (399)   4,320 3,814 Less: Net income (loss) from                                 noncontrolling interests   77 49   - 2   (5) 4   - -   72 55 Net income (loss) (3) $ 2,348 2,180   1,868 1,635   296 343   (264) (399)   4,248 3,759 Average loans $ 486.1 508.4   268.6 234.7   42.5 42.7   (28.6) (31.7)   768.6 754.1 Average assets   738.3 756.7   467.8 398.8   161.9 150.7   (65.1) (65.0)   1,302.9 1,241.2 Average core deposits   575.2 548.1   220.9 184.8   135.6 125.4   (61.2) (61.5)   870.5 796.8                                                                             Includes Wachovia integration expenses and the elimination of items that are included in both Community Banking and Wealth, Brokerage and Retirement, largely representing services and products for wealth management customers provided in Community Banking stores. Net interest income is the difference between interest earned on assets and the cost of liabilities to fund those assets. Interest earned includes actual interest earned on segment assets and, if the segment has excess liabilities, interest credits for providing funding to other segments. The cost of liabilities includes interest expense on segment liabilities and, if the segment does not have enough liabilities to fund its assets, a funding charge based on the cost of excess liabilities from another segment. Represents segment net income (loss) for Community Banking; Wholesale Banking; and Wealth, Brokerage and Retirement segments and Wells Fargo net income for the consolidated company.

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Condensed Consolidating Financial Statements	3 Months Ended
Mar. 31, 2012
Financial Statements [Abstract]
Condensed Consolidating Financial Statements	Following are the condensed consolidating financial statements of the Parent and Wells Fargo Financial, Inc. and its owned subsidiaries (WFFI). Condensed Consolidating Statement of Income                                                       Other                       consolidating   Consolidated (in millions)   Parent WFFI subsidiaries Eliminations Company Quarter ended March 31, 2012             Dividends from subsidiaries:               Bank $ 3,051 - - (3,051) -   Nonbank   377 - - (377) - Interest income from loans   - 483 8,780 (66) 9,197 Interest income from subsidiaries   232 - - (232) - Other interest income   57 15 2,986 - 3,058     Total interest income   3,717 498 11,766 (3,726) 12,255 Deposits   - - 457 - 457 Short-term borrowings   44 14 149 (191) 16 Long-term debt   505 113 319 (107) 830 Other interest expense   3 - 61 - 64     Total interest expense   552 127 986 (298) 1,367 Net interest income   3,165 371 10,780 (3,428) 10,888 Provision for credit losses   - 165 1,830 - 1,995 Net interest income after provision for credit losses   3,165 206 8,950 (3,428) 8,893 Noninterest income             Fee income – nonaffiliates   - 27 5,645 - 5,672 Other   (42) 26 5,255 (163) 5,076     Total noninterest income   (42) 53 10,900 (163) 10,748 Noninterest expense             Salaries and benefits   105 23 7,498 - 7,626 Other   86 105 5,339 (163) 5,367     Total noninterest expense   191 128 12,837 (163) 12,993 Income (loss) before income tax expense (benefit) and               equity in undistributed income of subsidiaries   2,932 131 7,013 (3,428) 6,648 Income tax expense (benefit)   (111) 45 2,394 - 2,328 Equity in undistributed income of subsidiaries   1,205 - - (1,205) - Net income (loss) before noncontrolling interests 4,248 86 4,619 (4,633) 4,320 Less: Net income from noncontrolling interests   - - 72 - 72 Parent, WFFI, Other and Wells Fargo net income (loss) $ 4,248 86 4,547 (4,633) 4,248                         Quarter ended March 31, 2011             Dividends from subsidiaries:               Bank $ 1,592 - - (1,592) -   Nonbank   - - - - - Interest income from loans   - 578 8,932 (123) 9,387 Interest income from subsidiaries   308 - - (308) - Other interest income   48 29 3,008 - 3,085     Total interest income   1,948 607 11,940 (2,023) 12,472 Deposits   - - 615 - 615 Short-term borrowings   105 15 187 (281) 26 Long-term debt   694 167 393 (150) 1,104 Other interest expense   1 - 75 - 76     Total interest expense   800 182 1,270 (431) 1,821 Net interest income   1,148 425 10,670 (1,592) 10,651 Provision for credit losses   - 247 1,963 - 2,210 Net interest income after provision for credit losses   1,148 178 8,707 (1,592) 8,441 Noninterest income             Fee income – nonaffiliates   - 28 5,846 - 5,874 Other   (3) 24 3,939 (156) 3,804     Total noninterest income   (3) 52 9,785 (156) 9,678 Noninterest expense             Salaries and benefits   190 27 6,976 - 7,193 Other   153 145 5,398 (156) 5,540     Total noninterest expense   343 172 12,374 (156) 12,733 Income (loss) before income tax expense (benefit) and               equity in undistributed income of subsidiaries   802 58 6,118 (1,592) 5,386 Income tax expense (benefit)   (434) 15 1,991 - 1,572 Equity in undistributed income of subsidiaries   2,523 - - (2,523) - Net income (loss) before noncontrolling interests 3,759 43 4,127 (4,115) 3,814 Less: Net income from noncontrolling interests   - - 55 - 55 Parent, WFFI, Other and Wells Fargo net income (loss) $ 3,759 43 4,072 (4,115) 3,759 Condensed Consolidating Statement of Comprehensive Income                                                       Other                       consolidating   Consolidated (in millions)   Parent WFFI subsidiaries Eliminations Company Quarter ended March 31, 2012             Parent, WFFI, Other and Wells Fargo net income (loss) $ 4,248 86 4,547 (4,633) 4,248 Other comprehensive income, net of tax:               Foreign currency translation adjustments   - 6 15 (15) 6   Securities available for sale   41 (6) 989 - 1,024   Derivatives and hedging activities   3 - (40) - (37)   Defined benefit plans adjustment   21 2 (3) - 20   Equity in other comprehensive income of subsidiaries   944 - - (944) - Other comprehensive income, net of tax:   1,009 2 961 (959) 1,013 Less: Other comprehensive income from noncontrolling interests   - - 4 - 4 Parent, WFFI, Other and Wells Fargo other comprehensvie income, net of tax   1,009 2 957 (959) 1,009                         Parent, WFFI, Other and Wells Fargo comprehensvie income   5,257 88 5,504 (5,592) 5,257 Comprehensive income from noncontrolling interests   - - 76 - 76 Total comprehensive income $ 5,257 88 5,580 (5,592) 5,333                         Quarter ended March 31, 2011             Parent, WFFI, Other and Wells Fargo net income (loss) $ 3,759 43 4,072 (4,115) 3,759 Other comprehensive income, net of tax:               Foreign currency translation adjustments   - 9 6 - 15   Securities available for sale   30 1 317 - 348   Derivatives and hedging activities   17 - (116) - (99)   Defined benefit plans adjustment   13 1 1 - 15   Equity in other comprehensive income of subsidiaries   223 - - (223) - Other comprehensive income, net of tax:   283 11 208 (223) 279 Less: Other comprehensive income from noncontrolling interests   - - (4) - (4) Parent, WFFI, Other and Wells Fargo other comprehensvie income, net of tax   283 11 212 (223) 283                         Parent, WFFI, Other and Wells Fargo comprehensvie income   4,042 54 4,284 (4,338) 4,042 Comprehensive income from noncontrolling interests   - - 51 - 51 Total comprehensive income $ 4,042 54 4,335 (4,338) 4,093 Condensed Consolidating Balance Sheets                                           Other                       consolidating   Consolidated (in millions)   Parent WFFI subsidiaries Eliminations Company March 31, 2012             Assets             Cash and cash equivalents due from:               Subsidiary banks $ 28,627 187 - (28,814) -   Nonaffiliates   8 506 90,629 - 91,143 Securities available for sale   5,727 1,786 223,078 (325) 230,266 Mortgages and loans held for sale   - - 44,407 - 44,407                         Loans   6 27,483 756,919 (17,887) 766,521 Loans to subsidiaries:               Bank   3,885 - - (3,885) -   Nonbank   45,044 - - (45,044) - Allowance for loan losses   - (1,708) (17,144) - (18,852)     Net loans   48,935 25,775 739,775 (66,816) 747,669 Investments in subsidiaries:               Bank   137,394 - - (137,394) -   Nonbank   17,659 - - (17,659) - Other assets   8,156 1,443 212,412 (1,697) 220,314       Total assets $ 246,506 29,697 1,310,301 (252,705) 1,333,799 Liabilities and equity             Deposits $ - - 959,081 (28,814) 930,267 Short-term borrowings   888 15,431 79,910 (45,265) 50,964 Accrued expenses and other liabilities   7,346 1,807 68,511 (1,697) 75,967 Long-term debt   79,569 10,772 48,100 (8,689) 129,752 Indebtedness to subsidiaries   13,187 - - (13,187) -     Total liabilities   100,990 28,010 1,155,602 (97,652) 1,186,950 Parent, WFFI, Other and Wells Fargo stockholders' equity   145,516 1,687 153,366 (155,053) 145,516 Noncontrolling interests   - - 1,333 - 1,333     Total equity   145,516 1,687 154,699 (155,053) 146,849       Total liabilities and equity $ 246,506 29,697 1,310,301 (252,705) 1,333,799                         December 31, 2011             Assets             Cash and cash equivalents due from:               Subsidiary banks $ 19,312 211 - (19,523) -   Nonaffiliates   30 355 63,422 - 63,807 Securities available for sale   7,427 1,670 213,516 - 222,613 Mortgages and loans held for sale   - - 49,695 - 49,695                         Loans   6 26,735 759,794 (16,904) 769,631 Loans to subsidiaries:               Bank   3,885 - - (3,885) -   Nonbank   46,987 - - (46,987) - Allowance for loan losses   - (1,775) (17,597) - (19,372)     Net loans   50,878 24,960 742,197 (67,776) 750,259 Investments in subsidiaries:               Bank   135,155 - - (135,155) -   Nonbank   17,294 - - (17,294) - Other assets   7,573 1,255 219,945 (1,280) 227,493       Total assets $ 237,669 28,451 1,288,775 (241,028) 1,313,867 Liabilities and equity             Deposits $ - - 939,593 (19,523) 920,070 Short-term borrowings   759 15,503 79,682 (46,853) 49,091 Accrued expenses and other liabilities 7,052 1,603 70,290 (1,280) 77,665 Long-term debt   77,613 9,746 46,914 (8,919) 125,354 Indebtedness to subsidiaries   12,004 - - (12,004) -     Total liabilities   97,428 26,852 1,136,479 (88,579) 1,172,180 Parent, WFFI, Other and Wells Fargo stockholders' equity   140,241 1,599 150,850 (152,449) 140,241 Noncontrolling interests   - - 1,446 - 1,446     Total equity   140,241 1,599 152,296 (152,449) 141,687       Total liabilities and equity $ 237,669 28,451 1,288,775 (241,028) 1,313,867 Condensed Consolidating Statements of Cash Flows                                                         Quarter ended March 31,               2012   2011                   Other         Other                     consolidating         consolidating                     subsidiaries/ Consolidated       subsidiaries/ Consolidated (in millions)   Parent WFFI eliminations Company   Parent WFFI eliminations Company Cash flows from operating activities:                       Net cash provided                           by operating activities $ 2,754 220 12,931 15,905   2,409 394 14,408 17,211 Cash flows from investing activities:                     Securities available for sale:                       Sales proceeds   2,107 190 1,945 4,242   152 92 15,117 15,361   Prepayments and maturities   - 39 12,278 12,317   - 60 11,591 11,651   Purchases   (24) (273) (17,859) (18,156)   (117) (100) (18,614) (18,831) Loans:                         Loans originated by banking                         subsidiaries, net of principal                         collected   - 9 (3,112) (3,103)   - 152 (366) (214)   Proceeds from sales (including                         participations) of loans                         originated for investment by                         banking subsidiaries   - - 2,193 2,193   - - 2,165 2,165   Purchases (including participations)                         of loans by banking                         subsidiaries   - - (2,423) (2,423)   - - (644) (644)   Principal collected on nonbank                         entities' loans   - 1,987 16 2,003   - 2,549 (3) 2,546   Loans originated by nonbank entities   - (1,620) - (1,620)   - (1,903) (1) (1,904)   Net repayments from                         (advances to) subsidiaries   1,361 140 (1,501) -   (212) (82) 294 -   Capital notes and term loans                         made to subsidiaries   (50) (1,506) 1,556 -   (364) - 364 -   Principal collected on notes/loans                         made to subsidiaries   605 - (605) -   1,900 - (1,900) - Net decrease (increase) in                       investment in subsidiaries   (401) - 401 -   (13) - 13 - Net cash paid for acquisitions   - - (426) (426)   - - - - Other, net   - 7 (27,995) (27,988)   14 29 (8,941) (8,898)     Net cash provided (used)                           by investing activities   3,598 (1,027) (35,532) (32,961)   1,360 797 (925) 1,232 Cash flows from financing activities:                     Net change in:                       Deposits   - - 10,194 10,194   - - (10,280) (10,280)   Short-term borrowings   (203) (72) 1,763 1,488   (1,076) 1,487 (1,075) (664) Long-term debt:                       Proceeds from issuance   7,851 1,506 (358) 8,999   3,238 513 1,466 5,217   Repayment   (4,169) (500) (568) (5,237)   (6,500) (3,128) (4,305) (13,933) Preferred stock:                       Proceeds from issuance   - - - -   2,501 - - 2,501   Cash dividends paid   (286) - - (286)   (251) - - (251) Common stock:                       Proceeds from issuance   879 - - 879   634 - - 634   Repurchased   (64) - - (64)   (55) - - (55)   Cash dividends paid   (1,165) - - (1,165)   (634) - - (634) Excess tax benefits related to                       stock option payments   98 - - 98   55 - - 55 Net change in noncontrolling interests   - - (290) (290)   - (11) (88) (99)     Net cash provided (used) by                           financing activities   2,941 934 10,741 14,616   (2,088) (1,139) (14,282) (17,509)       Net change in cash and                             due from banks   9,293 127 (11,860) (2,440)   1,681 52 (799) 934 Cash and due from banks                       at beginning of period   19,342 566 (468) 19,440   30,249 366 (14,571) 16,044 Cash and due from banks                       at end of period $ 28,635 693 (12,328) 17,000   31,930 418 (15,370) 16,978

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Regulatory and Agency Capital Requirements	3 Months Ended
Mar. 31, 2012
Regulatory and Agency Capital Requirements [Abstract]
Regulatory and Agency Capital Requirements	The Company and each of its subsidiary banks are subject to regulatory capital adequacy requirements promulgated by federal regulatory agencies. The Federal Reserve establishes capital requirements, including well capitalized standards, for the consolidated financial holding company, and the OCC has similar requirements for the Company's national banks, including Wells Fargo Bank, N.A. We do not consolidate our wholly-owned trust (the Trust) formed solely to issue trust preferred and preferred purchase securities (the Securities). Securities issued by the Trust includable in Tier 1 capital were $6.6 billion at March 31, 2012. Since December 31, 2011, we have redeemed $875 million of trust preferred securities (redeemed on April 13, 2012). Under applicable regulatory capital guidelines issued by bank regulatory agencies, upon notice of redemption, the redeemed trust preferred securities no longer qualify as Tier 1 Capital for the Company. This redemption is consistent with the Capital Plan the Company submitted to the Federal Reserve Board and the actions the Company previously announced on March 13, 2012.        Certain subsidiaries of the Company are approved seller/servicers, and are therefore required to maintain minimum levels of shareholders' equity, as specified by various agencies, including the United States Department of Housing and Urban Development, GNMA, FHLMC and FNMA. At March 31, 2012, each seller/servicer met these requirements. Certain broker-dealer subsidiaries of the Company are subject to SEC Rule 15c3-1 (the Net Capital Rule), which requires that we maintain minimum levels of net capital, as defined. At March 31, 2012, each of these subsidiaries met these requirements.        The following table presents regulatory capital information for Wells Fargo & Company and Wells Fargo Bank, N.A.                                                                             Wells Fargo & Company   Wells Fargo Bank, N.A.   Well-   Minimum           Mar. 31,   Dec. 31,   Mar. 31,   Dec. 31,   capitalized   capital (in billions, except ratios)   2012   2011   2012   2011   ratios (1)   ratios (1) Regulatory capital:                         Tier 1 $ 117.4   114.0   93.3   92.6         Total   150.8   148.5   117.8   117.9                                         Assets:                         Risk-weighted $ 996.8   1,005.6   921.2   923.2         Adjusted average (2)   1,256.6   1,262.6   1,116.7   1,115.4                                         Capital ratios:                         Tier 1 capital   11.78 % 11.33   10.13   10.03   6.00   4.00 Total capital   15.13   14.76   12.79   12.77   10.00   8.00 Tier 1 leverage (2)   9.35   9.03   8.36   8.30   5.00   4.00                                                                 As defined by the regulations issued by the Federal Reserve, OCC and FDIC. The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. The minimum leverage ratio guideline is 3% for banking organizations that do not anticipate significant growth and that have well-diversified risk, excellent asset quality, high liquidity, good earnings, effective management and monitoring of market risk and, in general, are considered top-rated, strong banking organizations.

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Summary of Significant Accounting Policies (Policies)	3 Months Ended
Mar. 31, 2012
Significant Accounting Policies [Line Items]
Nature of Operations	Wells Fargo & Company is a diversified financial services company. We provide banking, insurance, trust and investments, mortgage banking, investment banking, retail banking, brokerage, and consumer and commercial finance through banking stores, the internet and other distribution channels to consumers, businesses and institutions in all 50 states, the District of Columbia, and in other countries. When we refer to “Wells Fargo,” “the Company,” “we,” “our” or “us,” we mean Wells Fargo & Company and Subsidiaries (consolidated). Wells Fargo & Company (the Parent) is a financial holding company and a bank holding company. We also hold a majority interest in a real estate investment trust, which has publicly traded preferred stock outstanding.
Use of Estimates	Our accounting and reporting policies conform with U.S. generally accepted accounting principles (GAAP) and practices in the financial services industry. To prepare the financial statements in conformity with GAAP, management must make estimates based on assumptions about future economic and market conditions (for example, unemployment, market liquidity, real estate prices, etc.) that affect the reported amounts of assets and liabilities at the date of the financial statements and income and expenses during the reporting period and the related disclosures. Although our estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Management has made significant estimates in several areas, including allowance for credit losses and purchased credit-impaired (PCI) loans (Note 5), valuations of residential mortgage servicing rights (MSRs) (Notes 7 and 8) and financial instruments (Note 13), liability for mortgage loan repurchase losses (Note 8) and income taxes. Actual results could differ from those estimates.
Comparability of Prior Year Financial Data	The information furnished in these unaudited interim financial statements reflects all adjustments that are, in the opinion of management, necessary for a fair statement of the results for the periods presented. These adjustments are of a normal recurring nature, unless otherwise disclosed in this Form 10-Q. The results of operations in the interim financial statements do not necessarily indicate the results that may be expected for the full year. The interim financial information should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2011 (2011 Form 10-K).
Accounting Standards Adopted in 2012	Accounting Standards Adopted in 2012 In first quarter 2012, we adopted the following new accounting guidance: Accounting Standards Update (ASU or Update) 2011-05, Presentation of Comprehensive Income; ASU 2011-12, Deferral of the Effective Date for Amendments to the Presentation of Reclassifications of Items Out of Accumulated Other Comprehensive Income in Accounting Standards Update No. 2011-05; ASU 2011-04, Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs; and ASU 2011-03, Reconsideration of Effective Control for Repurchase Agreements.
Accounting Standards with Retrospective Application	Accounting Standards with Retrospective Application The following accounting pronouncement has been issued by the FASB but is not yet effective:   Accounting Standards Update (ASU or Update) 2011-11, Disclosures about Offsetting Assets and Liabilities.
Significant Accounting Policy Update	Significant Accounting Policy Update In first quarter 2012, we implemented the Interagency Supervisory Guidance on Allowance for Loan and Lease Losses Estimation Practices for Loans and Lines of Credit Secured by Junior Liens on 1-4 Family Residential Properties (Interagency Guidance), which was issued on January 31, 2012. As a result, we aligned our nonaccrual accounting policy with this guidance to accelerate the timing of placing junior lien loans on nonaccrual to coincide with the timing of placing the related real estate 1-4 family first mortgage loans on nonaccrual. Our updated nonaccrual policy is as follows:   We generally place loans on nonaccrual status when: the full and timely collection of interest or principal becomes uncertain (generally based on an assessment of the borrower's financial condition and the adequacy of collateral, if any); they are 90 days (120 days with respect to real estate 1-4 family first and junior lien mortgages) past due for interest or principal, unless both well-secured and in the process of collection; part of the principal balance has been charged off and no restructuring has occurred; or effective first quarter 2012, for junior lien mortgages, we have evidence that the related first lien mortgage may be 120 days past due or in the process of foreclosure regardless of the junior lien delinquency status.   There have been no other material changes to our significant accounting policies, as discussed in Note 1 in our 2011 Form 10-K.
Private Share Repurchases	Private Share Repurchases In December 2011, we entered into a private forward repurchase contract with an unrelated third party. This contract settled for approximately 6 million shares of our common stock in first quarter 2012 and met accounting requirements to be treated as a permanent equity transaction. We entered into this contract to complement our open-market common stock repurchase strategies, to allow us to manage our share repurchases in a manner consistent with our capital plan submitted under the 2011 Comprehensive Capital Analysis and Review (CCAR), and to provide an economic benefit to the Company. In connection with this contract, we paid $150 million to the counterparty, which was recorded in permanent equity and was not subject to re-measurement. This up-front payment received permanent equity treatment in the quarter paid and thus assured appropriate repurchase timing, consistent with our 2011 capital plan which contemplated a fixed dollar amount available per quarter for share repurchases pursuant to Federal Reserve Board (FRB) supervisory guidance. In return, the counterparty agreed to deliver a variable number of shares based on a per share discount to the volume-weighted average stock price over the contract period. The counterparty had the right to accelerate settlement with delivery of shares prior to the contractual settlement. There were no scenarios where the contracts would not either physically settle in shares or allow us to choose the settlement method. In April 2012 we entered into a similar private forward repurchase contract and paid $350 million to an unrelated third party. This contract expires in third quarter 2012; however, the counterparty has the right to accelerate settlement. The amount we paid to the counterparty meets accounting requirements to be treated as a permanent equity reduction.
Subsequent Events	Subsequent EventsWe have evaluated the effects of subsequent events that have occurred subsequent to period end March 31, 2012, and there have been no material events that would require recognition in our first quarter 2012 consolidated financial statements or disclosure in the Notes to the financial statements. We entered into a private forward contract in April 2012 as discussed in the “Private Share Repurchases” section of this Note.
ASU 2011-05, Presentation of Comprehensive Income [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2012	ASU 2011-05 eliminates the option for companies to include the components of other comprehensive income in the statement of changes in stockholders' equity. This Update requires entities to present the components of comprehensive income in either a single statement or in two separate statements, with the statement of other comprehensive income (OCI) immediately following the statement of income. This Update also requires companies to present amounts reclassified out of OCI and into net income on the face of the statement of income. We adopted the remaining provisions in first quarter 2012 with retrospective application. This Update did not affect our consolidated financial results as it amends only the presentation of comprehensive income.
ASU 2011-12, Deferral of the Effective Date for Amendments to the Presentation of Reclassifications of Items Out of Accumulated Other Comprehensive Income in ASU 2011-05 [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2012	In December 2011, the FASB issued ASU 2011-12, which defers indefinitely the requirement to present reclassification adjustments on the statement of income.
ASU 2011-04, Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRS [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2012	ASU 2011-04 modifies accounting guidance and expands existing disclosure requirements for fair value measurements. This Update clarifies how fair values should be measured for instruments classified in stockholders' equity and under what circumstances premiums and discounts should be applied in fair value measurements. This Update also permits entities to measure fair value on a net basis for financial instruments that are managed based on net exposure to market risks and/or counterparty credit risk. ASU 2011-04 requires new disclosures for financial instruments classified as Level 3, including: 1) quantitative information about unobservable inputs used in measuring fair value, 2) qualitative discussion of the sensitivity of fair value measurements to changes in unobservable inputs, and 3) a description of valuation processes used. This Update also requires disclosure of fair value levels for financial instruments that are not recorded at fair value but for which fair value is required to be disclosed. We adopted this guidance in first quarter 2012 with prospective application, resulting in expanded fair value disclosures. The measurement clarifications of this Update did not have a material effect on our consolidated financial statements.
ASU 2011-03, Reconsideration of Effective Control for Repurchase Agreements [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2012	ASU 2011-03 amends the criteria companies use to determine if repurchase and similar agreements should be accounted for as sales or financings. Specifically, this Update removes the criterion for transferors to have the ability to meet contractual obligations through collateral maintenance provisions, even if transferees fail to return transferred assets pursuant to the agreements. We adopted this guidance in first quarter 2012 with prospective application to new transactions and existing transactions modified on or after January 1, 2012. This Update did not have a material effect on our consolidated financial statements.
ASU 2011-11, Disclosure about Offsetting Assets and Liabilities [Member]
Significant Accounting Policies [Line Items]
Accounting Standards with Retrospective Application	ASU 2011-11 expands the disclosure requirements for financial instruments and derivatives that may be offset in accordance with enforceable master netting agreements or similar arrangements. The disclosures are required regardless of whether the instruments have been offset (or netted) in the statement of financial position. Under ASU 2011-11, companies must describe the nature of offsetting arrangements and provide quantitative information about those agreements, including the gross and net amounts of financial instruments that are recognized in the statement of financial position. These changes are effective for us in first quarter 2013 with retrospective application. This Update will not affect our consolidated financial results since it amends only the disclosure requirements for offsetting financial instruments.

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Summary of Significant Accounting Policies (Tables)	3 Months Ended
Mar. 31, 2012
Summary of Significant Accounting Policies [Abstract]
Supplemental Cash Flow Information	Quarter ended March 31, (in millions)   2012   2011 Transfers from loans to securities available for sale $ 588   - Trading assets retained from securitization of MHFS   41,362   12,302 Capitalization of MSRs from sale of MHFS   1,484   1,291 Transfers from MHFS to foreclosed assets   59   40 Transfers from loans to MHFS   1,355   25 Transfers from loans to LHFS   36   106 Transfers from loans to foreclosed assets   2,335   1,237 Changes in consolidations of variable interest entities:         Securities available for sale   -   9 Loans   (515)   (210) Long-term debt   (515)   (204)

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Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Tables)	3 Months Ended
Mar. 31, 2012
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Abstract]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	Mar. 31,   Dec. 31, (in millions)   2012   2011 Federal funds sold and securities           purchased under resale agreements $ 27,748   24,255 Interest-earning deposits   44,788   18,917 Other short-term investments   1,607   1,195   Total $ 74,143   44,367

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Securities Available for Sale (Tables)	3 Months Ended
Mar. 31, 2012
Securities Available for Sale (Tables) [Abstract]
Securities Available For Sale Major Categories	Gross Gross                     unrealized unrealized Fair (in millions)   Cost gains losses value                         March 31, 2012                                   Securities of U.S. Treasury and federal agencies $ 4,642 43 (7) 4,678 Securities of U.S. states and political subdivisions   33,809 915 (487) 34,237 Mortgage-backed securities:             Federal agencies   98,409 4,293 (37) 102,665   Residential   16,491 1,582 (244) 17,829   Commercial   17,758 1,504 (605) 18,657     Total mortgage-backed securities   132,658 7,379 (886) 139,151 Corporate debt securities   19,274 1,034 (135) 20,173 Collateralized debt obligations (1)   9,031 366 (234) 9,163 Other (2)   19,426 456 (171) 19,711       Total debt securities   218,840 10,193 (1,920) 227,113 Marketable equity securities:             Perpetual preferred securities   2,224 224 (43) 2,405   Other marketable equity securities   511 238 (1) 748       Total marketable equity securities   2,735 462 (44) 3,153         Total $ 221,575 10,655 (1,964) 230,266                         December 31, 2011                                   Securities of U.S. Treasury and federal agencies $ 6,920 59 (11) 6,968 Securities of U.S. states and political subdivisions   32,307 1,169 (883) 32,593 Mortgage-backed securities:             Federal agencies   92,279 4,485 (10) 96,754   Residential   16,997 1,253 (414) 17,836   Commercial   17,829 1,249 (928) 18,150     Total mortgage-backed securities   127,105 6,987 (1,352) 132,740 Corporate debt securities   17,921 769 (286) 18,404 Collateralized debt obligations (1)   8,650 298 (349) 8,599 Other (2)   19,739 378 (225) 19,892       Total debt securities   212,642 9,660 (3,106) 219,196 Marketable equity securities:             Perpetual preferred securities   2,396 185 (54) 2,527   Other marketable equity securities   533 366 (9) 890       Total marketable equity securities   2,929 551 (63) 3,417         Total $ 215,571 10,211 (3,169) 222,613                         Includes collateralized loan obligations with a cost basis and fair value of $8.5 billion and $8.6 billion, respectively, at March 31, 2012, and $8.1 billion for both cost basis and fair value, at December 31, 2011. Included in the “Other” category are asset-backed securities collateralized by auto leases or loans and cash reserves with a cost basis and fair value of $6.9 billion and $7.0 billion, respectively, at March 31, 2012, and $6.7 billion and $6.7 billion, respectively, at December 31, 2011. Also included in the "Other" category are asset-backed securities collateralized by home equity loans with a cost basis and fair value of $829 million and $955 million, respectively, at March 31, 2012, and $846 million and $932 million, respectively, at December 31, 2011. The remaining balances primarily include asset-backed securities collateralized by credit cards and student loans.
Securities Available For Sale Gross Unrealized Losses Over And Under 12 Months	Less than 12 months   12 months or more   Total               Gross     Gross     Gross               unrealized Fair unrealized Fair unrealized Fair (in millions)   losses value   losses value   losses value                               March 31, 2012                                                 Securities of U.S. Treasury and federal agencies $ (7) 3,562   - -   (7) 3,562 Securities of U.S. states and political subdivisions   (77) 3,059   (410) 4,072   (487) 7,131 Mortgage-backed securities:                     Federal agencies   (35) 9,621   (2) 761   (37) 10,382   Residential   (8) 971   (236) 3,565   (244) 4,536   Commercial   (46) 717   (559) 4,295   (605) 5,012     Total mortgage-backed securities   (89) 11,309   (797) 8,621   (886) 19,930 Corporate debt securities   (63) 2,143   (72) 256   (135) 2,399 Collateralized debt obligations   (54) 2,622   (180) 771   (234) 3,393 Other   (41) 2,819   (130) 679   (171) 3,498       Total debt securities   (331) 25,514   (1,589) 14,399   (1,920) 39,913 Marketable equity securities:                     Perpetual preferred securities   (12) 236   (31) 543   (43) 779   Other marketable equity securities   - -   (1) 3   (1) 3       Total marketable equity securities   (12) 236   (32) 546   (44) 782         Total $ (343) 25,750   (1,621) 14,945   (1,964) 40,695                               December 31, 2011                                                 Securities of U.S. Treasury and federal agencies $ (11) 5,473   - -   (11) 5,473 Securities of U.S. states and political subdivisions   (229) 8,501   (654) 4,348   (883) 12,849 Mortgage-backed securities:                     Federal agencies   (7) 2,392   (3) 627   (10) 3,019   Residential   (80) 3,780   (334) 3,440   (414) 7,220   Commercial   (157) 3,183   (771) 3,964   (928) 7,147     Total mortgage-backed securities   (244) 9,355   (1,108) 8,031   (1,352) 17,386 Corporate debt securities   (205) 8,107   (81) 167   (286) 8,274 Collateralized debt obligations   (150) 4,268   (199) 613   (349) 4,881 Other   (55) 3,002   (170) 841   (225) 3,843       Total debt securities   (894) 38,706   (2,212) 14,000   (3,106) 52,706 Marketable equity securities:                     Perpetual preferred securities   (13) 316   (41) 530   (54) 846   Other marketable equity securities   (9) 61   - -   (9) 61       Total marketable equity securities   (22) 377   (41) 530   (63) 907         Total $ (916) 39,083   (2,253) 14,530   (3,169) 53,613
Securities Available For Sale Gross Unrealized Losses By Investment Grade	Investment grade   Non-investment grade                 Gross     Gross                   unrealized Fair   unrealized Fair (in millions)   losses value   losses value                           March 31, 2012                                       Securities of U.S. Treasury and federal agencies $ (7) 3,562   - - Securities of U.S. states and political subdivisions   (410) 6,614   (77) 517 Mortgage-backed securities:               Federal agencies   (37) 10,382   - -   Residential   (7) 963   (237) 3,573   Commercial   (231) 4,012   (374) 1,000     Total mortgage-backed securities   (275) 15,357   (611) 4,573 Corporate debt securities   (38) 1,705   (97) 694 Collateralized debt obligations   (102) 3,131   (132) 262 Other   (144) 3,351   (27) 147       Total debt securities   (976) 33,720   (944) 6,193 Perpetual preferred securities   (41) 765   (2) 14         Total $ (1,017) 34,485   (946) 6,207                           December 31, 2011                                       Securities of U.S. Treasury and federal agencies $ (11) 5,473   - - Securities of U.S. states and political subdivisions   (781) 12,093   (102) 756 Mortgage-backed securities:               Federal agencies   (10) 3,019   - -   Residential   (39) 2,503   (375) 4,717   Commercial   (429) 6,273   (499) 874     Total mortgage-backed securities   (478) 11,795   (874) 5,591 Corporate debt securities   (165) 7,156   (121) 1,118 Collateralized debt obligations   (185) 4,597   (164) 284 Other   (186) 3,458   (39) 385       Total debt securities   (1,806) 44,572   (1,300) 8,134 Perpetual preferred securities   (53) 833   (1) 13         Total $ (1,859) 45,405   (1,301) 8,147
Debt Securities Available For Sale Contractual Maturities	Remaining contractual maturity                   Weighted-             After one year     After five years                         Total   average     Within one year   through five years   through ten years     After ten years   (in millions)   amount   yield     Amount Yield     Amount Yield     Amount Yield     Amount Yield                                                         March 31, 2012                                                                                                 Securities of U.S. Treasury                                             and federal agencies $ 4,678   0.97 % $ 57 0.50 % $ 4,170 0.81 % $ 416 2.41 % $ 35 3.96 % Securities of U.S. states and                                             political subdivisions   34,237   4.85     1,040 3.57     11,500 2.29     3,036 5.39     18,661 6.41   Mortgage-backed securities:                                             Federal agencies   102,665   4.26     1 6.19     265 4.33     1,294 3.09     101,105 4.27     Residential   17,829   4.45     - -     - -     661 2.20     17,168 4.54     Commercial   18,657   5.40     - -     16 5.46     116 3.44     18,525 5.41       Total mortgage-backed                                                 securities   139,151   4.44     1 6.19     281 4.39     2,071 2.82     136,798 4.46   Corporate debt securities   20,173   4.50     737 5.26     12,219 3.29     5,275 6.54     1,942 6.29   Collateralized debt                                             obligations   9,163   1.09     - -     570 1.17     7,299 1.00     1,294 1.55   Other   19,711   1.76     450 0.38     12,210 1.64     3,780 2.02     3,271 2.09         Total debt securities                                                   at fair value $ 227,113   4.07 % $ 2,285 3.41 % $ 40,950 2.24 % $ 21,877 3.32 % $ 162,001 4.64 %                                                       December 31, 2011                                                                                                 Securities of U.S. Treasury                                             and federal agencies $ 6,968   0.91 % $ 57 0.48 % $ 6,659 0.84 % $ 194 2.73 % $ 58 3.81 % Securities of U.S. states and                                             political subdivisions   32,593   4.94     520 3.02     11,679 2.90     2,692 5.31     17,702 6.28   Mortgage-backed securities:                                             Federal agencies   96,754   4.39     1 6.47     442 4.02     1,399 3.07     94,912 4.42     Residential   17,836   4.51     - -     - -     640 1.88     17,196 4.61     Commercial   18,150   5.40     - -     - -     87 3.33     18,063 5.41       Total mortgage-backed                                                 securities   132,740   4.55     1 6.47     442 4.02     2,126 2.72     130,171 4.58   Corporate debt securities   18,404   4.64     815 5.57     11,022 3.40     4,691 6.67     1,876 6.38   Collateralized debt obligations   8,599   1.10     - -     540 1.61     6,813 1.00     1,246 1.42   Other   19,892   1.89     506 2.29     12,963 1.75     3,149 2.04     3,274 2.29         Total debt securities                                                   at fair value $ 219,196   4.12 % $ 1,899 3.85 % $ 43,305 2.36 % $ 19,665 3.31 % $ 154,327 4.72 %
Securities Available For Sale Realized Gains And Losses	Quarter ended March 31, (in millions)   2012 2011 Gross realized gains $ 281 70 Gross realized losses   (4) (42) OTTI write-downs   (51) (80)   Net realized gains (losses) from securities available for sale   226 (52) Net realized gains from private equity investments   131 239     Net realized gains from debt securities and equity investments $ 357 187
Securities Available For Sale And Nonmarketable Equity Securities Other Than Temporary Impairment	Quarter ended March 31, (in millions)     2012 2011 OTTI write-downs included in earnings         Debt securities:           U.S. states and political subdivisions $ - -     Mortgage-backed securities:             Residential   14 62       Commercial   30 14     Corporate debt securities   1 -     Collateralized debt obligations   - -     Other debt securities   5 4         Total debt securities   50 80   Equity securities:           Marketable equity securities:             Perpetual preferred securities   1 -         Total marketable equity securities   1 -           Total securities available for sale   51 80     Nonmarketable equity securities   14 41             Total OTTI write-downs included in earnings $ 65 121
Debt Securities Available For Sale Other Than Temporary Impairment	Quarter ended March 31, (in millions)     2012 2011 OTTI on debt securities         Recorded as part of gross realized losses:           Credit-related OTTI $ 50 79     Intent-to-sell OTTI   - 1       Total recorded as part of gross realized losses   50 80   Recorded directly to OCI for non-credit-related impairment:           U.S. states and political subdivisions   - -     Residential mortgage-backed securities   (9) (104)     Commercial mortgage-backed securities   (6) (53)     Corporate debt securities   (1) -     Other debt securities   1 1       Total recorded directly to OCI for increase (decrease) in non-credit-related impairment (1)   (15) (156)         Total OTTI losses (gains) recorded on debt securities $ 35 (76)                   Represents amounts recorded to OCI on debt securities in periods OTTI write-downs have occurred. Changes in fair value in subsequent periods on such securities, to the extent additional credit-related OTTI did not occur, are not reflected in this total. Increases represent OTTI write-downs recorded to OCI on debt securities in the periods non-credit related impairment has occurred. Decreases represent partial recoveries in the fair value of securities due to factors other than credit, where the increase in fair value was not sufficient to recover the full amount of the unrealized loss on such securities.
Credit Loss Component Of Credit-Impaired Debt Securities	Quarter ended March 31, (in millions)   2012 2011 Credit loss component, beginning of period $ 1,272 1,043 Additions:         Initial credit impairments   5 11   Subsequent credit impairments   45 68     Total additions   50 79 Reductions:         For securities sold   (12) (23)   For recoveries of previous credit impairments (1)   (8) (12)     Total reductions   (20) (35) Credit loss component, end of period $ 1,302 1,087                   Recoveries of previous credit impairments result from increases in expected cash flows subsequent to credit loss recognition. Such recoveries are reflected prospectively as interest yield adjustments using the effective interest method.
Credit Loss Component Of Residential Mortgage Backed Securities Inputs To Measure	Quarter ended March 31, ($ in millions)   2012   2011 Credit impairment losses on residential MBS           Investment grade $ -   5   Non-investment grade   14   57     Total credit impairment losses on residential MBS $ 14   62                     Significant inputs (non-agency – non-investment grade MBS)         Expected remaining life of loan losses (1):           Range (2)   1-44 % 2-26   Credit impairment distribution (3):             0 - 10% range   46   57     10 - 20% range   11   25     20 - 30% range   1   18     Greater than 30%   42   -   Weighted average (4)   9   9 Current subordination levels (5):           Range (2)   0-57   0-11   Weighted average (4)   2   5 Prepayment speed (annual CPR (6)):           Range (2)   5-29   5-15   Weighted average (4)   15   10                                         Represents future expected credit losses on underlying pool of loans expressed as a percentage of total current outstanding loan balance. Represents the range of inputs/assumptions based upon the individual securities within each category. Represents distribution of credit impairment losses recognized in earnings categorized based on range of expected remaining life of loan losses. For example, 46% of credit impairment losses recognized in earnings for the quarter ended March 31, 2012, had expected remaining life of loan loss assumptions of 0 to 10%. Calculated by weighting the relevant input/assumption for each individual security by current outstanding amortized cost basis of the security. Represents current level of credit protection (subordination) for the securities, expressed as a percentage of total current underlying loan balance. Constant prepayment rate.

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Loans and Allowance for Credit Losses (Tables)	3 Months Ended
Mar. 31, 2012
Loans And Allowance For Credit Losses Tables [Abstract]
Loans and Allowance for Credit Losses, Loans Outstanding	Mar. 31,   Dec. 31, (in millions)   2012   2011 Commercial:           Commercial and industrial $ 168,546   167,216   Real estate mortgage   105,874   105,975   Real estate construction   18,549   19,382   Lease financing   13,143   13,117   Foreign (1)   39,637   39,760     Total commercial   345,749   345,450 Consumer:           Real estate 1-4 family first mortgage   228,885   228,894   Real estate 1-4 family junior lien mortgage   83,173   85,991   Credit card   21,998   22,836   Other revolving credit and installment   86,716   86,460     Total consumer   420,772   424,181       Total loans $ 766,521   769,631                     Substantially all of our foreign loan portfolio is commercial loans. Loans are classified as foreign if the borrower's primary address is outside of the United States.
Loans and Allowance for Credit Losses, Significant Activity	Quarter ended March 31,                   2012       2011 (in millions) Commercial Consumer Total   Commercial Consumer Total Loans - held for investment:                   Purchases $ 1,956 83 2,039   644 - 644   Sales   (1,820) (153) (1,973)   (1,571) (1) (1,572) Transfers to MHFS/LHFS (1)   (36) (1) (37)   (106) (25) (131)                                                 The “Purchases” and “Transfers to MHFS/LHFS" categories exclude activity in government insured/guaranteed loans. As servicer, we are able to buy delinquent insured/guaranteed loans out of the GNMA pools. These loans have different risk characteristics from the rest of our consumer portfolio, whereby this activity does not impact the allowance for loan losses in the same manner because the loans are insured by the FHA or are guaranteed by the VA. On a net basis, this activity was $3.5 billion and $2.2 billion for the quarters ended March 31, 2012 and 2011, respectively.
Loans and Allowance for Credit Losses, Allowance for Credit Losses	Quarter ended March 31, (in millions)     2012   2011 Balance, beginning of period $ 19,668   23,463 Provision for credit losses   1,995   2,210 Interest income on certain impaired loans (1)   (87)   (83) Loan charge-offs:           Commercial:             Commercial and industrial   (359)   (468)     Real estate mortgage   (82)   (179)     Real estate construction   (80)   (119)     Lease financing   (8)   (13)     Foreign   (29)   (39)       Total commercial   (558)   (818)   Consumer:               Real estate 1-4 family first mortgage   (828)   (1,015)     Real estate 1-4 family junior lien mortgage   (820)   (1,046)     Credit card   (301)   (448)     Other revolving credit and installment   (373)   (500)       Total consumer   (2,322)   (3,009)         Total loan charge-offs   (2,880)   (3,827) Loan recoveries:           Commercial:             Commercial and industrial   103   114     Real estate mortgage   36   27     Real estate construction   13   36     Lease financing   6   7     Foreign   15   11       Total commercial   173   195   Consumer:               Real estate 1-4 family first mortgage   37   111     Real estate 1-4 family junior lien mortgage   57   52     Credit card   59   66     Other revolving credit and installment   159   193       Total consumer   312   422         Total loan recoveries   485   617           Net loan charge-offs (2)   (2,395)   (3,210) Allowances related to business combinations/other   (52)   3 Balance, end of period $ 19,129   22,383 Components:             Allowance for loan losses $ 18,852   21,983   Allowance for unfunded credit commitments   277   400     Allowance for credit losses (3) $ 19,129   22,383 Net loan charge-offs (annualized) as a percentage of average total loans (2)   1.25 % 1.73 Allowance for loan losses as a percentage of total loans (3)   2.46   2.93 Allowance for credit losses as a percentage of total loans (3)   2.50   2.98                     Certain impaired loans with an allowance calculated by discounting expected cash flows using the loan's effective interest rate over the remaining life of the loan recognize reductions in the allowance as interest income. For PCI loans, charge-offs are only recorded to the extent that losses exceed the purchase accounting estimates. The allowance for credit losses includes $245 million and $257 million at March 31, 2012 and 2011, respectively, related to PCI loans acquired from Wachovia. Loans acquired from Wachovia are included in total loans net of related purchase accounting net write-downs.
Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category	Quarter ended March 31,               2012       2011 (in millions) Commercial Consumer Total   Commercial Consumer Total Balance, beginning of period $ 6,358 13,310 19,668   8,169 15,294 23,463   Provision for credit losses   188 1,807 1,995   472 1,738 2,210   Interest income on certain impaired loans   (31) (56) (87)   (45) (38) (83)                           Loan charge-offs   (558) (2,322) (2,880)   (818) (3,009) (3,827)   Loan recoveries   173 312 485   195 422 617     Net loan charge-offs   (385) (2,010) (2,395)   (623) (2,587) (3,210)   Allowance related to business combinations/other   - (52) (52)   - 3 3 Balance, end of period $ 6,130 12,999 19,129   7,973 14,410 22,383
Loans and Allowance for Credit Losses, by Impairment Methodology	Allowance for credit losses   Recorded investment in loans (in millions)   Commercial Consumer Total   Commercial Consumer Total                         March 31, 2012                                         Collectively evaluated (1) $ 3,939 8,415 12,354   329,382 373,918 703,300 Individually evaluated (2)   2,014 4,516 6,530   10,113 17,574 27,687 PCI (3)   177 68 245   6,254 29,280 35,534   Total $ 6,130 12,999 19,129   345,749 420,772 766,521                         December 31, 2011                   Collectively evaluated (1) $ 4,060 8,699 12,759   328,117 376,785 704,902 Individually evaluated (2)   2,133 4,545 6,678   10,566 17,444 28,010 PCI (3)   165 66 231   6,767 29,952 36,719   Total $ 6,358 13,310 19,668   345,450 424,181 769,631                         Represents loans collectively evaluated for impairment in accordance with ASC 450-20, Loss Contingencies (formerly FAS 5), and pursuant to amendments by ASU 2010-20 regarding allowance for non-impaired loans. Represents loans individually evaluated for impairment in accordance with ASC 310-10, Receivables (formerly FAS 114), and pursuant to amendments by ASU 2010-20 regarding allowance for impaired loans. Represents the allowance and related loan carrying value determined in accordance with ASC 310-30, Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly SOP 03-3) and pursuant to amendments by ASU 2010-20 regarding allowance for PCI loans.
Loans by Credit Quality Indicator	Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2012                                       By risk category:               Pass $ 147,651 80,762 11,017 12,449 35,530 287,409   Criticized   20,510 22,005 5,968 694 2,909 52,086     Total commercial loans (excluding PCI)   168,161 102,767 16,985 13,143 38,439 339,495 Total commercial PCI loans (carrying value)   385 3,107 1,564 - 1,198 6,254       Total commercial loans $ 168,546 105,874 18,549 13,143 39,637 345,749                         December 31, 2011                                       By risk category:               Pass $ 144,980 80,215 10,865 12,455 36,567 285,082   Criticized   21,837 22,490 6,772 662 1,840 53,601     Total commercial loans (excluding PCI)   166,817 102,705 17,637 13,117 38,407 338,683 Total commercial PCI loans (carrying value)   399 3,270 1,745 - 1,353 6,767       Total commercial loans $ 167,216 105,975 19,382 13,117 39,760 345,450
Loans by Delinquency Status, Commercial	Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2012                                       By delinquency status:               Current-29 DPD and still accruing $ 165,387 97,511 15,011 12,802 38,300 329,011   30-89 DPD and still accruing   944 886 240 296 94 2,460   90+ DPD and still accruing   104 289 25 - 7 425 Nonaccrual loans   1,726 4,081 1,709 45 38 7,599     Total commercial loans (excluding PCI)   168,161 102,767 16,985 13,143 38,439 339,495 Total commercial PCI loans (carrying value)   385 3,107 1,564 - 1,198 6,254       Total commercial loans $ 168,546 105,874 18,549 13,143 39,637 345,749                         December 31, 2011                                       By delinquency status:               Current-29 DPD and still accruing $ 163,583 97,410 15,471 12,934 38,122 327,520   30-89 DPD and still accruing   939 954 187 130 232 2,442   90+ DPD and still accruing   153 256 89 - 6 504 Nonaccrual loans   2,142 4,085 1,890 53 47 8,217     Total commercial loans (excluding PCI)   166,817 102,705 17,637 13,117 38,407 338,683 Total commercial PCI loans (carrying value)   399 3,270 1,745 - 1,353 6,767       Total commercial loans $ 167,216 105,975 19,382 13,117 39,760 345,450
Loans by Delinquency Status, Consumer	Real estate Real estate   Other               1-4 family 1-4 family   revolving               first junior lien Credit credit and   (in millions)   mortgage mortgage card installment Total                       March 31, 2012                                   By delinquency status:             Current-29 DPD $ 157,697 80,518 21,387 70,868 330,470   30-59 DPD   3,573 678 163 749 5,163   60-89 DPD   1,671 424 129 198 2,422   90-119 DPD   944 333 115 110 1,502   120-179 DPD   1,426 492 204 30 2,152   180+ DPD   6,589 530 - 5 7,124 Government insured/guaranteed loans (1)   27,903 - - 14,756 42,659   Total consumer loans (excluding PCI)   199,803 82,975 21,998 86,716 391,492 Total consumer PCI loans (carrying value)   29,082 198 - - 29,280     Total consumer loans $ 228,885 83,173 21,998 86,716 420,772                       December 31, 2011                                   By delinquency status:             Current-29 DPD $ 156,985 83,033 22,125 69,712 331,855   30-59 DPD   4,075 786 211 963 6,035   60-89 DPD   2,012 501 154 275 2,942   90-119 DPD   1,152 382 135 127 1,796   120-179 DPD   1,704 537 211 33 2,485   180+ DPD   6,665 546 - 4 7,215 Government insured/guaranteed loans (1)   26,555 - - 15,346 41,901   Total consumer loans (excluding PCI)   199,148 85,785 22,836 86,460 394,229 Total consumer PCI loans (carrying value)   29,746 206 - - 29,952     Total consumer loans $ 228,894 85,991 22,836 86,460 424,181                       Represents loans whose repayments are insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the Federal Family Education Loan Program (FFELP). Loans insured/guaranteed by the FHA/VA and 90+ DPD totaled $19.0 billion at March 31, 2012, compared with $18.5 billion at December 31, 2011. Student loans 90+ DPD totaled $1.2 billion at March 31, 2012, compared with $1.3 billion at December 31, 2011.
Loans by FICO Score, Consumer	Real estate Real estate   Other               1-4 family 1-4 family   revolving               first junior lien Credit credit and   (in millions)   mortgage mortgage card installment Total                       March 31, 2012                                   By updated FICO:             < 600 $ 20,733 7,197 2,360 8,365 38,655   600-639   10,895 4,019 1,802 5,839 22,555   640-679   15,402 7,058 3,330 9,191 34,981   680-719   23,703 12,196 4,370 10,544 50,813   720-759   27,387 17,094 4,425 9,874 58,780   760-799   47,741 23,831 3,441 11,242 86,255   800+   22,648 9,816 1,883 5,866 40,213 No FICO available   3,391 1,764 387 6,208 11,750 FICO not required   - - - 4,831 4,831 Government insured/guaranteed loans (1)   27,903 - - 14,756 42,659     Total consumer loans (excluding PCI)   199,803 82,975 21,998 86,716 391,492 Total consumer PCI loans (carrying value)   29,082 198 - - 29,280       Total consumer loans $ 228,885 83,173 21,998 86,716 420,772                       December 31, 2011                                   By updated FICO:             < 600 $ 21,604 7,428 2,323 8,921 40,276   600-639   10,978 4,086 1,787 6,222 23,073   640-679   15,563 7,187 3,383 9,350 35,483   680-719   23,622 12,497 4,697 10,465 51,281   720-759   27,417 17,574 4,760 9,936 59,687   760-799   47,337 24,979 3,517 11,163 86,996   800+   21,381 10,247 1,969 5,674 39,271 No FICO available   4,691 1,787 400 4,393 11,271 FICO not required   - - - 4,990 4,990 Government insured/guaranteed loans (1)   26,555 - - 15,346 41,901     Total consumer loans (excluding PCI)   199,148 85,785 22,836 86,460 394,229 Total consumer PCI loans (carrying value)   29,746 206 - - 29,952       Total consumer loans $ 228,894 85,991 22,836 86,460 424,181                       Represents loans whose repayments are insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under FFELP.
Loans by Loan to Value Ratio, Consumer	March 31, 2012   December 31, 2011             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                 0-60% $ 45,258 11,951 57,209   46,476 12,694 59,170   60.01-80%   48,688 14,986 63,674   46,831 15,722 62,553   80.01-100%   36,237 19,714 55,951   36,764 20,290 57,054   100.01-120% (1)   20,930 15,546 36,476   21,116 15,829 36,945   > 120% (1)   18,019 18,289 36,308   18,608 18,626 37,234 No LTV/CLTV available   2,768 2,489 5,257   2,798 2,624 5,422 Government insured/guaranteed loans (2)   27,903 - 27,903   26,555 - 26,555     Total consumer loans (excluding PCI)   199,803 82,975 282,778   199,148 85,785 284,933 Total consumer PCI loans (carrying value)   29,082 198 29,280   29,746 206 29,952       Total consumer loans $ 228,885 83,173 312,058   228,894 85,991 314,885                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV. Represents loans whose repayments are insured by the FHA or guaranteed by the VA.
Nonaccrual Loans	Mar. 31, Dec. 31, (in millions)     2012 2011 Commercial:         Commercial and industrial $ 1,726 2,142   Real estate mortgage   4,081 4,085   Real estate construction   1,709 1,890   Lease financing   45 53   Foreign   38 47     Total commercial (1)   7,599 8,217 Consumer:         Real estate 1-4 family first mortgage (2)   10,683 10,913   Real estate 1-4 family junior lien mortgage (3) 3,558 1,975   Other revolving credit and installment   186 199     Total consumer   14,427 13,087       Total nonaccrual loans               (excluding PCI) $ 22,026 21,304                   Includes LHFS of $9 million at March 31, 2012, and $25 million at December 31, 2011. Includes MHFS of $287 million at March 31, 2012, and $301 million at December 31, 2011. Includes $1.7 billion at March 31, 2012, resulting from implementation of the Interagency Guidance issued on January 31, 2012. This guidance accelerated the timing of placing these loans on nonaccrual to coincide with the timing of placing the related real estate 1-4 family first mortgage loans on nonaccrual.
90 days Past Due but Still Accruing Loans	Mar. 31, Dec. 31, (in millions) 2012 2011 Loan 90 days or more past due and still accruing:       Total (excluding PCI): $ 22,555 22,569   Less: FHA insured/guaranteed by the VA (1)(2) 19,681 19,240   Less: Student loans guaranteed           under the FFELP (3)   1,238 1,281       Total, not government               insured/guaranteed $ 1,636 2,048                   By segment and class, not government         insured/guaranteed:       Commercial:         Commercial and industrial $ 104 153   Real estate mortgage   289 256   Real estate construction   25 89   Foreign   7 6     Total commercial   425 504 Consumer:         Real estate 1-4 family first mortgage (2)   616 781   Real estate 1-4 family junior lien mortgage (2)(4) 156 279   Credit card   319 346   Other revolving credit and installment   120 138     Total consumer   1,211 1,544       Total, not government               insured/guaranteed $ 1,636 2,048                   Represents loans whose repayments are insured by the FHA or guaranteed by the VA. Includes mortgage loans held for sale 90 days or more past due and still accruing. Represents loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the FFELP. During first quarter 2012, $43 million of 1-4 family junior lien mortgages were transferred to nonaccrual upon implementation of the Interagency Guidance issued on January 31, 2012.
Impaired Loans	Recorded investment                   Impaired loans               Unpaid   with related Related             principal Impaired allowance for allowance for (in millions)   balance loans credit losses credit losses                     March 31, 2012                               Commercial:             Commercial and industrial $ 4,224 2,759 2,665 449   Real estate mortgage   6,404 5,154 4,984 1,135   Real estate construction   2,875 2,111 2,073 408   Lease financing   90 59 59 17   Foreign   61 30 30 5     Total commercial (1)   13,654 10,113 9,811 2,014 Consumer:             Real estate 1-4 family first mortgage   16,703 14,602 14,107 3,394   Real estate 1-4 family junior lien mortgage   2,243 2,093 2,093 787   Credit card   594 594 578 297   Other revolving credit and installment   287 285 249 38     Total consumer   19,827 17,574 17,027 4,516       Total impaired loans (excluding PCI) $ 33,481 27,687 26,838 6,530                     December 31, 2011                               Commercial:             Commercial and industrial $ 7,191 3,072 3,018 501   Real estate mortgage   7,490 5,114 4,637 1,133   Real estate construction   4,733 2,281 2,281 470   Lease financing   127 68 68 21   Foreign   185 31 31 8     Total commercial (1)   19,726 10,566 10,035 2,133 Consumer:             Real estate 1-4 family first mortgage   16,494 14,486 13,909 3,380   Real estate 1-4 family junior lien mortgage   2,232 2,079 2,079 784   Credit card   593 593 593 339   Other revolving credit and installment   287 286 274 42     Total consumer   19,606 17,444 16,855 4,545       Total impaired loans (excluding PCI) $ 39,332 28,010 26,890 6,678                     (1) The unpaid principal balance for commercial loans at December 31, 2011 includes approximately $5.6 billion ($2.5 billion - commercial and industrial, $1.1 billion - real estate mortgage, $1.8 billion - real estate construction and $157 million – lease financing and foreign) for commercial loans that have been fully charged off and therefore have no recorded investment. The unpaid principal balance for loans with no recorded investment has been excluded from the amounts disclosed at March 31, 2012.
Impaired Loans, Average Recorded Investment and Interest Income	Quarter ended March 31,           2012   2011             Average   Recognized   Average Recognized             recorded   interest   recorded interest (in millions)   investment   income   investment income Commercial:                 Commercial and industrial $ 2,888   39   3,105 24   Real estate mortgage   5,135   17   5,522 13   Real estate construction   2,197   10   2,681 14   Lease financing   63   -   106 -   Foreign   30   -   40 -     Total commercial   10,313   66   11,454 51 Consumer:                 Real estate 1-4 family first mortgage   14,501   189   11,901 151   Real estate 1-4 family junior lien mortgage   2,054   22   1,763 14   Credit card   594   14   581 6   Other revolving credit and installment   332   18   243 9     Total consumer   17,481   243   14,488 180       Total impaired loans (excluding PCI) $ 27,794   309   25,942 231                         Interest income:                 Cash basis of accounting     $ 49     38   Other (1)       260     193     Total interest income     $ 309     231                         Includes interest recognized on accruing TDRs, interest recognized related to certain impaired loans which have an allowance calculated using discounting, and amortization of purchase accounting adjustments related to certain impaired loans. See footnote 1 to the table of changes in the allowance for credit losses.
Troubled Debt Restructuring, Current Defaults	Primary modification type (1)   Financial effects of modifications                         Weighted   Recorded                 Other       average   investment               Interest interest       interest   related to               rate rate     Charge- rate   interest rate (in millions) Principal (2) reduction concessions (3) Total   offs (4) reduction   reduction March 31, 2012                   Commercial:                         Commercial and industrial $ 1 8 401 410   3 1.28 % $ 9   Real estate mortgage   4 52 485 541   - 1.90     53   Real estate construction   - 2 107 109   8 1.06     1   Lease financing   - - 1 1   - -     -   Foreign   - - 2 2   - -     -     Total commercial   5 62 996 1,063   11 1.79     63 Consumer:                         Real estate 1-4 family first mortgage   306 297 199 802   59 2.83     540   Real estate 1-4 family junior lien mortgage   19 70 34 123   9 4.02     86   Credit card   - 74 - 74   - 10.88     74   Other revolving credit and installment   2 19 23 44   6 7.51     20   Trial modifications (5)   - - 577 577   - -     -     Total consumer   327 460 833 1,620   74 3.93     720       Total $ 332 522 1,829 2,683   85 3.76 % $ 783                                 March 31, 2011                       Commercial:                         Commercial and industrial $ 50 44 611 705   20 3.74 % $ 42   Real estate mortgage   43 57 487 587   1 1.54     58   Real estate construction   25 20 157 202   6 0.96     20   Lease financing   - - 18 18   - -     -   Foreign   - - - -   - -     -     Total commercial   118 121 1,273 1,512   27 2.21     120 Consumer:                         Real estate 1-4 family first mortgage   383 584 267 1,234   50 3.47     937   Real estate 1-4 family junior lien mortgage   40 239 61 340   10 4.41     277   Credit card   - 109 - 109   1 10.91     78   Other revolving credit and installment   20 36 1 57   7 5.89     55   Trial modifications (5)   - - 944 944   - -     -     Total consumer   443 968 1,273 2,684   68 4.19     1,347       Total $ 561 1,089 2,546 4,196   95 4.03 % $ 1,467                                 (1) Amounts represent the recorded investment in loans after recognizing the effects of the TDR, if any. TDRs with multiple types of concessions are presented only once in the table in the first category type based on the order presented. (2) Principal modifications include principal forgiveness at the time of the modification, contingent principal forgiveness granted over the life of the loan based on borrower performance, and principal that has been legally separated and deferred to the end of the loan, with a zero percent contractual interest rate. (3) Other interest rate concessions include loans modified to an interest rate that is not commensurate with the risk, even though the rate may have been increased. These modifications would include renewals, term extensions and other interest adjustments, but exclude modifications that also forgive principal and/or reduce the interest rate. (4) Charge-offs include write-downs of the investment in the loan in the period of modification. In some cases, the amount of charge off will differ from the modification terms if the loan has already been charged down based on our policies. Modifications resulted in forgiving principal (actual, contingent or deferred) of $92 million and $128 million at March 31, 2012 and 2011, respectively. (5) Trial modifications are granted a delay in payments due under the original terms during the trial payment period. However, these loans continue to advance through delinquency status and accrue interest according to their original terms. Any subsequent permanent modification generally includes interest rate related concessions; however, the exact concession type and resulting financial effect are usually not known until the loan is permanently modified.                                                                         Quarter ended March 31,             2012   2011           Recorded   Recorded           investment   investment (in millions) of defaults   of defaults Commercial:           Commercial and industrial $ 110   26   Real estate mortgage   252   49   Real estate construction   155   19     Total commercial   517   94 Consumer:           Real estate 1-4 family first mortgage   147   302   Real estate 1-4 family junior lien             mortgage   20   34   Credit card   27   61   Other revolving credit and installment   6   26     Total consumer   200   423       Total $ 717   517
Purchased Credit Impaired Loans, Loans Outstanding	Mar. 31, Dec. 31, (in millions)   2012 2011 Commercial:         Commercial and industrial $ 385 399   Real estate mortgage   3,107 3,270   Real estate construction   1,564 1,745   Foreign   1,198 1,353     Total commercial   6,254 6,767 Consumer:         Real estate 1-4 family first mortgage   29,082 29,746   Real estate 1-4 family junior lien mortgage   198 206     Total consumer   29,280 29,952       Total PCI loans (carrying value) $ 35,534 36,719 Total PCI loans (unpaid principal balance) $ 53,389 55,312
Purchased Credit Impaired Loans, Accretable Yield	(in millions)     Balance, December 31, 2008 $ 10,447   Addition of accretable yield due to acquisitions   128   Accretion into interest income (1)   (7,199)   Accretion into noninterest income due to sales (2)   (237)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   4,213   Changes in expected cash flows that do not affect nonaccretable difference (3)   8,609 Balance, December 31, 2011   15,961   Addition of accretable yield due to acquisitions   -   Accretion into interest income (1)   (514)   Accretion into noninterest income due to sales (2)   -   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   235   Changes in expected cash flows that do not affect nonaccretable difference (3)   81 Balance, March 31, 2012 $ 15,763                 (1) Includes accretable yield released as a result of settlements with borrowers, which is included in interest income. (2) Includes accretable yield released as a result of sales to third parties, which is included in noninterest income. (3) Represents changes in cash flows expected to be collected due to changes in interest rates on variable rate PCI loans, changes in prepayment assumptions and the impact of modifications.
Purchased Credit Impaired Loans, Allowance for Credit Losses	Other   (in millions)   Commercial Pick-a-Pay consumer Total Balance, December 31, 2008 $ - - - -   Provision for losses due to credit deterioration   1,668 - 116 1,784   Charge-offs   (1,503) - (50) (1,553) Balance, December 31, 2011   165 - 66 231   Provision for losses due to credit deterioration   39 - 5 44   Charge-offs   (27) - (3) (30) Balance, March 31, 2012 $ 177 - 68 245
Purchased Credit Impaired Loans by Credit Quality Indicator	Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2012                                   By risk category:             Pass $ 191 534 365 129 1,219   Criticized   194 2,573 1,199 1,069 5,035     Total commercial PCI loans $ 385 3,107 1,564 1,198 6,254                       December 31, 2011                         By risk category:             Pass $ 191 640 321 - 1,152   Criticized   208 2,630 1,424 1,353 5,615     Total commercial PCI loans $ 399 3,270 1,745 1,353 6,767
Purchased Credit Impaired Loans by Delinquency Status, Commercial	Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2012                                   By delinquency status:             Current-29 DPD and still accruing $ 334 2,683 1,027 1,067 5,111   30-89 DPD and still accruing   24 141 78 - 243   90+ DPD and still accruing   27 283 459 131 900     Total commercial PCI loans $ 385 3,107 1,564 1,198 6,254                       December 31, 2011                                   By delinquency status:             Current-29 DPD and still accruing $ 359 2,867 1,206 1,178 5,610   30-89 DPD and still accruing   22 178 72 - 272   90+ DPD and still accruing   18 225 467 175 885     Total commercial PCI loans $ 399 3,270 1,745 1,353 6,767
Purchased Credit Impaired Loans by Delinquency Status, Consumer	March 31, 2012   December 31, 2011             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By delinquency status:                   Current - 29 DPD $ 25,458 268 25,726   25,693 268 25,961   30-59 DPD   2,818 15 2,833   3,272 20 3,292   60-89 DPD   1,301 8 1,309   1,433 9 1,442   90-119 DPD   619 5 624   791 8 799   120-179 DPD   1,029 10 1,039   1,169 10 1,179   180+ DPD   5,902 142 6,044   5,921 150 6,071     Total consumer PCI loans (adjusted unpaid principal balance) $ 37,127 448 37,575   38,279 465 38,744     Total consumer PCI loans (carrying value) $ 29,082 198 29,280   29,746 206 29,952
Purchased Credit Impaired Loans by FICO Score, Consumer	March 31, 2012   December 31, 2011             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By FICO:         < 600 $ 16,173 192 16,365   17,169 210 17,379   600-639   7,385 82 7,467   7,489 83 7,572   640-679   6,736 90 6,826   6,646 89 6,735   680-719   3,635 45 3,680   3,698 47 3,745   720-759   1,853 14 1,867   1,875 14 1,889   760-799   897 6 903   903 6 909   800+   204 2 206   215 2 217 No FICO available   244 17 261   284 14 298     Total consumer PCI loans (adjusted unpaid principal balance) $ 37,127 448 37,575   38,279 465 38,744     Total consumer PCI loans (carrying value) $ 29,082 198 29,280   29,746 206 29,952
Purchased Credit Impaired Loans by Loan to Value Ratio, Consumer	March 31, 2012   December 31, 2011           Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                   0-60% $ 1,232 20 1,252   1,243 25 1,268   60.01-80%   3,846 47 3,893   3,806 49 3,855   80.01-100%   9,080 61 9,141   9,341 63 9,404   100.01-120% (1)   9,438 77 9,515   9,471 79 9,550   > 120% (1)   13,455 236 13,691   14,318 246 14,564 No LTV/CLTV available   76 7 83   100 3 103     Total consumer PCI loans (adjusted unpaid principal balance) $ 37,127 448 37,575   38,279 465 38,744     Total consumer PCI loans (carrying value) $ 29,082 198 29,280   29,746 206 29,952                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV.

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Other Assets (Tables)	3 Months Ended
Mar. 31, 2012
Other Assets (Tables) [Abstract]
Components of Other Assets	Mar. 31, Dec. 31, (in millions)   2012 2011 Nonmarketable equity investments:       Cost method:           Private equity investments $ 3,609 3,444     Federal bank stock   4,553 4,617       Total cost method   8,162 8,061   Equity method:           LIHTC investments (1)   4,073 4,077     Private equity and other   4,767 4,670       Total equity method   8,840 8,747         Total nonmarketable                 equity investments 17,002 16,808 Corporate/bank-owned life insurance   20,218 20,146 Accounts receivable   24,239 25,939 Interest receivable   5,412 5,296 Core deposit intangibles   6,962 7,311 Customer relationship and         other amortized intangibles   1,572 1,639 Foreclosed assets:         GNMA (2)   1,352 1,319   Other   3,265 3,342 Operating lease assets   1,803 1,825 Due from customers on acceptances 294 225 Other   13,416 17,172           Total other assets $ 95,535 101,022                   (1)       Represents low income housing tax credit investments. (2)       These are foreclosed real estate securing FHA insured and VA guaranteed loans. Both principal and interest for these loans secured by the foreclosed real estate are collectible because they are insured/guaranteed.
Income Related to Nonmarketable Equity Investments	Quarter ended March 31, (in millions)   2012 2011 Net gains from private equity investments $ 131 239 All other   21 (60)   Total $ 152 179

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Securitizations and Variable Interest Entities (Tables)	3 Months Ended
Mar. 31, 2012
Securitizations and Variable Interest Entities (Tables) [Abstract]
Assets and Liabilities associated with Variable Interest entities	Transfers that             VIEs that we   VIEs we account             do not   that we for as secured     (in millions) consolidate consolidate borrowings   Total                         March 31, 2012                                         Cash $ -   378   38   416 Trading assets   3,302   130   27   3,459 Securities available for sale (1)   21,953   3,060   12,305   37,318 Mortgages held for sale   -   549   -   549 Loans   11,220   11,969   7,364   30,553 Mortgage servicing rights   12,789   -   -   12,789 Other assets   4,364   533   146   5,043   Total assets   53,628   16,619   19,880   90,127 Short-term borrowings   -   3,043 (2) 11,029   14,072 Accrued expenses and other liabilities   3,606   826 (2) 147   4,579 Long-term debt   -   4,113 (2) 6,856   10,969   Total liabilities   3,606   7,982   18,032   29,620 Noncontrolling interests   -   62   -   62     Net assets $ 50,022   8,575   1,848   60,445                         December 31, 2011                                         Cash $ -   321   11   332 Trading assets   3,723   293   30   4,046 Securities available for sale (1)   21,708   3,332   11,671   36,711 Mortgages held for sale   -   444   -   444 Loans   11,404   11,967   7,181   30,552 Mortgage servicing rights   12,080   -   -   12,080 Other assets   4,494   1,858   137   6,489   Total assets   53,409   18,215   19,030   90,654 Short-term borrowings   -   3,450 (2) 10,682   14,132 Accrued expenses and other liabilities   3,350   1,138 (2) 121   4,609 Long-term debt   -   4,932 (2) 6,686   11,618   Total liabilities   3,350   9,520   17,489   30,359 Noncontrolling interests   -   61   -   61     Net assets $ 50,059   8,634   1,541   60,234                         Excludes certain debt securities related to loans serviced for the Federal National Mortgage Association (FNMA), Federal Home Loan Mortgage Corporation (FHLMC) and GNMA. Includes the following VIE liabilities at March 31, 2012 and December 31, 2011, respectively, with recourse to the general credit of Wells Fargo: Short-term borrowings, $3.0 billion and $3.4 billion; Accrued expenses and other liabilities, $706 million and $963 million; and Long-term debt, $30 million and $30 million.
Transactions with Variable Interest Entity	Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets interests (1) assets Derivatives guarantees assets March 31, 2012                               Carrying value - asset (liability) Residential mortgage loan                   securitizations:                     Conforming $ 1,207,348   4,418 11,922 - (1,087) 15,253     Other/nonconforming   58,016   2,433 367 1 (49) 2,752 Commercial mortgage securitizations   175,045   7,033 469 337 - 7,839 Collateralized debt obligations:                     Debt securities   10,493   1,011 - 45 - 1,056     Loans (2)   9,676   9,429 - - - 9,429 Asset-based finance structures   12,036   7,562 - (142) - 7,420 Tax credit structures   19,717   4,113 - - (1,399) 2,714 Collateralized loan obligations   11,831   2,002 - 8 - 2,010 Investment funds   6,155   - - - - - Other (3)   17,432   1,614 32 (17) (80) 1,549     Total $ 1,527,749   39,615 12,790 232 (2,615) 50,022                                           Maximum exposure to loss Residential mortgage loan                   securitizations:                     Conforming     $ 4,418 11,922 - 3,632 19,972     Other/nonconforming       2,433 367 1 327 3,128 Commercial mortgage securitizations       7,033 469 519 - 8,021 Collateralized debt obligations:                     Debt securities       1,011 - 838 - 1,849     Loans (2)       9,429 - - - 9,429 Asset-based finance structures       7,562 - 142 1,944 9,648 Tax credit structures       4,113 - - - 4,113 Collateralized loan obligations       2,002 - 9 523 2,534 Investment funds       - - - 37 37 Other (3)       1,614 32 423 150 2,219     Total     $ 39,615 12,790 1,932 6,613 60,950                           (continued on following page)               (continued from previous page)                                                                                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets   interests (1) assets Derivatives guarantees assets December 31, 2011                                 Carrying value - asset (liability) Residential mortgage loan securitizations:                   Conforming $ 1,135,629   4,682 11,070 - (975) 14,777   Other/nonconforming   61,461   2,460 353 1 (48) 2,766 Commercial mortgage securitizations   179,007   7,063 623 349 - 8,035 Collateralized debt obligations:                   Debt securities   11,240   1,107 - 193 - 1,300   Loans (2)   9,757   9,511 - - - 9,511 Asset-based finance structures   9,606   6,942 - (130) - 6,812 Tax credit structures   19,257   4,119 - - (1,439) 2,680 Collateralized loan obligations   12,191   2,019 - 40 - 2,059 Investment funds   6,318   - - - - - Other (3)   18,717   1,896 34 190 (1) 2,119   Total $ 1,463,183   39,799 12,080 643 (2,463) 50,059                                           Maximum exposure to loss Residential mortgage loan securitizations:                   Conforming     $ 4,682 11,070 - 3,657 19,409   Other/nonconforming       2,460 353 1 295 3,109 Commercial mortgage securitizations       7,063 623 538 - 8,224 Collateralized debt obligations:                   Debt securities       1,107 - 874 - 1,981   Loans (2)       9,511 - - - 9,511 Asset-based finance structures       6,942 - 130 1,504 8,576 Tax credit structures       4,119 - - - 4,119 Collateralized loan obligations       2,019 - 41 523 2,583 Investment funds       - - - 41 41 Other (3)       1,896 34 903 150 2,983   Total     $ 39,799 12,080 2,487 6,170 60,536                           Includes total equity interests of $416 million and $460 million at March 31, 2012, and December 31, 2011, respectively. Also includes debt interests in the form of both loans and securities. Excludes certain debt securities held related to loans serviced for FNMA, FHLMC and GNMA. Represents senior loans to trusts that are collateralized by asset-backed securities. The trusts invest primarily in senior tranches from a diversified pool of primarily U.S. asset securitizations, of which all are current, and over 86% were rated as investment grade by the primary rating agencies at March 31, 2012. These senior loans are accounted for at amortized cost and are subject to the Company's allowance and credit charge-off policies. Includes structured financing, student loan securitizations, auto loan and lease securitizations and credit-linked note structures. Also contains investments in auction rate securities (ARS) issued by VIEs that we do not sponsor and, accordingly, are unable to obtain the total assets of the entity.
Cash flows with securitization trusts	2012   2011         Other     Other     Mortgage financial   Mortgage financial (in millions)   loans assets   loans assets Quarter ended March 31,             Sales proceeds from securitizations (1) $ 143,105 -   100,241 - Servicing fees   1,111 3   1,088 3 Other interests held   426 49   503 87 Purchases of delinquent assets   - -   3 - Net servicing advances   14 -   (9) -                                 Represents cash flow data for all loans securitized in the period presented.
Key Assumptions To Measure Mortgage Servicing Assets At Date Of Securitization	Residential mortgage       servicing rights       2012   2011 Quarter ended March 31,         Prepayment speed (1)   13.1 % 11.4 Discount rate   7.1   7.9 Cost to service ($ per loan) (2) $ 119   134                         The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior. Includes costs to service and unreimbursed foreclosure costs.
Key Assumptions To Measure Mortgage Servicing Rights And Other Interests Held At Balance Sheet Date	Other interests held           Residential                           mortgage   Interest-                       servicing   only Subordinated   Senior ($ in millions, except cost to service amounts)   rights (1)   strips     bonds   bonds Fair value of interests held at March 31, 2012 $ 13,578   219     45   317 Expected weighted-average life (in years)   5.2   4.5     6.1   5.9                             Key economic assumptions:                     Prepayment speed assumption (2)   14.5 % 10.1     6.9   12.7     Decrease in fair value from:                         10% adverse change $ 858   6     -   1       25% adverse change   2,018   13     -   3                               Discount rate assumption   7.5 % 16.0     9.0   6.4     Decrease in fair value from:                         100 basis point increase $ 666   5     2   13       200 basis point increase   1,273   11     4   25                               Cost to service assumption ($ per loan)   210                   Decrease in fair value from:                         10% adverse change   575                     25% adverse change   1,438                                             Credit loss assumption             0.4 % 3.7     Decrease in fair value from:                         10% higher losses           $ -   1       25% higher losses             -   1                             Fair value of interests held at December 31, 2011 $ 12,918   230     45   321 Expected weighted-average life (in years)   5.1   4.6     6.1   5.6                             Key economic assumptions:                     Prepayment speed assumption (2)   14.8 % 10.7     6.9   13.9     Decrease in fair value from:                         10% adverse change $ 895   6     -   2       25% adverse change   2,105   15     1   4                               Discount rate assumption   7.1 % 15.6     11.9   7.1     Decrease in fair value from:                         100 basis point increase $ 566   6     2   12       200 basis point increase   1,081   12     4   24                               Cost to service assumption ($ per loan)   218                   Decrease in fair value from:                         10% adverse change   582                     25% adverse change   1,457                                             Credit loss assumption             0.5 % 4.5     Decrease in fair value from:                         10% higher losses           $ -   1       25% higher losses             -   2                                                         Prior period has been revised to conform to current period presentation. The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates.  Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior.
Principal Balances - Off-Balance Sheet Securitized Loans	Net charge-offs             Total loans   Delinquent loans   Three months ended             Mar. 31, Dec. 31,   Mar. 31, Dec. 31,   Mar. 31, (in millions)   2012 2011   2012 2011   2012 2011 Commercial:                     Real estate mortgage $ 134,339 137,121   11,358 11,142   54 73     Total commercial   134,339 137,121   11,358 11,142   54 73 Consumer:                     Real estate 1-4 family first mortgage   1,237,871 1,171,666   24,002 24,235   286 406   Real estate 1-4 family junior lien mortgage   2 2   - -   - -   Other revolving credit and installment   2,218 2,271   119 131   - -     Total consumer   1,240,091 1,173,939   24,121 24,366   286 406       Total off-balance sheet securitized loans $ 1,374,430 1,311,060   35,479 35,508   340 479
Transactions With Consolidated Variable Interest Entities	Carrying value             Total       Third                     VIE Consolidated   party Noncontrolling   Net (in millions)   assets   assets   liabilities   interests   assets March 31, 2012                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 14,519   12,385   (11,060)   -   1,325   Commercial real estate loans   1,166   1,166   (1,038)   -   128   Residential mortgage securitizations   5,871   6,329   (5,934)   -   395     Total secured borrowings   21,556   19,880   (18,032)   -   1,848 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   10,231   9,211   (3,732)   -   5,479   Multi-seller commercial paper conduit   2,547   2,547   (2,614)   -   (67)   Auto loan securitizations   126   126   (107)   -   19   Structured asset finance   110   110   (16)   -   94   Investment funds   2,024   2,024   (1)   -   2,023   Other   2,685   2,601   (1,512)   (62)   1,027     Total consolidated VIEs   17,723   16,619   (7,982)   (62)   8,575       Total secured borrowings and consolidated VIEs $ 39,279   36,499   (26,014)   (62)   10,423 December 31, 2011                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 14,168   11,748   (10,689)   -   1,059   Commercial real estate loans   1,168   1,168   (1,041)   -   127   Residential mortgage securitizations   5,705   6,114   (5,759)   -   355     Total secured borrowings   21,041   19,030   (17,489)   -   1,541 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   11,375   10,244   (4,514)   -   5,730   Multi-seller commercial paper conduit   2,860   2,860   (2,935)   -   (75)   Auto loan securitizations   163   163   (143)   -   20   Structured asset finance   124   124   (16)   -   108   Investment funds   2,012   2,012   (22)   -   1,990   Other   3,432   2,812   (1,890)   (61)   861     Total consolidated VIEs   19,966   18,215   (9,520)   (61)   8,634       Total secured borrowings and consolidated VIEs $ 41,007   37,245   (27,009)   (61)   10,175

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Mortgage Banking Activities (Tables)	3 Months Ended
Mar. 31, 2012
Mortgage Banking Activities (Tables) [Abstract]
Changes In Mortgage Servicing Rights Carried at Fair Value	Quarter ended March 31, (in millions)     2012 2011 Fair value, beginning of period $ 12,603 14,467   Servicing from securitizations or asset transfers (1)   1,776 1,262   Changes in fair value:           Due to changes in valuation model inputs or assumptions:             Mortgage interest rates (2)   147 506       Servicing and foreclosure costs (3)   (54) (214)       Discount rates (4)   (344) (150)       Prepayment estimates and other (5)   93 357         Net changes in valuation model inputs or assumptions   (158) 499     Other changes in fair value (6)   (643) (580)       Total changes in fair value   (801) (81) Fair value, end of period $ 13,578 15,648                 Quarter ended March 31, 2012, includes $315 million residential MSRs transferred from amortized MSRs that we elected to carry at fair value effective January 1, 2012. Primarily represents prepayment speed changes due to changes in mortgage interest rates, but also includes other valuation changes due to changes in mortgage interest rates (such as changes in estimated interest earned on custodial deposit balances). Includes costs to service and unreimbursed foreclosure costs. Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates; the first quarter 2012 change reflects increased capital return requirements from market participants. Represents changes driven by other valuation model inputs or assumptions including prepayment speed estimation changes and other assumption updates. Prepayment speed estimation changes are influenced by observed changes in borrower behavior. Represents changes due to collection/realization of expected cash flows over time.
Changes In Amortized Mortgage Servicing Rights	Quarter ended March 31, (in millions)   2012 2011 Balance, beginning of period $ 1,445 1,422   Purchases   14 45   Servicing from securitizations or asset transfers (1)   (327) 29   Amortization   (58) (64) Balance, end of period (2)   1,074 1,432 Valuation allowance:       Balance, beginning of period   (37) (3)   Reversal of provision (provision) for MSRs in excess of fair value (1)   37 (6) Balance, end of period (3)   - (9) Amortized MSRs, net $ 1,074 1,423 Fair value of amortized MSRs:         Beginning of period $ 1,756 1,812   End of period (4)   1,263 1,898                             Quarter ended March 31, 2012, is net of $350 million ($313 million after valuation allowance) of residential MSRs that we elected to carry at fair value effective January 1, 2012. A cumulative adjustment of $2 million to fair value was recorded in retained earnings at January 1, 2012. Includes $390 million in residential amortized MSRs with amortization of $(10) million at March 31, 2011. Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) and non-agency. There was no valuation allowance recorded for the periods presented on the commercial amortized MSRs. Residential amortized MSRs are evaluated for impairment purposes by the following risk strata: Mortgages sold to GSEs (FHLMC and FNMA) and mortgages sold to GNMA, each by interest rate stratifications. A valuation allowance of $9 million was recorded on the residential amortized MSRs at March 31, 2011. For quarter ended March 31, 2012, valuation allowance of $37 million for residential MSRs was reversed upon election to carry at fair value. Includes fair value of $445 million in residential amortized MSRs and $1,453 million in commercial amortized MSRs at March 31, 2011. The March 31, 2012 balance is all commercial amortized MSRs.
Components of Managed Servicing Portfolio	Mar. 31,   Dec. 31, (in billions)     2012   2011 Residential mortgage servicing:           Serviced for others $ 1,483   1,456   Owned loans serviced   350   358   Subservicing   7   8     Total residential servicing   1,840   1,822 Commercial mortgage servicing:           Serviced for others   407   398   Owned loans serviced   106   106   Subservicing   13   14     Total commercial servicing   526   518       Total managed servicing portfolio $ 2,366   2,340 Total serviced for others $ 1,890   1,854 Ratio of MSRs to related loans serviced for others   0.77 % 0.76
Components of Mortgage Banking Noninterest Income	Quarter ended March 31, (in millions)   2012 2011 Servicing income, net:         Servicing fees:           Contractually specified servicing fees $ 1,148 1,145     Late charges   66 94     Ancillary fees   77 89     Unreimbursed direct servicing costs (1)   (280) (191)       Net servicing fees   1,011 1,137   Changes in fair value of MSRs carried at fair value:           Due to changes in valuation model inputs or assumptions (2)   (158) 499     Other changes in fair value (3)   (643) (580)       Total changes in fair value of MSRs carried at fair value   (801) (81)   Amortization   (58) (64)   Provision for MSRs in excess of fair value   - (6)   Net derivative gains (losses) from economic hedges (4)   100 (120)         Total servicing income, net   252 866 Net gains on mortgage loan origination/sales activities   2,618 1,150           Total mortgage banking noninterest income $ 2,870 2,016 Market-related valuation changes to MSRs, net of hedge results (2) + (4) $ (58) 379                                         Primarily associated with foreclosure expenses and other interest costs. Refer to the changes in fair value MSRs table in this Note for more detail. Represents changes due to collection/realization of expected cash flows over time. Represents results from free-standing derivatives (economic hedges) used to hedge the risk of changes in fair value of MSRs. See Note 12 – Free-Standing Derivatives for additional discussion and detail.
Liability for Mortgage Loan Repurchase Losses	Quarter ended March 31, (in millions)   2012 2011 Balance, beginning of period $ 1,326 1,289   Provision for repurchase losses:           Loan sales   62 35     Change in estimate (1)   368 214       Total additions   430 249   Losses   (312) (331) Balance, end of period $ 1,444 1,207                 Results from such factors as credit deterioration, changes in investor demand and mortgage insurer practices, and changes in the financial stability of correspondent lenders.

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Intangible Assets (Tables)	3 Months Ended
Mar. 31, 2012
Intangible Assets (Tables) [Abstract]
Gross Carrying Value of Intangible Assets And Accumulated Amortization	March 31, 2012   December 31, 2011             Gross     Net   Gross     Net             carrying Accumulated carrying   carrying Accumulated carrying (in millions)   value amortization value   value amortization value Amortized intangible assets (1):                       MSRs (2) $ 2,053   (979) 1,074   2,383   (975) 1,408   Core deposit intangibles   12,845   (5,883) 6,962   15,079   (7,768) 7,311   Customer relationship and other intangibles   3,163   (1,591) 1,572   3,158   (1,519) 1,639     Total amortized intangible assets $ 18,061   (8,453) 9,608   20,620   (10,262) 10,358 Unamortized intangible assets:                       MSRs (carried at fair value) (2) $ 13,578         12,603         Goodwill   25,140         25,115         Trademark   14         14                                                                   Excludes fully amortized intangible assets. See Note 8 for additional information on MSRs.
Amortization Expense for Intangible Assets	Customer             Core relationship         Amortized   deposit and other     (in millions)   MSRs intangibles intangibles   Total Three months ended March 31, 2012 (actual) $ 58   349   72   479 Estimate for the remainder of 2012 $ 171   1,047   212   1,430 Estimate for year ended December 31,                 2013   206   1,241   261   1,708 2014   176   1,113   245   1,534 2015   156   1,022   222   1,400 2016   116   919   209   1,244 2017   74   851   195   1,120
Allocation of Goodwill to Operating Segments	Wealth,             Community   Wholesale Brokerage and Consolidated (in millions)   Banking   Banking   Retirement   Company December 31, 2010 $ 17,922   6,475   373   24,770   Goodwill from business combinations   -   7   -   7 March 31, 2011 $ 17,922   6,482   373   24,777 December 31, 2011 $ 17,924   6,820   371   25,115   Goodwill from business combinations, net   (2)   27   -   25 March 31, 2012 $ 17,922   6,847   371   25,140

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Guarantees, Pledged Assets and Collateral (Tables)	3 Months Ended
Mar. 31, 2012
Guarantees (Tables) [Abstract]
Schedule of Guarantor Obligations	March 31, 2012   December 31, 2011             Maximum Non-     Maximum Non-           Carrying exposure investment   Carrying exposure investment (in millions)   value to loss grade   value to loss grade Standby letters of credit $ 5 40,528 25,311   85 41,171 22,259 Securities lending and other indemnifications   7 584 99   - 669 62 Liquidity agreements (1)   - 3 3   - 2 2 Written put options (1)(2)   1,249 10,004 3,812   1,469 8,224 2,466 Loans and MHFS sold with recourse   97 5,717 3,908   102 5,784 3,850 Residual value guarantees   8 197 -   8 197 - Contingent consideration   33 107 106   31 98 97 Other guarantees   6 553 4   6 552 4   Total guarantees $ 1,405 57,693 33,243   1,701 56,697 28,740                         Certain of these agreements included in this table are related to off-balance sheet entities and, accordingly, are also disclosed in Note 7. Written put options, which are in the form of derivatives, are also included in the derivative disclosures in Note 12.
Significant Components of Assets Pledged	Mar. 31, Dec. 31, (in millions)   2012   2011   Securities available for sale $ 73,945   80,540   Loans   321,782   317,742     Total $ 395,727   398,282

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Derivatives (Tables)	3 Months Ended
Mar. 31, 2012
Derivatives (Tables) [Abstract]
Total Notional or Contractual Amounts and Fair Values for Derivatives	March 31, 2012   December 31, 2011             Notional or   Fair value Notional or Fair value             contractual   Asset Liability contractual Asset Liability (in millions)     amount derivatives derivatives   amount derivatives derivatives Derivatives designated as hedging instruments                     Interest rate contracts (1) $ 93,735   7,406 2,452   87,537 8,423 2,769   Foreign exchange contracts   24,230   1,719 134   22,269 1,523 572 Total derivatives designated as                     qualifying hedging instruments       9,125 2,586     9,946 3,341 Derivatives not designated as hedging instruments                     Free-standing derivatives (economic hedges):                       Interest rate contracts (2)   442,501   787 1,160   377,497 2,318 2,011     Foreign exchange contracts   3,341   3 30   5,833 250 3     Credit contracts - protection purchased   105   1 -   125 3 -     Other derivatives   2,408   1 67   2,367 - 117       Subtotal       792 1,257     2,571 2,131   Customer accommodation, trading and other                       free-standing derivatives:                       Interest rate contracts   2,796,580   73,351 75,117   2,425,144 81,336 83,834     Commodity contracts   83,757   4,728 4,587   77,985 4,351 4,234     Equity contracts   74,008   4,081 4,147   68,778 3,768 3,661     Foreign exchange contracts   171,535   3,133 2,834   140,704 3,151 2,803     Credit contracts - protection sold   35,753   423 4,209   38,403 319 5,178     Credit contracts - protection purchased   34,324   2,486 363   36,156 3,254 276       Subtotal       88,202 91,257     96,179 99,986 Total derivatives not designated as hedging instruments       88,994 92,514     98,750 102,117 Total derivatives before netting       98,119 95,100     108,696 105,458 Netting (3)       (73,643) (81,198)     (81,143) (89,990)         Total     $ 24,476 13,902     27,553 15,468                               Notional amounts presented exclude $8.0 billion at March 31, 2012, and $15.5 billion at December 31, 2011, of basis swaps that are combined with receive fixed-rate/pay floating-rate swaps and designated as one hedging instrument. Includes free-standing derivatives (economic hedges) used to hedge the risk of changes in the fair value of residential MSRs, MHFS, and other interests held. Represents netting of derivative asset and liability balances, and related cash collateral, with the same counterparty subject to master netting arrangements. The amount of cash collateral netted against derivative assets and liabilities was $6.5 billion and $14.6 billion, respectively, at March 31, 2012, and $6.6 billion and $15.4 billion, respectively, at December 31, 2011.
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives in Fair Value Hedging Relationships	Total net             Interest rate   Foreign exchange gains           contracts hedging:   contracts hedging: (losses)             Securities Mortgages     Securities   on fair             available held for Long-term   available Long-term value (in millions)   for sale sale debt   for sale debt hedges                           Quarter ended March 31, 2012                 Gains (losses) recorded in net interest income $ (112) - 419   (3) 71 375                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   302 5 (868)   41 566 46   Recognized on hedged item   (296) (6) 802   (14) (648) (162)   Recognized on fair value hedges (ineffective portion) (1) $ 6 (1) (66)   27 (82) (116)                           Quarter ended March 31, 2011                 Gains (losses) recorded in net interest income $ (106) - 414   (1) 90 397                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   169 - (645)   35 1,080 639   Recognized on hedged item   (237) - 622   (33) (1,117) (765)   Recognized on fair value hedges (ineffective portion) (1) $ (68) - (23)   2 (37) (126)                           Includes $(1) million and $8 million, respectively, for the quarters ended March 31, 2012 and 2011, of gains (losses) on forward derivatives hedging foreign currency securities available for sale and long-term debt, representing the portion of derivatives gains (losses) excluded from the assessment of hedge effectiveness (time value).
Net Gains (Losses) Recognized Related to Derivatives in Cash Flow Hedging Relationships	Quarter ended         March 31, (in millions)   2012 2011 Gains (losses) (pre tax) recognized in OCI on derivatives $ 42 (4) Gains (pre tax) reclassified from cumulative OCI into net interest income   107 156 Gains (losses) (pre tax) recognized in noninterest income on derivatives (1)   - (2)                             None of the change in value of the derivatives was excluded from the assessment of hedge effectiveness.
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives not Designated as Hedging Instruments	Quarter ended               March 31, (in millions)     2012 2011 Net gains (losses) recognized on free-standing derivatives (economic hedges):         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (1) $ (196) 53       Other (2)   42 11   Foreign exchange contracts (2)   (85) (264)   Credit contracts (2)   (5) (5)         Subtotal   (244) (205) Net gains (losses) recognized on customer accommodation, trading and other free-standing derivatives:         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (3)   1,071 400       Other (4)   240 196   Commodity contracts (4)   (23) (15)   Equity contracts (4)   (285) (162)   Foreign exchange contracts (4)   129 182   Credit contracts (4)   59 (47)   Other (4)   (1) 7         Subtotal   1,190 561 Net gains recognized related to derivatives not designated as hedging instruments $ 946 356                   Predominantly mortgage banking noninterest income including gains (losses) on the derivatives used as economic hedges of MSRs measured at fair value, interest rate lock commitments and mortgages held for sale. Predominantly included in other noninterest income. Predominantly mortgage banking noninterest income including gains (losses) on interest rate lock commitments. Predominantly included in net gains from trading activities in noninterest income.
Details of Sold and Purchased Credit Derivatives	Notional amount                   Protection   Protection                       sold -   purchased Net                     non-   with protection Other               Fair value Protection investment   identical sold protection Range of (in millions)   liability sold (A) grade underlyings (B) (A) - (B) purchased maturities March 31, 2012                   Credit default swaps on:                     Corporate bonds $ 561 22,189 12,459   12,565 9,624 8,500 2012-2021   Structured products   2,924 4,590 4,162   2,065 2,525 1,065 2016-2056 Credit protection on:                     Default swap index   31 3,368 927   2,821 547 980 2012-2017   Commercial mortgage-                       backed securities index   615 1,277 453   129 1,148 1,425 2049-2052   Asset-backed securities index   70 81 81   6 75 115 2037-2046 Loan deliverable credit default swaps   1 417 417   318 99 160 2012-2016 Other   7 3,831 3,320   215 3,616 4,058 2012-2056   Total credit derivatives $ 4,209 35,753 21,819   18,119 17,634 16,303                               December 31, 2011                   Credit default swaps on:                     Corporate bonds $ 1,002 24,634 14,043   13,329 11,305 9,404 2012-2021   Structured products   3,308 4,691 4,300   2,194 2,497 1,335 2016-2056 Credit protection on:                     Default swap index   68 3,006 843   2,341 665 912 2012-2017   Commercial mortgage-backed securities index   713 1,357 458   19 1,338 1,403 2049-2052   Asset-backed securities index   76 83 83   8 75 116 2037-2046 Loan deliverable credit default swaps   2 460 453   355 105 251 2012-2016 Other   9 4,172 3,637   126 4,046 4,422 2012-2056   Total credit derivatives $ 5,178 38,403 23,817   18,372 20,031 17,843

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Fair Values of Assets and Liabilities (Tables)	3 Months Ended
Mar. 31, 2012
Fair Values of Assets and Liabilities (Tables) [Abstract]
Fair Value, Measurements from Independent Brokers or Independent Third Party Pricing Services	Independent brokers   Third party pricing services (in millions)   Level 1 Level 2 Level 3   Level 1 Level 2 Level 3                               March 31, 2012                 Trading assets (excluding derivatives) $ - 285 7   1,209 1,345 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   1,080 3,598 -   Securities of U.S. states and political subdivisions   - 17 -   - 21,631 997   Mortgage-backed securities   - 369 45   - 126,554 187   Other debt securities   - 347 8,469   - 27,202 380     Total debt securities   - 733 8,514   1,080 178,985 1,564     Total marketable equity securities   - - -   37 631 -       Total securities available for sale   - 733 8,514   1,117 179,616 1,564 Derivatives (trading and other assets)   - 12 46   - 709 1 Loans held for sale   - - -   - 1 - Derivatives (liabilities)   - 10 27   - 681 - Other liabilities   - 22 -   - 208 2                                                             December 31, 2011                 Trading assets (excluding derivatives) $ - 446 7   1,086 1,564 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   868 5,748 -   Securities of U.S. states and political subdivisions   - 16 -   - 21,014 -   Mortgage-backed securities   - 2,342 43   - 118,107 186   Other debt securities   - 1,091 8,163   - 26,222 145     Total debt securities   - 3,449 8,206   868 171,091 331     Total marketable equity securities   - - -   33 665 3       Total securities available for sale   - 3,449 8,206   901 171,756 334 Derivatives (trading and other assets)   - 17 44   - 834 - Loans held for sale   - - -   - 1 - Derivatives (liabilities)   - 11 43   - 850 - Other liabilities   - 22 -   6 249 -
Assets and Liabilities Recorded at Fair Value on a Recurring Basis	(in millions)   Level 1 Level 2 Level 3 Netting   Total March 31, 2012               Trading assets (excluding derivatives)                 Securities of U.S. Treasury and federal agencies $ 5,208 3,598 - -   8,806   Securities of U.S. states and political subdivisions   - 4,063 103 -   4,166   Collateralized debt obligations (1)   - - 1,539 -   1,539   Corporate debt securities   - 7,532 132 -   7,664   Mortgage-backed securities   - 27,879 54 -   27,933   Asset-backed securities   - 856 164 -   1,020   Equity securities   2,951 323 3 -   3,277     Total trading securities   8,159 44,251 1,995 -   54,405   Other trading assets   2,052 43 108 -   2,203       Total trading assets (excluding derivatives)   10,211 44,294 2,103 -   56,608 Securities of U.S. Treasury and federal agencies   1,081 3,597 - -   4,678 Securities of U.S. states and political subdivisions   - 21,723 12,514 -   34,237 Mortgage-backed securities:                 Federal agencies   - 102,665 - -   102,665   Residential   - 17,771 58 -   17,829   Commercial   - 18,425 232 -   18,657     Total mortgage-backed securities   - 138,861 290 -   139,151 Corporate debt securities   297 19,568 308 -   20,173 Collateralized debt obligations (2)   - - 9,163 -   9,163 Asset-backed securities:                 Auto loans and leases   - 62 6,913 -   6,975   Home equity loans   - 698 257 -   955   Other asset-backed securities   - 7,937 2,869 -   10,806     Total asset-backed securities   - 8,697 10,039 -   18,736 Other debt securities   - 975 - -   975       Total debt securities   1,378 193,421 32,314 -   227,113 Marketable equity securities:                 Perpetual preferred securities (3)   607 625 1,173 -   2,405   Other marketable equity securities   693 52 3 -   748       Total marketable equity securities   1,300 677 1,176 -   3,153         Total securities available for sale   2,678 194,098 33,490 -   230,266 Mortgages held for sale   - 35,853 3,330 -   39,183 Loans held for sale   - 796 - -   796 Loans   - 6,012 25 -   6,037 Mortgage servicing rights (residential)   - - 13,578 -   13,578 Derivative assets:                 Interest rate contracts   - 80,738 806 -   81,544   Commodity contracts   - 4,712 16 -   4,728   Equity contracts   624 2,721 736 -   4,081   Foreign exchange contracts   32 4,799 24 -   4,855   Credit contracts   - 1,697 1,213 -   2,910   Other derivative contracts   - - 1 -   1     Netting   - - - (73,643) (4) (73,643)       Total derivative assets (5)   656 94,667 2,796 (73,643)   24,476 Other assets   94 141 228 -   463           Total assets recorded at fair value $ 13,639 375,861 55,550 (73,643)   371,407 Derivative liabilities:                 Interest rate contracts $ (3) (78,255) (471) -   (78,729)   Commodity contracts   - (4,557) (30) -   (4,587)   Equity contracts   (267) (2,964) (916) -   (4,147)   Foreign exchange contracts   (28) (2,962) (8) -   (2,998)   Credit contracts   - (1,606) (2,966) -   (4,572)   Other derivative contracts   - - (67) -   (67)     Netting   - - - 81,198 (4) 81,198       Total derivative liabilities (6)   (298) (90,344) (4,458) 81,198   (13,902) Short sale liabilities:                 Securities of U.S. Treasury and federal agencies   (3,958) (772) - -   (4,730)   Securities of U.S. states and political subdivisions   - (16) - -   (16)   Corporate debt securities   - (4,445) - -   (4,445)   Equity securities   (1,173) (99) - -   (1,272)   Other securities   - (58) - -   (58)     Total short sale liabilities   (5,131) (5,390) - -   (10,521) Other liabilities   - (40) (42) -   (82)           Total liabilities recorded at fair value $ (5,429) (95,774) (4,500) 81,198   (24,505)                             Includes collateralized loan obligations of $587 million that are classified as trading assets. Includes collateralized loan obligations of $8.6 billion that are classified as securities available for sale. Perpetual preferred securities are primarily ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets. Derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading liabilities.     (continued on following page)   (continued from previous page)                                                                                               (in millions)   Level 1 Level 2 Level 3 Netting   Total December 31, 2011               Trading assets (excluding derivatives)                 Securities of U.S. Treasury and federal agencies $ 3,342 3,638 - -   6,980   Securities of U.S. states and political subdivisions   - 2,438 53 -   2,491   Collateralized debt obligations (1)   - - 1,582 -   1,582   Corporate debt securities   - 6,479 97 -   6,576   Mortgage-backed securities   - 34,959 108 -   35,067   Asset-backed securities   - 1,093 190 -   1,283   Equity securities   1,682 172 4 -   1,858     Total trading securities   5,024 48,779 2,034 -   55,837   Other trading assets   1,847 68 115 -   2,030       Total trading assets (excluding derivatives)   6,871 48,847 2,149 -   57,867 Securities of U.S. Treasury and federal agencies   869 6,099 - -   6,968 Securities of U.S. states and political subdivisions   - 21,077 11,516 -   32,593 Mortgage-backed securities:                 Federal agencies   - 96,754 - -   96,754   Residential   - 17,775 61 -   17,836   Commercial   - 17,918 232 -   18,150     Total mortgage-backed securities   - 132,447 293 -   132,740 Corporate debt securities   317 17,792 295 -   18,404 Collateralized debt obligations (2)   - - 8,599 -   8,599 Asset-backed securities:                 Auto loans and leases   - 86 6,641 -   6,727   Home equity loans   - 650 282 -   932   Other asset-backed securities   - 8,326 2,863 -   11,189     Total asset-backed securities   - 9,062 9,786 -   18,848 Other debt securities   - 1,044 - -   1,044       Total debt securities   1,186 187,521 30,489 -   219,196 Marketable equity securities:                 Perpetual preferred securities (3)   552 631 1,344 -   2,527   Other marketable equity securities   814 53 23 -   890       Total marketable equity securities   1,366 684 1,367 -   3,417         Total securities available for sale   2,552 188,205 31,856 -   222,613 Mortgages held for sale   - 41,381 3,410 -   44,791 Loans held for sale   - 1,176 - -   1,176 Loans   - 5,893 23 -   5,916 Mortgage servicing rights (residential)   - - 12,603 -   12,603 Derivative assets:                 Interest rate contracts   - 91,022 1,055 -   92,077   Commodity contracts   - 4,351 - -   4,351   Equity contracts   471 2,737 560 -   3,768   Foreign exchange contracts   35 4,873 16 -   4,924   Credit contracts   - 2,219 1,357 -   3,576   Other derivative contracts   - - - -   -     Netting   - - - (81,143) (4) (81,143)       Total derivative assets (5)   506 105,202 2,988 (81,143)   27,553 Other assets   88 135 244 -   467           Total assets recorded at fair value $ 10,017 390,839 53,273 (81,143)   372,986 Derivative liabilities:                 Interest rate contracts $ (4) (88,164) (446) -   (88,614)   Commodity contracts   - (4,234) - -   (4,234)   Equity contracts   (229) (2,797) (635) -   (3,661)   Foreign exchange contracts   (31) (3,324) (23) -   (3,378)   Credit contracts   - (2,099) (3,355) -   (5,454)   Other derivative contracts   - - (117) -   (117)     Netting   - - - 89,990 (4) 89,990       Total derivative liabilities (6)   (264) (100,618) (4,576) 89,990   (15,468) Short sale liabilities:                 Securities of U.S. Treasury and federal agencies   (3,820) (919) - -   (4,739)   Securities of U.S. states and political subdivisions   - (2) - -   (2)   Corporate debt securities   - (4,112) - -   (4,112)   Equity securities   (944) (298) - -   (1,242)   Other securities   - (737) - -   (737)     Total short sale liabilities   (4,764) (6,068) - -   (10,832) Other liabilities   - (98) (44) -   (142)           Total liabilities recorded at fair value $ (5,028) (106,784) (4,620) 89,990   (26,442)                             Includes collateralized loan obligations of $583 million that are classified as trading assets. Includes collateralized loan obligations of $8.1 billion that are classified as securities available for sale. Perpetual preferred securities are primarily ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets. Derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading liabilities.
Fair Value, Transfers Between Fair Value Levels	Transfers Between Fair Value Levels         Level 1   Level 2   Level 3 (1)   (in millions)   In Out   In Out   In Out Total Quarter ended March 31, 2012                     Trading securities $ - -   10 (14)   14 (10) - Securities available for sale   - -   93 (43)   43 (93) - Mortgages held for sale   - -   86 (87)   87 (86) - Net derivative assets and liabilities   - -   12 8   (8) (12) -   Total transfers $ - -   201 (136)   136 (201) -                         All transfers in and out of Level 3 are disclosed within the recurring level 3 rollforward table in this Note.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Level 3 Reconciliation	Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in net                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 53 - - 50 - - 103 -     Collateralized debt obligations   1,582 17 - (60) - - 1,539 (12)     Corporate debt securities   97 - - 35 - - 132 (2)     Mortgage-backed securities   108 (1) - (43) - (10) 54 (3)     Asset-backed securities   190 11 - (51) 14 - 164 4     Equity securities   4 - - (1) - - 3 -       Total trading securities   2,034 27 - (70) 14 (10) 1,995 (13)   Other trading assets   115 (7) - - - - 108 -         Total trading assets                             (excluding derivatives)   2,149 20 - (70) 14 (10) 2,103 (13) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   11,516 (4) 164 838 - - 12,514 (6)     Mortgage-backed securities:                         Residential   61 - 1 (1) 27 (30) 58 -       Commercial   232 (15) 22 (7) - - 232 -         Total mortgage-backed                             securities   293 (15) 23 (8) 27 (30) 290 -     Corporate debt securities   295 5 11 (4) 1 - 308 -     Collateralized debt obligations   8,599 57 183 324 - - 9,163 -     Asset-backed securities:                         Auto loans and leases   6,641 1 20 251 - - 6,913 -       Home equity loans   282 7 18 (1) 14 (63) 257 -       Other asset-backed securities   2,863 3 57 (55) 1 - 2,869 -         Total asset-backed securities   9,786 11 95 195 15 (63) 10,039 -           Total debt securities   30,489 54 476 1,345 43 (93) 32,314 (6) (4)   Marketable equity securities:                         Perpetual preferred securities   1,344 31 8 (210) - - 1,173 -       Other marketable equity securities   23 - (15) (5) - - 3 -           Total marketable                               equity securities   1,367 31 (7) (215) - - 1,176 - (5)           Total securities                                 available for sale   31,856 85 469 1,130 43 (93) 33,490 (6)   Mortgages held for sale   3,410 (35) - (46) 87 (86) 3,330 (36) (6) Loans   23 - - 2 - - 25 - (6) Mortgage servicing rights   12,603 (801) - 1,776 - - 13,578 (158) (6) Net derivative assets and liabilities:                       Interest rate contracts   609 1,158 - (1,432) - - 335 199     Commodity contracts   - 1 - (7) (8) - (14) (7)     Equity contracts   (75) (95) - 3 - (13) (180) (88)     Foreign exchange contracts   (7) 27 - (5) - 1 16 24     Credit contracts   (1,998) 171 - 74 - - (1,753) 233     Other derivative contracts   (117) 51 - - - - (66) -       Total derivative contracts   (1,588) 1,313 - (1,367) (8) (12) (1,662) 361 (7) Other assets   244 (3) - (13) - - 228 (11) (3) Other liabilities (excluding derivatives)   (44) 1 - 1 - - (42) - (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement.                                                                                                   Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in net                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2011                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 5 2 - 85 38 - 130 1     Collateralized debt obligations   1,915 13 - (17) - (1) 1,910 (10)     Corporate debt securities   166 (2) - (67) - - 97 -     Mortgage-backed securities   117 5 - 18 4 - 144 (3)     Asset-backed securities   366 9 - (13) - (110) 252 9     Equity securities   34 (1) - (2) 1 - 32 (2)       Total trading securities   2,603 26 - 4 43 (111) 2,565 (5)   Other trading assets   136 6 - 2 - - 144 17         Total trading assets                             (excluding derivatives)   2,739 32 - 6 43 (111) 2,709 12 (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   4,564 2 69 395 - - 5,030 3     Mortgage-backed securities:                         Residential   20 - (1) 2 6 (17) 10 (1)       Commercial   217 (8) 70 2 - - 281 (4)         Total mortgage-backed                             securities   237 (8) 69 4 6 (17) 291 (5)     Corporate debt securities   433 2 9 49 1 - 494 -     Collateralized debt obligations   4,778 53 153 632 - - 5,616 -     Asset-backed securities:                         Auto loans and leases   6,133 1 (39) (1,851) - - 4,244 -       Home equity loans   112 2 1 (1) 10 (26) 98 (1)       Other asset-backed securities   3,150 (5) 55 162 49 - 3,411 -         Total asset-backed securities   9,395 (2) 17 (1,690) 59 (26) 7,753 (1)     Other debt securities   85 - - (85) - - - -           Total debt securities   19,492 47 317 (695) 66 (43) 19,184 (3) (4)   Marketable equity securities:                         Perpetual preferred securities   2,434 68 6 (519) - - 1,989 -       Other marketable equity securities   32 - - 3 - - 35 -           Total marketable                               equity securities   2,466 68 6 (516) - - 2,024 - (5)           Total securities                                 available for sale   21,958 115 323 (1,211) 66 (43) 21,208 (3)   Mortgages held for sale   3,305 (32) - 42 72 (73) 3,314 (32) (6) Loans   309 10 - (221) - - 98 10 (6) Mortgage servicing rights   14,467 (81) - 1,262 - - 15,648 499 (6) Net derivative assets and liabilities:                       Interest rate contracts   77 406 - (185) 1 - 299 (9)     Commodity contracts   (1) - - 1 (3) - (3) -     Equity contracts   (225) - - 6 - (6) (225) 29     Foreign exchange contracts   9 21 - (7) - - 23 11     Credit contracts   (1,017) (86) - (48) - - (1,151) (133)     Other derivative contracts   (35) 17 - - - - (18) -       Total derivative contracts   (1,192) 358 - (233) (2) (6) (1,075) (102) (7) Other assets   314 2 - (5) - - 311 4 (3) Short sale liabilities                       (corporate debt securities)   - 1 - (107) - - (106) - (3) Other liabilities (excluding derivatives) (7)   (344) (9) - 217 - - (136) (10) (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Level 3 Reconciliation Detail	(in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 59 (9) - - 50   Collateralized debt obligations   190 (250) - - (60)   Corporate debt securities   81 (46) - - 35   Mortgage-backed securities   3 (46) - - (43)   Asset-backed securities   72 (111) - (12) (51)   Equity securities   - (1) - - (1)     Total trading securities   405 (463) - (12) (70) Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   405 (463) - (12) (70) Securities available for sale:               Securities of U.S. states and                 political subdivisions   582 - 588 (332) 838   Mortgage-backed securities:                 Residential   - - - (1) (1)     Commercial   - - - (7) (7)       Total mortgage-backed                     securities   - - - (8) (8)   Corporate debt securities   - - - (4) (4)   Collateralized debt obligations   550 - - (226) 324   Asset-backed securities:                 Auto loans and leases   1,835 - 163 (1,747) 251     Home equity loans   - - - (1) (1)     Other asset-backed securities   399 (26) 335 (763) (55)       Total asset-backed securities   2,234 (26) 498 (2,511) 195         Total debt securities   3,366 (26) 1,086 (3,081) 1,345   Marketable equity securities:                 Perpetual preferred securities   - - - (210) (210)     Other marketable equity securities   - (4) - (1) (5)         Total marketable                       equity securities   - (4) - (211) (215)           Total securities                         available for sale   3,366 (30) 1,086 (3,292) 1,130 Mortgages held for sale   111 - - (157) (46) Loans   2 - - - 2 Mortgage servicing rights   - - 1,776 - 1,776 Net derivative assets and liabilities:               Interest rate contracts   - (1) - (1,431) (1,432)   Commodity contracts   5 (7) - (5) (7)   Equity contracts   115 (165) - 53 3   Foreign exchange contracts   - - - (5) (5)   Credit contracts   1 (1) - 74 74     Total derivative contracts   121 (174) - (1,314) (1,367) Other assets   3 - - (16) (13) Other liabilities (excluding derivatives)   (1) 2 - - 1                                                                                                                                 (in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2011             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 97 (12) - - 85   Collateralized debt obligations   365 (366) - (16) (17)   Corporate debt securities   13 (80) - - (67)   Mortgage-backed securities   345 (327) - - 18   Asset-backed securities   245 (243) - (15) (13)   Equity securities   5 (7) - - (2)     Total trading securities   1,070 (1,035) - (31) 4 Other trading assets   2 - - - 2       Total trading assets                     (excluding derivatives)   1,072 (1,035) - (31) 6 Securities available for sale:               Securities of U.S. states and                 political subdivisions   557 6 - (168) 395   Mortgage-backed securities:                 Residential   4 - - (2) 2     Commercial   4 - - (2) 2       Total mortgage-backed                     securities   8 - - (4) 4   Corporate debt securities   95 - - (46) 49   Collateralized debt obligations   865 (20) - (213) 632   Asset-backed securities:                 Auto loans and leases   366 - - (2,217) (1,851)     Home equity loans   - - - (1) (1)     Other asset-backed securities   797 (17) - (618) 162       Total asset-backed securities   1,163 (17) - (2,836) (1,690)   Other debt securities   - (85) - - (85)         Total debt securities   2,688 (116) - (3,267) (695)   Marketable equity securities:                 Perpetual preferred securities   1 - - (520) (519)     Other marketable equity securities   3 - - - 3         Total marketable                       equity securities   4 - - (520) (516)           Total securities                         available for sale   2,692 (116) - (3,787) (1,211) Mortgages held for sale   219 - - (177) 42 Loans   - (210) - (11) (221) Mortgage servicing rights   - - 1,262 - 1,262 Net derivative assets and liabilities:               Interest rate contracts   - 1 - (186) (185)   Commodity contracts   - - - 1 1   Equity contracts   49 (124) - 81 6   Foreign exchange contracts   2 (2) - (7) (7)   Credit contracts   1 (1) - (48) (48)   Other derivative contracts   - - - - -     Total derivative contracts   52 (126) - (159) (233) Other assets   - (1) - (4) (5) Short sale liabilities               (corporate debt securities)   (114) 7 - - (107) Other liabilities (excluding derivatives)   - - - 217 217
Fair Value, Assets and Liabilities Measured on Recurring Basis, Quantative Information about Valuation Techniques and Unobservable Inputs	Fair Value     Significant Range of   Weighted ($ in millions, except cost to service amounts) Level 3   Valuation Technique(s) Unobservable Input Inputs   Average (1) March 31, 2012                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                         other revenue bonds $ 10,945   Discounted cash flow Discount rate 0.4 - 4.2 % 1.3             997   Vendor priced                 Auction rate securities   675   Discounted cash flow Discount rate 3.3 - 14.3   5.3                   Weighted average life 3.0 - 14.6 yrs 3.9   Collateralized debt obligations (2)   2,198   Market comparable pricing Comparability adjustment (25.0) - 22.0 % (0.4)             8,504   Vendor priced               Asset-backed securities:                         Auto loans and leases   6,913   Discounted cash flow Default rate 1.2 - 10.5   3.8                   Discount rate 0.5 - 2.1   1.3                   Loss severity 50.0 - 66.7   53.5                   Prepayment rate 0.4 - 1.3   0.7     Other asset-backed securities:                           Dealer floor plan   589   Discounted cash flow Discount rate 1.1 - 1.3   1.2       Other commercial and consumer   2,115 (3) Discounted cash flow Discount rate 0.8 - 20.0   4.3                   Weighted average life 0.4 - 9.8 yrs 3.7             329   Vendor priced               Marketable equity securities: perpetual                       preferred   1,173 (4) Discounted cash flow Discount rate 5.4 - 8.3 % 6.3                 Weighted average life 1.0 - 10.0 yrs 4.5 Mortgages held for sale (residential)   3,330   Discounted cash flow Default rate 2.2 - 19.7 % 10.8                   Discount rate 3.8 - 7.3   5.5                   Loss severity 1.0 - 40.3   29.3                   Prepayment rate 1.0 - 15.6   6.8 Mortgage servicing rights (residential)   13,578   Discounted cash flow Cost to service per loan (5) $ 82 - 926   210                   Discount rate 6.7 - 10.8 % 7.5                   Prepayment rate (6) 7.1 - 23.1   14.5 Net derivative assets and (liabilities):                       Interest rate contracts   119   Discounted cash flow Default rate 0.0 - 14.3   4.9                   Loss severity 32.3 - 89.4   52.3                   Prepayment rate 7.3 - 22.9   15.3   Interest rate contracts: derivative loan                       commitments   216   Discounted cash flow Fall-out factor 1.0 - 99.0   22.4               Initial Value-Servicing (3.7) - 114.4 bps 68.7   Equity contracts   (180)   Option model Correlation factor 40.3 - 84.3 % 67.7                   Volatility factor 12.0 - 55.0   28.4   Credit contracts   (1,783)   Market comparable pricing Comparability adjustment (38.9) - 39.3   0.1             10   Option model Credit spread 0.0 - 15.3   2.6             Loss severity 10.0 - 60.0   41.4             20   Vendor priced             Insignificant Level 3 assets,                     net of liabilities   1,302 (7)                   Total level 3 assets, net of liabilities $ 51,050 (8)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $9.2 billion of collateralized loan obligations. Consists primarily of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. Consists of auction rate preferred equity securities with no maturity date that are callable by the issuer. The high end of the range of inputs is for servicing modified loans. For non modified loans the range is $82 - $469. Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, asset-backed securities backed by home equity loans, other marketable equity securities, loans, other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts and other derivative contracts. Consists of total Level 3 assets of $55.6 billion and total Level 3 liabilities of $4.5 billion, before netting of derivative balances.
Fair Value, Assets Recorded at Fair Value on a Nonrecurring Basis	March 31, 2012   December 31, 2011 (in millions)     Level 1 Level 2 Level 3 Total   Level 1 Level 2 Level 3 Total Mortgages held for sale (LOCOM) (1) $ - 1,315 1,194 2,509   - 1,019 1,166 2,185 Loans held for sale   - 49 - 49   - 86 - 86 Loans:                       Commercial   - 647 - 647   - 1,501 13 1,514   Consumer   - 1,924 1 1,925   - 4,163 4 4,167     Total loans (2)   - 2,571 1 2,572   - 5,664 17 5,681 Mortgage servicing rights (amortized)   - - - -   - - 293 293 Other assets (3)   - 528 20 548   - 537 67 604                                                                     Predominantly real estate 1-4 family first mortgage loans measured at LOCOM. Represents carrying value of loans for which adjustments are based on the appraised value of the collateral. Includes the fair value of foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets.
Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis	Quarter ended March 31, (in millions)   2012   2011 Mortgages held for sale (LOCOM) $ 48   (26) Loans held for sale   (1)   2 Loans:           Commercial   (301)   (240)   Consumer   (1,203)   (1,752)     Total loans (1)   (1,504)   (1,992) Mortgage servicing rights (amortized)   -   (6) Other assets (2)   (140)   (116)       Total $ (1,597)   (2,138)                       Represents write-downs of loans based on the appraised value of the collateral. Includes the losses on foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets.
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis, Quantative Information about Valuation Techniques and Unobservable Inputs	Fair value     Significant   Range   Weighted   ($ in millions)   Level 3   Valuation technique(s) (1) unobservable input (1)   of inputs   average (2)   March 31, 2012                         Residential mortgages held for sale                           (LOCOM) $ 1,163 (3) Discounted cash flow Default rate (4) 8.5 - 46.6 % 24.0 %                       Discount rate   4.5 - 12.8   10.8                         Loss severity   2.6 - 37.5   6.2               Prepayment rate (5) 1.0 - 100.0   68.9   Insignificant level 3 assets   52                       Total $ 1,215                                                           Refer to the narrative following the recurring quantitative Level 3 table of this Note for a definition of the valuation technique(s) and significant unobservable inputs. Weighted averages are calculated using outstanding unpaid principal balance of the loans. Consists of approximately $1.1 billion government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization and $112 million of other mortgage loans which are not government insured/guaranteed. Applies only to non-government insured/guaranteed loans. Includes the impact on prepayment rate of expected defaults for the government insured/guaranteed loans, which impacts the frequency and timing of early resolution of loans.
Fair Value Investments in Entites that Calculate Net Asset Value Per Share	Redemption                 Fair Unfunded Redemption notice (in millions)   value commitments frequency period March 31, 2012           Offshore funds $ 329 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   21 - Daily - Annually 5 - 95 days Private equity funds   914 232 N/A N/A Venture capital funds   84 25 N/A N/A   Total $ 1,349 257     December 31, 2011           Offshore funds $ 352 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   22 - Daily - Annually 5 - 95 days Private equity funds   976 240 N/A N/A Venture capital funds   83 28 N/A N/A   Total $ 1,434 268                             N/A - Not applicable
Fair Value Option, Carrying Amount	March 31, 2012   December 31, 2011               Fair value       Fair value               carrying       carrying               amount       amount               less       less         Fair value Aggregate aggregate   Fair value Aggregate aggregate           carrying unpaid unpaid   carrying unpaid unpaid   (in millions)   amount principal principal   amount principal principal   Mortgages held for sale:                     Total loans $ 39,183 38,664 519 (1) 44,791 43,687 1,104 (1)   Nonaccrual loans   253 587 (334)   265 584 (319)     Loans 90 days or more past due and still accruing   41 49 (8)   44 56 (12)   Loans held for sale:                     Total loans   796 838 (42)   1,176 1,216 (40)     Nonaccrual loans   9 24 (15)   25 39 (14)   Loans:                     Total loans   6,037 5,520 517   5,916 5,441 475     Nonaccrual loans   53 50 3   32 32 -                                                   The difference between fair value carrying amount and aggregate unpaid principal includes changes in fair value recorded at and subsequent to funding, gains and losses on the related loan commitment prior to funding, and premiums on acquired loans.
Fair Value Option, Gains and Losses	2012   2011       Net gains       Net gains       Mortgage (losses)     Mortgage (losses)       banking from Other   banking from Other     noninterest trading noninterest   noninterest trading noninterest   (in millions)   income activities income   income activities income   Quarter ended March 31,                   Mortgages held for sale $ 1,795 - 1   658 - 0   Loans held for sale   - - 13   - - 9   Loans   - - 42   10 - -   Long-term debt   - - -   (10) - -   Other interests held   - (9) 23   - - 10
Fair Value Option, Instrument Specific Credit Risk	Quarter ended March 31, (in millions)   2012 2011 Gains (losses) attributable to         instrument-specific credit risk:         Mortgages held for sale $ (39) (59)   Loans held for sale   13 9     Total $ (26) (50)
Fair Value, Estimated for Financial Instruments Not Carried at Fair Value	March 31, 2012   December 31, 2011             Estimated fair value         (in millions)   Carrying amount Level 1 Level 2 Level 3 Total   Carrying amount Estimated fair value   Financial assets                       Cash and due from banks (1) $ 17,000 17,000 - - 17,000   19,440 19,440     Federal funds sold, securities purchased                       under resale agreements and                       other short-term investments (1) 74,143 - 74,143 - 74,143   44,367 44,367     Mortgages held for sale (2)   4,266 - 1,044 3,268 4,312   3,566 3,566     Loans held for sale (2)   162 - 157 10 167   162 176     Loans, net (3)   728,575 - 54,386 672,005 726,391   731,308 723,867     Nonmarketable equity investments (cost method) 8,162 - 4 8,596 8,600   8,061 8,490   Financial liabilities                       Deposits   930,267 - 856,769 74,969 931,738   920,070 921,803     Short-term borrowings (1)   50,964 - 50,964 - 50,964   49,091 49,091     Long-term debt (4)   129,649 - - 132,353 132,353   125,238 126,484                                                       Amounts consist of financial instruments in which carrying value approximates fair value. Balance reflects MHFS and LHFS, as applicable, other than those MHFS and LHFS for which election of the fair value option was made. Loans exclude balances for which the fair value option was elected. Loans exclude lease financing with a carrying amount of $13.1 billion at both March 31, 2012 and December 31, 2011, respectively. The carrying amount and fair value exclude obligations under capital leases of $103 million and $116 million at March 31, 2012 and December 31, 2011, respectively.

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Preferred Stock (Tables)	3 Months Ended
Mar. 31, 2012
Preferred Stock (Tables) [Abstract]
Detail of Preferred Stock	March 31, 2012 and December 31, 2011                   Liquidation Shares                   preference authorized     per share and designated DEP Shares       Dividend Equalization Preferred Shares $ 10 97,000 Series G       7.25% Class A Preferred Stock   15,000 50,000 Series H       Floating Class A Preferred Stock   20,000 50,000 Series I       5.80% Fixed to Floating Class A         Preferred Stock   100,000 25,010 Series J       8.00% Non-Cumulative Perpetual         Class A Preferred Stock   1,000 2,300,000 Series K       7.98% Fixed-to-Floating Non-Cumulative         Perpetual Class A Preferred Stock   1,000 3,500,000 Series L       7.50% Non-Cumulative Perpetual         Convertible Class A Preferred Stock   1,000 4,025,000   Total     10,047,010                                                                                                                                       March 31, 2012 and December 31, 2011                           Shares                     issued and     Carrying   (in millions, except shares)           outstanding   Par value value Discount DEP Shares                       Dividend Equalization Preferred Shares             96,546 $ - - - Series I (1)                       5.80% Fixed to Floating Class A Preferred Stock             25,010   2,501 2,501 - Series J (1)                       8.00% Non-Cumulative Perpetual Class A                         Preferred Stock             2,150,375   2,150 1,995 155 Series K (1)                       7.98% Fixed-to-Floating Non-Cumulative                         Perpetual Class A Preferred Stock             3,352,000   3,352 2,876 476 Series L (1)                       7.50% Non-Cumulative Perpetual                         Convertible Class A Preferred Stock             3,968,000   3,968 3,200 768   Total             9,591,931 $ 11,971 10,572 1,399                                                                         Preferred shares qualify as Tier 1 capital.
Detail of Employee Stock Ownership Plan Preferred Stock	Shares issued and outstanding     Carrying value   Adjustable               March 31, December 31,     March 31, December 31,   dividend rate (in millions, except shares) 2012 2011     2012   2011   Minimum Maximum ESOP Preferred Stock                       $1,000 liquidation preference per share                         2012         670,306 -   $ 670   -   10.00 % 11.00   2011         370,280 370,280     370   370   9.00   10.00   2010           231,361 231,361     232   232   9.50   10.50   2008           89,154 89,154     89   89   10.50   11.50   2007           68,414 68,414     69   69   10.75   11.75   2006           46,112 46,112     46   46   10.75   11.75   2005           30,092 30,092     30   30   9.75   10.75   2004           17,115 17,115     17   17   8.50   9.50   2003           6,231 6,231     6   6   8.50   9.50 Total ESOP Preferred Stock (1) 1,529,065 858,759   $ 1,529   859         Unearned ESOP shares (2)       $ (1,659)   (926)                                                                                 At March 31, 2012, and December 31, 2011, additional paid-in capital included $130 million and $67 million, respectively, related to preferred stock.        We recorded a corresponding charge to unearned ESOP shares in connection with the issuance of the ESOP Preferred Stock. The unearned ESOP shares are reduced as shares of the ESOP Preferred Stock are committed to be released.

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Employee Benefits (Tables)	3 Months Ended
Mar. 31, 2012
Employee Benefits and Other Expenses (Tables) [Abstract]
Components of Net Periodic Benefit Cost	2012   2011             Pension benefits     Pension benefits                 Non- Other     Non- Other (in millions) Qualified qualified benefits   Qualified qualified benefits Quarter ended March 31,         Service cost $ - - 3   1 - 3 Interest cost   128 8 15   130 9 18 Expected return on plan assets   (162) - (9)   (189) - (10) Amortization of net actuarial loss   33 3 -   21 2 - Amortization of prior service credit   - - (1)   - - (1) Settlement   1 - -   2 - -   Net periodic benefit cost (income) $ - 11 8   (35) 11 10

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Earnings Per Common Share (Tables)	3 Months Ended
Mar. 31, 2012
Earnings Per Common Share (Tables) [Abstract]
Earnings Per Common Share	Quarter ended March 31, (in millions, except per share amounts)   2012 2011 Wells Fargo net income $ 4,248 3,759 Less: Preferred stock dividends and other (1)   226 189 Wells Fargo net income applicable to common stock (numerator) $ 4,022 3,570 Earnings per common share       Average common shares outstanding (denominator)   5,282.6 5,278.8 Per share $ 0.76 0.68 Diluted earnings per common share       Average common shares outstanding   5,282.6 5,278.8 Add: Stock options   24.9 37.8     Restricted share rights   30.3 16.5 Diluted average common shares outstanding (denominator)   5,337.8 5,333.1 Per share $ 0.75 0.67                   Includes $219 million and $184 million of preferred stock dividends for first quarter 2012 and 2011, respectively.
Antidilutive Warrants And Options Outstanding	Weighted-average shares   Quarter ended March 31, (in millions) 2012 2011 Options 135.5 69.0 Warrants 39.2 39.4

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Other Comprehensive Income (Tables)	3 Months Ended
Mar. 31, 2012
Other Comprehensive Income Tables [Abstract]
Components of other comprehensive income and related tax effects	Quarter ended March 31,               2012   2011               Before Tax   Net of   Before Tax Net of (in millions)   tax effect   tax   tax effect tax Translation adjustments $ 10 (4)   6   24 (9) 15 Securities available for sale:                     Net unrealized gains arising during the period   1,874 (704)   1,170   498 (182) 316   Reclassification of (gains) losses included in net income   (226) 80   (146)   51 (19) 32 Net unrealized gains arising during the period   1,648 (624)   1,024   549 (201) 348 Derivatives and hedging activities:                     Net unrealized gains (losses) arising during the period   42 (12)   30   (4) 1 (3)   Reclassification of net gains on cash flow hedges                       included in net income   (107) 40   (67)   (156) 60 (96) Net unrealized losses arising during the period   (65) 28   (37)   (160) 61 (99) Defined benefit plans adjustment:                     Net actuarial losses arising during the period   (5) 2   (3)   (1) - (1)   Amortization of net actuarial loss and prior service cost                       included in net income   36 (13)   23   24 (8) 16 Net gains arising during the period   31 (11)   20   23 (8) 15 Other comprehensive income $ 1,624 (611)   1,013   436 (157) 279 Less: Other comprehensive income from noncontrolling                       interests, net of tax         4       (4)       Wells Fargo other comprehensive income, net of tax       $ 1,009       283
Cumulative other comprehensive income	Cumulative                 Derivatives   Defined   other             Securities   and   benefit   compre-         Translation   available   hedging   pension   hensive (in millions)   adjustments   for sale   activities   plans   income Balance, December 31, 2011 $ 90   4,413   490   (1,786)   3,207   Net change   6   1,024   (37)   20   1,013   Less: Other comprehensive income from                         noncontrolling interests   -   4   -   -   4 Balance, March 31, 2012 $ 96   5,433   453   (1,766)   4,216

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Operating Segment (Tables)	3 Months Ended
Mar. 31, 2012
Operating Segment (Tables) [Abstract]
Financial Information of Operating Segment	Wealth, Brokerage         Consolidated (income/expense in millions,   Community Banking   Wholesale Banking   and Retirement   Other (1)   Company average balances in billions)   2012 2011   2012 2011   2012 2011   2012 2011   2012 2011 Quarter ended March 31,                               Net interest income (2) $ 7,326 7,575   3,181 2,718   701 700   (320) (342)   10,888 10,651 Provision for credit losses   1,878 2,061   95 134   43 40   (21) (25)   1,995 2,210 Noninterest income   6,095 5,082   2,852 2,704   2,361 2,454   (560) (562)   10,748 9,678 Noninterest expense   7,825 7,622   3,054 2,789   2,547 2,557   (433) (235)   12,993 12,733 Income (loss) before income                                 tax expense (benefit)   3,718 2,974   2,884 2,499   472 557   (426) (644)   6,648 5,386 Income tax expense (benefit)   1,293 745   1,016 862   181 210   (162) (245)   2,328 1,572 Net income (loss) before                                 noncontrolling interests   2,425 2,229   1,868 1,637   291 347   (264) (399)   4,320 3,814 Less: Net income (loss) from                                 noncontrolling interests   77 49   - 2   (5) 4   - -   72 55 Net income (loss) (3) $ 2,348 2,180   1,868 1,635   296 343   (264) (399)   4,248 3,759 Average loans $ 486.1 508.4   268.6 234.7   42.5 42.7   (28.6) (31.7)   768.6 754.1 Average assets   738.3 756.7   467.8 398.8   161.9 150.7   (65.1) (65.0)   1,302.9 1,241.2 Average core deposits   575.2 548.1   220.9 184.8   135.6 125.4   (61.2) (61.5)   870.5 796.8                                                                             Includes Wachovia integration expenses and the elimination of items that are included in both Community Banking and Wealth, Brokerage and Retirement, largely representing services and products for wealth management customers provided in Community Banking stores. Net interest income is the difference between interest earned on assets and the cost of liabilities to fund those assets. Interest earned includes actual interest earned on segment assets and, if the segment has excess liabilities, interest credits for providing funding to other segments. The cost of liabilities includes interest expense on segment liabilities and, if the segment does not have enough liabilities to fund its assets, a funding charge based on the cost of excess liabilities from another segment. Represents segment net income (loss) for Community Banking; Wholesale Banking; and Wealth, Brokerage and Retirement segments and Wells Fargo net income for the consolidated company.

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Condensed Consolidating Financial Statements (Tables)	3 Months Ended
Mar. 31, 2012
Condensed Consolidating Financial Statements (Tables) [Abstract]
Condensed Consolidating Statement of Income	Condensed Consolidating Statement of Income                                                       Other                       consolidating   Consolidated (in millions)   Parent WFFI subsidiaries Eliminations Company Quarter ended March 31, 2012             Dividends from subsidiaries:               Bank $ 3,051 - - (3,051) -   Nonbank   377 - - (377) - Interest income from loans   - 483 8,780 (66) 9,197 Interest income from subsidiaries   232 - - (232) - Other interest income   57 15 2,986 - 3,058     Total interest income   3,717 498 11,766 (3,726) 12,255 Deposits   - - 457 - 457 Short-term borrowings   44 14 149 (191) 16 Long-term debt   505 113 319 (107) 830 Other interest expense   3 - 61 - 64     Total interest expense   552 127 986 (298) 1,367 Net interest income   3,165 371 10,780 (3,428) 10,888 Provision for credit losses   - 165 1,830 - 1,995 Net interest income after provision for credit losses   3,165 206 8,950 (3,428) 8,893 Noninterest income             Fee income – nonaffiliates   - 27 5,645 - 5,672 Other   (42) 26 5,255 (163) 5,076     Total noninterest income   (42) 53 10,900 (163) 10,748 Noninterest expense             Salaries and benefits   105 23 7,498 - 7,626 Other   86 105 5,339 (163) 5,367     Total noninterest expense   191 128 12,837 (163) 12,993 Income (loss) before income tax expense (benefit) and               equity in undistributed income of subsidiaries   2,932 131 7,013 (3,428) 6,648 Income tax expense (benefit)   (111) 45 2,394 - 2,328 Equity in undistributed income of subsidiaries   1,205 - - (1,205) - Net income (loss) before noncontrolling interests 4,248 86 4,619 (4,633) 4,320 Less: Net income from noncontrolling interests   - - 72 - 72 Parent, WFFI, Other and Wells Fargo net income (loss) $ 4,248 86 4,547 (4,633) 4,248                         Quarter ended March 31, 2011             Dividends from subsidiaries:               Bank $ 1,592 - - (1,592) -   Nonbank   - - - - - Interest income from loans   - 578 8,932 (123) 9,387 Interest income from subsidiaries   308 - - (308) - Other interest income   48 29 3,008 - 3,085     Total interest income   1,948 607 11,940 (2,023) 12,472 Deposits   - - 615 - 615 Short-term borrowings   105 15 187 (281) 26 Long-term debt   694 167 393 (150) 1,104 Other interest expense   1 - 75 - 76     Total interest expense   800 182 1,270 (431) 1,821 Net interest income   1,148 425 10,670 (1,592) 10,651 Provision for credit losses   - 247 1,963 - 2,210 Net interest income after provision for credit losses   1,148 178 8,707 (1,592) 8,441 Noninterest income             Fee income – nonaffiliates   - 28 5,846 - 5,874 Other   (3) 24 3,939 (156) 3,804     Total noninterest income   (3) 52 9,785 (156) 9,678 Noninterest expense             Salaries and benefits   190 27 6,976 - 7,193 Other   153 145 5,398 (156) 5,540     Total noninterest expense   343 172 12,374 (156) 12,733 Income (loss) before income tax expense (benefit) and               equity in undistributed income of subsidiaries   802 58 6,118 (1,592) 5,386 Income tax expense (benefit)   (434) 15 1,991 - 1,572 Equity in undistributed income of subsidiaries   2,523 - - (2,523) - Net income (loss) before noncontrolling interests 3,759 43 4,127 (4,115) 3,814 Less: Net income from noncontrolling interests   - - 55 - 55 Parent, WFFI, Other and Wells Fargo net income (loss) $ 3,759 43 4,072 (4,115) 3,759
Condensed Consolidating Statement of Comprehensive Income	Condensed Consolidating Statement of Comprehensive Income                                                       Other                       consolidating   Consolidated (in millions)   Parent WFFI subsidiaries Eliminations Company Quarter ended March 31, 2012             Parent, WFFI, Other and Wells Fargo net income (loss) $ 4,248 86 4,547 (4,633) 4,248 Other comprehensive income, net of tax:               Foreign currency translation adjustments   - 6 15 (15) 6   Securities available for sale   41 (6) 989 - 1,024   Derivatives and hedging activities   3 - (40) - (37)   Defined benefit plans adjustment   21 2 (3) - 20   Equity in other comprehensive income of subsidiaries   944 - - (944) - Other comprehensive income, net of tax:   1,009 2 961 (959) 1,013 Less: Other comprehensive income from noncontrolling interests   - - 4 - 4 Parent, WFFI, Other and Wells Fargo other comprehensvie income, net of tax   1,009 2 957 (959) 1,009                         Parent, WFFI, Other and Wells Fargo comprehensvie income   5,257 88 5,504 (5,592) 5,257 Comprehensive income from noncontrolling interests   - - 76 - 76 Total comprehensive income $ 5,257 88 5,580 (5,592) 5,333                         Quarter ended March 31, 2011             Parent, WFFI, Other and Wells Fargo net income (loss) $ 3,759 43 4,072 (4,115) 3,759 Other comprehensive income, net of tax:               Foreign currency translation adjustments   - 9 6 - 15   Securities available for sale   30 1 317 - 348   Derivatives and hedging activities   17 - (116) - (99)   Defined benefit plans adjustment   13 1 1 - 15   Equity in other comprehensive income of subsidiaries   223 - - (223) - Other comprehensive income, net of tax:   283 11 208 (223) 279 Less: Other comprehensive income from noncontrolling interests   - - (4) - (4) Parent, WFFI, Other and Wells Fargo other comprehensvie income, net of tax   283 11 212 (223) 283                         Parent, WFFI, Other and Wells Fargo comprehensvie income   4,042 54 4,284 (4,338) 4,042 Comprehensive income from noncontrolling interests   - - 51 - 51 Total comprehensive income $ 4,042 54 4,335 (4,338) 4,093
Condensed Consolidating Balance Sheets	Condensed Consolidating Balance Sheets                                           Other                       consolidating   Consolidated (in millions)   Parent WFFI subsidiaries Eliminations Company March 31, 2012             Assets             Cash and cash equivalents due from:               Subsidiary banks $ 28,627 187 - (28,814) -   Nonaffiliates   8 506 90,629 - 91,143 Securities available for sale   5,727 1,786 223,078 (325) 230,266 Mortgages and loans held for sale   - - 44,407 - 44,407                         Loans   6 27,483 756,919 (17,887) 766,521 Loans to subsidiaries:               Bank   3,885 - - (3,885) -   Nonbank   45,044 - - (45,044) - Allowance for loan losses   - (1,708) (17,144) - (18,852)     Net loans   48,935 25,775 739,775 (66,816) 747,669 Investments in subsidiaries:               Bank   137,394 - - (137,394) -   Nonbank   17,659 - - (17,659) - Other assets   8,156 1,443 212,412 (1,697) 220,314       Total assets $ 246,506 29,697 1,310,301 (252,705) 1,333,799 Liabilities and equity             Deposits $ - - 959,081 (28,814) 930,267 Short-term borrowings   888 15,431 79,910 (45,265) 50,964 Accrued expenses and other liabilities   7,346 1,807 68,511 (1,697) 75,967 Long-term debt   79,569 10,772 48,100 (8,689) 129,752 Indebtedness to subsidiaries   13,187 - - (13,187) -     Total liabilities   100,990 28,010 1,155,602 (97,652) 1,186,950 Parent, WFFI, Other and Wells Fargo stockholders' equity   145,516 1,687 153,366 (155,053) 145,516 Noncontrolling interests   - - 1,333 - 1,333     Total equity   145,516 1,687 154,699 (155,053) 146,849       Total liabilities and equity $ 246,506 29,697 1,310,301 (252,705) 1,333,799                         December 31, 2011             Assets             Cash and cash equivalents due from:               Subsidiary banks $ 19,312 211 - (19,523) -   Nonaffiliates   30 355 63,422 - 63,807 Securities available for sale   7,427 1,670 213,516 - 222,613 Mortgages and loans held for sale   - - 49,695 - 49,695                         Loans   6 26,735 759,794 (16,904) 769,631 Loans to subsidiaries:               Bank   3,885 - - (3,885) -   Nonbank   46,987 - - (46,987) - Allowance for loan losses   - (1,775) (17,597) - (19,372)     Net loans   50,878 24,960 742,197 (67,776) 750,259 Investments in subsidiaries:               Bank   135,155 - - (135,155) -   Nonbank   17,294 - - (17,294) - Other assets   7,573 1,255 219,945 (1,280) 227,493       Total assets $ 237,669 28,451 1,288,775 (241,028) 1,313,867 Liabilities and equity             Deposits $ - - 939,593 (19,523) 920,070 Short-term borrowings   759 15,503 79,682 (46,853) 49,091 Accrued expenses and other liabilities 7,052 1,603 70,290 (1,280) 77,665 Long-term debt   77,613 9,746 46,914 (8,919) 125,354 Indebtedness to subsidiaries   12,004 - - (12,004) -     Total liabilities   97,428 26,852 1,136,479 (88,579) 1,172,180 Parent, WFFI, Other and Wells Fargo stockholders' equity   140,241 1,599 150,850 (152,449) 140,241 Noncontrolling interests   - - 1,446 - 1,446     Total equity   140,241 1,599 152,296 (152,449) 141,687       Total liabilities and equity $ 237,669 28,451 1,288,775 (241,028) 1,313,867
Condensed Consolidating Statement of Cash Flows	Condensed Consolidating Statements of Cash Flows                                                         Quarter ended March 31,               2012   2011                   Other         Other                     consolidating         consolidating                     subsidiaries/ Consolidated       subsidiaries/ Consolidated (in millions)   Parent WFFI eliminations Company   Parent WFFI eliminations Company Cash flows from operating activities:                       Net cash provided                           by operating activities $ 2,754 220 12,931 15,905   2,409 394 14,408 17,211 Cash flows from investing activities:                     Securities available for sale:                       Sales proceeds   2,107 190 1,945 4,242   152 92 15,117 15,361   Prepayments and maturities   - 39 12,278 12,317   - 60 11,591 11,651   Purchases   (24) (273) (17,859) (18,156)   (117) (100) (18,614) (18,831) Loans:                         Loans originated by banking                         subsidiaries, net of principal                         collected   - 9 (3,112) (3,103)   - 152 (366) (214)   Proceeds from sales (including                         participations) of loans                         originated for investment by                         banking subsidiaries   - - 2,193 2,193   - - 2,165 2,165   Purchases (including participations)                         of loans by banking                         subsidiaries   - - (2,423) (2,423)   - - (644) (644)   Principal collected on nonbank                         entities' loans   - 1,987 16 2,003   - 2,549 (3) 2,546   Loans originated by nonbank entities   - (1,620) - (1,620)   - (1,903) (1) (1,904)   Net repayments from                         (advances to) subsidiaries   1,361 140 (1,501) -   (212) (82) 294 -   Capital notes and term loans                         made to subsidiaries   (50) (1,506) 1,556 -   (364) - 364 -   Principal collected on notes/loans                         made to subsidiaries   605 - (605) -   1,900 - (1,900) - Net decrease (increase) in                       investment in subsidiaries   (401) - 401 -   (13) - 13 - Net cash paid for acquisitions   - - (426) (426)   - - - - Other, net   - 7 (27,995) (27,988)   14 29 (8,941) (8,898)     Net cash provided (used)                           by investing activities   3,598 (1,027) (35,532) (32,961)   1,360 797 (925) 1,232 Cash flows from financing activities:                     Net change in:                       Deposits   - - 10,194 10,194   - - (10,280) (10,280)   Short-term borrowings   (203) (72) 1,763 1,488   (1,076) 1,487 (1,075) (664) Long-term debt:                       Proceeds from issuance   7,851 1,506 (358) 8,999   3,238 513 1,466 5,217   Repayment   (4,169) (500) (568) (5,237)   (6,500) (3,128) (4,305) (13,933) Preferred stock:                       Proceeds from issuance   - - - -   2,501 - - 2,501   Cash dividends paid   (286) - - (286)   (251) - - (251) Common stock:                       Proceeds from issuance   879 - - 879   634 - - 634   Repurchased   (64) - - (64)   (55) - - (55)   Cash dividends paid   (1,165) - - (1,165)   (634) - - (634) Excess tax benefits related to                       stock option payments   98 - - 98   55 - - 55 Net change in noncontrolling interests   - - (290) (290)   - (11) (88) (99)     Net cash provided (used) by                           financing activities   2,941 934 10,741 14,616   (2,088) (1,139) (14,282) (17,509)       Net change in cash and                             due from banks   9,293 127 (11,860) (2,440)   1,681 52 (799) 934 Cash and due from banks                       at beginning of period   19,342 566 (468) 19,440   30,249 366 (14,571) 16,044 Cash and due from banks                       at end of period $ 28,635 693 (12,328) 17,000   31,930 418 (15,370) 16,978

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Regulatory and Agency Capital Requirements (Tables)	3 Months Ended
Mar. 31, 2012
Regulatory and Agency Capital Requirements (Tables) [Abstract]
Regulatory And Agency Capital Requirements	Wells Fargo & Company   Wells Fargo Bank, N.A.   Well-   Minimum           Mar. 31,   Dec. 31,   Mar. 31,   Dec. 31,   capitalized   capital (in billions, except ratios)   2012   2011   2012   2011   ratios (1)   ratios (1) Regulatory capital:                         Tier 1 $ 117.4   114.0   93.3   92.6         Total   150.8   148.5   117.8   117.9                                         Assets:                         Risk-weighted $ 996.8   1,005.6   921.2   923.2         Adjusted average (2)   1,256.6   1,262.6   1,116.7   1,115.4                                         Capital ratios:                         Tier 1 capital   11.78 % 11.33   10.13   10.03   6.00   4.00 Total capital   15.13   14.76   12.79   12.77   10.00   8.00 Tier 1 leverage (2)   9.35   9.03   8.36   8.30   5.00   4.00                                                                 As defined by the regulations issued by the Federal Reserve, OCC and FDIC. The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. The minimum leverage ratio guideline is 3% for banking organizations that do not anticipate significant growth and that have well-diversified risk, excellent asset quality, high liquidity, good earnings, effective management and monitoring of market risk and, in general, are considered top-rated, strong banking organizations.

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Summary of Significant Accounting Policies (Details) (USD $) In Millions, except Share data, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Apr. 30, 2012 Private Forward Repurchase Transaction [Member]	Mar. 31, 2012 Private Forward Repurchase Transaction [Member]
Supplemental cash flow information - Noncash activities
Transfers from loans to securities available for sale	$ 588	$ 0
Trading assets retained from securitization of MHFS	41,362	12,302
Capitalization of MSRs from sale of MHFS	1,484	1,291
Transfers from MHFS to foreclosed assets	59	40
Transfers from loans to MHFS	1,355	25
Transfers from loans to LHFS	36	106
Transfers from loans to foreclosed assets	2,335	1,237
Changes in consolidations of variable interest entities
Securities available for sale	0	9
Loans	(515)	(210)
Long-term debt	(515)	(204)
Summary Of Significant Accounting Policies Textuals [Abstract]
Forward Contract Indexed to Issuer's Equity, Contract Amount			$ 350	$ 150
Common stock repurchased, shares	6,000,000

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Business Combinations (Details) (USD $) In Millions, unless otherwise specified	1 Months Ended	3 Months Ended
Apr. 30, 2012	Mar. 31, 2012	Sep. 30, 2012 Forecast [Member]	Mar. 31, 2012 Asset based lending business [Member]	Mar. 31, 2012 Global investment business [Member]
Business Combinations (Textuals) [Abstract]
Business Acquisition, Number Completed during period	1	2	1	1	1
Business Acquisition, Purchase Price Allocation, Assets Acquired	$ 3,700	$ 881	$ 280	$ 874	$ 7

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Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Federal Funds Sold, Securities Purchased Under Resale Agreements and Other Short-Term Investments
Federal funds sold and securities purchased under resale agreements	$ 27,748	$ 24,255
Interest-earning deposits	44,788	18,917
Other short-term investments	1,607	1,195
Total	$ 74,143	$ 44,367

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Securities Available for Sale Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Securities Available For Sale (Textual) [Abstract]
Cost	$ 221,575,000,000		$ 215,571,000,000
Fair value	230,266,000,000		222,613,000,000
Gross unrealized losses	1,964,000,000		3,169,000,000
OTTI	51,000,000	80,000,000
Securities we Intend to Sell [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	0		0
Investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	34,485,000,000		45,405,000,000
Gross unrealized losses	1,017,000,000		1,859,000,000
Unrated Investment Grade Securities [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	1,800,000,000		6,200,000,000
Gross unrealized losses	128,000,000		207,000,000
Non-investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	6,207,000,000		8,147,000,000
Gross unrealized losses	946,000,000		1,301,000,000
Collateralized loan obligations [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	8,500,000,000		8,100,000,000
Fair value	8,600,000,000		8,100,000,000
Residential [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	16,491,000,000		16,997,000,000
Fair value	17,829,000,000		17,836,000,000
Gross unrealized losses	244,000,000		414,000,000
OTTI	14,000,000	62,000,000
Residential [Member] | Investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	963,000,000		2,503,000,000
Gross unrealized losses	7,000,000		39,000,000
OTTI	0	5,000,000
Residential [Member] | Non-investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	3,573,000,000		4,717,000,000
Gross unrealized losses	237,000,000		375,000,000
OTTI	14,000,000	57,000,000
Asset-backed Securities Collateralized by Auto Leases [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	6,900,000,000		6,700,000,000
Fair value	7,000,000,000		6,700,000,000
Asset-backed Securities Collateralized by Home Equity Loans [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	829,000,000		846,000,000
Fair value	955,000,000		932,000,000
Federal agencies [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	98,409,000,000		92,279,000,000
Fair value	102,665,000,000		96,754,000,000
Gross unrealized losses	37,000,000		10,000,000
Federal agencies [Member] | Investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	10,382,000,000		3,019,000,000
Gross unrealized losses	37,000,000		10,000,000
Federal agencies [Member] | Non-investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	0		0
Gross unrealized losses	$ 0		$ 0

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Securities Available For Sale, Major Categories (Details) (USD $)	Mar. 31, 2012	Dec. 31, 2011
Schedule of Available-for-sale Securities [Line Items]
Cost	$ 221,575,000,000	$ 215,571,000,000
Gross unrealized gains	10,655,000,000	10,211,000,000
Gross unrealized losses	(1,964,000,000)	(3,169,000,000)
Securities available for sale	230,266,000,000	222,613,000,000
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	218,840,000,000	212,642,000,000
Gross unrealized gains	10,193,000,000	9,660,000,000
Gross unrealized losses	(1,920,000,000)	(3,106,000,000)
Securities available for sale	227,113,000,000	219,196,000,000
US Treasury and Government [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	4,642,000,000	6,920,000,000
Gross unrealized gains	43,000,000	59,000,000
Gross unrealized losses	(7,000,000)	(11,000,000)
Securities available for sale	4,678,000,000	6,968,000,000
US States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	33,809,000,000	32,307,000,000
Gross unrealized gains	915,000,000	1,169,000,000
Gross unrealized losses	(487,000,000)	(883,000,000)
Securities available for sale	34,237,000,000	32,593,000,000
Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	132,658,000,000	127,105,000,000
Gross unrealized gains	7,379,000,000	6,987,000,000
Gross unrealized losses	(886,000,000)	(1,352,000,000)
Securities available for sale	139,151,000,000	132,740,000,000
Federal agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	98,409,000,000	92,279,000,000
Gross unrealized gains	4,293,000,000	4,485,000,000
Gross unrealized losses	(37,000,000)	(10,000,000)
Securities available for sale	102,665,000,000	96,754,000,000
Residential [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	16,491,000,000	16,997,000,000
Gross unrealized gains	1,582,000,000	1,253,000,000
Gross unrealized losses	(244,000,000)	(414,000,000)
Securities available for sale	17,829,000,000	17,836,000,000
Commercial [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	17,758,000,000	17,829,000,000
Gross unrealized gains	1,504,000,000	1,249,000,000
Gross unrealized losses	(605,000,000)	(928,000,000)
Securities available for sale	18,657,000,000	18,150,000,000
Corporate debt securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	19,274,000,000	17,921,000,000
Gross unrealized gains	1,034,000,000	769,000,000
Gross unrealized losses	(135,000,000)	(286,000,000)
Securities available for sale	20,173,000,000	18,404,000,000
Collateralized debt obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	9,031,000,000	8,650,000,000
Gross unrealized gains	366,000,000	298,000,000
Gross unrealized losses	(234,000,000)	(349,000,000)
Securities available for sale	9,163,000,000	8,599,000,000
Other Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	19,426,000,000	19,739,000,000
Gross unrealized gains	456,000,000	378,000,000
Gross unrealized losses	(171,000,000)	(225,000,000)
Securities available for sale	19,711,000,000	19,892,000,000
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	2,735,000,000	2,929,000,000
Gross unrealized gains	462,000,000	551,000,000
Gross unrealized losses	(44,000,000)	(63,000,000)
Securities available for sale	3,153,000,000	3,417,000,000
Perpetual preferred securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	2,224,000,000	2,396,000,000
Gross unrealized gains	224,000,000	185,000,000
Gross unrealized losses	(43,000,000)	(54,000,000)
Securities available for sale	2,405,000,000	2,527,000,000
Other equity securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	511,000,000	533,000,000
Gross unrealized gains	238,000,000	366,000,000
Gross unrealized losses	(1,000,000)	(9,000,000)
Securities available for sale	$ 748,000,000	$ 890,000,000

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Securities Available for Sale, Gross Unrealized Losses and Fair Value (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	$ (343)	$ (916)
Less than 12 months, Fair Value	25,750	39,083
12 months or more, Gross Unrealized Losses	(1,621)	(2,253)
12 months or more, Fair Value	14,945	14,530
Total Gross Unrealized Losses	(1,964)	(3,169)
Total, Fair Value	40,695	53,613
Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(331)	(894)
Less than 12 months, Fair Value	25,514	38,706
12 months or more, Gross Unrealized Losses	(1,589)	(2,212)
12 months or more, Fair Value	14,399	14,000
Total Gross Unrealized Losses	(1,920)	(3,106)
Total, Fair Value	39,913	52,706
US Treasury and Government [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(7)	(11)
Less than 12 months, Fair Value	3,562	5,473
12 months or more, Gross Unrealized Losses	0	0
12 months or more, Fair Value	0	0
Total Gross Unrealized Losses	(7)	(11)
Total, Fair Value	3,562	5,473
US States and Political Subdivisions [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(77)	(229)
Less than 12 months, Fair Value	3,059	8,501
12 months or more, Gross Unrealized Losses	(410)	(654)
12 months or more, Fair Value	4,072	4,348
Total Gross Unrealized Losses	(487)	(883)
Total, Fair Value	7,131	12,849
Mortgage Backed Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(89)	(244)
Less than 12 months, Fair Value	11,309	9,355
12 months or more, Gross Unrealized Losses	(797)	(1,108)
12 months or more, Fair Value	8,621	8,031
Total Gross Unrealized Losses	(886)	(1,352)
Total, Fair Value	19,930	17,386
Federal agencies [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(35)	(7)
Less than 12 months, Fair Value	9,621	2,392
12 months or more, Gross Unrealized Losses	(2)	(3)
12 months or more, Fair Value	761	627
Total Gross Unrealized Losses	(37)	(10)
Total, Fair Value	10,382	3,019
Residential [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(8)	(80)
Less than 12 months, Fair Value	971	3,780
12 months or more, Gross Unrealized Losses	(236)	(334)
12 months or more, Fair Value	3,565	3,440
Total Gross Unrealized Losses	(244)	(414)
Total, Fair Value	4,536	7,220
Commercial [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(46)	(157)
Less than 12 months, Fair Value	717	3,183
12 months or more, Gross Unrealized Losses	(559)	(771)
12 months or more, Fair Value	4,295	3,964
Total Gross Unrealized Losses	(605)	(928)
Total, Fair Value	5,012	7,147
Corporate debt securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(63)	(205)
Less than 12 months, Fair Value	2,143	8,107
12 months or more, Gross Unrealized Losses	(72)	(81)
12 months or more, Fair Value	256	167
Total Gross Unrealized Losses	(135)	(286)
Total, Fair Value	2,399	8,274
Collateralized debt obligations [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(54)	(150)
Less than 12 months, Fair Value	2,622	4,268
12 months or more, Gross Unrealized Losses	(180)	(199)
12 months or more, Fair Value	771	613
Total Gross Unrealized Losses	(234)	(349)
Total, Fair Value	3,393	4,881
Other Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(41)	(55)
Less than 12 months, Fair Value	2,819	3,002
12 months or more, Gross Unrealized Losses	(130)	(170)
12 months or more, Fair Value	679	841
Total Gross Unrealized Losses	(171)	(225)
Total, Fair Value	3,498	3,843
Equity Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(12)	(22)
Less than 12 months, Fair Value	236	377
12 months or more, Gross Unrealized Losses	(32)	(41)
12 months or more, Fair Value	546	530
Total Gross Unrealized Losses	(44)	(63)
Total, Fair Value	782	907
Perpetual preferred securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(12)	(13)
Less than 12 months, Fair Value	236	316
12 months or more, Gross Unrealized Losses	(31)	(41)
12 months or more, Fair Value	543	530
Total Gross Unrealized Losses	(43)	(54)
Total, Fair Value	779	846
Other equity securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	0	(9)
Less than 12 months, Fair Value	0	61
12 months or more, Gross Unrealized Losses	(1)	0
12 months or more, Fair Value	3	0
Total Gross Unrealized Losses	(1)	(9)
Total, Fair Value	$ 3	$ 61

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Securities Available for Sale, Unrealized Loss Position, by Credit Rating (Details) (USD $)	Mar. 31, 2012	Dec. 31, 2011
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	$ (1,964,000,000)	$ (3,169,000,000)
Fair value	230,266,000,000	222,613,000,000
Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(1,017,000,000)	(1,859,000,000)
Fair value	34,485,000,000	45,405,000,000
Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(946,000,000)	(1,301,000,000)
Fair value	6,207,000,000	8,147,000,000
Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(1,920,000,000)	(3,106,000,000)
Fair value	227,113,000,000	219,196,000,000
Debt Securities [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(976,000,000)	(1,806,000,000)
Fair value	33,720,000,000	44,572,000,000
Debt Securities [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(944,000,000)	(1,300,000,000)
Fair value	6,193,000,000	8,134,000,000
US Treasury and Government [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(7,000,000)	(11,000,000)
Fair value	4,678,000,000	6,968,000,000
US Treasury and Government [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(7,000,000)	(11,000,000)
Fair value	3,562,000,000	5,473,000,000
US Treasury and Government [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	0	0
Fair value	0	0
US States and Political Subdivisions [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(487,000,000)	(883,000,000)
Fair value	34,237,000,000	32,593,000,000
US States and Political Subdivisions [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(410,000,000)	(781,000,000)
Fair value	6,614,000,000	12,093,000,000
US States and Political Subdivisions [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(77,000,000)	(102,000,000)
Fair value	517,000,000	756,000,000
Mortgage Backed Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(886,000,000)	(1,352,000,000)
Fair value	139,151,000,000	132,740,000,000
Mortgage Backed Securities [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(275,000,000)	(478,000,000)
Fair value	15,357,000,000	11,795,000,000
Mortgage Backed Securities [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(611,000,000)	(874,000,000)
Fair value	4,573,000,000	5,591,000,000
Federal agencies [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(37,000,000)	(10,000,000)
Fair value	102,665,000,000	96,754,000,000
Federal agencies [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(37,000,000)	(10,000,000)
Fair value	10,382,000,000	3,019,000,000
Federal agencies [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	0	0
Fair value	0	0
Residential [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(244,000,000)	(414,000,000)
Fair value	17,829,000,000	17,836,000,000
Residential [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(7,000,000)	(39,000,000)
Fair value	963,000,000	2,503,000,000
Residential [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(237,000,000)	(375,000,000)
Fair value	3,573,000,000	4,717,000,000
Commercial [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(605,000,000)	(928,000,000)
Fair value	18,657,000,000	18,150,000,000
Commercial [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(231,000,000)	(429,000,000)
Fair value	4,012,000,000	6,273,000,000
Commercial [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(374,000,000)	(499,000,000)
Fair value	1,000,000,000	874,000,000
Corporate debt securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(135,000,000)	(286,000,000)
Fair value	20,173,000,000	18,404,000,000
Corporate debt securities [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(38,000,000)	(165,000,000)
Fair value	1,705,000,000	7,156,000,000
Corporate debt securities [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(97,000,000)	(121,000,000)
Fair value	694,000,000	1,118,000,000
Collateralized debt obligations [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(234,000,000)	(349,000,000)
Fair value	9,163,000,000	8,599,000,000
Collateralized debt obligations [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(102,000,000)	(185,000,000)
Fair value	3,131,000,000	4,597,000,000
Collateralized debt obligations [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(132,000,000)	(164,000,000)
Fair value	262,000,000	284,000,000
Other Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(171,000,000)	(225,000,000)
Fair value	19,711,000,000	19,892,000,000
Other Debt Securities [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(144,000,000)	(186,000,000)
Fair value	3,351,000,000	3,458,000,000
Other Debt Securities [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(27,000,000)	(39,000,000)
Fair value	147,000,000	385,000,000
Equity Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(44,000,000)	(63,000,000)
Fair value	3,153,000,000	3,417,000,000
Perpetual preferred securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(43,000,000)	(54,000,000)
Fair value	2,405,000,000	2,527,000,000
Perpetual preferred securities [Member] | Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(41,000,000)	(53,000,000)
Fair value	765,000,000	833,000,000
Perpetual preferred securities [Member] | Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(2,000,000)	(1,000,000)
Fair value	$ 14,000,000	$ 13,000,000

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Securities Available for Sale, Contractual Maturities (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2012	Dec. 31, 2011
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	$ 227,113	$ 219,196
Weighted Average Yield Contractual Maturities, Total	4.07%	4.12%
Due in 1 year, Contractual Maturities	2,285	1,899
Percentage of Weighted Average Yield, Due In 1 year	3.41%	3.85%
Due in 1-5 years, Contractual Maturities	40,950	43,305
Percentage of Weighted Average Yield, Due in 1-5 Years	2.24%	2.36%
Due in 5-10 years, Contractual Maturities	21,877	19,665
Percentage of Weighted Average Yield, Due In 5-10 years	3.32%	3.31%
Due in 10 years or More, Contractual Maturities	162,001	154,327
Percentage of Weighted Average Yield, Due After 10 Years	4.64%	4.72%
US Treasury and Government [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	4,678	6,968
Weighted Average Yield Contractual Maturities, Total	0.97%	0.91%
Due in 1 year, Contractual Maturities	57	57
Percentage of Weighted Average Yield, Due In 1 year	0.50%	0.48%
Due in 1-5 years, Contractual Maturities	4,170	6,659
Percentage of Weighted Average Yield, Due in 1-5 Years	0.81%	0.84%
Due in 5-10 years, Contractual Maturities	416	194
Percentage of Weighted Average Yield, Due In 5-10 years	2.41%	2.73%
Due in 10 years or More, Contractual Maturities	35	58
Percentage of Weighted Average Yield, Due After 10 Years	3.96%	3.81%
US States and Political Subdivisions [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	34,237	32,593
Weighted Average Yield Contractual Maturities, Total	4.85%	4.94%
Due in 1 year, Contractual Maturities	1,040	520
Percentage of Weighted Average Yield, Due In 1 year	3.57%	3.02%
Due in 1-5 years, Contractual Maturities	11,500	11,679
Percentage of Weighted Average Yield, Due in 1-5 Years	2.29%	2.90%
Due in 5-10 years, Contractual Maturities	3,036	2,692
Percentage of Weighted Average Yield, Due In 5-10 years	5.39%	5.31%
Due in 10 years or More, Contractual Maturities	18,661	17,702
Percentage of Weighted Average Yield, Due After 10 Years	6.41%	6.28%
Mortgage Backed Securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	139,151	132,740
Weighted Average Yield Contractual Maturities, Total	4.44%	4.55%
Due in 1 year, Contractual Maturities	1	1
Percentage of Weighted Average Yield, Due In 1 year	6.19%	6.47%
Due in 1-5 years, Contractual Maturities	281	442
Percentage of Weighted Average Yield, Due in 1-5 Years	4.39%	4.02%
Due in 5-10 years, Contractual Maturities	2,071	2,126
Percentage of Weighted Average Yield, Due In 5-10 years	2.82%	2.72%
Due in 10 years or More, Contractual Maturities	136,798	130,171
Percentage of Weighted Average Yield, Due After 10 Years	4.46%	4.58%
Federal agencies [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	102,665	96,754
Weighted Average Yield Contractual Maturities, Total	4.26%	4.39%
Due in 1 year, Contractual Maturities	1	1
Percentage of Weighted Average Yield, Due In 1 year	6.19%	6.47%
Due in 1-5 years, Contractual Maturities	265	442
Percentage of Weighted Average Yield, Due in 1-5 Years	4.33%	4.02%
Due in 5-10 years, Contractual Maturities	1,294	1,399
Percentage of Weighted Average Yield, Due In 5-10 years	3.09%	3.07%
Due in 10 years or More, Contractual Maturities	101,105	94,912
Percentage of Weighted Average Yield, Due After 10 Years	4.27%	4.42%
Residential [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	17,829	17,836
Weighted Average Yield Contractual Maturities, Total	4.45%	4.51%
Due in 1 year, Contractual Maturities	0	0
Percentage of Weighted Average Yield, Due In 1 year	0.00%	0.00%
Due in 1-5 years, Contractual Maturities	0	0
Percentage of Weighted Average Yield, Due in 1-5 Years	0.00%	0.00%
Due in 5-10 years, Contractual Maturities	661	640
Percentage of Weighted Average Yield, Due In 5-10 years	2.20%	1.88%
Due in 10 years or More, Contractual Maturities	17,168	17,196
Percentage of Weighted Average Yield, Due After 10 Years	4.54%	4.61%
Commercial [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	18,657	18,150
Weighted Average Yield Contractual Maturities, Total	5.40%	5.40%
Due in 1 year, Contractual Maturities	0	0
Percentage of Weighted Average Yield, Due In 1 year	0.00%	0.00%
Due in 1-5 years, Contractual Maturities	16	0
Percentage of Weighted Average Yield, Due in 1-5 Years	5.46%	0.00%
Due in 5-10 years, Contractual Maturities	116	87
Percentage of Weighted Average Yield, Due In 5-10 years	3.44%	3.33%
Due in 10 years or More, Contractual Maturities	18,525	18,063
Percentage of Weighted Average Yield, Due After 10 Years	5.41%	5.41%
Corporate debt securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	20,173	18,404
Weighted Average Yield Contractual Maturities, Total	4.50%	4.64%
Due in 1 year, Contractual Maturities	737	815
Percentage of Weighted Average Yield, Due In 1 year	5.26%	5.57%
Due in 1-5 years, Contractual Maturities	12,219	11,022
Percentage of Weighted Average Yield, Due in 1-5 Years	3.29%	3.40%
Due in 5-10 years, Contractual Maturities	5,275	4,691
Percentage of Weighted Average Yield, Due In 5-10 years	6.54%	6.67%
Due in 10 years or More, Contractual Maturities	1,942	1,876
Percentage of Weighted Average Yield, Due After 10 Years	6.29%	6.38%
Collateralized debt obligations [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	9,163	8,599
Weighted Average Yield Contractual Maturities, Total	1.09%	1.10%
Due in 1 year, Contractual Maturities	0	0
Percentage of Weighted Average Yield, Due In 1 year	0.00%	0.00%
Due in 1-5 years, Contractual Maturities	570	540
Percentage of Weighted Average Yield, Due in 1-5 Years	1.17%	1.61%
Due in 5-10 years, Contractual Maturities	7,299	6,813
Percentage of Weighted Average Yield, Due In 5-10 years	1.00%	1.00%
Due in 10 years or More, Contractual Maturities	1,294	1,246
Percentage of Weighted Average Yield, Due After 10 Years	1.55%	1.42%
Other Debt Securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	19,711	19,892
Weighted Average Yield Contractual Maturities, Total	1.76%	1.89%
Due in 1 year, Contractual Maturities	450	506
Percentage of Weighted Average Yield, Due In 1 year	0.38%	2.29%
Due in 1-5 years, Contractual Maturities	12,210	12,963
Percentage of Weighted Average Yield, Due in 1-5 Years	1.64%	1.75%
Due in 5-10 years, Contractual Maturities	3,780	3,149
Percentage of Weighted Average Yield, Due In 5-10 years	2.02%	2.04%
Due in 10 years or More, Contractual Maturities	$ 3,271	$ 3,274
Percentage of Weighted Average Yield, Due After 10 Years	2.09%	2.29%

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Securities Available for Sale, Realized Gains and Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Gross realized gains	$ 281	$ 70
Gross realized losses	(4)	(42)
OTTI Write-downs	(51)	(80)
Net realized gains on securities available for sale	226	(52)
Net gains (losses) from private equity investments	131	239
Net realized gains from debt securities and equity investments	$ 357	$ 187

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Securities Available for Sale, Other-Than-Temporary Impairment (OTTI), Included in Earnings (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Other-Than-Temporary Impairment Equity Securities Earnings [Abstract]
Securities available for sale	$ 51	$ 80
Nonmarketable equity securities	14	41
Total OTTI write-downs included in earnings	65	121
Debt Securities [Member]
Other-Than-Temporary Impairment Debt Securities Earnings [Abstract]
Debt securities	50	80
Other-Than-Temporary Impairment Equity Securities Earnings [Abstract]
Securities available for sale	50	80
US States and Political Subdivisions [Member]
Other-Than-Temporary Impairment Debt Securities Earnings [Abstract]
Debt securities	0	0
Residential [Member]
Other-Than-Temporary Impairment Debt Securities Earnings [Abstract]
Debt securities	14	62
Other-Than-Temporary Impairment Equity Securities Earnings [Abstract]
Securities available for sale	14	62
Commercial [Member]
Other-Than-Temporary Impairment Debt Securities Earnings [Abstract]
Debt securities	30	14
Corporate debt securities [Member]
Other-Than-Temporary Impairment Debt Securities Earnings [Abstract]
Debt securities	1	0
Collateralized debt obligations [Member]
Other-Than-Temporary Impairment Debt Securities Earnings [Abstract]
Debt securities	0	0
Other Debt Securities [Member]
Other-Than-Temporary Impairment Debt Securities Earnings [Abstract]
Debt securities	5	4
Equity Securities [Member]
Other-Than-Temporary Impairment Equity Securities Earnings [Abstract]
Equity securities	1	0
Perpetual preferred securities [Member]
Other-Than-Temporary Impairment Equity Securities Earnings [Abstract]
Equity securities	$ 1	$ 0

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Securities Available for Sale, Other-Than-Temporary Impaired Debt Securities (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	$ 51	$ 80
Total recorded directly to OCI for non-credit-related impairment	(15)	(156)
Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	50	80
Total recorded directly to OCI for non-credit-related impairment	(15)	(156)
Total OTTI losses recorded on debt securities	35	(76)
Debt Securities [Member] | Credit-related OTTI [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	50	79
Debt Securities [Member] | Other than temporary impairment on securities we intend to sell [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	1
US States and Political Subdivisions [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total recorded directly to OCI for non-credit-related impairment	0	0
Residential [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	14	62
Total recorded directly to OCI for non-credit-related impairment	(9)	(104)
Commercial [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total recorded directly to OCI for non-credit-related impairment	(6)	(53)
Other Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total recorded directly to OCI for non-credit-related impairment	1	1
Corporate debt securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total recorded directly to OCI for non-credit-related impairment	$ (1)	$ 0

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Securities Available for Sale, Credit Loss Component (Details) (Debt Securities [Member], USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Debt Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss component, beginning of period	$ 1,272	$ 1,043
Initial credit impairments	5	11
Subsequent credit impairments	45	68
Total Additions	50	79
For securities sold	(12)	(23)
For recoveries of previous credit impairments	(8)	(12)
Total reductions	(20)	(35)
Credit loss component, end of period	$ 1,302	$ 1,087

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Securities Available for Sale, Residential Mortgage-Backed Securities, Credit Loss Component (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	$ 51	$ 80
Non-agency residential MBS non-investment grade [Abstract]
Expected remaining life of loan losses From	0.01	0.02
Expected remaining life of loan losses To	0.44	0.26
Credit impairment distribution [Abstract]
0 - 10% range	46.00%	57.00%
10 - 20% range	11.00%	25.00%
20 - 30% range	1.00%	18.00%
Greater than 30%	42.00%	0.00%
Weighted average	0.09	0.09
Current subordination levels [Abstract]
Current subordination levels From	0	0
Current subordination levels To	0.57	0.11
Current subordination levels Weighted average	0.02	0.05
Prepayment speed (annual CPR)
Prepayment speed From	0.05	0.05
Prepayment speed To	0.29	0.15
Prepayment speed Weighted average	0.15	0.1
Residential [Member]
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	14	62
Investment Grade [Member] | Residential [Member]
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	0	5
Non-investment Grade [Member] | Residential [Member]
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	$ 14	$ 57

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Loans and Allowance for Credit Losses Textual (Details) (USD $)	3 Months Ended	12 Months Ended																																																3 Months Ended
Mar. 31, 2012	Dec. 31, 2011	Dec. 31, 2008	Mar. 31, 2012 Purchased Credit-Impaired Loans [Member]	Dec. 31, 2011 Purchased Credit-Impaired Loans [Member]	Mar. 31, 2011 Purchased Credit-Impaired Loans [Member]	Mar. 31, 2012 Trial modifications [Member]	Dec. 31, 2011 Trial modifications [Member]	Mar. 31, 2012 Trial modifications [Member] Home Affordable Modification Program [Member]	Dec. 31, 2011 Trial modifications [Member] Home Affordable Modification Program [Member]	Mar. 31, 2012 Trial modifications [Member] Second Lien Modification Program [Member]	Dec. 31, 2011 Trial modifications [Member] Second Lien Modification Program [Member]	Mar. 31, 2012 Trial modifications [Member] Proprietary Program [Member]	Dec. 31, 2011 Trial modifications [Member] Proprietary Program [Member]	Mar. 31, 2012 Trial modifications [Member] Financing Receivable Accruing [Member]	Dec. 31, 2011 Trial modifications [Member] Financing Receivable Accruing [Member]	Mar. 31, 2012 Trial modifications [Member] Financing Receivable Nonaccruing [Member]	Dec. 31, 2011 Trial modifications [Member] Financing Receivable Nonaccruing [Member]	Mar. 31, 2012 Commercial and Industrial Loans [Member]	Dec. 31, 2011 Commercial and Industrial Loans [Member]	Dec. 31, 2011 Commercial and Industrial Loans [Member] Financing Receivable, fully charged off, no recorded investment [Member]	Mar. 31, 2012 Commercial and Industrial Loans [Member] Purchased Credit-Impaired Loans [Member]	Dec. 31, 2011 Commercial and Industrial Loans [Member] Purchased Credit-Impaired Loans [Member]	Mar. 31, 2012 Commercial Real Estate Mortgage [Member]	Dec. 31, 2011 Commercial Real Estate Mortgage [Member]	Dec. 31, 2011 Commercial Real Estate Mortgage [Member] Financing Receivable, fully charged off, no recorded investment [Member]	Mar. 31, 2012 Commercial Real Estate Mortgage [Member] Purchased Credit-Impaired Loans [Member]	Dec. 31, 2011 Commercial Real Estate Mortgage [Member] Purchased Credit-Impaired Loans [Member]	Mar. 31, 2012 Commercial Real Estate Construction [Member]	Dec. 31, 2011 Commercial Real Estate Construction [Member]	Dec. 31, 2011 Commercial Real Estate Construction [Member] Financing Receivable, fully charged off, no recorded investment [Member]	Mar. 31, 2012 Commercial Real Estate Construction [Member] Purchased Credit-Impaired Loans [Member]	Dec. 31, 2011 Commercial Real Estate Construction [Member] Purchased Credit-Impaired Loans [Member]	Mar. 31, 2012 Commercial Real Estate Mortgage and Construction Loans [Member] Criticized [Member]	Dec. 31, 2011 Lease Financing and Foreign [Member] Financing Receivable, fully charged off, no recorded investment [Member]	Mar. 31, 2012 Total Commercial [Member]	Dec. 31, 2011 Total Commercial [Member]	Dec. 31, 2008 Total Commercial [Member]	Mar. 31, 2012 Total Commercial [Member] Loans held for sale [Member]	Dec. 31, 2011 Total Commercial [Member] Loans held for sale [Member]	Dec. 31, 2011 Total Commercial [Member] Financing Receivable, fully charged off, no recorded investment [Member]	Mar. 31, 2012 Total Commercial [Member] Purchased Credit-Impaired Loans [Member]	Dec. 31, 2011 Total Commercial [Member] Purchased Credit-Impaired Loans [Member]	Mar. 31, 2012 Total Consumer [Member]	Dec. 31, 2011 Total Consumer [Member]	Mar. 31, 2012 Total Consumer [Member] Financing Receivable Accruing [Member]	Dec. 31, 2011 Total Consumer [Member] Financing Receivable Accruing [Member]	Mar. 31, 2012 Real estate 1-4 family first mortgage [Member]	Dec. 31, 2011 Real estate 1-4 family first mortgage [Member]	Mar. 31, 2012 Real estate 1-4 family first mortgage [Member] Mortgages held for sale [Member]	Dec. 31, 2011 Real estate 1-4 family first mortgage [Member] Mortgages held for sale [Member]	Mar. 31, 2012 Real estate 1-4 family junior lien mortgage [Member]	Dec. 31, 2011 Real estate 1-4 family junior lien mortgage [Member]	Mar. 31, 2012 Real estate 1-4 family junior lien mortgage [Member] Implementation of Interagency Guidance, Effect [Member]	Mar. 31, 2012 FHA Insured/VA Guaranteed [Member]	Mar. 31, 2011 FHA Insured/VA Guaranteed [Member]	Dec. 31, 2011 FHA Insured/VA Guaranteed [Member]	Mar. 31, 2012 FHA Insured/VA Guaranteed [Member] Financing Receivable, 90 Days or More Past Due [Member]	Dec. 31, 2011 FHA Insured/VA Guaranteed [Member] Financing Receivable, 90 Days or More Past Due [Member]	Mar. 31, 2012 FHA Insured, VA Or FFELP Guaranteed [Member]	Dec. 31, 2011 FHA Insured, VA Or FFELP Guaranteed [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Unearned income, net deferred loan fees and unamortized discount and premium	$ 8,900,000,000	$ 9,300,000,000
Financing Receivable, certain purchases net of certain transfers to held for sale																																																							3,500,000,000	2,200,000,000
Allowance for loan losses and credit losses, PCI loans	245,000,000	231,000,000	0			257,000,000																														177,000,000	165,000,000	0
Loans, excluding Purchased Credit Impaired Loans																																		28,000,000,000
Government insured/guaranteed loans																																																										19,000,000,000	18,500,000,000
Financing Receivable, Recorded Investment, equal to or greater than 90 days past due																																												10,800,000,000	11,500,000,000	1,200,000,000	1,500,000,000
Financing Receivables equal to or greater than 180 days past due, Percentage of Portfolio																																																3.30%	3.30%
Financing Receivable, Recorded Investment, nonaccrual status	22,026,000,000	21,304,000,000																	1,726,000,000	2,142,000,000				4,081,000,000	4,085,000,000				1,709,000,000	1,890,000,000				5,800,000,000		7,599,000,000	8,217,000,000		9,000,000	25,000,000				14,427,000,000	13,087,000,000			10,683,000,000	10,913,000,000	287,000,000	301,000,000	3,558,000,000	1,975,000,000	1,700,000,000
90 days past due but still accruing	22,555,000,000	22,569,000,000		7,100,000,000	8,700,000,000														104,000,000	153,000,000		27,000,000	18,000,000	289,000,000	256,000,000		283,000,000	225,000,000	25,000,000	89,000,000		459,000,000	467,000,000			425,000,000	504,000,000					900,000,000	885,000,000												19,681,000,000		19,240,000,000			20,900,000,000	20,500,000,000
Financing Receivable, reclassification from 90 days past due to nonaccrual																																																						43,000,000
Impaired loans, Recorded Investment	27,687,000,000	28,010,000,000					723,000,000	651,000,000	391,000,000	421,000,000	46,000,000	46,000,000	286,000,000	184,000,000	339,000,000	310,000,000	384,000,000	341,000,000	2,759,000,000	3,072,000,000				5,154,000,000	5,114,000,000				2,111,000,000	2,281,000,000						10,113,000,000	10,566,000,000							17,574,000,000	17,444,000,000			14,602,000,000	14,486,000,000			2,093,000,000	2,079,000,000
Unpaid principal balance	33,481,000,000	39,332,000,000																	4,224,000,000	7,191,000,000	2,500,000,000			6,404,000,000	7,490,000,000	1,100,000,000			2,875,000,000	4,733,000,000	1,800,000,000				157,000,000	13,654,000,000	19,726,000,000				5,600,000,000			19,827,000,000	19,606,000,000			16,703,000,000	16,494,000,000			2,243,000,000	2,232,000,000
Total unfunded loan commitments on troubled debt restructurings	449,000,000	3,800,000,000
Financing Receivable Modifications, principal forgiven	$ 92,000,000	$ 128,000,000

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Loans and Allowance for Credit Losses, Loans Outstanding (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 766,521	$ 769,631
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	168,546	167,216
Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	105,874	105,975
Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	18,549	19,382
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	13,143	13,117
Foreign Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	39,637	39,760
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	345,749	345,450
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	228,885	228,894
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	83,173	85,991
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	21,998	22,836
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	86,716	86,460
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 420,772	$ 424,181

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Loans and Allowance for Credit Losses, Significant Activity (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	$ 2,039	$ 644
Sales	(1,973)	(1,572)
Transfers to mortgages/loans held for sale	(37)	(131)
Total Commercial [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	1,956	644
Sales	(1,820)	(1,571)
Transfers to mortgages/loans held for sale	(36)	(106)
Total Consumer [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	83	0
Sales	(153)	(1)
Transfers to mortgages/loans held for sale	$ (1)	$ (25)

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Loans and Allowance for Credit Losses, Allowance for Credit Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 19,668	$ 23,463
Provision for credit losses	1,995	2,210
Interest income on certain impaired loans (1)	(87)	(83)
Loan charge-offs	(2,880)	(3,827)
Loan recoveries	485	617
Net loan charge-offs	(2,395)	(3,210)
Allowances related to business combinations/other	(52)	3
Allowance for credit losses, ending balance	19,129	22,383
Components: Allowance for loan losses	18,852	21,983	19,372
Components: Allowance for unfunded credit commitments	277	400
Components: Allowance for credit losses	19,129	22,383
Net loan charge-offs (annualized) as a percentage of average total loans	1.25%	1.73%
Allowance for loan losses as a percentage of total loans	2.46%	2.93%
Allowance for credit losses as a percentage of total loans	2.50%	2.98%
Commercial and Industrial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(359)	(468)
Loan recoveries	103	114
Commercial Real Estate Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(82)	(179)
Loan recoveries	36	27
Commercial Real Estate Construction [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(80)	(119)
Loan recoveries	13	36
Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(8)	(13)
Loan recoveries	6	7
Foreign Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(29)	(39)
Loan recoveries	15	11
Total Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	6,358	8,169
Provision for credit losses	188	472
Interest income on certain impaired loans (1)	(31)	(45)
Loan charge-offs	(558)	(818)
Loan recoveries	173	195
Net loan charge-offs	(385)	(623)
Allowances related to business combinations/other	0	0
Allowance for credit losses, ending balance	6,130	7,973
Components: Allowance for credit losses	6,130	7,973
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(828)	(1,015)
Loan recoveries	37	111
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(820)	(1,046)
Loan recoveries	57	52
Credit Card [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(301)	(448)
Loan recoveries	59	66
Other revolving credit and installment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(373)	(500)
Loan recoveries	159	193
Total Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	13,310	15,294
Provision for credit losses	1,807	1,738
Interest income on certain impaired loans (1)	(56)	(38)
Loan charge-offs	(2,322)	(3,009)
Loan recoveries	312	422
Net loan charge-offs	(2,010)	(2,587)
Allowances related to business combinations/other	(52)	3
Allowance for credit losses, ending balance	12,999	14,410
Components: Allowance for credit losses	$ 12,999	$ 14,410

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Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 19,668	$ 23,463
Provision for credit losses	1,995	2,210
Interest income on certain impaired loans (1)	(87)	(83)
Loan charge-offs	(2,880)	(3,827)
Loan recoveries	485	617
Net loan charge-offs	(2,395)	(3,210)
Allowances related to business combinations/other	(52)	3
Allowance for credit losses, ending balance	19,129	22,383
Total Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	6,358	8,169
Provision for credit losses	188	472
Interest income on certain impaired loans (1)	(31)	(45)
Loan charge-offs	(558)	(818)
Loan recoveries	173	195
Net loan charge-offs	(385)	(623)
Allowances related to business combinations/other	0	0
Allowance for credit losses, ending balance	6,130	7,973
Total Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	13,310	15,294
Provision for credit losses	1,807	1,738
Interest income on certain impaired loans (1)	(56)	(38)
Loan charge-offs	(2,322)	(3,009)
Loan recoveries	312	422
Net loan charge-offs	(2,010)	(2,587)
Allowances related to business combinations/other	(52)	3
Allowance for credit losses, ending balance	$ 12,999	$ 14,410

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Loans and Allowance for Credit Losses, Loans by Credit Impairment Methodology (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011	Dec. 31, 2010
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	$ 12,354	$ 12,759
Allowance for Credit Losses, Individually evaluated	6,530	6,678
Allowance for Credit Losses, Purchased Credit-Impaired	245	231
Total allowance for credit losses	19,129	19,668	22,383	23,463
Financing Receivable, Collectively evaluated	703,300	704,902
Financing Receivable, Individually evaluated	27,687	28,010
Purchased Credit Impaired Loans	35,534	36,719
Loans	766,521	769,631
Total Commercial [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	3,939	4,060
Allowance for Credit Losses, Individually evaluated	2,014	2,133
Allowance for Credit Losses, Purchased Credit-Impaired	177	165
Total allowance for credit losses	6,130	6,358	7,973	8,169
Financing Receivable, Collectively evaluated	329,382	328,117
Financing Receivable, Individually evaluated	10,113	10,566
Purchased Credit Impaired Loans	6,254	6,767
Loans	345,749	345,450
Total Consumer [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	8,415	8,699
Allowance for Credit Losses, Individually evaluated	4,516	4,545
Allowance for Credit Losses, Purchased Credit-Impaired	68	66
Total allowance for credit losses	12,999	13,310	14,410	15,294
Financing Receivable, Collectively evaluated	373,918	376,785
Financing Receivable, Individually evaluated	17,574	17,444
Purchased Credit Impaired Loans	29,280	29,952
Loans	$ 420,772	$ 424,181

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Loans and Allowance for Credit Losses, Loans by Credit Quality Indicator, Commercial (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	$ 35,534	$ 36,719
Loans	766,521	769,631
Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	385	399
Loans	168,546	167,216
Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	3,107	3,270
Loans	105,874	105,975
Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	1,564	1,745
Loans	18,549	19,382
Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	0	0
Loans	13,143	13,117
Foreign Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	1,198	1,353
Loans	39,637	39,760
Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	6,254	6,767
Loans	345,749	345,450
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	168,161	166,817
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	147,651	144,980
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	20,510	21,837
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	102,767	102,705
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	80,762	80,215
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	22,005	22,490
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	16,985	17,637
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	11,017	10,865
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	5,968	6,772
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	13,143	13,117
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	12,449	12,455
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	694	662
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	38,439	38,407
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	35,530	36,567
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	2,909	1,840
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	339,495	338,683
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	287,409	285,082
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	$ 52,086	$ 53,601

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Loans and Allowance for Credit Losses, Loans by Delinquency Status, Commercial (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and accruing	$ 22,555	$ 22,569
Nonaccrual loans	22,026	21,304
Purchased Credit Impaired Loans	35,534	36,719
Loans	766,521	769,631
Commercial and Industrial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and accruing	104	153
Nonaccrual loans	1,726	2,142
Purchased Credit Impaired Loans	385	399
Loans	168,546	167,216
Commercial Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and accruing	289	256
Nonaccrual loans	4,081	4,085
Purchased Credit Impaired Loans	3,107	3,270
Loans	105,874	105,975
Commercial Real Estate Construction [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and accruing	25	89
Nonaccrual loans	1,709	1,890
Purchased Credit Impaired Loans	1,564	1,745
Loans	18,549	19,382
Lease Financing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	45	53
Purchased Credit Impaired Loans	0	0
Loans	13,143	13,117
Foreign Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and accruing	7	6
Nonaccrual loans	38	47
Purchased Credit Impaired Loans	1,198	1,353
Loans	39,637	39,760
Total Commercial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and accruing	425	504
Nonaccrual loans	7,599	8,217
Purchased Credit Impaired Loans	6,254	6,767
Loans	345,749	345,450
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	165,387	163,583
30-89 DPD and still accruing	944	939
90+ DPD and accruing	104	153
Nonaccrual loans	1,726	2,142
Loans, excluding Purchased Credit Impaired Loans	168,161	166,817
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	97,511	97,410
30-89 DPD and still accruing	886	954
90+ DPD and accruing	289	256
Nonaccrual loans	4,081	4,085
Loans, excluding Purchased Credit Impaired Loans	102,767	102,705
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	15,011	15,471
30-89 DPD and still accruing	240	187
90+ DPD and accruing	25	89
Nonaccrual loans	1,709	1,890
Loans, excluding Purchased Credit Impaired Loans	16,985	17,637
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	12,802	12,934
30-89 DPD and still accruing	296	130
90+ DPD and accruing	0	0
Nonaccrual loans	45	53
Loans, excluding Purchased Credit Impaired Loans	13,143	13,117
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	38,300	38,122
30-89 DPD and still accruing	94	232
90+ DPD and accruing	7	6
Nonaccrual loans	38	47
Loans, excluding Purchased Credit Impaired Loans	38,439	38,407
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	329,011	327,520
30-89 DPD and still accruing	2,460	2,442
90+ DPD and accruing	425	504
Nonaccrual loans	7,599	8,217
Loans, excluding Purchased Credit Impaired Loans	$ 339,495	$ 338,683

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Loans and Allowance for Credit Losses, Loans by Delinquency Status, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 35,534	$ 36,719
Loans	766,521	769,631
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Loans	228,885	228,894
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans, Carrying Value	198	206
Loans	83,173	85,991
Credit Card [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans, Carrying Value	0	0
Loans	21,998	22,836
Other revolving credit and installment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans, Carrying Value	0	0
Loans	86,716	86,460
Total Consumer [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Loans	420,772	424,181
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	157,697	156,985
30-59 DPD	3,573	4,075
60-89 DPD	1,671	2,012
90-119 DPD	944	1,152
120-179 DPD	1,426	1,704
180+ DPD	6,589	6,665
Government insured/guaranteed loans	27,903	26,555
Loans, excluding Purchased Credit Impaired Loans	199,803	199,148
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	80,518	83,033
30-59 DPD	678	786
60-89 DPD	424	501
90-119 DPD	333	382
120-179 DPD	492	537
180+ DPD	530	546
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	82,975	85,785
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	21,387	22,125
30-59 DPD	163	211
60-89 DPD	129	154
90-119 DPD	115	135
120-179 DPD	204	211
180+ DPD	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	21,998	22,836
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	70,868	69,712
30-59 DPD	749	963
60-89 DPD	198	275
90-119 DPD	110	127
120-179 DPD	30	33
180+ DPD	5	4
Government insured/guaranteed loans	14,756	15,346
Loans, excluding Purchased Credit Impaired Loans	86,716	86,460
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	330,470	331,855
30-59 DPD	5,163	6,035
60-89 DPD	2,422	2,942
90-119 DPD	1,502	1,796
120-179 DPD	2,152	2,485
180+ DPD	7,124	7,215
Government insured/guaranteed loans	42,659	41,901
Loans, excluding Purchased Credit Impaired Loans	$ 391,492	$ 394,229

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Loans and Allowance for Credit Losses, Loans by FICO Score, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 35,534	$ 36,719
Loans	766,521	769,631
Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Loans	228,885	228,894
Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	198	206
Loans	83,173	85,991
Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	0	0
Loans	21,998	22,836
Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	0	0
Loans	86,716	86,460
Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Loans	420,772	424,181
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	20,733	21,604
600-639	10,895	10,978
640-679	15,402	15,563
680-719	23,703	23,622
720-759	27,387	27,417
760-799	47,741	47,337
Greater than 800	22,648	21,381
No FICO available	3,391	4,691
FICO not required	0	0
Government insured/guaranteed loans	27,903	26,555
Loans, excluding Purchased Credit Impaired Loans	199,803	199,148
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	7,197	7,428
600-639	4,019	4,086
640-679	7,058	7,187
680-719	12,196	12,497
720-759	17,094	17,574
760-799	23,831	24,979
Greater than 800	9,816	10,247
No FICO available	1,764	1,787
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	82,975	85,785
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	2,360	2,323
600-639	1,802	1,787
640-679	3,330	3,383
680-719	4,370	4,697
720-759	4,425	4,760
760-799	3,441	3,517
Greater than 800	1,883	1,969
No FICO available	387	400
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	21,998	22,836
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	8,365	8,921
600-639	5,839	6,222
640-679	9,191	9,350
680-719	10,544	10,465
720-759	9,874	9,936
760-799	11,242	11,163
Greater than 800	5,866	5,674
No FICO available	6,208	4,393
FICO not required	4,831	4,990
Government insured/guaranteed loans	14,756	15,346
Loans, excluding Purchased Credit Impaired Loans	86,716	86,460
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	38,655	40,276
600-639	22,555	23,073
640-679	34,981	35,483
680-719	50,813	51,281
720-759	58,780	59,687
760-799	86,255	86,996
Greater than 800	40,213	39,271
No FICO available	11,750	11,271
FICO not required	4,831	4,990
Government insured/guaranteed loans	42,659	41,901
Loans, excluding Purchased Credit Impaired Loans	$ 391,492	$ 394,229

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Loans and Allowance for Credit Losses, Loans by Loan to Value Ratio, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 35,534	$ 36,719
Loans	766,521	769,631
Residential Mortgage [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Loans	312,058	314,885
Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
0-60%	57,209	59,170
60.01-80%	63,674	62,553
80.01-100%	55,951	57,054
100.01-120%	36,476	36,945
Greater than 120%	36,308	37,234
No LTV/CLTV Available	5,257	5,422
Government insured/guaranteed loans	27,903	26,555
Loans, excluding Purchased Credit Impaired Loans	282,778	284,933
Real estate 1-4 family first mortgage [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Loans	228,885	228,894
Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
0-60%	45,258	46,476
60.01-80%	48,688	46,831
80.01-100%	36,237	36,764
100.01-120%	20,930	21,116
Greater than 120%	18,019	18,608
No LTV/CLTV Available	2,768	2,798
Government insured/guaranteed loans	27,903	26,555
Loans, excluding Purchased Credit Impaired Loans	199,803	199,148
Real estate 1-4 family junior lien mortgage [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	198	206
Loans	83,173	85,991
Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
0-60%	11,951	12,694
60.01-80%	14,986	15,722
80.01-100%	19,714	20,290
100.01-120%	15,546	15,829
Greater than 120%	18,289	18,626
No LTV/CLTV Available	2,489	2,624
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	$ 82,975	$ 85,785

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Loans and Allowance for Credit Losses, Nonaccrual (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	$ 22,026	$ 21,304
Commercial and Industrial Loans [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	1,726	2,142
Commercial Real Estate Mortgage [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	4,081	4,085
Commercial Real Estate Construction [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	1,709	1,890
Lease Financing [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	45	53
Foreign Loans [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	38	47
Total Commercial [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	7,599	8,217
Real estate 1-4 family first mortgage [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	10,683	10,913
Real estate 1-4 family junior lien mortgage [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	3,558	1,975
Other revolving credit and installment [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	186	199
Total Consumer [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	$ 14,427	$ 13,087

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Loans and Allowance for Credit Losses, 90 Days Past Due but Still Accruing (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	$ 22,555	$ 22,569
FHA Insured/VA Guaranteed [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	19,681	19,240
Student Loans under FFELP [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	1,238	1,281
Commercial and Industrial Loans [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	104	153
Commercial Real Estate Mortgage [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	289	256
Commercial Real Estate Construction [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	25	89
Foreign Loans [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	7	6
Total Commercial [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	425	504
Total, not government insured/guaranteed [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	1,636	2,048
Total, not government insured/guaranteed [Member] | Real estate 1-4 family first mortgage [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	616	781
Total, not government insured/guaranteed [Member] | Real estate 1-4 family junior lien mortgage [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	156	279
Total, not government insured/guaranteed [Member] | Credit Card [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	319	346
Total, not government insured/guaranteed [Member] | Other revolving credit and installment [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	120	138
Total, not government insured/guaranteed [Member] | Total Consumer [Member]
90 days Past Due but Still Accruing Loans [Abstract]
90 days past due but still accruing	$ 1,211	$ 1,544

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Loans and Allowance for Credit Losses, Impaired Loans (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Impaired Loans [Abstract]
Unpaid principal balance	$ 33,481	$ 39,332
Impaired loans, Recorded Investment	27,687	28,010
Impaired loans with related allowance for credit losses, Recorded Investment	26,838	26,890
Related allowance for credit losses	6,530	6,678
Commercial and Industrial Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	4,224	7,191
Impaired loans, Recorded Investment	2,759	3,072
Impaired loans with related allowance for credit losses, Recorded Investment	2,665	3,018
Related allowance for credit losses	449	501
Commercial Real Estate Mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	6,404	7,490
Impaired loans, Recorded Investment	5,154	5,114
Impaired loans with related allowance for credit losses, Recorded Investment	4,984	4,637
Related allowance for credit losses	1,135	1,133
Commercial Real Estate Construction [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,875	4,733
Impaired loans, Recorded Investment	2,111	2,281
Impaired loans with related allowance for credit losses, Recorded Investment	2,073	2,281
Related allowance for credit losses	408	470
Lease Financing [Member]
Impaired Loans [Abstract]
Unpaid principal balance	90	127
Impaired loans, Recorded Investment	59	68
Impaired loans with related allowance for credit losses, Recorded Investment	59	68
Related allowance for credit losses	17	21
Foreign Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	61	185
Impaired loans, Recorded Investment	30	31
Impaired loans with related allowance for credit losses, Recorded Investment	30	31
Related allowance for credit losses	5	8
Total Commercial [Member]
Impaired Loans [Abstract]
Unpaid principal balance	13,654	19,726
Impaired loans, Recorded Investment	10,113	10,566
Impaired loans with related allowance for credit losses, Recorded Investment	9,811	10,035
Related allowance for credit losses	2,014	2,133
Real estate 1-4 family first mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	16,703	16,494
Impaired loans, Recorded Investment	14,602	14,486
Impaired loans with related allowance for credit losses, Recorded Investment	14,107	13,909
Related allowance for credit losses	3,394	3,380
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,243	2,232
Impaired loans, Recorded Investment	2,093	2,079
Impaired loans with related allowance for credit losses, Recorded Investment	2,093	2,079
Related allowance for credit losses	787	784
Credit Card [Member]
Impaired Loans [Abstract]
Unpaid principal balance	594	593
Impaired loans, Recorded Investment	594	593
Impaired loans with related allowance for credit losses, Recorded Investment	578	593
Related allowance for credit losses	297	339
Other revolving credit and installment [Member]
Impaired Loans [Abstract]
Unpaid principal balance	287	287
Impaired loans, Recorded Investment	285	286
Impaired loans with related allowance for credit losses, Recorded Investment	249	274
Related allowance for credit losses	38	42
Total Consumer [Member]
Impaired Loans [Abstract]
Unpaid principal balance	19,827	19,606
Impaired loans, Recorded Investment	17,574	17,444
Impaired loans with related allowance for credit losses, Recorded Investment	17,027	16,855
Related allowance for credit losses	$ 4,516	$ 4,545

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Loans and Allowance for Credit Losses, Impaired Loans, Average Recorded Investment and Interest Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	$ 27,794	$ 25,942
Recognized interest income	309	231
Interest Income on Impaired Loans [Abstract]
Interest income, cash basis of accounting	49	38
Interest income, other	260	193
Interest income, Total	309	231
Commercial and Industrial Loans [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	2,888	3,105
Recognized interest income	39	24
Interest Income on Impaired Loans [Abstract]
Interest income, Total	39	24
Commercial Real Estate Mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	5,135	5,522
Recognized interest income	17	13
Interest Income on Impaired Loans [Abstract]
Interest income, Total	17	13
Commercial Real Estate Construction [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	2,197	2,681
Recognized interest income	10	14
Interest Income on Impaired Loans [Abstract]
Interest income, Total	10	14
Lease Financing [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	63	106
Recognized interest income	0	0
Interest Income on Impaired Loans [Abstract]
Interest income, Total	0	0
Foreign Loans [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	30	40
Recognized interest income	0	0
Interest Income on Impaired Loans [Abstract]
Interest income, Total	0	0
Total Commercial [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	10,313	11,454
Recognized interest income	66	51
Interest Income on Impaired Loans [Abstract]
Interest income, Total	66	51
Real estate 1-4 family first mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	14,501	11,901
Recognized interest income	189	151
Interest Income on Impaired Loans [Abstract]
Interest income, Total	189	151
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	2,054	1,763
Recognized interest income	22	14
Interest Income on Impaired Loans [Abstract]
Interest income, Total	22	14
Credit Card [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	594	581
Recognized interest income	14	6
Interest Income on Impaired Loans [Abstract]
Interest income, Total	14	6
Other revolving credit and installment [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	332	243
Recognized interest income	18	9
Interest Income on Impaired Loans [Abstract]
Interest income, Total	18	9
Total Consumer [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	17,481	14,488
Recognized interest income	243	180
Interest Income on Impaired Loans [Abstract]
Interest income, Total	$ 243	$ 180

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Loans and Allowance for Credit Losses, Troubled Debt Restructurings Modifications by Type (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Primary Modification Type [Abstract]
Principal	$ 332	$ 561
Interest rate reduction	522	1,089
Other interest rate concessions	1,829	2,546
Total	2,683	4,196
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	85	95
Weighted average interest rate reduction	3.76%	4.03%
Recorded investment related to interest rate reduction	783	1,467
Commercial and Industrial Loans [Member]
Primary Modification Type [Abstract]
Principal	1	50
Interest rate reduction	8	44
Other interest rate concessions	401	611
Total	410	705
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	3	20
Weighted average interest rate reduction	1.28%	3.74%
Recorded investment related to interest rate reduction	9	42
Commercial Real Estate Mortgage [Member]
Primary Modification Type [Abstract]
Principal	4	43
Interest rate reduction	52	57
Other interest rate concessions	485	487
Total	541	587
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	1
Weighted average interest rate reduction	1.90%	1.54%
Recorded investment related to interest rate reduction	53	58
Commercial Real Estate Construction [Member]
Primary Modification Type [Abstract]
Principal	0	25
Interest rate reduction	2	20
Other interest rate concessions	107	157
Total	109	202
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	8	6
Weighted average interest rate reduction	1.06%	0.96%
Recorded investment related to interest rate reduction	1	20
Lease Financing [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	0	0
Other interest rate concessions	1	18
Total	1	18
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	0.00%	0.00%
Recorded investment related to interest rate reduction	0	0
Foreign Loans [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	0	0
Other interest rate concessions	2	0
Total	2	0
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	0.00%	0.00%
Recorded investment related to interest rate reduction	0	0
Total Commercial [Member]
Primary Modification Type [Abstract]
Principal	5	118
Interest rate reduction	62	121
Other interest rate concessions	996	1,273
Total	1,063	1,512
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	11	27
Weighted average interest rate reduction	1.79%	2.21%
Recorded investment related to interest rate reduction	63	120
Real estate 1-4 family first mortgage [Member]
Primary Modification Type [Abstract]
Principal	306	383
Interest rate reduction	297	584
Other interest rate concessions	199	267
Total	802	1,234
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	59	50
Weighted average interest rate reduction	2.83%	3.47%
Recorded investment related to interest rate reduction	540	937
Real estate 1-4 family junior lien mortgage [Member]
Primary Modification Type [Abstract]
Principal	19	40
Interest rate reduction	70	239
Other interest rate concessions	34	61
Total	123	340
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	9	10
Weighted average interest rate reduction	4.02%	4.41%
Recorded investment related to interest rate reduction	86	277
Credit Card [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	74	109
Other interest rate concessions	0	0
Total	74	109
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	1
Weighted average interest rate reduction	10.88%	10.91%
Recorded investment related to interest rate reduction	74	78
Other revolving credit and installment [Member]
Primary Modification Type [Abstract]
Principal	2	20
Interest rate reduction	19	36
Other interest rate concessions	23	1
Total	44	57
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	6	7
Weighted average interest rate reduction	7.51%	5.89%
Recorded investment related to interest rate reduction	20	55
Trial modifications [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	0	0
Other interest rate concessions	577	944
Total	577	944
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	0.00%	0.00%
Recorded investment related to interest rate reduction	0	0
Total Consumer [Member]
Primary Modification Type [Abstract]
Principal	327	443
Interest rate reduction	460	968
Other interest rate concessions	833	1,273
Total	1,620	2,684
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	74	68
Weighted average interest rate reduction	3.93%	4.19%
Recorded investment related to interest rate reduction	$ 720	$ 1,347

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Loans and Allowance for Credit Losses, Troubled Debt Restructurings, Current Defaults (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 717	$ 517
Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	110	26
Commercial Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	252	49
Commercial Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	155	19
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	517	94
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	147	302
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	20	34
Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	27	61
Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	6	26
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 200	$ 423

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Loans and Allowance for Credit Losses, PCI Loans Outstanding (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 35,534	$ 36,719
Total PCI loans (unpaid principal balance)	53,389	55,312
Commercial and Industrial Loans [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	385	399
Commercial Real Estate Mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	3,107	3,270
Commercial Real Estate Construction [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	1,564	1,745
Foreign Loans [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	1,198	1,353
Total Commercial [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	6,254	6,767
Real estate 1-4 family first mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Real estate 1-4 family junior lien mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	198	206
Total Consumer [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 29,280	$ 29,952

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Loans and Allowance for Credit Losses, PCI, Accretable Yield (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	36 Months Ended
Mar. 31, 2012	Dec. 31, 2011
Change in accretable yield related to PCI loans [Abstract]
Total, beginning of period	$ 15,961	$ 10,447
Addition of accretable yield due to acquisitions	0	128
Accretion into interest income	(514)	(7,199)
Accretion into noninterest income due to sales	0	(237)
Reclassification from nonaccretable difference for loans with improving credit-related cash flows	235	4,213
Changes in expected cash flows that do not affect nonaccretable difference	81	8,609
Total, end of period	$ 15,763	$ 15,961

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Loans and Allowance for Credit Losses, PCI, Allowance for Credit Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	36 Months Ended
Mar. 31, 2012	Dec. 31, 2011
Changes in allowance for PCI loan losses [Abstract]
Beginning Balance	$ 231	$ 0
Provision for losses due to credit deterioration	44	1,784
Charge-offs	(30)	(1,553)
Ending Balance	245	231
Commercial Portfolio Segment [Member]
Changes in allowance for PCI loan losses [Abstract]
Beginning Balance	165	0
Provision for losses due to credit deterioration	39	1,668
Charge-offs	(27)	(1,503)
Ending Balance	177	165
Pick-a-pay [Member]
Changes in allowance for PCI loan losses [Abstract]
Beginning Balance	0	0
Provision for losses due to credit deterioration	0	0
Charge-offs	0	0
Ending Balance	0	0
Other Consumer [Member]
Changes in allowance for PCI loan losses [Abstract]
Beginning Balance	66	0
Provision for losses due to credit deterioration	5	116
Charge-offs	(3)	(50)
Ending Balance	$ 68	$ 66

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Loans and Allowance for Credit Losses, PCI, by Credit Quality Indicator (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	$ 35,534	$ 36,719
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	385	399
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	3,107	3,270
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,564	1,745
Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,198	1,353
Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	6,254	6,767
Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	385	399
Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	3,107	3,270
Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,564	1,745
Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,198	1,353
Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	6,254	6,767
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	191	191
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	534	640
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	365	321
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	129	0
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,219	1,152
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	194	208
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	2,573	2,630
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,199	1,424
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,069	1,353
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	$ 5,035	$ 5,615

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Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Commercial (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and accruing	$ 22,555	$ 22,569
Purchased Credit Impaired Loans	35,534	36,719
Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and accruing	7,100	8,700
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and accruing	104	153
Purchased Credit Impaired Loans	385	399
Commercial and Industrial Loans [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	334	359
30-89 DPD and still accruing	24	22
90+ DPD and accruing	27	18
Purchased Credit Impaired Loans	385	399
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and accruing	289	256
Purchased Credit Impaired Loans	3,107	3,270
Commercial Real Estate Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	2,683	2,867
30-89 DPD and still accruing	141	178
90+ DPD and accruing	283	225
Purchased Credit Impaired Loans	3,107	3,270
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and accruing	25	89
Purchased Credit Impaired Loans	1,564	1,745
Commercial Real Estate Construction [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	1,027	1,206
30-89 DPD and still accruing	78	72
90+ DPD and accruing	459	467
Purchased Credit Impaired Loans	1,564	1,745
Foreign Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and accruing	7	6
Purchased Credit Impaired Loans	1,198	1,353
Foreign Loans [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	1,067	1,178
30-89 DPD and still accruing	0	0
90+ DPD and accruing	131	175
Purchased Credit Impaired Loans	1,198	1,353
Total Commercial [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and accruing	425	504
Purchased Credit Impaired Loans	6,254	6,767
Total Commercial [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	5,111	5,610
30-89 DPD and still accruing	243	272
90+ DPD and accruing	900	885
Purchased Credit Impaired Loans	$ 6,254	$ 6,767

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Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 35,534	$ 36,719
Residential Mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Residential Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD	25,726	25,961
30-59 DPD	2,833	3,292
60-89 DPD	1,309	1,442
90-119 DPD	624	799
120-179 DPD	1,039	1,179
180+ DPD	6,044	6,071
Purchased Credit Impaired Loans	37,575	38,744
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Real estate 1-4 family first mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD	25,458	25,693
30-59 DPD	2,818	3,272
60-89 DPD	1,301	1,433
90-119 DPD	619	791
120-179 DPD	1,029	1,169
180+ DPD	5,902	5,921
Purchased Credit Impaired Loans	37,127	38,279
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans, Carrying Value	198	206
Real estate 1-4 family junior lien mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD	268	268
30-59 DPD	15	20
60-89 DPD	8	9
90-119 DPD	5	8
120-179 DPD	10	10
180+ DPD	142	150
Purchased Credit Impaired Loans	448	465
Purchased Credit Impaired Loans, Carrying Value	$ 198	$ 206

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Loans and Allowance for Credit Losses, PCI, by FICO Score, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 35,534	$ 36,719
Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Residential Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	16,365	17,379
600-639	7,467	7,572
640-679	6,826	6,735
680-719	3,680	3,745
720-759	1,867	1,889
760-799	903	909
Greater than 800	206	217
No FICO available	261	298
Purchased Credit Impaired Loans	37,575	38,744
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Real estate 1-4 family first mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	16,173	17,169
600-639	7,385	7,489
640-679	6,736	6,646
680-719	3,635	3,698
720-759	1,853	1,875
760-799	897	903
Greater than 800	204	215
No FICO available	244	284
Purchased Credit Impaired Loans	37,127	38,279
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans, Carrying Value	198	206
Real estate 1-4 family junior lien mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	192	210
600-639	82	83
640-679	90	89
680-719	45	47
720-759	14	14
760-799	6	6
Greater than 800	2	2
No FICO available	17	14
Purchased Credit Impaired Loans	448	465
Purchased Credit Impaired Loans, Carrying Value	$ 198	$ 206

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Loans and Allowance for Credit Losses, PCI, by Loan to Value Ratio, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans, Carrying Value	$ 35,534	$ 36,719
Residential Mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans, Carrying Value	198	206
Purchased Credit-Impaired Loans [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
0-60%	1,252	1,268
60.01-80%	3,893	3,855
80.01-100%	9,141	9,404
100.01-120%	9,515	9,550
Greater than 120%	13,691	14,564
No LTV/CLTV Available	83	103
Purchased Credit Impaired Loans	37,575	38,744
Purchased Credit Impaired Loans, Carrying Value	29,280	29,952
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
0-60%	1,232	1,243
60.01-80%	3,846	3,806
80.01-100%	9,080	9,341
100.01-120%	9,438	9,471
Greater than 120%	13,455	14,318
No LTV/CLTV Available	76	100
Purchased Credit Impaired Loans	37,127	38,279
Purchased Credit Impaired Loans, Carrying Value	29,082	29,746
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
0-60%	20	25
60.01-80%	47	49
80.01-100%	61	63
100.01-120%	77	79
Greater than 120%	236	246
No LTV/CLTV Available	7	3
Purchased Credit Impaired Loans	448	465
Purchased Credit Impaired Loans, Carrying Value	$ 198	$ 206

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Other Assets (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Components of Other Assets [Line Items]
Cost method investments	$ 8,162		$ 8,061
Equity method investments	8,840		8,747
Total nonmarketable equity investments	17,002		16,808
Corporate/bank-owned life insurance	20,218		20,146
Accounts receivable	24,239		25,939
Interest receivable	5,412		5,296
Customer relationship and other amortized intangibles	9,608		10,358
Operating lease assets	1,803		1,825
Due from customers on acceptances	294		225
Other	13,416		17,172
Other assets	95,535		101,022
Income Related to Nonmarketable Equity Investments [Abstract]
Net gains from private equity investments	131	239
All other	21	(60)
Total	152	179
Government insured or guaranteed [Member]
Components of Other Assets [Line Items]
Foreclosed assets	1,352		1,319
Non-government insured or guaranteed [Member]
Components of Other Assets [Line Items]
Foreclosed assets	3,265		3,342
Core deposit intangibles [Member]
Components of Other Assets [Line Items]
Customer relationship and other amortized intangibles	6,962		7,311
Customer Relationships And Other [Member]
Components of Other Assets [Line Items]
Customer relationship and other amortized intangibles	1,572		1,639
Federal Bank Stock [Member]
Components of Other Assets [Line Items]
Cost method investments	4,553		4,617
Private Equity Investments [Member]
Components of Other Assets [Line Items]
Cost method investments	3,609		3,444
Equity method investments	4,767		4,670
Low Income Housing Tax Credit Investments [Member]
Components of Other Assets [Line Items]
Equity method investments	$ 4,073		$ 4,077

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Securitizations and Variable Interest Entities Textual (Details) (USD $)	3 Months Ended		3 Months Ended		3 Months Ended				3 Months Ended	12 Months Ended	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011	Mar. 31, 2012 Residential Mortgage [Member]	Mar. 31, 2011 Residential Mortgage [Member]	Mar. 31, 2012 Loans Receivable [Member]	Mar. 31, 2012 Available for sale Securities [Member]	Mar. 31, 2012 Cash and Cash Equivalents [Member]	Mar. 31, 2012 Level 3 [Member] Residential Mortgage [Member]	Mar. 31, 2011 Level 3 [Member] Residential Mortgage [Member]	Mar. 31, 2012 Equity Interests [Member]	Dec. 31, 2011 Equity Interests [Member]	Mar. 31, 2012 Long-term debt [Member]	Mar. 31, 2012 Commercial Mortgage Servicing [Member]	Dec. 31, 2011 Commercial Mortgage Servicing [Member]	Mar. 31, 2012 Trust Preferred Securities [Member]	Mar. 31, 2012 Trust Preferred Securities [Member] Preferred Stock [Member]	Dec. 31, 2011 Trust Preferred Securities [Member] Preferred Stock [Member]	Mar. 31, 2012 Trust Preferred Securities [Member] Junior Subordinated Debt [Member]	Dec. 31, 2011 Trust Preferred Securities [Member] Junior Subordinated Debt [Member]	Mar. 31, 2012 Legacy Wachovia [Member]	Dec. 31, 2011 Legacy Wachovia [Member]	Mar. 31, 2012 Legacy Wachovia [Member] Other Investments [Member]	Dec. 31, 2011 Legacy Wachovia [Member] Other Investments [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Short-term borrowings included in VIE liabilities	$ 3,000,000,000		$ 3,400,000,000
Accrued expenses and other liabilities included in VIE liabilities	706,000,000		963,000,000
Long-term debt included in VIE liabilities	30,000,000		30,000,000
Total equity interest											416,000,000	460,000,000
% of senior loans rated as investment grade	86.00%
Investment in a single tax credit structure as a percentage of outstanding equity interests	50.00%
Securities Available for sale Portfolio of ARS issued by VIEs																					518,000,000	643,000,000	568,000,000	624,000,000
Carrying value - asset (liability)																	2,500,000,000	2,500,000,000	7,500,000,000	7,600,000,000
Trust Preferred Securities Notice Redeemed During Period, Value																875,000,000
Net Gains (Losses) from Sale of Assets Securitizations	11,000,000	34,000,000
Amount transferred related to residential mortgages to unconsolidated VIE				139,400,000,000	101,400,000,000
Gain Loss On transfer Of Unconsolidated VIE Debt Investments				0	0
Amount of servicing asset at fair value									1,500,000,000	1,300,000,000
Amount of liability for repurchase reserves at fair value									62,000,000	35,000,000
Fair value of interests held														1,300,000,000	1,400,000,000
Decrease in fair value from 25% adverse change														162,000,000	219,000,000
Private placement debt financing													6,000,000,000
Assets pledged to collateralize the borrowings of variable interest entity						$ 6,200,000,000	$ 327,000,000	$ 180,000,000
Asset-specific liquidity facilities as a percentage of funding commitment	102.00%

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Securitizations and Variable Interest Entities (Details) (USD $)	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011	Dec. 31, 2010
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	$ 17,000,000,000		$ 19,440,000,000		$ 16,978,000,000	$ 16,044,000,000
Trading assets	75,696,000,000		77,814,000,000
Securities available for sale	230,266,000,000		222,613,000,000
Mortgages held for sale	43,449,000,000		48,357,000,000
Loans	766,521,000,000		769,631,000,000
MSRs (carried at fair value)	13,578,000,000		12,603,000,000
Other assets	95,535,000,000		101,022,000,000
Total assets	1,333,799,000,000	[1]	1,313,867,000,000	[1]
Short-term borrowings, Amount	50,964,000,000		49,091,000,000
Accrued expenses and other liabilities	75,967,000,000		77,665,000,000
Long-term debt	129,752,000,000		125,354,000,000
Total liabilities	1,186,950,000,000	[2]	1,172,180,000,000	[2]
Noncontrolling interests	1,333,000,000		1,446,000,000
VIEs that we do not consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	0		0
Trading assets	3,302,000,000		3,723,000,000
Securities available for sale	21,953,000,000		21,708,000,000
Mortgages held for sale	0		0
Loans	11,220,000,000		11,404,000,000
MSRs (carried at fair value)	12,789,000,000		12,080,000,000
Other assets	4,364,000,000		4,494,000,000
Total assets	53,628,000,000		53,409,000,000
Short-term borrowings, Amount	0		0
Accrued expenses and other liabilities	3,606,000,000		3,350,000,000
Long-term debt	0		0
Total liabilities	3,606,000,000		3,350,000,000
Noncontrolling interests	0		0
Net assets	50,022,000,000		50,059,000,000
VIEs that we consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	378,000,000		321,000,000
Trading assets	130,000,000		293,000,000
Securities available for sale	3,060,000,000		3,332,000,000
Mortgages held for sale	549,000,000		444,000,000
Loans	11,969,000,000		11,967,000,000
MSRs (carried at fair value)	0		0
Other assets	533,000,000		1,858,000,000
Total assets	16,619,000,000		18,215,000,000
Short-term borrowings, Amount	3,043,000,000		3,450,000,000
Accrued expenses and other liabilities	826,000,000		1,138,000,000
Long-term debt	4,113,000,000		4,932,000,000
Total liabilities	7,982,000,000		9,520,000,000
Noncontrolling interests	62,000,000		61,000,000
Net assets	8,575,000,000		8,634,000,000
Transfers that we account for as secured borrowings [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	38,000,000		11,000,000
Trading assets	27,000,000		30,000,000
Securities available for sale	12,305,000,000		11,671,000,000
Mortgages held for sale	0		0
Loans	7,364,000,000		7,181,000,000
MSRs (carried at fair value)	0		0
Other assets	146,000,000		137,000,000
Total assets	19,880,000,000		19,030,000,000
Short-term borrowings, Amount	11,029,000,000		10,682,000,000
Accrued expenses and other liabilities	147,000,000		121,000,000
Long-term debt	6,856,000,000		6,686,000,000
Total liabilities	18,032,000,000		17,489,000,000
Noncontrolling interests	0		0
Net assets	1,848,000,000		1,541,000,000
Total VIE [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	416,000,000		332,000,000
Trading assets	3,459,000,000		4,046,000,000
Securities available for sale	37,318,000,000		36,711,000,000
Mortgages held for sale	549,000,000		444,000,000
Loans	30,553,000,000		30,552,000,000
MSRs (carried at fair value)	12,789,000,000		12,080,000,000
Other assets	5,043,000,000		6,489,000,000
Total assets	90,127,000,000		90,654,000,000
Short-term borrowings, Amount	14,072,000,000		14,132,000,000
Accrued expenses and other liabilities	4,579,000,000		4,609,000,000
Long-term debt	10,969,000,000		11,618,000,000
Total liabilities	29,620,000,000		30,359,000,000
Noncontrolling interests	62,000,000		61,000,000
Net assets	$ 60,445,000,000		$ 60,234,000,000
[1]	Our consolidated assets at March 31, 2012 and December 31, 2011, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $378 million and $321 million; Trading assets, $130 million and $293 million; Securities available for sale, $3.1 billion and $3.3 billion; Mortgages held for sale, $549 million and $444 million; Net loans, $12.0 billion and $12.0 billion; Other assets, $533 million and $1.9 billion, and Total assets, $16.6 billion and $18.2 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2012 and December 31, 2011, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $25 million and $24 million; Accrued expenses and other liabilities, $120 million and $175 million; Long-term debt, $4.1 billion and $4.9 billion; and Total liabilities, $4.2 billion and $5.1 billion, respectively.

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Securitizations and Variable Interest Entities, Significant Continuing Involvement - Unconsolidated VIEs (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Variable Interest Entity [Line Items]
Total VIE assets	$ 1,527,749	$ 1,463,183
Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,207,348	1,135,629
Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	58,016	61,461
Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	175,045	179,007
Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	10,493	11,240
Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	9,676	9,757
Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	12,036	9,606
Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	19,717	19,257
Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	11,831	12,191
Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	6,155	6,318
Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	17,432	18,717
Debt and equity interests [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	39,615	39,799
Maximum exposure to loss	39,615	39,799
Debt and equity interests [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	4,418	4,682
Maximum exposure to loss	4,418	4,682
Debt and equity interests [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	2,433	2,460
Maximum exposure to loss	2,433	2,460
Debt and equity interests [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,033	7,063
Maximum exposure to loss	7,033	7,063
Debt and equity interests [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,011	1,107
Maximum exposure to loss	1,011	1,107
Debt and equity interests [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	9,429	9,511
Maximum exposure to loss	9,429	9,511
Debt and equity interests [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,562	6,942
Maximum exposure to loss	7,562	6,942
Debt and equity interests [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	4,113	4,119
Maximum exposure to loss	4,113	4,119
Debt and equity interests [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	2,002	2,019
Maximum exposure to loss	2,002	2,019
Debt and equity interests [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Debt and equity interests [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,614	1,896
Maximum exposure to loss	1,614	1,896
Servicing assets [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	12,790	12,080
Maximum exposure to loss	12,790	12,080
Servicing assets [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	11,922	11,070
Maximum exposure to loss	11,922	11,070
Servicing assets [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	367	353
Maximum exposure to loss	367	353
Servicing assets [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	469	623
Maximum exposure to loss	469	623
Servicing assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	32	34
Maximum exposure to loss	32	34
Variable Interest Entity Derivatives [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	232	643
Maximum exposure to loss	1,932	2,487
Variable Interest Entity Derivatives [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1	1
Maximum exposure to loss	1	1
Variable Interest Entity Derivatives [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	337	349
Maximum exposure to loss	519	538
Variable Interest Entity Derivatives [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	45	193
Maximum exposure to loss	838	874
Variable Interest Entity Derivatives [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(142)	(130)
Maximum exposure to loss	142	130
Variable Interest Entity Derivatives [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	8	40
Maximum exposure to loss	9	41
Variable Interest Entity Derivatives [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(17)	190
Maximum exposure to loss	423	903
Other commitments and guarantees [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(2,615)	(2,463)
Maximum exposure to loss	6,613	6,170
Other commitments and guarantees [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(1,087)	(975)
Maximum exposure to loss	3,632	3,657
Other commitments and guarantees [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(49)	(48)
Maximum exposure to loss	327	295
Other commitments and guarantees [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Other commitments and guarantees [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Other commitments and guarantees [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Other commitments and guarantees [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	1,944	1,504
Other commitments and guarantees [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(1,399)	(1,439)
Maximum exposure to loss	0	0
Other commitments and guarantees [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	523	523
Other commitments and guarantees [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	37	41
Other commitments and guarantees [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(80)	(1)
Maximum exposure to loss	150	150
Net assets [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	50,022	50,059
Maximum exposure to loss	60,950	60,536
Net assets [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	15,253	14,777
Maximum exposure to loss	19,972	19,409
Net assets [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	2,752	2,766
Maximum exposure to loss	3,128	3,109
Net assets [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,839	8,035
Maximum exposure to loss	8,021	8,224
Net assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,056	1,300
Maximum exposure to loss	1,849	1,981
Net assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	9,429	9,511
Maximum exposure to loss	9,429	9,511
Net assets [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,420	6,812
Maximum exposure to loss	9,648	8,576
Net assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	2,714	2,680
Maximum exposure to loss	4,113	4,119
Net assets [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	2,010	2,059
Maximum exposure to loss	2,534	2,583
Net assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	37	41
Net assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,549	2,119
Maximum exposure to loss	$ 2,219	$ 2,983

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Securitizations and Variable Interest Entities, Cash Flow Securitizations (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Sales proceeds from securitizations	$ 143,105	$ 100,241
Servicing fees	1,111	1,088
Other interests held	426	503
Purchases of delinquent assets	0	3
Net servicing advances	14	(9)
Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Sales proceeds from securitizations	0	0
Servicing fees	3	3
Other interests held	49	87
Purchases of delinquent assets	0	0
Net servicing advances	$ 0	$ 0

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Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Assets (Details) (Residential Mortgage Servicing [Member], USD $)	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Residential Mortgage Servicing [Member]
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities [Line Items]
Prepayment speed (annual CPR)	13.10%	11.40%
Discount rate	7.10%	7.90%
Cost to service ($ per loan)	$ 119	$ 134

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Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Rights (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2012 years	Dec. 31, 2011 years
Residential Mortgage Servicing [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 13,578	$ 12,918
Expected weighted-average life (in years)	5.2	5.1
Prepayment speed assumption (annual CPR)	14.50%	14.80%
Decrease in fair value from 10% adverse change	858	895
Decrease in fair value from 25% adverse change	2,018	2,105
Discount rate assumption	7.50%	7.10%
Decrease in fair value from 100 basis point increase	666	566
Decrease in fair value from 200 basis point increase	1,273	1,081
Cost to service assumption ($ per loan)	210	218
Decrease in fair value from 10% adverse change	575	582
Decrease in fair value from 25% adverse change	1,438	1,457
Interest-Only Strips [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	219	230
Expected weighted-average life (in years)	4.5	4.6
Prepayment speed assumption (annual CPR)	10.10%	10.70%
Decrease in fair value from 10% adverse change	6	6
Decrease in fair value from 25% adverse change	13	15
Discount rate assumption	16.00%	15.60%
Decrease in fair value from 100 basis point increase	5	6
Decrease in fair value from 200 basis point increase	11	12
Senior bonds [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	317	321
Expected weighted-average life (in years)	5.9	5.6
Prepayment speed assumption (annual CPR)	12.70%	13.90%
Decrease in fair value from 10% adverse change	1	2
Decrease in fair value from 25% adverse change	3	4
Discount rate assumption	6.40%	7.10%
Decrease in fair value from 100 basis point increase	13	12
Decrease in fair value from 200 basis point increase	25	24
Credit loss assumption	3.70%	4.50%
Decrease in fair value from 10% higher losses	1	1
Decrease in fair value from 25% higher losses	1	2
Subordinated bonds [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	45	45
Expected weighted-average life (in years)	6.1	6.1
Prepayment speed assumption (annual CPR)	6.90%	6.90%
Decrease in fair value from 10% adverse change	0	0
Decrease in fair value from 25% adverse change	0	1
Discount rate assumption	9.00%	11.90%
Decrease in fair value from 100 basis point increase	2	2
Decrease in fair value from 200 basis point increase	4	4
Credit loss assumption	0.40%	0.50%
Decrease in fair value from 10% higher losses	0	0
Decrease in fair value from 25% higher losses	$ 0	$ 0

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Securitizations and Variable Interest Entities, Principal Balances of Off-Balance Sheet Securitized Loans (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Off-balance sheet securitized loans [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	$ 1,374,430		$ 1,311,060
Delinquent loans	35,479		35,508
Net charge-offs (recoveries)	340	479
Commercial Real Estate Mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	134,339		137,121
Delinquent loans	11,358		11,142
Net charge-offs (recoveries)	54	73
Total Commercial [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	134,339		137,121
Delinquent loans	11,358		11,142
Net charge-offs (recoveries)	54	73
Real estate 1-4 family first mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1,237,871		1,171,666
Delinquent loans	24,002		24,235
Net charge-offs (recoveries)	286	406
Real estate 1-4 family junior lien mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	2		2
Delinquent loans	0		0
Net charge-offs (recoveries)	0	0
Other revolving credit and installment [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	2,218		2,271
Delinquent loans	119		131
Net charge-offs (recoveries)	0	0
Total Consumer [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1,240,091		1,173,939
Delinquent loans	24,121		24,366
Net charge-offs (recoveries)	$ 286	$ 406

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Securitizations and Variable Interest Entities, Secured Borrowing and Consolidated Variable Interest Entity (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Variable Interest Entity [Line Items]
Consolidated assets	$ 1,333,799	[1]	$ 1,313,867	[1]
Third party liabilities	(1,186,950)	[2]	(1,172,180)	[2]
Noncontrolling interests	(1,333)		(1,446)
Total secured borrowings and consolidated VIEs [Member]
Variable Interest Entity [Line Items]
Total VIE assets	39,279		41,007
Total secured borrowings and consolidated VIEs [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	36,499		37,245
Third party liabilities	(26,014)		(27,009)
Noncontrolling interests	(62)		(61)
Net assets	10,423		10,175
Consolidated VIEs [Member]
Variable Interest Entity [Line Items]
Total VIE assets	17,723		19,966
Consolidated assets	16,619		18,215
Third party liabilities	(7,982)		(9,520)
Noncontrolling interests	(62)		(61)
Net assets	8,575		8,634
Consolidated VIEs [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	16,619		18,215
Third party liabilities	(7,982)		(9,520)
Noncontrolling interests	(62)		(61)
Net assets	8,575		8,634
Consolidated VIEs [Member] | Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	10,231		11,375
Consolidated VIEs [Member] | Nonconforming Residential Mortgage Backed Securities [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	9,211		10,244
Third party liabilities	(3,732)		(4,514)
Noncontrolling interests	0		0
Net assets	5,479		5,730
Consolidated VIEs [Member] | Multi-seller commercial paper conduit [Member]
Variable Interest Entity [Line Items]
Total VIE assets	2,547		2,860
Consolidated VIEs [Member] | Multi-seller commercial paper conduit [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	2,547		2,860
Third party liabilities	(2,614)		(2,935)
Noncontrolling interests	0		0
Net assets	(67)		(75)
Consolidated VIEs [Member] | Auto loan securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	126		163
Consolidated VIEs [Member] | Auto loan securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	126		163
Third party liabilities	(107)		(143)
Noncontrolling interests	0		0
Net assets	19		20
Consolidated VIEs [Member] | Structured Asset Finance [Member]
Variable Interest Entity [Line Items]
Total VIE assets	110		124
Consolidated VIEs [Member] | Structured Asset Finance [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	110		124
Third party liabilities	(16)		(16)
Noncontrolling interests	0		0
Net assets	94		108
Consolidated VIEs [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	2,024		2,012
Consolidated VIEs [Member] | Investment funds [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	2,024		2,012
Third party liabilities	(1)		(22)
Noncontrolling interests	0		0
Net assets	2,023		1,990
Consolidated VIEs [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	2,685		3,432
Consolidated VIEs [Member] | Other securitizations and transactions [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	2,601		2,812
Third party liabilities	(1,512)		(1,890)
Noncontrolling interests	(62)		(61)
Net assets	1,027		861
Total secured borrowings [Member]
Variable Interest Entity [Line Items]
Total VIE assets	21,556		21,041
Total secured borrowings [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	19,880		19,030
Third party liabilities	(18,032)		(17,489)
Noncontrolling interests	0		0
Net assets	1,848		1,541
Total secured borrowings [Member] | Commercial Real Estate Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,166		1,168
Total secured borrowings [Member] | Commercial Real Estate Loans [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	1,166		1,168
Third party liabilities	(1,038)		(1,041)
Noncontrolling interests	0		0
Net assets	128		127
Total secured borrowings [Member] | Municipal tender option bond securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	14,519		14,168
Total secured borrowings [Member] | Municipal tender option bond securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	12,385		11,748
Third party liabilities	(11,060)		(10,689)
Noncontrolling interests	0		0
Net assets	1,325		1,059
Total secured borrowings [Member] | Residental mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	5,871		5,705
Total secured borrowings [Member] | Residental mortgage securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Consolidated assets	6,329		6,114
Third party liabilities	(5,934)		(5,759)
Noncontrolling interests	0		0
Net assets	$ 395		$ 355
[1]	Our consolidated assets at March 31, 2012 and December 31, 2011, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $378 million and $321 million; Trading assets, $130 million and $293 million; Securities available for sale, $3.1 billion and $3.3 billion; Mortgages held for sale, $549 million and $444 million; Net loans, $12.0 billion and $12.0 billion; Other assets, $533 million and $1.9 billion, and Total assets, $16.6 billion and $18.2 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2012 and December 31, 2011, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $25 million and $24 million; Accrued expenses and other liabilities, $120 million and $175 million; Long-term debt, $4.1 billion and $4.9 billion; and Total liabilities, $4.2 billion and $5.1 billion, respectively.

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Mortgage Banking Activities Textuals (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011	Dec. 31, 2010
Mortgage Banking Activities (Textual) [Abstract]
Cumulative effect of fair value election for certain residential mortgage servicing rights	$ 2
Amortization	(58)	(64)
Retained earnings [Member]
Mortgage Banking Activities (Textual) [Abstract]
Cumulative effect of fair value election for certain residential mortgage servicing rights	2
Liability for mortgage loans repurchase losses [Member]
Mortgage Banking Activities (Textual) [Abstract]
Loss Contingency, Range of Possible Loss, Portion Not Accrued	2,300
Commercial Mortgage Servicing [Member]
Mortgage Banking Activities (Textual) [Abstract]
Fair Value of amortized MSRs	1,263	1,453
Residential Mortgage Servicing [Member]
Mortgage Banking Activities (Textual) [Abstract]
Amortization		(10)
Fair Value of amortized MSRs		445
Residential Mortgage Servicing [Member] | Election of fair value option [Member]
Mortgage Banking Activities (Textual) [Abstract]
Residential MSRs transferred from amortized MSRs	315
Amortized [Member]
Mortgage Banking Activities (Textual) [Abstract]
Amortization	(58)	(64)
Fair Value of amortized MSRs	1,263	1,898	1,756	1,812
Amortized [Member] | Residential Mortgage Servicing [Member]
Mortgage Banking Activities (Textual) [Abstract]
Residential MSRs transferred to MSRs carried at Fair Value, Gross	350
Residential MSRs transferred to MSRs carried at Fair Value, Net	313
Balance of amortized MSRs		$ 390

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Mortgage Banking Activities , Mortgage Servicing Rights Carried at Fair Value (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Changes in MSRs measured at fair value
Fair value, beginning of period	$ 12,603
Changes in fair value:
Due to changes in valuation model inputs or assumptions	(158)	499
Other changes in fair value	(643)	(580)
Total changes in fair value	(801)	(81)
Fair value, end of period	13,578
Carried at Fair Value [Member]
Changes in MSRs measured at fair value
Fair value, beginning of period	12,603	14,467
Servicing from securitizations or asset transfers	1,776	1,262
Changes in fair value:
Due to changes in valuation model inputs or assumptions	(158)	499
Other changes in fair value	(643)	(580)
Total changes in fair value	(801)	(81)
Fair value, end of period	13,578	15,648
Carried at Fair Value [Member] | Mortgage interest rates [Member]
Changes in fair value:
Due to changes in valuation model inputs or assumptions	147	506
Carried at Fair Value [Member] | Servicing and foreclosure costs [Member]
Changes in fair value:
Due to changes in valuation model inputs or assumptions	(54)	(214)
Carried at Fair Value [Member] | Discount rates [Member]
Changes in fair value:
Due to changes in valuation model inputs or assumptions	(344)	(150)
Carried at Fair Value [Member] | Prepayment estimates and other [Member]
Changes in fair value:
Due to changes in valuation model inputs or assumptions	$ 93	$ 357

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Mortgage Banking Activities, Amortized Mortgage Servicing Rights (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Changes in amortized MSRs
Amortization	$ (58)	$ (64)
Valuation Allowance
Reversal of provision (provision) for mortgage servicing rights in excess of fair value	0	(6)
Amortized mortgage servicing rights, net	1,074		1,408
Amortized [Member]
Changes in amortized MSRs
Balance, beginning of period	1,445	1,422
Purchases	14	45
Servicing from securitizations or asset transfers	(327)	29
Amortization	(58)	(64)
Balance, end of period	1,074	1,432
Valuation Allowance
Balance, beginning of period	(37)	(3)
Reversal of provision (provision) for mortgage servicing rights in excess of fair value	37	(6)
Balance, end of period	0	(9)
Amortized mortgage servicing rights, net	1,074	1,423
Fair value of amortized MSRs:
Beginning of period	1,756	1,812
End of period	$ 1,263	$ 1,898

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Mortgage Banking Activities, Managed Servicing Portfolio Components (Details) (USD $) In Billions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Components of Managed Servicing Portfolio [Abstract]
Loans serviced for others	$ 1,890	$ 1,854
Total managed servicing portfolio	2,366	2,340
Ratio of MSRs to related loans serviced for others	0.77%	0.76%
Commercial Mortgage Servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Loans serviced for others	407	398
Owned loans serviced	106	106
Subservicing	13	14
Total managed servicing portfolio	526	518
Residential Mortgage Servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Loans serviced for others	1,483	1,456
Owned loans serviced	350	358
Subservicing	7	8
Total managed servicing portfolio	$ 1,840	$ 1,822

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Mortgage Banking Activities, Noninterest Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Servicing fees:
Contractually specified servicing fees	$ 1,148	$ 1,145
Late charges	66	94
Ancillary fees	77	89
Unreimbursed direct servicing costs	(280)	(191)
Net servicing fees	1,011	1,137
Changes in fair value:
Due to changes in valuation model inputs or assumptions	(158)	499
Other changes in fair value	(643)	(580)
Total changes in fair value of MSRs measured at fair value	(801)	(81)
Amortization	(58)	(64)
Reversal of provision (provision) for mortgage servicing rights in excess of fair value	0	(6)
Net derivative gains (losses) from economic hedges	100	(120)
Total servicing income, net	252	866
Net gains on mortgage loan origination/sales activities	2,618	1,150
Total mortgage banking noninterest income	2,870	2,016
Market related valuation changes to MSRs, net of hedge results	$ (58)	$ 379

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Mortgage Banking Activities, Liability for Mortage Loan Repurchase Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Liability For Mortgage Loan Repurchase Losses [Abstract]
Balance, beginning of period	$ 1,326	$ 1,289
Loan sales	62	35
Change in estimate	368	214
Total additions	430	249
Losses	(312)	(331)
Balance, end of period	$ 1,444	$ 1,207

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Intangible Assets (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011	Dec. 31, 2010
Amortized intangible assets:
Gross carrying value	$ 18,061	$ 20,620
Accumulated amortization	(8,453)	(10,262)
Net carrying Value	9,608	10,358
MSRs (carried at fair value)	13,578	12,603
Goodwill	25,140	25,115	24,777	24,770
Trademark	14	14
Amortized MSRs [Member]
Amortized intangible assets:
Gross carrying value	2,053	2,383
Accumulated amortization	(979)	(975)
Net carrying Value	1,074	1,408
Core deposit intangibles [Member]
Amortized intangible assets:
Gross carrying value	12,845	15,079
Accumulated amortization	(5,883)	(7,768)
Net carrying Value	6,962	7,311
Customer Relationships And Other [Member]
Amortized intangible assets:
Gross carrying value	3,163	3,158
Accumulated amortization	(1,591)	(1,519)
Net carrying Value	$ 1,572	$ 1,639

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Intangible Assets, Amortization Expense (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2012 (actual)	$ 479
Estimate for the remainder of 2012	1,430
Estimate for year ended December 31,
2013	1,708
2014	1,534
2015	1,400
2016	1,244
2017	1,120
Amortized MSRs [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2012 (actual)	58
Estimate for the remainder of 2012	171
Estimate for year ended December 31,
2013	206
2014	176
2015	156
2016	116
2017	74
Core deposit intangibles [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2012 (actual)	349
Estimate for the remainder of 2012	1,047
Estimate for year ended December 31,
2013	1,241
2014	1,113
2015	1,022
2016	919
2017	851
Customer Relationships And Other [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2012 (actual)	72
Estimate for the remainder of 2012	212
Estimate for year ended December 31,
2013	261
2014	245
2015	222
2016	209
2017	$ 195

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Intangible Assets, Allocation of Goodwill to Operating Segments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Intangible Assets [Abstract]
Goodwill, Beginning Balance	$ 25,115	$ 24,770
Goodwill from business combinations	25	7
Goodwill, Ending Balance	25,140	24,777
Wealth Brokerage and Retirement [Member]
Intangible Assets [Abstract]
Goodwill, Beginning Balance	371	373
Goodwill from business combinations	0	0
Goodwill, Ending Balance	371	373
Wholesale Banking [Member]
Intangible Assets [Abstract]
Goodwill, Beginning Balance	6,820	6,475
Goodwill from business combinations	27	7
Goodwill, Ending Balance	6,847	6,482
Community Banking [Member]
Intangible Assets [Abstract]
Goodwill, Beginning Balance	17,924	17,922
Goodwill from business combinations	(2)	0
Goodwill, Ending Balance	$ 17,922	$ 17,922

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Guarantees, Pledged Assets and Collateral Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2012	Dec. 31, 2011
Guarantees (Textuals) [Abstract]
Collateral	$ 592,000,000	$ 687,000,000
Securities Loaned	584,000,000	669,000,000
Percentage share of losses owed on loans and MHFS sold with recourse	Primarily all of these programs and arrangements require that we share in the loans’ credit exposure for their remaining life by providing recourse to the GSE, up to 33.33% of actual losses incurred on a pro-rata basis
Residual Value Guarantee, Reimbursement Terms	To the extent that a sale of the leased assets results in proceeds less than a stated percent (generally 80% to 89%) of the asset’s cost, we would be required to reimburse the lessor under our guarantee.
Securities owned and pledged as collateral not available to be repledged, Fair Value	395,727,000,000	398,282,000,000
Collateral received with the right to sell or repledge	21,800,000,000	17,800,000,000
Collateral sold or repledged	20,700,000,000	16,700,000,000
Trading and Available-for-Sale Securities [Member]
Guarantees (Textuals) [Abstract]
Securities owned and pledged as collateral available to be repledged, Fair Value	24,800,000,000	20,800,000,000
Securities owned and pledged as collateral not available to be repledged, Fair Value	733,000,000	2,800,000,000
Loans and MHFS sold with recourse [Member]
Guarantees (Textuals) [Abstract]
Loans repurchased	$ 6,000,000

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Guarantees, Pledged Assets and Collateral (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Guarantees [Abstract]
Carrying value	$ 1,405	$ 1,701
Maximum exposure to loss	57,693	56,697
Guarantee Obligations, Noninvestment Grade	33,243	28,740
Pledged Assets and Collateral
Pledged assets without the right to sell or repledge	395,727	398,282
Available for sale Securities [Member]
Pledged Assets and Collateral
Pledged assets without the right to sell or repledge	73,945	80,540
Loans and Finance Receivables [Member]
Pledged Assets and Collateral
Pledged assets without the right to sell or repledge	321,782	317,742
Standby Letters of Credit [Member]
Guarantees [Abstract]
Carrying value	5	85
Maximum exposure to loss	40,528	41,171
Guarantee Obligations, Noninvestment Grade	25,311	22,259
Residual value guarantees [Member]
Guarantees [Abstract]
Carrying value	8	8
Maximum exposure to loss	197	197
Guarantee Obligations, Noninvestment Grade	0	0
Liquidity agreements [Member]
Guarantees [Abstract]
Carrying value	0	0
Maximum exposure to loss	3	2
Guarantee Obligations, Noninvestment Grade	3	2
Securities lending and other indemnifications [Member]
Guarantees [Abstract]
Carrying value	7	0
Maximum exposure to loss	584	669
Guarantee Obligations, Noninvestment Grade	99	62
Written put options [Member]
Guarantees [Abstract]
Carrying value	1,249	1,469
Maximum exposure to loss	10,004	8,224
Guarantee Obligations, Noninvestment Grade	3,812	2,466
Loans and MHFS sold with recourse [Member]
Guarantees [Abstract]
Carrying value	97	102
Maximum exposure to loss	5,717	5,784
Guarantee Obligations, Noninvestment Grade	3,908	3,850
Contingent consideration [Member]
Guarantees [Abstract]
Carrying value	33	31
Maximum exposure to loss	107	98
Guarantee Obligations, Noninvestment Grade	106	97
Other guarantees [Member]
Guarantees [Abstract]
Carrying value	6	6
Maximum exposure to loss	553	552
Guarantee Obligations, Noninvestment Grade	$ 4	$ 4

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Legal Actions (Details) (Liability for Contingent Litigation Losses [Member], USD $) In Millions, unless otherwise specified	Mar. 31, 2012
Liability for Contingent Litigation Losses [Member]
Legal Actions (Textual) [Abstract]
Loss Contingency, Range of Possible Loss, Portion Not Accrued	$ 927

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Derivatives Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Derivatives (Textual) [Abstract]
Notional Basis swaps combined with receive fixed rate/pay floating rate swaps	$ 8,000,000,000		$ 15,500,000,000
Cash collateral netted against derivative assets	6,500,000,000		6,600,000,000
Cash collateral netted against derivative liabilities	14,600,000,000		15,400,000,000
Gains (losses) on forward derivatives hedging	(1,000,000)	8,000,000
Deferred net gains on derivatives in other comprehensive income	415,000,000
Maximum length of time hedged in cash flow hedge	6
Losses/gains on derivatives used to hedge residential mortgage servicing rights	100,000,000	(120,000,000)
Aggregate fair value of derivatives used for economic hedges net asset liability	(375,000,000)		1,400,000,000
Aggregate fair value of derivative loan commitments net asset liability	216,000,000		478,000,000
Aggregate fair value of derivative instruments with credit-risk-related contingent features, net liability	16,400,000,000		17,100,000,000
Collateral for derivative instruments with credit-risk-related contingent features	15,000,000,000		15,000,000,000
Additional collateral for derivative instruments with credit-risk-related contingent features	1,300,000,000		2,100,000,000
Change in value of derivatives excluded from assessment of cash flow hedge effectiveness	$ 0

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Derivatives, Notional or Contractual Amounts (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives, net	$ 24,476	$ 27,553
Fair Value Liability derivatives, net	13,902	15,468
Derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	98,119	108,696
Fair Value Liability derivatives	95,100	105,458
Netting of derivative asset and liability balances and related cash collateral [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives, netting	(73,643)	(81,143)
Fair Value Liability derivatives, netting	(81,198)	(89,990)
Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	9,125	9,946
Fair Value Liability derivatives	2,586	3,341
Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Derivatives designated as hedging instruments	93,735	87,537
Fair Value Asset derivatives	7,406	8,423
Fair Value Liability derivatives	2,452	2,769
Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Derivatives designated as hedging instruments	24,230	22,269
Fair Value Asset derivatives	1,719	1,523
Fair Value Liability derivatives	134	572
Not Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	88,994	98,750
Fair Value Liability derivatives	92,514	102,117
Not Designated as Hedging Instrument [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	88,202	96,179
Fair Value Liability derivatives	91,257	99,986
Not Designated as Hedging Instrument [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	792	2,571
Fair Value Liability derivatives	1,257	2,131
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	73,351	81,336
Fair Value Liability derivatives	75,117	83,834
Derivatives not designated as hedging instruments	2,796,580	2,425,144
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	787	2,318
Fair Value Liability derivatives	1,160	2,011
Derivatives not designated as hedging instruments	442,501	377,497
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	3,133	3,151
Fair Value Liability derivatives	2,834	2,803
Derivatives not designated as hedging instruments	171,535	140,704
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	3	250
Fair Value Liability derivatives	30	3
Derivatives not designated as hedging instruments	3,341	5,833
Not Designated as Hedging Instrument [Member] | Equity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	4,081	3,768
Fair Value Liability derivatives	4,147	3,661
Derivatives not designated as hedging instruments	74,008	68,778
Not Designated as Hedging Instrument [Member] | Commodity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	4,728	4,351
Fair Value Liability derivatives	4,587	4,234
Derivatives not designated as hedging instruments	83,757	77,985
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Purchased [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	2,486	3,254
Fair Value Liability derivatives	363	276
Derivatives not designated as hedging instruments	34,324	36,156
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Purchased [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	1	3
Fair Value Liability derivatives	0	0
Derivatives not designated as hedging instruments	105	125
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Sold [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	423	319
Fair Value Liability derivatives	4,209	5,178
Derivatives not designated as hedging instruments	35,753	38,403
Not Designated as Hedging Instrument [Member] | Other Contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	1	0
Fair Value Liability derivatives	67	117
Derivatives not designated as hedging instruments	$ 2,408	$ 2,367

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Derivatives, Net Gains (Losses) in Income Related to Fair Value Hedges (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	$ 375	$ 397
Gains (losses) recorded in noninterest income Recognized on derivatives	46	639
Gains (losses) recorded in noninterest income Recognized on hedged item	(162)	(765)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	(116)	(126)
Available for sale Securities [Member] | Interest Rate Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	(112)	(106)
Gains (losses) recorded in noninterest income Recognized on derivatives	302	169
Gains (losses) recorded in noninterest income Recognized on hedged item	(296)	(237)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	6	(68)
Available for sale Securities [Member] | Foreign Exchange Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	(3)	(1)
Gains (losses) recorded in noninterest income Recognized on derivatives	41	35
Gains (losses) recorded in noninterest income Recognized on hedged item	(14)	(33)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	27	2
Long-term debt [Member] | Interest Rate Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	419	414
Gains (losses) recorded in noninterest income Recognized on derivatives	(868)	(645)
Gains (losses) recorded in noninterest income Recognized on hedged item	802	622
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	(66)	(23)
Long-term debt [Member] | Foreign Exchange Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	71	90
Gains (losses) recorded in noninterest income Recognized on derivatives	566	1,080
Gains (losses) recorded in noninterest income Recognized on hedged item	(648)	(1,117)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	(82)	(37)
Mortgages held for sale [Member] | Interest Rate Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	0	0
Gains (losses) recorded in noninterest income Recognized on derivatives	5	0
Gains (losses) recorded in noninterest income Recognized on hedged item	(6)	0
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	$ (1)	$ 0

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Derivatives, Net Gains (Losses) Related to Cash Flow Hedges (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Net Gains Losses Recognized Related to Derivatives in Cash Flow Hedging Relationships [Abstract]
Gains (losses) (pre tax) recognized in OCI on derivatives (effective portion)	$ 42	$ (4)
Gains (pre tax) reclassified from cumulative OCI into net interest income (effective portion)	107	156
Gains (losses) (pre tax) recognized in noninterest income on derivatives (ineffective portion)	$ 0	$ (2)

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Derivatives, Net Gains (Losses) in Income Related to Derivatives Not Designated as Hedging Instruments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains recognized related to derivatives not designated as hedging instruments	$ 946	$ 356
Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	1,190	561
Free standing derivatives (economic hedges) [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(244)	(205)
Foreign Exchange Contract [Member] | Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	129	182
Foreign Exchange Contract [Member] | Free standing derivatives (economic hedges) [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(85)	(264)
Equity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(285)	(162)
Commodity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(23)	(15)
Other Contract [Member] | Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(1)	7
Credit Contract [Member] | Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	59	(47)
Credit Contract [Member] | Free standing derivatives (economic hedges) [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(5)	(5)
Interest Rate Contracts Recognized In Noninterest Income Other [Member] | Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	240	196
Interest Rate Contracts Recognized In Noninterest Income Other [Member] | Free standing derivatives (economic hedges) [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	42	11
Interest Rate Contracts Recognized In Noninterest Income Mortgage Banking [Member] | Customer accommodation trading and other free standing derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	1,071	400
Interest Rate Contracts Recognized In Noninterest Income Mortgage Banking [Member] | Free standing derivatives (economic hedges) [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	$ (196)	$ 53

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Derivatives, Sold and Purchased Credit Derivatives (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	$ 4,209	$ 5,178
Notional amount Protection sold	35,753	38,403
Notional amount Protection sold non investment grade	21,819	23,817
Notional amount Protection purchased with identical underlyings	18,119	18,372
Notional Net protection sold	17,634	20,031
Notional Other protection purchased	16,303	17,843
Structured products [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	2,924	3,308
Notional amount Protection sold	4,590	4,691
Notional amount Protection sold non investment grade	4,162	4,300
Notional amount Protection purchased with identical underlyings	2,065	2,194
Notional Net protection sold	2,525	2,497
Notional Other protection purchased	1,065	1,335
Range of maturities, from	2016	2016
Range of maturities, to	2056	2056
Credit Default Swap [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	31	68
Notional amount Protection sold	3,368	3,006
Notional amount Protection sold non investment grade	927	843
Notional amount Protection purchased with identical underlyings	2,821	2,341
Notional Net protection sold	547	665
Notional Other protection purchased	980	912
Range of maturities, from	2012	2012
Range of maturities, to	2017	2017
Corporate Bond Securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	561	1,002
Notional amount Protection sold	22,189	24,634
Notional amount Protection sold non investment grade	12,459	14,043
Notional amount Protection purchased with identical underlyings	12,565	13,329
Notional Net protection sold	9,624	11,305
Notional Other protection purchased	8,500	9,404
Range of maturities, from	2012	2012
Range of maturities, to	2021	2021
Total asset-backed securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	70	76
Notional amount Protection sold	81	83
Notional amount Protection sold non investment grade	81	83
Notional amount Protection purchased with identical underlyings	6	8
Notional Net protection sold	75	75
Notional Other protection purchased	115	116
Range of maturities, from	2037	2037
Range of maturities, to	2046	2046
Loan deliverable credit default swaps [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	1	2
Notional amount Protection sold	417	460
Notional amount Protection sold non investment grade	417	453
Notional amount Protection purchased with identical underlyings	318	355
Notional Net protection sold	99	105
Notional Other protection purchased	160	251
Range of maturities, from	2012	2012
Range of maturities, to	2016	2016
Other [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	7	9
Notional amount Protection sold	3,831	4,172
Notional amount Protection sold non investment grade	3,320	3,637
Notional amount Protection purchased with identical underlyings	215	126
Notional Net protection sold	3,616	4,046
Notional Other protection purchased	4,058	4,422
Range of maturities, from	2012	2012
Range of maturities, to	2056	2056
Commercial [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	615	713
Notional amount Protection sold	1,277	1,357
Notional amount Protection sold non investment grade	453	458
Notional amount Protection purchased with identical underlyings	129	19
Notional Net protection sold	1,148	1,338
Notional Other protection purchased	$ 1,425	$ 1,403
Range of maturities, from	2049	2049
Range of maturities, to	2052	2052

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Fair Values of Assets and Liabilities Textuals (Details) (USD $)	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011 Level 1 [Member]	Mar. 31, 2011 Level 2 [Member]	Mar. 31, 2011 Level 3 [Member]	Mar. 31, 2012 Private Equity Funds [Member]	Mar. 31, 2012 Venture Capital Funds [Member]	Mar. 31, 2012 Offshore Funds [Member]	Dec. 31, 2011 Offshore Funds [Member]	Mar. 31, 2012 Finance Leases Financing Receivable [Member]	Dec. 31, 2011 Finance Leases Financing Receivable [Member]	Mar. 31, 2012 Non modified loans [Member] Maximum [Member]	Mar. 31, 2012 Non modified loans [Member] Minimum [Member]	Mar. 31, 2012 Residential Portfolio Segment [Member] Government Insured Or Guaranteed [Member]	Mar. 31, 2012 Residential Portfolio Segment [Member] Non Government Insured Or Guaranteed [Member]	Mar. 31, 2012 Collateralized loan obligations [Member]	Dec. 31, 2011 Collateralized loan obligations [Member]	Mar. 31, 2012 Carrying amount [Member]	Dec. 31, 2011 Carrying amount [Member]	Mar. 31, 2012 Estimated fair value [Member]	Dec. 31, 2011 Estimated fair value [Member]	Mar. 31, 2012 Estimated fair value [Member] Level 1 [Member]	Mar. 31, 2012 Estimated fair value [Member] Level 2 [Member]	Mar. 31, 2012 Estimated fair value [Member] Level 3 [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Total trading assets (excluding derivatives)																$ 587,000,000	$ 583,000,000
Securities available for sale	230,266,000,000	222,613,000,000														8,600,000,000	8,100,000,000
Significant Transfers In, Amount			0	0	0
Significant Transfers Out, Amount			0	0	0
Trading and available for sale securities																9,200,000,000
Cost to service per loan												469	82
Mortgages held for sale	39,183,000,000	44,791,000,000												1,100,000,000	112,000,000
Redemption restriction for investment								208,000,000	200,000,000
Liquidation period						9y	6y
Loans	766,521,000,000	769,631,000,000								13,143,000,000	13,117,000,000							728,575,000,000	731,308,000,000	726,391,000,000	723,867,000,000	0	54,386,000,000	672,005,000,000
Capital Lease Obligation	103,000,000	116,000,000
Loan Commitments And Standby, Commercial And Similar Letters of Credit																		$ 389,000,000	$ 495,000,000	$ 389,000,000	$ 495,000,000

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Fair Value, Measurements From Independent Brokers or Independent Third Party Pricing Services (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Financial assets:
Loans held for sale	$ 796	$ 1,176
Independent brokers [Member] | Level 1 [Member]
Financial assets:
Trading assets (excluding derivatives)	0	0
Total Securities Available for Sale	0	0
Derivatives (trading and other assets)	0	0
Loans held for sale	0	0
Financial liabilities:
Derivatives (liabilities)	0	0
Other liabilities	0	0
Independent brokers [Member] | Level 1 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 1 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 1 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 1 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 1 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 1 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 2 [Member]
Financial assets:
Trading assets (excluding derivatives)	285	446
Total Securities Available for Sale	733	3,449
Derivatives (trading and other assets)	12	17
Loans held for sale	0	0
Financial liabilities:
Derivatives (liabilities)	10	11
Other liabilities	22	22
Independent brokers [Member] | Level 2 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	733	3,449
Independent brokers [Member] | Level 2 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 2 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	17	16
Independent brokers [Member] | Level 2 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	369	2,342
Independent brokers [Member] | Level 2 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	347	1,091
Independent brokers [Member] | Level 2 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 3 [Member]
Financial assets:
Trading assets (excluding derivatives)	7	7
Total Securities Available for Sale	8,514	8,206
Derivatives (trading and other assets)	46	44
Loans held for sale	0	0
Financial liabilities:
Derivatives (liabilities)	27	43
Other liabilities	0	0
Independent brokers [Member] | Level 3 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	8,514	8,206
Independent brokers [Member] | Level 3 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 3 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	0	0
Independent brokers [Member] | Level 3 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	45	43
Independent brokers [Member] | Level 3 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	8,469	8,163
Independent brokers [Member] | Level 3 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Fair Value Measurements From Third Party Pricing Services [Member] | Level 1 [Member]
Financial assets:
Trading assets (excluding derivatives)	1,209	1,086
Total Securities Available for Sale	1,117	901
Derivatives (trading and other assets)	0	0
Loans held for sale	0	0
Financial liabilities:
Derivatives (liabilities)	0	0
Other liabilities	0	6
Fair Value Measurements From Third Party Pricing Services [Member] | Level 1 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	1,080	868
Fair Value Measurements From Third Party Pricing Services [Member] | Level 1 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	1,080	868
Fair Value Measurements From Third Party Pricing Services [Member] | Level 1 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	0	0
Fair Value Measurements From Third Party Pricing Services [Member] | Level 1 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Fair Value Measurements From Third Party Pricing Services [Member] | Level 1 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Fair Value Measurements From Third Party Pricing Services [Member] | Level 1 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	37	33
Fair Value Measurements From Third Party Pricing Services [Member] | Level 2 [Member]
Financial assets:
Trading assets (excluding derivatives)	1,345	1,564
Total Securities Available for Sale	179,616	171,756
Derivatives (trading and other assets)	709	834
Loans held for sale	1	1
Financial liabilities:
Derivatives (liabilities)	681	850
Other liabilities	208	249
Fair Value Measurements From Third Party Pricing Services [Member] | Level 2 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	178,985	171,091
Fair Value Measurements From Third Party Pricing Services [Member] | Level 2 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	3,598	5,748
Fair Value Measurements From Third Party Pricing Services [Member] | Level 2 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	21,631	21,014
Fair Value Measurements From Third Party Pricing Services [Member] | Level 2 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	126,554	118,107
Fair Value Measurements From Third Party Pricing Services [Member] | Level 2 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	27,202	26,222
Fair Value Measurements From Third Party Pricing Services [Member] | Level 2 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	631	665
Fair Value Measurements From Third Party Pricing Services [Member] | Level 3 [Member]
Financial assets:
Trading assets (excluding derivatives)	0	0
Total Securities Available for Sale	1,564	334
Derivatives (trading and other assets)	1	0
Loans held for sale	0	0
Financial liabilities:
Derivatives (liabilities)	0	0
Other liabilities	2	0
Fair Value Measurements From Third Party Pricing Services [Member] | Level 3 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	1,564	331
Fair Value Measurements From Third Party Pricing Services [Member] | Level 3 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Fair Value Measurements From Third Party Pricing Services [Member] | Level 3 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	997	0
Fair Value Measurements From Third Party Pricing Services [Member] | Level 3 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	187	186
Fair Value Measurements From Third Party Pricing Services [Member] | Level 3 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	380	145
Fair Value Measurements From Third Party Pricing Services [Member] | Level 3 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	$ 0	$ 3

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Fair Value, Assets and Liabilities Recorded at Fair Value on a Recurring Basis (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Assets:
Mortgages held for sale	$ 39,183	$ 44,791
Loans held for sale	796	1,176
Loans	6,037	5,916
MSRs (carried at fair value)	13,578	12,603
Fair Value Asset derivatives, net	24,476	27,553
Liabilities:
Fair Value Liability derivatives, net	(13,902)	(15,468)
Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	54,405	55,837
Total trading assets (excluding derivatives)	56,608	57,867
Securities available for sale	230,266	222,613
Mortgages held for sale	39,183	44,791
Loans held for sale	796	1,176
Loans	6,037	5,916
MSRs (carried at fair value)	13,578	12,603
Fair Value Asset derivatives, netting	(73,643)	(81,143)
Fair Value Asset derivatives, net	24,476	27,553
Other Assets, Excluding Derivatives	463	467
Total assets recorded at fair value	371,407	372,986
Liabilities:
Netting, Derivative Liabilities	81,198	89,990
Fair Value Liability derivatives, net	(13,902)	(15,468)
Total short sale liabilities	(10,521)	(10,832)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(82)	(142)
Total liabilities recorded at fair value	(24,505)	(26,442)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Derivative Asset, Fair Value	81,544	92,077
Liabilities:
Total derivative liabilities	(78,729)	(88,614)
Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Derivative Asset, Fair Value	4,728	4,351
Liabilities:
Total derivative liabilities	(4,587)	(4,234)
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Derivative Asset, Fair Value	4,081	3,768
Liabilities:
Total derivative liabilities	(4,147)	(3,661)
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Derivative Asset, Fair Value	4,855	4,924
Liabilities:
Total derivative liabilities	(2,998)	(3,378)
Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Derivative Asset, Fair Value	2,910	3,576
Liabilities:
Total derivative liabilities	(4,572)	(5,454)
Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Derivative Asset, Fair Value	1	0
Liabilities:
Total derivative liabilities	(67)	(117)
Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	227,113	219,196
Other Trading Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	2,203	2,030
US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	8,806	6,980
Securities available for sale	4,678	6,968
Liabilities:
Total short sale liabilities	(4,730)	(4,739)
US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	4,166	2,491
Securities available for sale	34,237	32,593
Liabilities:
Total short sale liabilities	(16)	(2)
Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	27,933	35,067
Securities available for sale	139,151	132,740
Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	102,665	96,754
Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	17,829	17,836
Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	18,657	18,150
Collateralized debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	1,539	1,582
Securities available for sale	9,163	8,599
Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	7,664	6,576
Securities available for sale	20,173	18,404
Liabilities:
Total short sale liabilities	(4,445)	(4,112)
Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	1,020	1,283
Securities available for sale	18,736	18,848
Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	6,975	6,727
Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	955	932
Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	10,806	11,189
Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	975	1,044
Other Securities Sold Not Yet Purchased [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(58)	(737)
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	3,277	1,858
Securities available for sale	3,153	3,417
Liabilities:
Total short sale liabilities	(1,272)	(1,242)
Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	2,405	2,527
Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	748	890
Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	8,159	5,024
Total trading assets (excluding derivatives)	10,211	6,871
Securities available for sale	2,678	2,552
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans	0	0
MSRs (carried at fair value)	0	0
Fair Value Asset derivatives, netting	0	0
Fair Value Asset derivatives, net	656	506
Other Assets, Excluding Derivatives	94	88
Total assets recorded at fair value	13,639	10,017
Liabilities:
Netting, Derivative Liabilities	0	0
Fair Value Liability derivatives, net	(298)	(264)
Total short sale liabilities	(5,131)	(4,764)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	0	0
Total liabilities recorded at fair value	(5,429)	(5,028)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	(3)	(4)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Derivative Asset, Fair Value	624	471
Liabilities:
Total derivative liabilities	(267)	(229)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Derivative Asset, Fair Value	32	35
Liabilities:
Total derivative liabilities	(28)	(31)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Level 1 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	1,378	1,186
Level 1 [Member] | Other Trading Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	2,052	1,847
Level 1 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	5,208	3,342
Securities available for sale	1,081	869
Liabilities:
Total short sale liabilities	(3,958)	(3,820)
Level 1 [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Level 1 [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Collateralized debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	297	317
Liabilities:
Total short sale liabilities	0	0
Level 1 [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Other Securities Sold Not Yet Purchased [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	0	0
Level 1 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	2,951	1,682
Securities available for sale	1,300	1,366
Liabilities:
Total short sale liabilities	(1,173)	(944)
Level 1 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	607	552
Level 1 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	693	814
Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	44,251	48,779
Total trading assets (excluding derivatives)	44,294	48,847
Securities available for sale	194,098	188,205
Mortgages held for sale	35,853	41,381
Loans held for sale	796	1,176
Loans	6,012	5,893
MSRs (carried at fair value)	0	0
Fair Value Asset derivatives, netting	0	0
Fair Value Asset derivatives, net	94,667	105,202
Other Assets, Excluding Derivatives	141	135
Total assets recorded at fair value	375,861	390,839
Liabilities:
Netting, Derivative Liabilities	0	0
Fair Value Liability derivatives, net	(90,344)	(100,618)
Total short sale liabilities	(5,390)	(6,068)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(40)	(98)
Total liabilities recorded at fair value	(95,774)	(106,784)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Derivative Asset, Fair Value	80,738	91,022
Liabilities:
Total derivative liabilities	(78,255)	(88,164)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Derivative Asset, Fair Value	4,712	4,351
Liabilities:
Total derivative liabilities	(4,557)	(4,234)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Derivative Asset, Fair Value	2,721	2,737
Liabilities:
Total derivative liabilities	(2,964)	(2,797)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Derivative Asset, Fair Value	4,799	4,873
Liabilities:
Total derivative liabilities	(2,962)	(3,324)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Derivative Asset, Fair Value	1,697	2,219
Liabilities:
Total derivative liabilities	(1,606)	(2,099)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Level 2 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	193,421	187,521
Level 2 [Member] | Other Trading Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	43	68
Level 2 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	3,598	3,638
Securities available for sale	3,597	6,099
Liabilities:
Total short sale liabilities	(772)	(919)
Level 2 [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	4,063	2,438
Securities available for sale	21,723	21,077
Liabilities:
Total short sale liabilities	(16)	(2)
Level 2 [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	27,879	34,959
Securities available for sale	138,861	132,447
Level 2 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	102,665	96,754
Level 2 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	17,771	17,775
Level 2 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	18,425	17,918
Level 2 [Member] | Collateralized debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Level 2 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	7,532	6,479
Securities available for sale	19,568	17,792
Liabilities:
Total short sale liabilities	(4,445)	(4,112)
Level 2 [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	856	1,093
Securities available for sale	8,697	9,062
Level 2 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	62	86
Level 2 [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	698	650
Level 2 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	7,937	8,326
Level 2 [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	975	1,044
Level 2 [Member] | Other Securities Sold Not Yet Purchased [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(58)	(737)
Level 2 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	323	172
Securities available for sale	677	684
Liabilities:
Total short sale liabilities	(99)	(298)
Level 2 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	625	631
Level 2 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	52	53
Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	1,995	2,034
Total trading assets (excluding derivatives)	2,103	2,149
Securities available for sale	33,490	31,856
Mortgages held for sale	3,330	3,410
Loans held for sale	0	0
Loans	25	23
MSRs (carried at fair value)	13,578	12,603
Fair Value Asset derivatives, netting	0	0
Fair Value Asset derivatives, net	2,796	2,988
Other Assets, Excluding Derivatives	228	244
Total assets recorded at fair value	55,550	53,273
Liabilities:
Netting, Derivative Liabilities	0	0
Fair Value Liability derivatives, net	(4,458)	(4,576)
Total short sale liabilities	0	0
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(42)	(44)
Total liabilities recorded at fair value	(4,500)	(4,620)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Derivative Asset, Fair Value	806	1,055
Liabilities:
Total derivative liabilities	(471)	(446)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Derivative Asset, Fair Value	16	0
Liabilities:
Total derivative liabilities	(30)	0
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Derivative Asset, Fair Value	736	560
Liabilities:
Total derivative liabilities	(916)	(635)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Derivative Asset, Fair Value	24	16
Liabilities:
Total derivative liabilities	(8)	(23)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Derivative Asset, Fair Value	1,213	1,357
Liabilities:
Total derivative liabilities	(2,966)	(3,355)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Derivative Asset, Fair Value	1	0
Liabilities:
Total derivative liabilities	(67)	(117)
Level 3 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	32,314	30,489
Level 3 [Member] | Other Trading Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	108	115
Level 3 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	103	53
Securities available for sale	12,514	11,516
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	54	108
Securities available for sale	290	293
Level 3 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 3 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	58	61
Level 3 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	232	232
Level 3 [Member] | Collateralized debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	1,539	1,582
Securities available for sale	9,163	8,599
Level 3 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	132	97
Securities available for sale	308	295
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	164	190
Securities available for sale	10,039	9,786
Level 3 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	6,913	6,641
Level 3 [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	257	282
Level 3 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	2,869	2,863
Level 3 [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 3 [Member] | Other Securities Sold Not Yet Purchased [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	3	4
Securities available for sale	1,176	1,367
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	1,173	1,344
Level 3 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	3	23
Netting [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Total trading assets (excluding derivatives)	0	0
Securities available for sale	0	0
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans	0	0
MSRs (carried at fair value)	0	0
Fair Value Asset derivatives, netting	(73,643)	(81,143)
Fair Value Asset derivatives, net	(73,643)	(81,143)
Other Assets, Excluding Derivatives	0	0
Total assets recorded at fair value	(73,643)	(81,143)
Liabilities:
Netting, Derivative Liabilities	81,198	89,990
Fair Value Liability derivatives, net	81,198	89,990
Total short sale liabilities	0	0
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	0	0
Total liabilities recorded at fair value	81,198	89,990
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Derivative Asset, Fair Value	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other Trading Assets [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	0	0
Netting [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Netting [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Collateralized debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Netting [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Netting [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other Securities Sold Not Yet Purchased [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	$ 0	$ 0

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Fair Value, Transfers Between Fair Value Levels (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	$ 0
Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0
Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0
Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0
Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0
Transfer Out	0
Level 1 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0
Transfer Out	0
Level 1 [Member] | Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0
Transfer Out	0
Level 1 [Member] | Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0
Transfer Out	0
Level 1 [Member] | Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0
Transfer Out	0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	201
Transfer Out	(136)
Level 2 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	10
Transfer Out	(14)
Level 2 [Member] | Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	93
Transfer Out	(43)
Level 2 [Member] | Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	86
Transfer Out	(87)
Level 2 [Member] | Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	12
Transfer Out	8
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	136
Transfer Out	(201)
Level 3 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	14
Transfer Out	(10)
Level 3 [Member] | Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	43
Transfer Out	(93)
Level 3 [Member] | Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	87
Transfer Out	(86)
Level 3 [Member] | Derivatives [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	(8)
Transfer Out	$ (12)

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Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Trading Securities [Member]
Assets:
Balance, beginning of period	$ 2,034	$ 2,603
Net income	27	26
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(70)	4
Transfers into Level 3	14	43
Transfers out of Level 3	(10)	(111)
Balance, end of period	1,995	2,565
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(13)	(5)
Trading Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Balance, beginning of period	53	5
Net income	0	2
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	50	85
Transfers into Level 3	0	38
Transfers out of Level 3	0	0
Balance, end of period	103	130
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	0	1
Trading Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Balance, beginning of period	108	117
Net income	(1)	5
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(43)	18
Transfers into Level 3	0	4
Transfers out of Level 3	(10)	0
Balance, end of period	54	144
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(3)	(3)
Trading Securities [Member] | Collateralized debt obligations [Member]
Assets:
Balance, beginning of period	1,582	1,915
Net income	17	13
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(60)	(17)
Transfers into Level 3	0	0
Transfers out of Level 3	0	(1)
Balance, end of period	1,539	1,910
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(12)	(10)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	97	166
Net income	0	(2)
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	35	(67)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	132	97
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(2)	0
Trading Securities [Member] | Total asset-backed securities [Member]
Assets:
Balance, beginning of period	190	366
Net income	11	9
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(51)	(13)
Transfers into Level 3	14	0
Transfers out of Level 3	0	(110)
Balance, end of period	164	252
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	4	9
Trading Securities [Member] | Equity Securities [Member]
Assets:
Balance, beginning of period	4	34
Net income	0	(1)
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(1)	(2)
Transfers into Level 3	0	1
Transfers out of Level 3	0	0
Balance, end of period	3	32
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	0	(2)
Trading assets (excluding derivatives) [Member]
Assets:
Balance, beginning of period	2,149	2,739
Net income	20	32
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(70)	6
Transfers into Level 3	14	43
Transfers out of Level 3	(10)	(111)
Balance, end of period	2,103	2,709
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(13)	12
Trading assets (excluding derivatives) [Member] | Other Trading Assets [Member]
Assets:
Balance, beginning of period	115	136
Net income	(7)	6
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	0	2
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	108	144
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	0	17
Mortgages held for sale [Member]
Assets:
Balance, beginning of period	3,410	3,305
Net income	(35)	(32)
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(46)	42
Transfers into Level 3	87	72
Transfers out of Level 3	(86)	(73)
Balance, end of period	3,330	3,314
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	(36)	(32)
Loans [Member]
Assets:
Balance, beginning of period	23	309
Net income	0	10
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	2	(221)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	25	98
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	0	10
Mortgage servicing rights [Member]
Assets:
Balance, beginning of period	12,603	14,467
Net income	(801)	(81)
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	1,776	1,262
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	13,578	15,648
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	(158)	499
Derivatives [Member]
Assets and Liabilities:
Balance, beginning of period	(1,588)	(1,192)
Net income	1,313	358
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(1,367)	(233)
Transfers into Level 3	(8)	(2)
Transfers out of Level 3	(12)	(6)
Balance, end of period	(1,662)	(1,075)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	361	(102)
Derivatives [Member] | Interest Rate Contract [Member]
Assets and Liabilities:
Balance, beginning of period	609	77
Net income	1,158	406
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(1,432)	(185)
Transfers into Level 3	0	1
Transfers out of Level 3	0	0
Balance, end of period	335	299
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	199	(9)
Derivatives [Member] | Commodity Contract [Member]
Assets and Liabilities:
Balance, beginning of period	0	(1)
Net income	1	0
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(7)	1
Transfers into Level 3	(8)	(3)
Transfers out of Level 3	0	0
Balance, end of period	(14)	(3)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	(7)	0
Derivatives [Member] | Equity Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(75)	(225)
Net income	(95)	0
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	3	6
Transfers into Level 3	0	0
Transfers out of Level 3	(13)	(6)
Balance, end of period	(180)	(225)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	(88)	29
Derivatives [Member] | Foreign Exchange Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(7)	9
Net income	27	21
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(5)	(7)
Transfers into Level 3	0	0
Transfers out of Level 3	1	0
Balance, end of period	16	23
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	24	11
Derivatives [Member] | Credit Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(1,998)	(1,017)
Net income	171	(86)
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	74	(48)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(1,753)	(1,151)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	233	(133)
Derivatives [Member] | Other Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(117)	(35)
Net income	51	17
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(66)	(18)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	0	0
Other Assets [Member]
Assets:
Balance, beginning of period	244	314
Net income	(3)	2
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(13)	(5)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	228	311
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(11)	4
Short sale liabilities [Member] | Corporate debt securities [Member]
Liabilities:
Balance, beginning of period		0
Net income		1
Net gains included in other comprehensive income		0
Purchases, sales, issuances and settlements, net		(107)
Transfers into Level 3		0
Transfers out of Level 3		0
Balance, end of period		(106)
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to liabilities held at period end		0
Other Liabilities Excluding Derivatives And Short Sale Liabilities [Member]
Liabilities:
Balance, beginning of period	(44)	(344)
Net income	1	(9)
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	1	217
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(42)	(136)
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to liabilities held at period end	0	(10)
Available for sale Securities [Member]
Assets:
Balance, beginning of period	31,856	21,958
Net income	85	115
Net gains included in other comprehensive income	469	323
Purchases, sales, issuances and settlements, net	1,130	(1,211)
Transfers into Level 3	43	66
Transfers out of Level 3	(93)	(43)
Balance, end of period	33,490	21,208
Net unrealized gains (losses) included in debt securities available for sale and equity investments in the income statement related to assets held at period end	(6)	(3)
Available for sale Securities [Member] | Debt Securities [Member]
Assets:
Balance, beginning of period	30,489	19,492
Net income	54	47
Net gains included in other comprehensive income	476	317
Purchases, sales, issuances and settlements, net	1,345	(695)
Transfers into Level 3	43	66
Transfers out of Level 3	(93)	(43)
Balance, end of period	32,314	19,184
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(6)	(3)
Available for sale Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Balance, beginning of period	11,516	4,564
Net income	(4)	2
Net gains included in other comprehensive income	164	69
Purchases, sales, issuances and settlements, net	838	395
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	12,514	5,030
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(6)	3
Available for sale Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Balance, beginning of period	293	237
Net income	(15)	(8)
Net gains included in other comprehensive income	23	69
Purchases, sales, issuances and settlements, net	(8)	4
Transfers into Level 3	27	6
Transfers out of Level 3	(30)	(17)
Balance, end of period	290	291
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	(5)
Available for sale Securities [Member] | Residential [Member]
Assets:
Balance, beginning of period	61	20
Net income	0	0
Net gains included in other comprehensive income	1	(1)
Purchases, sales, issuances and settlements, net	(1)	2
Transfers into Level 3	27	6
Transfers out of Level 3	(30)	(17)
Balance, end of period	58	10
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	(1)
Available for sale Securities [Member] | Commercial [Member]
Assets:
Balance, beginning of period	232	217
Net income	(15)	(8)
Net gains included in other comprehensive income	22	70
Purchases, sales, issuances and settlements, net	(7)	2
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	232	281
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	(4)
Available for sale Securities [Member] | Collateralized debt obligations [Member]
Assets:
Balance, beginning of period	8,599	4,778
Net income	57	53
Net gains included in other comprehensive income	183	153
Purchases, sales, issuances and settlements, net	324	632
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	9,163	5,616
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	295	433
Net income	5	2
Net gains included in other comprehensive income	11	9
Purchases, sales, issuances and settlements, net	(4)	49
Transfers into Level 3	1	1
Transfers out of Level 3	0	0
Balance, end of period	308	494
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Total asset-backed securities [Member]
Assets:
Balance, beginning of period	9,786	9,395
Net income	11	(2)
Net gains included in other comprehensive income	95	17
Purchases, sales, issuances and settlements, net	195	(1,690)
Transfers into Level 3	15	59
Transfers out of Level 3	(63)	(26)
Balance, end of period	10,039	7,753
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	(1)
Available for sale Securities [Member] | Auto loans and leases [Member]
Assets:
Balance, beginning of period	6,641	6,133
Net income	1	1
Net gains included in other comprehensive income	20	(39)
Purchases, sales, issuances and settlements, net	251	(1,851)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	6,913	4,244
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Home Equity Loans [Member]
Assets:
Balance, beginning of period	282	112
Net income	7	2
Net gains included in other comprehensive income	18	1
Purchases, sales, issuances and settlements, net	(1)	(1)
Transfers into Level 3	14	10
Transfers out of Level 3	(63)	(26)
Balance, end of period	257	98
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	(1)
Available for sale Securities [Member] | Other asset-backed securities [Member]
Assets:
Balance, beginning of period	2,863	3,150
Net income	3	(5)
Net gains included in other comprehensive income	57	55
Purchases, sales, issuances and settlements, net	(55)	162
Transfers into Level 3	1	49
Transfers out of Level 3	0	0
Balance, end of period	2,869	3,411
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member]
Assets:
Balance, beginning of period	0	85
Net income	0	0
Net gains included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	0	(85)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	0	0
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Equity Securities [Member]
Assets:
Balance, beginning of period	1,367	2,466
Net income	31	68
Net gains included in other comprehensive income	(7)	6
Purchases, sales, issuances and settlements, net	(215)	(516)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	1,176	2,024
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Perpetual preferred securities [Member]
Assets:
Balance, beginning of period	1,344	2,434
Net income	31	68
Net gains included in other comprehensive income	8	6
Purchases, sales, issuances and settlements, net	(210)	(519)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	1,173	1,989
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Other equity securities [Member]
Assets:
Balance, beginning of period	23	32
Net income	0	0
Net gains included in other comprehensive income	(15)	0
Purchases, sales, issuances and settlements, net	(5)	3
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	3	35
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	$ 0	$ 0

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Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation Breakout (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Trading Securities [Member]
Assets:
Purchases	$ 405	$ 1,070
Sales	(463)	(1,035)
Issuances	0	0
Settlements	(12)	(31)
Purchases, sales, issuances and settlements, net	(70)	4
Trading Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Purchases	59	97
Sales	(9)	(12)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	50	85
Trading Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Purchases	3	345
Sales	(46)	(327)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(43)	18
Trading Securities [Member] | Collateralized debt obligations [Member]
Assets:
Purchases	190	365
Sales	(250)	(366)
Issuances	0	0
Settlements	0	(16)
Purchases, sales, issuances and settlements, net	(60)	(17)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	81	13
Sales	(46)	(80)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	35	(67)
Trading Securities [Member] | Total asset-backed securities [Member]
Assets:
Purchases	72	245
Sales	(111)	(243)
Issuances	0	0
Settlements	(12)	(15)
Purchases, sales, issuances and settlements, net	(51)	(13)
Trading Securities [Member] | Equity Securities [Member]
Assets:
Purchases	0	5
Sales	(1)	(7)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(1)	(2)
Trading assets (excluding derivatives) [Member]
Assets:
Purchases	405	1,072
Sales	(463)	(1,035)
Issuances	0	0
Settlements	(12)	(31)
Purchases, sales, issuances and settlements, net	(70)	6
Trading assets (excluding derivatives) [Member] | Other Trading Assets [Member]
Assets:
Purchases	0	2
Sales	0	0
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	0	2
Mortgages held for sale [Member]
Assets:
Purchases	111	219
Sales	0	0
Issuances	0	0
Settlements	(157)	(177)
Purchases, sales, issuances and settlements, net	(46)	42
Loans [Member]
Assets:
Purchases	2	0
Sales	0	(210)
Issuances	0	0
Settlements	0	(11)
Purchases, sales, issuances and settlements, net	2	(221)
Mortgage servicing rights [Member]
Assets:
Purchases	0	0
Sales	0	0
Issuances	1,776	1,262
Settlements	0	0
Purchases, sales, issuances and settlements, net	1,776	1,262
Derivatives [Member]
Assets and Liabilities:
Purchases	121	52
Sales	(174)	(126)
Issuances	0	0
Settlements	(1,314)	(159)
Purchases, sales, issuances and settlements, net	(1,367)	(233)
Derivatives [Member] | Interest Rate Contract [Member]
Assets and Liabilities:
Purchases	0	0
Sales	(1)	1
Issuances	0	0
Settlements	(1,431)	(186)
Purchases, sales, issuances and settlements, net	(1,432)	(185)
Derivatives [Member] | Commodity Contract [Member]
Assets and Liabilities:
Purchases	5	0
Sales	(7)	0
Issuances	0	0
Settlements	(5)	1
Purchases, sales, issuances and settlements, net	(7)	1
Derivatives [Member] | Equity Contract [Member]
Assets and Liabilities:
Purchases	115	49
Sales	(165)	(124)
Issuances	0	0
Settlements	53	81
Purchases, sales, issuances and settlements, net	3	6
Derivatives [Member] | Foreign Exchange Contract [Member]
Assets and Liabilities:
Purchases	0	2
Sales	0	(2)
Issuances	0	0
Settlements	(5)	(7)
Purchases, sales, issuances and settlements, net	(5)	(7)
Derivatives [Member] | Credit Contract [Member]
Assets and Liabilities:
Purchases	1	1
Sales	(1)	(1)
Issuances	0	0
Settlements	74	(48)
Purchases, sales, issuances and settlements, net	74	(48)
Derivatives [Member] | Other Contract [Member]
Assets and Liabilities:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	0	0
Other Assets [Member]
Assets:
Purchases	3	0
Sales	0	(1)
Issuances	0	0
Settlements	(16)	(4)
Purchases, sales, issuances and settlements, net	(13)	(5)
Short sale liabilities [Member] | Corporate debt securities [Member]
Liabilities:
Purchases		(114)
Sales		7
Issuances		0
Settlements		0
Purchases, sales, issuances and settlements, net		(107)
Other Liabilities Excluding Derivatives And Short Sale Liabilities [Member]
Liabilities:
Purchases	(1)	0
Sales	2	0
Issuances	0	0
Settlements	0	217
Purchases, sales, issuances and settlements, net	1	217
Available for sale Securities [Member]
Assets:
Purchases	3,366	2,692
Sales	(30)	(116)
Issuances	1,086	0
Settlements	(3,292)	(3,787)
Purchases, sales, issuances and settlements, net	1,130	(1,211)
Available for sale Securities [Member] | Debt Securities [Member]
Assets:
Purchases	3,366	2,688
Sales	(26)	(116)
Issuances	1,086	0
Settlements	(3,081)	(3,267)
Purchases, sales, issuances and settlements, net	1,345	(695)
Available for sale Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Purchases	582	557
Sales	0	6
Issuances	588	0
Settlements	(332)	(168)
Purchases, sales, issuances and settlements, net	838	395
Available for sale Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Purchases	0	8
Sales	0	0
Issuances	0	0
Settlements	(8)	(4)
Purchases, sales, issuances and settlements, net	(8)	4
Available for sale Securities [Member] | Residential [Member]
Assets:
Purchases	0	4
Sales	0	0
Issuances	0	0
Settlements	(1)	(2)
Purchases, sales, issuances and settlements, net	(1)	2
Available for sale Securities [Member] | Commercial [Member]
Assets:
Purchases	0	4
Sales	0	0
Issuances	0	0
Settlements	(7)	(2)
Purchases, sales, issuances and settlements, net	(7)	2
Available for sale Securities [Member] | Collateralized debt obligations [Member]
Assets:
Purchases	550	865
Sales	0	(20)
Issuances	0	0
Settlements	(226)	(213)
Purchases, sales, issuances and settlements, net	324	632
Available for sale Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	0	95
Sales	0	0
Issuances	0	0
Settlements	(4)	(46)
Purchases, sales, issuances and settlements, net	(4)	49
Available for sale Securities [Member] | Total asset-backed securities [Member]
Assets:
Purchases	2,234	1,163
Sales	(26)	(17)
Issuances	498	0
Settlements	(2,511)	(2,836)
Purchases, sales, issuances and settlements, net	195	(1,690)
Available for sale Securities [Member] | Auto loans and leases [Member]
Assets:
Purchases	1,835	366
Sales	0	0
Issuances	163	0
Settlements	(1,747)	(2,217)
Purchases, sales, issuances and settlements, net	251	(1,851)
Available for sale Securities [Member] | Home Equity Loans [Member]
Assets:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	(1)	(1)
Purchases, sales, issuances and settlements, net	(1)	(1)
Available for sale Securities [Member] | Other asset-backed securities [Member]
Assets:
Purchases	399	797
Sales	(26)	(17)
Issuances	335	0
Settlements	(763)	(618)
Purchases, sales, issuances and settlements, net	(55)	162
Available for sale Securities [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member]
Assets:
Purchases	0	0
Sales	0	(85)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	0	(85)
Available for sale Securities [Member] | Equity Securities [Member]
Assets:
Purchases	0	4
Sales	(4)	0
Issuances	0	0
Settlements	(211)	(520)
Purchases, sales, issuances and settlements, net	(215)	(516)
Available for sale Securities [Member] | Perpetual preferred securities [Member]
Assets:
Purchases	0	1
Sales	0	0
Issuances	0	0
Settlements	(210)	(520)
Purchases, sales, issuances and settlements, net	(210)	(519)
Available for sale Securities [Member] | Other equity securities [Member]
Assets:
Purchases	0	3
Sales	(4)	0
Issuances	0	0
Settlements	(1)	0
Purchases, sales, issuances and settlements, net	$ (5)	$ 3

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Fair Value, Assets and Liabilities Measured on a Recurring Basis Level 3 Valuation Techniques and Significant Unobservable Inputs (Details) (USD $)	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2012 Interest Rate Contract [Member] Discounted cash flow [Member] Minimum [Member]	Mar. 31, 2012 Interest Rate Contract [Member] Discounted cash flow [Member] Maximum [Member]	Mar. 31, 2012 Interest Rate Contract [Member] Discounted cash flow [Member] Weighted Average [Member]	Mar. 31, 2012 Derivative Loan Commitments [Member] Discounted cash flow [Member] Minimum [Member] bps	Mar. 31, 2012 Derivative Loan Commitments [Member] Discounted cash flow [Member] Maximum [Member] bps	Mar. 31, 2012 Derivative Loan Commitments [Member] Discounted cash flow [Member] Weighted Average [Member] bps	Mar. 31, 2012 Equity Contract [Member] Option model [Member] Minimum [Member]	Mar. 31, 2012 Equity Contract [Member] Option model [Member] Maximum [Member]	Mar. 31, 2012 Equity Contract [Member] Option model [Member] Weighted Average [Member]	Mar. 31, 2012 Credit Contract [Member] Market comparable pricing [Member] Minimum [Member]	Mar. 31, 2012 Credit Contract [Member] Market comparable pricing [Member] Maximum [Member]	Mar. 31, 2012 Credit Contract [Member] Market comparable pricing [Member] Weighted Average [Member]	Mar. 31, 2012 Credit Contract [Member] Option model [Member] Minimum [Member]	Mar. 31, 2012 Credit Contract [Member] Option model [Member] Maximum [Member]	Mar. 31, 2012 Credit Contract [Member] Option model [Member] Weighted Average [Member]	Mar. 31, 2012 Government, healthcare and other revenue bonds [Member] Discounted cash flow [Member] Minimum [Member]	Mar. 31, 2012 Government, healthcare and other revenue bonds [Member] Discounted cash flow [Member] Maximum [Member]	Mar. 31, 2012 Government, healthcare and other revenue bonds [Member] Discounted cash flow [Member] Weighted Average [Member]	Mar. 31, 2012 Auction Rate Securities [Member] Discounted cash flow [Member] Minimum [Member] years	Mar. 31, 2012 Auction Rate Securities [Member] Discounted cash flow [Member] Maximum [Member] years	Mar. 31, 2012 Auction Rate Securities [Member] Discounted cash flow [Member] Weighted Average [Member] years	Mar. 31, 2012 Collateralized debt obligations [Member] Market comparable pricing [Member] Minimum [Member]	Mar. 31, 2012 Collateralized debt obligations [Member] Market comparable pricing [Member] Maximum [Member]	Mar. 31, 2012 Collateralized debt obligations [Member] Market comparable pricing [Member] Weighted Average [Member]	Mar. 31, 2012 Auto loans and leases [Member] Discounted cash flow [Member] Minimum [Member]	Mar. 31, 2012 Auto loans and leases [Member] Discounted cash flow [Member] Maximum [Member]	Mar. 31, 2012 Auto loans and leases [Member] Discounted cash flow [Member] Weighted Average [Member]	Mar. 31, 2012 Dealer Floorplan [Member] Discounted cash flow [Member] Minimum [Member]	Mar. 31, 2012 Dealer Floorplan [Member] Discounted cash flow [Member] Maximum [Member]	Mar. 31, 2012 Dealer Floorplan [Member] Discounted cash flow [Member] Weighted Average [Member]	Mar. 31, 2012 Other Commercial and Consumer [Member] Discounted cash flow [Member] Minimum [Member] years	Mar. 31, 2012 Other Commercial and Consumer [Member] Discounted cash flow [Member] Maximum [Member] years	Mar. 31, 2012 Other Commercial and Consumer [Member] Discounted cash flow [Member] Weighted Average [Member] years	Mar. 31, 2012 Perpetual preferred securities [Member] Discounted cash flow [Member] Minimum [Member] years	Mar. 31, 2012 Perpetual preferred securities [Member] Discounted cash flow [Member] Maximum [Member] years	Mar. 31, 2012 Perpetual preferred securities [Member] Discounted cash flow [Member] Weighted Average [Member] years	Mar. 31, 2012 Mortgages held for sale [Member] Discounted cash flow [Member] Minimum [Member]	Mar. 31, 2012 Mortgages held for sale [Member] Discounted cash flow [Member] Maximum [Member]	Mar. 31, 2012 Mortgages held for sale [Member] Discounted cash flow [Member] Weighted Average [Member]	Mar. 31, 2012 Residential Mortgage Servicing [Member] Discounted cash flow [Member] Minimum [Member]	Mar. 31, 2012 Residential Mortgage Servicing [Member] Discounted cash flow [Member] Maximum [Member]	Mar. 31, 2012 Residential Mortgage Servicing [Member] Discounted cash flow [Member] Weighted Average [Member]	Mar. 31, 2012 Fair Value, Measurements, Recurring [Member]	Dec. 31, 2011 Fair Value, Measurements, Recurring [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member]	Dec. 31, 2011 Level 3 [Member] Fair Value, Measurements, Recurring [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Interest Rate Contract [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Derivative Loan Commitments [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Equity Contract [Member] Option model [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Credit Contract [Member] Market comparable pricing [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Credit Contract [Member] Option model [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Credit Contract [Member] Vendor priced [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Government, healthcare and other revenue bonds [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Government, healthcare and other revenue bonds [Member] Vendor priced [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Auction Rate Securities [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Collateralized debt obligations [Member] Market comparable pricing [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Collateralized debt obligations [Member] Vendor priced [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Auto loans and leases [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Dealer Floorplan [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Other Commercial and Consumer [Member] Discounted cash flow [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Other Commercial and Consumer [Member] Vendor priced [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Recurring [Member] Perpetual preferred securities [Member] Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities																																																								$ 10,945,000,000	$ 997,000,000	$ 675,000,000	$ 2,198,000,000	$ 8,504,000,000	$ 6,913,000,000	$ 589,000,000	$ 2,115,000,000	$ 329,000,000	$ 1,173,000,000
Mortgages held for sale, carried at fair value	39,183,000,000	44,791,000,000																																											39,183,000,000	44,791,000,000	3,330,000,000	3,410,000,000	3,330,000,000
MSRs (carried at fair value)	13,578,000,000	12,603,000,000																																											13,578,000,000	12,603,000,000	13,578,000,000	12,603,000,000	13,578,000,000
Net derivative assets and liabilities																																																		119,000,000	216,000,000	(180,000,000)	(1,783,000,000)	10,000,000	20,000,000
Total insignificant level 3 assets, net of liabilities																																															1,302,000,000
Total level 3 assets, net of liabilities																																															51,050,000,000
Fair Value Inputs [Abstract]
Discount rate																		0.40%	4.20%	1.30%	3.30%	14.30%	5.30%				0.50%	2.10%	1.30%	1.10%	1.30%	1.20%	0.80%	20.00%	4.30%	5.40%	8.30%	6.30%	3.80%	7.30%	5.50%	6.70%	10.80%	7.50%
Prepayment rate			7.30%	22.90%	15.30%																						0.40%	1.30%	0.70%										1.00%	15.60%	6.80%	7.10%	23.10%	14.50%
Loss severity			32.30%	89.40%	52.30%										10.00%	60.00%	41.40%										50.00%	66.70%	53.50%										1.00%	40.30%	29.30%
Comparability adjustment												(38.90%)	39.30%	0.10%										(25.00%)	22.00%	(0.40%)
Default rate			0.00%	14.30%	4.90%																						1.20%	10.50%	3.80%										2.20%	19.70%	10.80%
Volatility factor									12.00%	55.00%	28.40%
Weighted average life																					3	14.6	3.9										0.4	9.8	3.7	1	10	4.5
Cost to service per loan																																										$ 82	$ 926	$ 210
Fall-out factor						1.00%	99.00%	22.40%
Initial-value servicing						(3.7)	114.4	68.7
Correlation factor									40.30%	84.30%	67.70%
Credit spread															0.00%	15.30%	2.60%

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Fair Value, Assets Recorded at Fair Value on Nonrecurring Basis (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	$ 39,183	$ 44,791
Loans held for sale	796	1,176
Loans	6,037	5,916
MSRs (carried at fair value)	13,578	12,603
Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	2,509	2,185
Loans held for sale	49	86
Loans	2,572	5,681
MSRs (carried at fair value)	0	293
Other assets	548	604
Fair Value, Measurements, Nonrecurring [Member] | Total Commercial [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	647	1,514
Fair Value, Measurements, Nonrecurring [Member] | Total Consumer [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	1,925	4,167
Level 1 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans	0	0
MSRs (carried at fair value)	0	0
Other assets	0	0
Level 1 [Member] | Fair Value, Measurements, Nonrecurring [Member] | Total Commercial [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	0
Level 1 [Member] | Fair Value, Measurements, Nonrecurring [Member] | Total Consumer [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	0
Level 2 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	1,315	1,019
Loans held for sale	49	86
Loans	2,571	5,664
MSRs (carried at fair value)	0	0
Other assets	528	537
Level 2 [Member] | Fair Value, Measurements, Nonrecurring [Member] | Total Commercial [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	647	1,501
Level 2 [Member] | Fair Value, Measurements, Nonrecurring [Member] | Total Consumer [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	1,924	4,163
Level 3 [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	1,194	1,166
Loans held for sale	0	0
Loans	1	17
MSRs (carried at fair value)	0	293
Other assets	20	67
Level 3 [Member] | Fair Value, Measurements, Nonrecurring [Member] | Total Commercial [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	13
Level 3 [Member] | Fair Value, Measurements, Nonrecurring [Member] | Total Consumer [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	$ 1	$ 4

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Fair Value, Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Mortgages held for sale	$ 48	$ (26)
Loans held for sale	(1)	2
Loans	(1,504)	(1,992)
Mortgage servicing rights (amortized)	0	(6)
Other Assets	(140)	(116)
Total	(1,597)	(2,138)
Total Commercial [Member]
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Loans	(301)	(240)
Total Consumer [Member]
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Loans	$ (1,203)	$ (1,752)

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Fair Value, Assets Recorded at Fair Value on a Nonrecurring Basis Level 3 Valuation Techniques and Significant Unobservable Inputs (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2012 Discounted cash flow [Member] Minimum [Member] Mortgages held for sale [Member]	Mar. 31, 2012 Discounted cash flow [Member] Minimum [Member] Residential Portfolio Segment [Member] Mortgages held for sale [Member]	Mar. 31, 2012 Discounted cash flow [Member] Maximum [Member] Mortgages held for sale [Member]	Mar. 31, 2012 Discounted cash flow [Member] Maximum [Member] Residential Portfolio Segment [Member] Mortgages held for sale [Member]	Mar. 31, 2012 Discounted cash flow [Member] Weighted Average [Member] Mortgages held for sale [Member]	Mar. 31, 2012 Discounted cash flow [Member] Weighted Average [Member] Residential Portfolio Segment [Member] Mortgages held for sale [Member]	Mar. 31, 2012 Fair Value, Measurements, Nonrecurring [Member]	Dec. 31, 2011 Fair Value, Measurements, Nonrecurring [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Nonrecurring [Member]	Dec. 31, 2011 Level 3 [Member] Fair Value, Measurements, Nonrecurring [Member]	Mar. 31, 2012 Level 3 [Member] Fair Value, Measurements, Nonrecurring [Member] Discounted cash flow [Member] Residential Portfolio Segment [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 39,183	$ 44,791							$ 2,509	$ 2,185	$ 1,194	$ 1,166	$ 1,163
Total insignificant level 3 assets											52
Total											$ 1,215
Fair Value Inputs [Abstract]
Discount rate			3.80%	4.50%	7.30%	12.80%	5.50%	10.80%
Loss severity			1.00%	2.60%	40.30%	37.50%	29.30%	6.20%
Default rate			2.20%	8.50%	19.70%	46.60%	10.80%	24.00%
Prepayment rate			1.00%	1.00%	15.60%	100.00%	6.80%	68.90%

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Fair Value, Investments in Entities That Calculate Net Asset Value Per Share (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2012	Dec. 31, 2011
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 1,349	$ 1,434
Unfunded commitments	257	268
Offshore Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	329	352
Unfunded commitments	0	0
Redemption frequency	Daily - Annually	Daily - Annually
Redemption notice period	1 - 180 days	1 - 180 days
Funds of funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	1	1
Unfunded commitments	0	0
Redemption frequency	Quarterly	Quarterly
Redemption notice period	90 days	90 days
Hedge Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	21	22
Unfunded commitments	0	0
Redemption frequency	Daily - Annually	Daily - Annually
Redemption notice period	5 - 95 days	5 - 95 days
Private equity [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	914	976
Unfunded commitments	232	240
Redemption frequency	N/A	N/A
Redemption notice period	N/A	N/A
Venture Capital Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	84	83
Unfunded commitments	$ 25	$ 28
Redemption frequency	N/A	N/A
Redemption notice period	N/A	N/A

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Fair Value, Option, Carrying Amount (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	$ 39,183	$ 44,791
Loans held for sale	796	1,176
Loans	6,037	5,916
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	39,183	44,791
Mortgages held for sale, Unpaid principal	38,664	43,687
Loan held for sale, aggregate difference	519	1,104
Nonaccrual loans	253	265
Nonaccrual loans, Unpaid principal	587	584
Nonaccrual loans, Aggregate difference	(334)	(319)
Loans 90 days or more past due and still accruing	41	44
Loans 90 days or more past due and still accruing, Unpaid principal	49	56
Loans 90 days or more past due and still accruing, Aggregate difference	(8)	(12)
Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loan held for sale, aggregate difference	(42)	(40)
Loans held for sale	796	1,176
Loans held for sale, Unpaid principal	838	1,216
Nonaccrual loans	9	25
Nonaccrual loans, Unpaid principal	24	39
Nonaccrual loans, Aggregate difference	(15)	(14)
Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loan held for sale, aggregate difference	517	475
Loans	6,037	5,916
Loans, Unpaid principal	5,520	5,441
Nonaccrual loans	53	32
Nonaccrual loans, Unpaid principal	50	32
Nonaccrual loans, Aggregate difference	$ 3	$ 0

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Fair Value, Option, Gains and Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Mortgages held for sale [Member] | Mortgage banking noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	$ 1,795	$ 658
Mortgages held for sale [Member] | Other noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	1	0
Mortgages held for sale [Member] | Net gains from trading activities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Loans held for sale [Member] | Mortgage banking noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Loans held for sale [Member] | Other noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	13	9
Loans held for sale [Member] | Net gains from trading activities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Loans [Member] | Mortgage banking noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	10
Loans [Member] | Other noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	42	0
Loans [Member] | Net gains from trading activities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Long-term debt [Member] | Mortgage banking noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	(10)
Long-term debt [Member] | Other noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Long-term debt [Member] | Net gains from trading activities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Other interests held [Member] | Mortgage banking noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Other interests held [Member] | Other noninterest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	23	10
Other interests held [Member] | Net gains from trading activities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	$ (9)	$ 0

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Fair Value, Option, Instrument Specific Credit Risk (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Credit Risk, Gains (Losses) on Assets	$ (26)	$ (50)
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Credit Risk, Gains (Losses) on Assets	(39)	(59)
Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Credit Risk, Gains (Losses) on Assets	$ 13	$ 9

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Fair Value, Estimates for Financial Instruments Not Carried at Fair Value (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011	Dec. 31, 2010
Financial assets:
Cash and due from banks	$ 17,000	$ 19,440	$ 16,978	$ 16,044
Federal funds sold, securities purchased under resale agreements and other short-term investments	74,143	44,367
Mortgages held for sale	43,449	48,357
Loans held for sale	958	1,338
Loans	766,521	769,631
Nonmarketable equity investments (cost method)	8,162	8,061
Financial liabilities:
Deposits	930,267	920,070
Short-term borrowings	50,964	49,091
Long-term debt	129,752	125,354
Carrying amount [Member]
Financial assets:
Cash and due from banks	17,000	19,440
Federal funds sold, securities purchased under resale agreements and other short-term investments	74,143	44,367
Mortgages held for sale	4,266	3,566
Loans held for sale	162	162
Loans	728,575	731,308
Nonmarketable equity investments (cost method)	8,162	8,061
Financial liabilities:
Deposits	930,267	920,070
Short-term borrowings	50,964	49,091
Long-term debt	129,649	125,238
Estimated fair value [Member]
Financial assets:
Cash and due from banks	17,000	19,440
Federal funds sold, securities purchased under resale agreements and other short-term investments	74,143	44,367
Mortgages held for sale	4,312	3,566
Loans held for sale	167	176
Loans	726,391	723,867
Nonmarketable equity investments (cost method)	8,600	8,490
Financial liabilities:
Deposits	931,738	921,803
Short-term borrowings	50,964	49,091
Long-term debt	132,353	126,484
Estimated fair value [Member] | Level 1 [Member]
Financial assets:
Cash and due from banks	17,000
Federal funds sold, securities purchased under resale agreements and other short-term investments	0
Mortgages held for sale	0
Loans held for sale	0
Loans	0
Nonmarketable equity investments (cost method)	0
Financial liabilities:
Deposits	0
Short-term borrowings	0
Long-term debt	0
Estimated fair value [Member] | Level 2 [Member]
Financial assets:
Cash and due from banks	0
Federal funds sold, securities purchased under resale agreements and other short-term investments	74,143
Mortgages held for sale	1,044
Loans held for sale	157
Loans	54,386
Nonmarketable equity investments (cost method)	4
Financial liabilities:
Deposits	856,769
Short-term borrowings	50,964
Long-term debt	0
Estimated fair value [Member] | Level 3 [Member]
Financial assets:
Cash and due from banks	0
Federal funds sold, securities purchased under resale agreements and other short-term investments	0
Mortgages held for sale	3,268
Loans held for sale	10
Loans	672,005
Nonmarketable equity investments (cost method)	8,596
Financial liabilities:
Deposits	74,969
Short-term borrowings	0
Long-term debt	$ 132,353

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Preferred Stock Textuals (Details) (USD $)	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2012 Trust Preferred Securities [Member]	Mar. 31, 2012 Preferred Stock, No Voting Rights [Member]	Mar. 31, 2012 Preferred Stock, Voting Rights [Member]	Mar. 31, 2012 ESOP Preferred Stock [Member]
Preferred Stock (Textual) [Abstract]
Shares issued and outstanding	9,591,931	9,591,931			0
Preferred Stock, Shares Authorized				20,000,000	4,000,000
Trust Preferred Securities Notice Redeemed During Period, Value			$ 875,000,000
Redemption terms						We have the option to redeem the ESOP Preferred Stock at any time, in whole or in part, at a redemption price per share equal to the higher of (a) $1,000 per share plus accrued and unpaid dividends or (b) the fair market value
Additional paid-in capital included related to preferred stock	130,000,000	67,000,000
Par value	$ 11,971,000,000	$ 11,971,000,000		$ 0	$ 0
Voting Rights					If issued, preference shares would be limited to one vote per share.

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Preferred Stock (Details) (USD $)	3 Months Ended	12 Months Ended
Mar. 31, 2012	Dec. 31, 2011
Detail of Preferred Stock [Abstract]
Preferred Stock Shares Authorized And Designated	10,047,010	10,047,010
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	9,591,931	9,591,931
Par value	11,971,000,000	11,971,000,000
Carrying value	10,572,000,000	10,572,000,000
Discount	1,399,000,000	1,399,000,000
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	1,529,065	858,759
Carrying value	1,529,000,000	859,000,000
Unearned ESOP shares	(1,659,000,000)	(926,000,000)
Employee Stock Ownership Plan Preferred Stock 2003 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	6,231	6,231
Carrying value	6,000,000	6,000,000
Employee Stock Ownership Plan Preferred Stock 2003 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	8.50%	8.50%
Employee Stock Ownership Plan Preferred Stock 2003 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	9.50%	9.50%
Employee Stock Ownership Plan Preferred Stock 2004 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	17,115	17,115
Carrying value	17,000,000	17,000,000
Employee Stock Ownership Plan Preferred Stock 2004 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	8.50%	8.50%
Employee Stock Ownership Plan Preferred Stock 2004 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	9.50%	9.50%
Employee Stock Ownership Plan Preferred Stock 2005 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	30,092	30,092
Carrying value	30,000,000	30,000,000
Employee Stock Ownership Plan Preferred Stock 2005 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	9.75%	9.75%
Employee Stock Ownership Plan Preferred Stock 2005 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2006 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	46,112	46,112
Carrying value	46,000,000	46,000,000
Employee Stock Ownership Plan Preferred Stock 2006 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2006 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	11.75%	11.75%
Employee Stock Ownership Plan Preferred Stock 2007 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	68,414	68,414
Carrying value	69,000,000	69,000,000
Employee Stock Ownership Plan Preferred Stock 2007 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2007 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	11.75%	11.75%
Employee Stock Ownership Plan Preferred Stock 2008 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	89,154	89,154
Carrying value	89,000,000	89,000,000
Employee Stock Ownership Plan Preferred Stock 2008 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	10.50%	10.50%
Employee Stock Ownership Plan Preferred Stock 2008 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	11.50%	11.50%
Employee Stock Ownership Plan Preferred Stock 2010 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	231,361	231,361
Carrying value	232,000,000	232,000,000
Employee Stock Ownership Plan Preferred Stock 2010 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	9.50%	9.50%
Employee Stock Ownership Plan Preferred Stock 2010 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	10.50%	10.50%
Employee Stock Ownership Plan Preferred Stock 2011 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	370,280	370,280
Carrying value	370,000,000	370,000,000
Employee Stock Ownership Plan Preferred Stock 2011 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	9.00%	9.00%
Employee Stock Ownership Plan Preferred Stock 2011 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	10.00%	10.00%
Employee Stock Ownership Plan Preferred Stock 2012 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	670,306	0
Carrying value	670,000,000	0
Employee Stock Ownership Plan Preferred Stock 2012 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	10.00%
Employee Stock Ownership Plan Preferred Stock 2012 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable Dividend Rate	11.00%
Series G - 7.25% Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	15,000	15,000
Preferred Stock Shares Authorized And Designated	50,000	50,000
Series H - Floating Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	20,000	20,000
Preferred Stock Shares Authorized And Designated	50,000	50,000
Series I - 5.80% Fixed-to-Floating Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	100,000	100,000
Preferred Stock Shares Authorized And Designated	25,010	25,010
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	25,010	25,010
Par value	2,501,000,000	2,501,000,000
Carrying value	2,501,000,000	2,501,000,000
Discount	0	0
Series J - 8.00% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	1,000	1,000
Preferred Stock Shares Authorized And Designated	2,300,000	2,300,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	2,150,375	2,150,375
Par value	2,150,000,000	2,150,000,000
Carrying value	1,995,000,000	1,995,000,000
Discount	155,000,000	155,000,000
Series K - 7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	1,000	1,000
Preferred Stock Shares Authorized And Designated	3,500,000	3,500,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	3,352,000	3,352,000
Par value	3,352,000,000	3,352,000,000
Carrying value	2,876,000,000	2,876,000,000
Discount	476,000,000	476,000,000
Series L - 7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	1,000	1,000
Preferred Stock Shares Authorized And Designated	4,025,000	4,025,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	3,968,000	3,968,000
Par value	3,968,000,000	3,968,000,000
Carrying value	3,200,000,000	3,200,000,000
Discount	768,000,000	768,000,000
Dividend Equalization Preferred Shares [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	10	10
Preferred Stock Shares Authorized And Designated	97,000	97,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	96,546	96,546
Par value	0	0
Carrying value	0	0
Discount	0	0

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Employee Benefits, Components of Net Periodic Benefit Cost (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Pension benefits qualified [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	$ 0	$ 1
Interest cost	128	130
Expected return on plan assets	(162)	(189)
Amortization of net actuarial loss	33	21
Amortization of prior service credit	0	0
Settlements	1	2
Net periodic benefit cost (income)	0	(35)
Pension benefits non-qualified [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	0	0
Interest cost	8	9
Expected return on plan assets	0	0
Amortization of net actuarial loss	3	2
Amortization of prior service credit	0	0
Settlements	0	0
Net periodic benefit cost (income)	11	11
Other benefits [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	3	3
Interest cost	15	18
Expected return on plan assets	(9)	(10)
Amortization of net actuarial loss	0	0
Amortization of prior service credit	(1)	(1)
Settlements	0	0
Net periodic benefit cost (income)	$ 8	$ 10

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Earnings per Common Share Textuals (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Earnings Per Common Share (Textual) [Abstract]
Preferred stock dividends	$ 219	$ 184

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Earnings Per Common Share (Details) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Earnings Per Common Share [Abstract]
Wells Fargo net income (loss)	$ 4,248	$ 3,759
Less: Preferred stock dividends and other	226	189
Wells Fargo net income applicable to common stock (numerator)	$ 4,022	$ 3,570
Earnings per common share
Average common shares outstanding (denominator)	5,282.6	5,278.8
Per share	$ 0.76	$ 0.68
Diluted earnings per common share
Average common shares outstanding	5,282.6	5,278.8
Add: Stock options	24.9	37.8
Restricted share rights	30.3	16.5
Diluted average common shares outstanding (denominator)	5,337.8	5,333.1
Per share	$ 0.75	$ 0.67
Stock Options [Member]
Earnings Per Common Share - Options and Warrants [Line Items]
Antidilutive Instruments	135.5	69
Warrants [Member]
Earnings Per Common Share - Options and Warrants [Line Items]
Antidilutive Instruments	39.2	39.4

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Other Comprehensive Income, Components of Other Comprehensive Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Components of other comprehensive income and related tax effects [Abstract]
Translation adjustments, before tax	$ 10	[1]	$ 24	[1]
Translation adjustments, tax effect	(4)		(9)
Translation adjustments, net of tax	6		15
Securities available for sale:
Net unrealized gains (losses) arising during the period, Before tax	1,874		498
Net unrealized gains (losses) arising during the period, Tax effect	(704)		(182)
Unrealized gains (losses) arising during the period, Net of tax	1,170		316
Reclassification of (gains) losses included in net income, Before tax	(226)		51
Reclassification of (gains) losses included in net income, Tax effect	80		(19)
Reclassification of (gains) losses included in net income, Net of tax	(146)		32
Net unrealized gains (losses) arising during the period, Before tax	1,648		549
Net unrealized gains (losses) arising during the period, Tax effect	(624)		(201)
Net unrealized gains (losses) on securities available for sale	1,024		348
Derivatives and hedging activities:
Net unrealized gains arising during the period, Before tax	42		(4)
Net unrealized gains arising during the period, Tax effect	(12)		1
Net unrealized gains arising during the period, Net of tax	30		(3)
Reclassification of net gains on cash flow hedges included in net income, Before tax	(107)		(156)
Reclassification of net gains on cash flow hedges included in net income, Tax effect	40		60
Reclassification of net gains on cash flow hedges included in net income, Net of tax	(67)		(96)
Net unrealized gains (losses) arising during the period, Before tax	(65)		(160)
Net unrealized gains (losses) arising during the period, Tax effect	28		61
Net unrealized gains (losses) on derivatives and hedging activities	(37)		(99)
Defined benefit pension plans:
Net actuarial gains (losses) arising during the period, Before tax	(5)		(1)
Net actuarial gains (losses) arising during the period, Tax effect	2		0
Net actuarial gains (losses) arising during the period, Net of tax	(3)		(1)
Amortization of net actuarial loss and prior service cost included in net income, Before tax	36		24
Amortization of net actuarial loss and prior service cost included in net income, Tax effect	(13)		(8)
Amortization of net actuarial loss and prior service cost included in net income, Net of tax	23		16
Net gains (losses) arising during the period, Before tax	31		23
Net gains (losses) arising during the period, Tax effect	(11)		(8)
Cumulative other comprehensive income, Defined benefit pension plans, Net change	20		15
Other comprehensive income, Before tax	1,624		436
Income tax expense related to OCI	(611)		(157)
Other comprehensive income, Net of tax	1,013		279
Less: Other comprehensive income from noncontrolling interests, net of tax	4		(4)
Wells Fargo other comprehensive income, net of tax	1,009		283
Total Wells Fargo stockholders' equity [Member]
Defined benefit pension plans:
Wells Fargo other comprehensive income, net of tax	1,009		283
Noncontrolling interests [Member]
Defined benefit pension plans:
Less: Other comprehensive income from noncontrolling interests, net of tax	$ 4		$ (4)
[1]	There was no sale or liquidation of an investment in a foreign entity, and therefore no reclassification adjustment for the quarters ended March 31, 2012 and 2011, respectively.

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Other Comprehensive Income, Cumulative OCI Balances (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Cumulative OCI balances [Abstract]
Cumulative other comprehensive income, Translation adjustments, beginning balance	$ 90
Translation adjustments, net change	6	15
Cumulative other comprehensive income, Translation adjustments, ending balance	96
Cumulative other comprehensive income, Securities available for sale, beginning balance	4,413
Securities available for sale, Net change	1,024	348
Less: Other comprehensive income from noncontrolling interests	4
Cumulative other comprehensive income, Securities available for sale, ending balance	5,433
Cumulative other comprehensive income, Derivatives and hedging activities, beginning balance	490
Derivatives and hedging activities, Net change	(37)	(99)
Cumulative other comprehensive income, Derivatives and hedging activities, ending balance	453
Cumulative other comprehensive income, Defined benefit pension plans, beginning balance	(1,786)
Cumulative other comprehensive income, Defined benefit pension plans, Net change	20	15
Cumulative other comprehensive income, Defined benefit pension plans, ending balance	(1,766)
Cumulative Other Comprehensive Income (Loss), Net of Tax, Beginning Balance	3,207
Cumulative other comprehensive income, Net change	1,013	279
Less: Other comprehensive income attributable to noncontrolling interests	4	(4)
Cumulative Other Comprehensive Income (Loss), Net of Tax, Ending Balance	4,216
Cumulative other comprehensive income [Member]
Cumulative OCI balances [Abstract]
Cumulative Other Comprehensive Income (Loss), Net of Tax, Beginning Balance	3,207
Cumulative other comprehensive income, Net change	1,013
Less: Other comprehensive income attributable to noncontrolling interests	4
Cumulative Other Comprehensive Income (Loss), Net of Tax, Ending Balance	$ 4,216

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Operating Segment (Details) (USD $)	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Financial Information of Operating Segment [Abstract]
Net interest income	$ 10,888,000,000	$ 10,651,000,000
Provision for credit losses	1,995,000,000	2,210,000,000
Noninterest income	10,748,000,000	9,678,000,000
Total noninterest expense	12,993,000,000	12,733,000,000
Income (loss) before income tax expense (benefit)	6,648,000,000	5,386,000,000
Income tax expense (benefit)	2,328,000,000	1,572,000,000
Net income (loss) before noncontrolling interests	4,320,000,000	3,814,000,000
Less: Net income (loss) from noncontrolling interests	72,000,000	55,000,000
Net income (loss)	4,248,000,000	3,759,000,000
Average loans	768,600,000,000	754,100,000,000
Average assets	1,302,900,000,000	1,241,200,000,000
Average core deposits	870,500,000,000	796,800,000,000
Operating Segment (Textual) [Abstract]
Annual sales of wholesale banking businesses	in excess of $20 million
Annual sales of small business community banking customers	up to $20 million
Community Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	7,326,000,000	7,575,000,000
Provision for credit losses	1,878,000,000	2,061,000,000
Noninterest income	6,095,000,000	5,082,000,000
Total noninterest expense	7,825,000,000	7,622,000,000
Income (loss) before income tax expense (benefit)	3,718,000,000	2,974,000,000
Income tax expense (benefit)	1,293,000,000	745,000,000
Net income (loss) before noncontrolling interests	2,425,000,000	2,229,000,000
Less: Net income (loss) from noncontrolling interests	77,000,000	49,000,000
Net income (loss)	2,348,000,000	2,180,000,000
Average loans	486,100,000,000	508,400,000,000
Average assets	738,300,000,000	756,700,000,000
Average core deposits	575,200,000,000	548,100,000,000
Wholesale Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	3,181,000,000	2,718,000,000
Provision for credit losses	95,000,000	134,000,000
Noninterest income	2,852,000,000	2,704,000,000
Total noninterest expense	3,054,000,000	2,789,000,000
Income (loss) before income tax expense (benefit)	2,884,000,000	2,499,000,000
Income tax expense (benefit)	1,016,000,000	862,000,000
Net income (loss) before noncontrolling interests	1,868,000,000	1,637,000,000
Less: Net income (loss) from noncontrolling interests	0	2,000,000
Net income (loss)	1,868,000,000	1,635,000,000
Average loans	268,600,000,000	234,700,000,000
Average assets	467,800,000,000	398,800,000,000
Average core deposits	220,900,000,000	184,800,000,000
Wealth Brokerage and Retirement [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	701,000,000	700,000,000
Provision for credit losses	43,000,000	40,000,000
Noninterest income	2,361,000,000	2,454,000,000
Total noninterest expense	2,547,000,000	2,557,000,000
Income (loss) before income tax expense (benefit)	472,000,000	557,000,000
Income tax expense (benefit)	181,000,000	210,000,000
Net income (loss) before noncontrolling interests	291,000,000	347,000,000
Less: Net income (loss) from noncontrolling interests	(5,000,000)	4,000,000
Net income (loss)	296,000,000	343,000,000
Average loans	42,500,000,000	42,700,000,000
Average assets	161,900,000,000	150,700,000,000
Average core deposits	135,600,000,000	125,400,000,000
Other Segments [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	(320,000,000)	(342,000,000)
Provision for credit losses	(21,000,000)	(25,000,000)
Noninterest income	(560,000,000)	(562,000,000)
Total noninterest expense	(433,000,000)	(235,000,000)
Income (loss) before income tax expense (benefit)	(426,000,000)	(644,000,000)
Income tax expense (benefit)	(162,000,000)	(245,000,000)
Net income (loss) before noncontrolling interests	(264,000,000)	(399,000,000)
Less: Net income (loss) from noncontrolling interests	0	0
Net income (loss)	(264,000,000)	(399,000,000)
Average loans	(28,600,000,000)	(31,700,000,000)
Average assets	(65,100,000,000)	(65,000,000,000)
Average core deposits	$ (61,200,000,000)	$ (61,500,000,000)

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Condensed Consolidating Financial Statements, Income Statement (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Condensed Consolidating Statements of Income [Abstract]
Interest income from loans	$ 9,197	$ 9,387
Interest income from subsidiaries	0	0
Other interest income	3,058	3,085
Total interest income	12,255	12,472
Deposits	457	615
Short-term borrowings	16	26
Long-term debt	830	1,104
Other interest expense	64	76
Total interest expense	1,367	1,821
Net interest income	10,888	10,651
Provision for credit losses	1,995	2,210
Net interest income after provision for credit losses	8,893	8,441
Noninterest income
Fee income - nonaffiliates	5,672	5,874
Other	5,076	3,804
Total noninterest income	10,748	9,678
Noninterest expense
Salaries and benefits	7,626	7,193
Other	5,367	5,540
Total noninterest expense	12,993	12,733
Income (loss) before income tax expense (benefit)	6,648	5,386
Income tax expense (benefit)	2,328	1,572
Equity in undistributed income of subsidiaries	0	0
Net income (loss) before noncontrolling interests	4,320	3,814
Less: Net income (loss) from noncontrolling interests	72	55
Wells Fargo net income (loss)	4,248	3,759
Bank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	0	0
Nonbank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	0	0
Wells Fargo & Company [Member]
Condensed Consolidating Statements of Income [Abstract]
Interest income from loans	0	0
Interest income from subsidiaries	232	308
Other interest income	57	48
Total interest income	3,717	1,948
Deposits	0	0
Short-term borrowings	44	105
Long-term debt	505	694
Other interest expense	3	1
Total interest expense	552	800
Net interest income	3,165	1,148
Provision for credit losses	0	0
Net interest income after provision for credit losses	3,165	1,148
Noninterest income
Fee income - nonaffiliates	0	0
Other	(42)	(3)
Total noninterest income	(42)	(3)
Noninterest expense
Salaries and benefits	105	190
Other	86	153
Total noninterest expense	191	343
Income (loss) before income tax expense (benefit)	2,932	802
Income tax expense (benefit)	(111)	(434)
Equity in undistributed income of subsidiaries	1,205	2,523
Net income (loss) before noncontrolling interests	4,248	3,759
Less: Net income (loss) from noncontrolling interests	0	0
Wells Fargo net income (loss)	4,248	3,759
Wells Fargo & Company [Member] | Bank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	3,051	1,592
Wells Fargo & Company [Member] | Nonbank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	377	0
Wells Fargo Financial, Inc. [Member]
Condensed Consolidating Statements of Income [Abstract]
Interest income from loans	483	578
Interest income from subsidiaries	0	0
Other interest income	15	29
Total interest income	498	607
Deposits	0	0
Short-term borrowings	14	15
Long-term debt	113	167
Other interest expense	0	0
Total interest expense	127	182
Net interest income	371	425
Provision for credit losses	165	247
Net interest income after provision for credit losses	206	178
Noninterest income
Fee income - nonaffiliates	27	28
Other	26	24
Total noninterest income	53	52
Noninterest expense
Salaries and benefits	23	27
Other	105	145
Total noninterest expense	128	172
Income (loss) before income tax expense (benefit)	131	58
Income tax expense (benefit)	45	15
Equity in undistributed income of subsidiaries	0	0
Net income (loss) before noncontrolling interests	86	43
Less: Net income (loss) from noncontrolling interests	0	0
Wells Fargo net income (loss)	86	43
Wells Fargo Financial, Inc. [Member] | Bank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	0	0
Wells Fargo Financial, Inc. [Member] | Nonbank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	0	0
Other consolidating subsidiaries [Member]
Condensed Consolidating Statements of Income [Abstract]
Interest income from loans	8,780	8,932
Interest income from subsidiaries	0	0
Other interest income	2,986	3,008
Total interest income	11,766	11,940
Deposits	457	615
Short-term borrowings	149	187
Long-term debt	319	393
Other interest expense	61	75
Total interest expense	986	1,270
Net interest income	10,780	10,670
Provision for credit losses	1,830	1,963
Net interest income after provision for credit losses	8,950	8,707
Noninterest income
Fee income - nonaffiliates	5,645	5,846
Other	5,255	3,939
Total noninterest income	10,900	9,785
Noninterest expense
Salaries and benefits	7,498	6,976
Other	5,339	5,398
Total noninterest expense	12,837	12,374
Income (loss) before income tax expense (benefit)	7,013	6,118
Income tax expense (benefit)	2,394	1,991
Equity in undistributed income of subsidiaries	0	0
Net income (loss) before noncontrolling interests	4,619	4,127
Less: Net income (loss) from noncontrolling interests	72	55
Wells Fargo net income (loss)	4,547	4,072
Other consolidating subsidiaries [Member] | Bank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	0	0
Other consolidating subsidiaries [Member] | Nonbank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	0	0
Eliminations [Member]
Condensed Consolidating Statements of Income [Abstract]
Interest income from loans	(66)	(123)
Interest income from subsidiaries	(232)	(308)
Other interest income	0	0
Total interest income	(3,726)	(2,023)
Deposits	0	0
Short-term borrowings	(191)	(281)
Long-term debt	(107)	(150)
Other interest expense	0	0
Total interest expense	(298)	(431)
Net interest income	(3,428)	(1,592)
Provision for credit losses	0	0
Net interest income after provision for credit losses	(3,428)	(1,592)
Noninterest income
Fee income - nonaffiliates	0	0
Other	(163)	(156)
Total noninterest income	(163)	(156)
Noninterest expense
Salaries and benefits	0	0
Other	(163)	(156)
Total noninterest expense	(163)	(156)
Income (loss) before income tax expense (benefit)	(3,428)	(1,592)
Income tax expense (benefit)	0	0
Equity in undistributed income of subsidiaries	(1,205)	(2,523)
Net income (loss) before noncontrolling interests	(4,633)	(4,115)
Less: Net income (loss) from noncontrolling interests	0	0
Wells Fargo net income (loss)	(4,633)	(4,115)
Eliminations [Member] | Bank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	(3,051)	(1,592)
Eliminations [Member] | Nonbank [Member]
Condensed Consolidating Statements of Income [Abstract]
Dividends from subsidiaries	$ (377)	$ 0

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Condensed Consolidating Financial Statements, Comprehensive Income Statement (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Condensed Consolidating Statements of Comprehensive Income [Abstract]
Wells Fargo net income (loss)	$ 4,248	$ 3,759
Other comprehensive income, net of tax:
Translation adjustments, net of tax	6	15
Securities available for sale, Net change	1,024	348
Derivatives and hedging activities, Net change	(37)	(99)
Defined benefit plans adjustment	20	15
Equity in other comprehensive income of subsidiaries	0	0
Other comprehensive income, Net of tax	1,013	279
Less: Other comprehensive income attributable to noncontrolling interests	4	(4)
Parent, WFFI, Other and Wells Fargo net other comprehensive income	1,009	283
Wells Fargo comprehensive income	5,257	4,042
Comprehensive income from noncontrolling interests	76	51
Total comprehensive income	5,333	4,093
Parent Bank Holding Company [Member]
Condensed Consolidating Statements of Comprehensive Income [Abstract]
Wells Fargo net income (loss)	4,248	3,759
Other comprehensive income, net of tax:
Translation adjustments, net of tax	0	0
Securities available for sale, Net change	41	30
Derivatives and hedging activities, Net change	3	17
Defined benefit plans adjustment	21	13
Equity in other comprehensive income of subsidiaries	944	223
Other comprehensive income, Net of tax	1,009	283
Less: Other comprehensive income attributable to noncontrolling interests	0	0
Parent, WFFI, Other and Wells Fargo net other comprehensive income	1,009	283
Wells Fargo comprehensive income	5,257	4,042
Comprehensive income from noncontrolling interests	0	0
Total comprehensive income	5,257	4,042
Wells Fargo Financial, Inc [Member]
Condensed Consolidating Statements of Comprehensive Income [Abstract]
Wells Fargo net income (loss)	86	43
Other comprehensive income, net of tax:
Translation adjustments, net of tax	6	9
Securities available for sale, Net change	(6)	1
Derivatives and hedging activities, Net change	0	0
Defined benefit plans adjustment	2	1
Equity in other comprehensive income of subsidiaries	0	0
Other comprehensive income, Net of tax	2	11
Less: Other comprehensive income attributable to noncontrolling interests	0	0
Parent, WFFI, Other and Wells Fargo net other comprehensive income	2	11
Wells Fargo comprehensive income	88	54
Comprehensive income from noncontrolling interests	0	0
Total comprehensive income	88	54
Other consolidating subsidiaries [Member]
Condensed Consolidating Statements of Comprehensive Income [Abstract]
Wells Fargo net income (loss)	4,547	4,072
Other comprehensive income, net of tax:
Translation adjustments, net of tax	15	6
Securities available for sale, Net change	989	317
Derivatives and hedging activities, Net change	(40)	(116)
Defined benefit plans adjustment	(3)	1
Equity in other comprehensive income of subsidiaries	0	0
Other comprehensive income, Net of tax	961	208
Less: Other comprehensive income attributable to noncontrolling interests	4	(4)
Parent, WFFI, Other and Wells Fargo net other comprehensive income	957	212
Wells Fargo comprehensive income	5,504	4,284
Comprehensive income from noncontrolling interests	76	51
Total comprehensive income	5,580	4,335
Eliminations [Member]
Condensed Consolidating Statements of Comprehensive Income [Abstract]
Wells Fargo net income (loss)	(4,633)	(4,115)
Other comprehensive income, net of tax:
Translation adjustments, net of tax	(15)	0
Securities available for sale, Net change	0	0
Derivatives and hedging activities, Net change	0	0
Defined benefit plans adjustment	0	0
Equity in other comprehensive income of subsidiaries	(944)	(223)
Other comprehensive income, Net of tax	(959)	(223)
Less: Other comprehensive income attributable to noncontrolling interests	0	0
Parent, WFFI, Other and Wells Fargo net other comprehensive income	(959)	(223)
Wells Fargo comprehensive income	(5,592)	(4,338)
Comprehensive income from noncontrolling interests	0	0
Total comprehensive income	$ (5,592)	$ (4,338)

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Condensed Consolidating Financial Statements, Balance Sheet (Details) (USD $)	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011	Dec. 31, 2010
Assets
Securities available for sale	$ 230,266,000,000		$ 222,613,000,000
Mortgages and loans held for sale	44,407,000,000		49,695,000,000
Loans	766,521,000,000		769,631,000,000
Allowance for loan losses	(18,852,000,000)		(19,372,000,000)		(21,983,000,000)
Net loans	747,669,000,000		750,259,000,000
Other assets	220,314,000,000		227,493,000,000
Total assets	1,333,799,000,000	[1]	1,313,867,000,000	[1]
Liabilities and equity
Deposits	930,267,000,000		920,070,000,000
Short-term borrowings	50,964,000,000		49,091,000,000
Accrued expenses and other liabilities	75,967,000,000		77,665,000,000
Long-term debt	129,752,000,000		125,354,000,000
Indebtedness to subsidiaries	0		0
Total liabilities	1,186,950,000,000	[2]	1,172,180,000,000	[2]
Parent, WFFI, other and Wells Fargo stockholders' equity	145,516,000,000		140,241,000,000
Noncontrolling interests	1,333,000,000		1,446,000,000
Total equity	146,849,000,000		141,687,000,000		134,943,000,000	127,889,000,000
Total liabilities and equity	1,333,799,000,000		1,313,867,000,000
Bank [Member]
Assets
Loans to subsidiaries	0		0
Investments in subsidiaries	0		0
Nonbank [Member]
Assets
Loans to subsidiaries	0		0
Investments in subsidiaries	0		0
Subsidiary banks [Member]
Assets
Cash and cash equivalents	0		0
Nonaffiliates [Member]
Assets
Cash and cash equivalents	91,143,000,000		63,807,000,000
Wells Fargo & Company [Member]
Assets
Securities available for sale	5,727,000,000		7,427,000,000
Mortgages and loans held for sale	0		0
Loans	6,000,000		6,000,000
Allowance for loan losses	0		0
Net loans	48,935,000,000		50,878,000,000
Other assets	8,156,000,000		7,573,000,000
Total assets	246,506,000,000		237,669,000,000
Liabilities and equity
Deposits	0		0
Short-term borrowings	888,000,000		759,000,000
Accrued expenses and other liabilities	7,346,000,000		7,052,000,000
Long-term debt	79,569,000,000		77,613,000,000
Indebtedness to subsidiaries	13,187,000,000		12,004,000,000
Total liabilities	100,990,000,000		97,428,000,000
Parent, WFFI, other and Wells Fargo stockholders' equity	145,516,000,000		140,241,000,000
Noncontrolling interests	0		0
Total equity	145,516,000,000		140,241,000,000
Total liabilities and equity	246,506,000,000		237,669,000,000
Wells Fargo & Company [Member] | Bank [Member]
Assets
Loans to subsidiaries	3,885,000,000		3,885,000,000
Investments in subsidiaries	137,394,000,000		135,155,000,000
Wells Fargo & Company [Member] | Nonbank [Member]
Assets
Loans to subsidiaries	45,044,000,000		46,987,000,000
Investments in subsidiaries	17,659,000,000		17,294,000,000
Wells Fargo & Company [Member] | Subsidiary banks [Member]
Assets
Cash and cash equivalents	28,627,000,000		19,312,000,000
Wells Fargo & Company [Member] | Nonaffiliates [Member]
Assets
Cash and cash equivalents	8,000,000		30,000,000
Wells Fargo Financial, Inc. [Member]
Assets
Securities available for sale	1,786,000,000		1,670,000,000
Mortgages and loans held for sale	0		0
Loans	27,483,000,000		26,735,000,000
Allowance for loan losses	(1,708,000,000)		(1,775,000,000)
Net loans	25,775,000,000		24,960,000,000
Other assets	1,443,000,000		1,255,000,000
Total assets	29,697,000,000		28,451,000,000
Liabilities and equity
Deposits	0		0
Short-term borrowings	15,431,000,000		15,503,000,000
Accrued expenses and other liabilities	1,807,000,000		1,603,000,000
Long-term debt	10,772,000,000		9,746,000,000
Indebtedness to subsidiaries	0		0
Total liabilities	28,010,000,000		26,852,000,000
Parent, WFFI, other and Wells Fargo stockholders' equity	1,687,000,000		1,599,000,000
Noncontrolling interests	0		0
Total equity	1,687,000,000		1,599,000,000
Total liabilities and equity	29,697,000,000		28,451,000,000
Wells Fargo Financial, Inc. [Member] | Bank [Member]
Assets
Loans to subsidiaries	0		0
Investments in subsidiaries	0		0
Wells Fargo Financial, Inc. [Member] | Nonbank [Member]
Assets
Loans to subsidiaries	0		0
Investments in subsidiaries	0		0
Wells Fargo Financial, Inc. [Member] | Subsidiary banks [Member]
Assets
Cash and cash equivalents	187,000,000		211,000,000
Wells Fargo Financial, Inc. [Member] | Nonaffiliates [Member]
Assets
Cash and cash equivalents	506,000,000		355,000,000
Other consolidating subsidiaries [Member]
Assets
Securities available for sale	223,078,000,000		213,516,000,000
Mortgages and loans held for sale	44,407,000,000		49,695,000,000
Loans	756,919,000,000		759,794,000,000
Allowance for loan losses	(17,144,000,000)		(17,597,000,000)
Net loans	739,775,000,000		742,197,000,000
Other assets	212,412,000,000		219,945,000,000
Total assets	1,310,301,000,000		1,288,775,000,000
Liabilities and equity
Deposits	959,081,000,000		939,593,000,000
Short-term borrowings	79,910,000,000		79,682,000,000
Accrued expenses and other liabilities	68,511,000,000		70,290,000,000
Long-term debt	48,100,000,000		46,914,000,000
Indebtedness to subsidiaries	0		0
Total liabilities	1,155,602,000,000		1,136,479,000,000
Parent, WFFI, other and Wells Fargo stockholders' equity	153,366,000,000		150,850,000,000
Noncontrolling interests	1,333,000,000		1,446,000,000
Total equity	154,699,000,000		152,296,000,000
Total liabilities and equity	1,310,301,000,000		1,288,775,000,000
Other consolidating subsidiaries [Member] | Bank [Member]
Assets
Loans to subsidiaries	0		0
Investments in subsidiaries	0		0
Other consolidating subsidiaries [Member] | Nonbank [Member]
Assets
Loans to subsidiaries	0		0
Investments in subsidiaries	0		0
Other consolidating subsidiaries [Member] | Subsidiary banks [Member]
Assets
Cash and cash equivalents	0		0
Other consolidating subsidiaries [Member] | Nonaffiliates [Member]
Assets
Cash and cash equivalents	90,629,000,000		63,422,000,000
Eliminations [Member]
Assets
Securities available for sale	(325,000,000)		0
Mortgages and loans held for sale	0		0
Loans	(17,887,000,000)		(16,904,000,000)
Allowance for loan losses	0		0
Net loans	(66,816,000,000)		(67,776,000,000)
Other assets	(1,697,000,000)		(1,280,000,000)
Total assets	(252,705,000,000)		(241,028,000,000)
Liabilities and equity
Deposits	(28,814,000,000)		(19,523,000,000)
Short-term borrowings	(45,265,000,000)		(46,853,000,000)
Accrued expenses and other liabilities	(1,697,000,000)		(1,280,000,000)
Long-term debt	(8,689,000,000)		(8,919,000,000)
Indebtedness to subsidiaries	(13,187,000,000)		(12,004,000,000)
Total liabilities	(97,652,000,000)		(88,579,000,000)
Parent, WFFI, other and Wells Fargo stockholders' equity	(155,053,000,000)		(152,449,000,000)
Noncontrolling interests	0		0
Total equity	(155,053,000,000)		(152,449,000,000)
Total liabilities and equity	(252,705,000,000)		(241,028,000,000)
Eliminations [Member] | Bank [Member]
Assets
Loans to subsidiaries	(3,885,000,000)		(3,885,000,000)
Investments in subsidiaries	(137,394,000,000)		(135,155,000,000)
Eliminations [Member] | Nonbank [Member]
Assets
Loans to subsidiaries	(45,044,000,000)		(46,987,000,000)
Investments in subsidiaries	(17,659,000,000)		(17,294,000,000)
Eliminations [Member] | Subsidiary banks [Member]
Assets
Cash and cash equivalents	(28,814,000,000)		(19,523,000,000)
Eliminations [Member] | Nonaffiliates [Member]
Assets
Cash and cash equivalents	$ 0		$ 0
[1]	Our consolidated assets at March 31, 2012 and December 31, 2011, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $378 million and $321 million; Trading assets, $130 million and $293 million; Securities available for sale, $3.1 billion and $3.3 billion; Mortgages held for sale, $549 million and $444 million; Net loans, $12.0 billion and $12.0 billion; Other assets, $533 million and $1.9 billion, and Total assets, $16.6 billion and $18.2 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2012 and December 31, 2011, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $25 million and $24 million; Accrued expenses and other liabilities, $120 million and $175 million; Long-term debt, $4.1 billion and $4.9 billion; and Total liabilities, $4.2 billion and $5.1 billion, respectively.

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Condensed Consolidating Financial Statements, Statement of Cash Flows (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Cash flows from operating activities:
Net cash provided by operating activities	$ 15,905	$ 17,211
Securities available for sale:
Sales proceeds	4,242	15,361
Prepayments and maturities	12,317	11,651
Purchases	(18,156)	(18,831)
Loans:
Loans originated by banking subsidiaries, net of principal collected	(3,103)	(214)
Proceeds from sales (including participations) of loans originated for investment by banking subsidiaries	2,193	2,165
Purchases (including participations) of loans by banking subsidiaries	(2,423)	(644)
Principal collected on nonbank entities' loans	2,003	2,546
Loans originated by nonbank entities	(1,620)	(1,904)
Net repayments from (advances to) subsidiaries	0	0
Capital notes and term loans made to subsidiaries	0	0
Principal collected on notes/loans made to subsidiaries	0	0
Net decrease (increase) in investment in subsidiaries	0	0
Net cash paid for acquisitions	(426)	0
Other, net	(27,988)	(8,898)
Net cash provided (used) by investing activities	(32,961)	1,232
Cash flows from financing activities:
Net change in deposits	10,194	(10,280)
Net change in short-term borrowings	1,488	(664)
Long-term debt:
Proceeds from issuance	8,999	5,217
Repayment	(5,237)	(13,933)
Preferred stock:
Proceeds from issuance	0	2,501
Cash dividends paid	(286)	(251)
Common stock:
Proceeds from issuance	879	634
Repurchased	(64)	(55)
Cash dividends paid	(1,165)	(634)
Excess tax benefits related to stock option payments	98	55
Net change in noncontrolling interests	(290)	(99)
Net cash provided (used) by financing activities	14,616	(17,509)
Net change in cash and due from banks	(2,440)	934
Cash and due from banks at beginning of period	19,440	16,044
Cash and due from banks at end of period	17,000	16,978
Wells Fargo & Company [Member]
Cash flows from operating activities:
Net cash provided by operating activities	2,754	2,409
Securities available for sale:
Sales proceeds	2,107	152
Prepayments and maturities	0	0
Purchases	(24)	(117)
Loans:
Loans originated by banking subsidiaries, net of principal collected	0	0
Proceeds from sales (including participations) of loans originated for investment by banking subsidiaries	0	0
Purchases (including participations) of loans by banking subsidiaries	0	0
Principal collected on nonbank entities' loans	0	0
Loans originated by nonbank entities	0	0
Net repayments from (advances to) subsidiaries	1,361	(212)
Capital notes and term loans made to subsidiaries	(50)	(364)
Principal collected on notes/loans made to subsidiaries	605	1,900
Net decrease (increase) in investment in subsidiaries	(401)	(13)
Net cash paid for acquisitions	0	0
Other, net	0	14
Net cash provided (used) by investing activities	3,598	1,360
Cash flows from financing activities:
Net change in deposits	0	0
Net change in short-term borrowings	(203)	(1,076)
Long-term debt:
Proceeds from issuance	7,851	3,238
Repayment	(4,169)	(6,500)
Preferred stock:
Proceeds from issuance	0	2,501
Cash dividends paid	(286)	(251)
Common stock:
Proceeds from issuance	879	634
Repurchased	(64)	(55)
Cash dividends paid	(1,165)	(634)
Excess tax benefits related to stock option payments	98	55
Net change in noncontrolling interests	0	0
Net cash provided (used) by financing activities	2,941	(2,088)
Net change in cash and due from banks	9,293	1,681
Cash and due from banks at beginning of period	19,342	30,249
Cash and due from banks at end of period	28,635	31,930
Wells Fargo Financial, Inc. [Member]
Cash flows from operating activities:
Net cash provided by operating activities	220	394
Securities available for sale:
Sales proceeds	190	92
Prepayments and maturities	39	60
Purchases	(273)	(100)
Loans:
Loans originated by banking subsidiaries, net of principal collected	9	152
Proceeds from sales (including participations) of loans originated for investment by banking subsidiaries	0	0
Purchases (including participations) of loans by banking subsidiaries	0	0
Principal collected on nonbank entities' loans	1,987	2,549
Loans originated by nonbank entities	(1,620)	(1,903)
Net repayments from (advances to) subsidiaries	140	(82)
Capital notes and term loans made to subsidiaries	(1,506)	0
Principal collected on notes/loans made to subsidiaries	0	0
Net decrease (increase) in investment in subsidiaries	0	0
Net cash paid for acquisitions	0	0
Other, net	7	29
Net cash provided (used) by investing activities	(1,027)	797
Cash flows from financing activities:
Net change in deposits	0	0
Net change in short-term borrowings	(72)	1,487
Long-term debt:
Proceeds from issuance	1,506	513
Repayment	(500)	(3,128)
Preferred stock:
Proceeds from issuance	0	0
Cash dividends paid	0	0
Common stock:
Proceeds from issuance	0	0
Repurchased	0	0
Cash dividends paid	0	0
Excess tax benefits related to stock option payments	0	0
Net change in noncontrolling interests	0	(11)
Net cash provided (used) by financing activities	934	(1,139)
Net change in cash and due from banks	127	52
Cash and due from banks at beginning of period	566	366
Cash and due from banks at end of period	693	418
Other consolidating subsidiaries/eliminations [Member]
Cash flows from operating activities:
Net cash provided by operating activities	12,931	14,408
Securities available for sale:
Sales proceeds	1,945	15,117
Prepayments and maturities	12,278	11,591
Purchases	(17,859)	(18,614)
Loans:
Loans originated by banking subsidiaries, net of principal collected	(3,112)	(366)
Proceeds from sales (including participations) of loans originated for investment by banking subsidiaries	2,193	2,165
Purchases (including participations) of loans by banking subsidiaries	(2,423)	(644)
Principal collected on nonbank entities' loans	16	(3)
Loans originated by nonbank entities	0	(1)
Net repayments from (advances to) subsidiaries	(1,501)	294
Capital notes and term loans made to subsidiaries	1,556	364
Principal collected on notes/loans made to subsidiaries	(605)	(1,900)
Net decrease (increase) in investment in subsidiaries	401	13
Net cash paid for acquisitions	(426)	0
Other, net	(27,995)	(8,941)
Net cash provided (used) by investing activities	(35,532)	(925)
Cash flows from financing activities:
Net change in deposits	10,194	(10,280)
Net change in short-term borrowings	1,763	(1,075)
Long-term debt:
Proceeds from issuance	(358)	1,466
Repayment	(568)	(4,305)
Preferred stock:
Proceeds from issuance	0	0
Cash dividends paid	0	0
Common stock:
Proceeds from issuance	0	0
Repurchased	0	0
Cash dividends paid	0	0
Excess tax benefits related to stock option payments	0	0
Net change in noncontrolling interests	(290)	(88)
Net cash provided (used) by financing activities	10,741	(14,282)
Net change in cash and due from banks	(11,860)	(799)
Cash and due from banks at beginning of period	(468)	(14,571)
Cash and due from banks at end of period	$ (12,328)	$ (15,370)

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Regulatory and Agency Capital Requirements (Details) (USD $)	3 Months Ended	12 Months Ended
Mar. 31, 2012	Dec. 31, 2011
Regulatory And Agency Capital Requirements [Abstract]
Tier 1 capital ratio required to be well capitalized	6.00%	6.00%
Total capital ratio required to be well capitalized	10.00%	10.00%
Tier 1 leverage capital ratio required to be well capitalized	5.00%	5.00%
Tier 1 capital ratio required for capital adequacy purposes	4.00%	4.00%
Total capital ratio required for capital adequacy purposes	8.00%	8.00%
Tier 1 leverage capital ratio required for capital adequacy purposes	4.00%	4.00%
Regulatory and Agency Capital Requirements (Textual) [Abstract]
Trust preferred and perpetual preferred purchase securities included in Tier 1 capital	$ 6,600,000,000
Minimum leverage ratio for banking organizations	3.00%
Trust Preferred Securities [Member]
Regulatory and Agency Capital Requirements (Textual) [Abstract]
Trust preferred securities redeemed	875,000,000
Wells Fargo & Company [Member]
Regulatory And Agency Capital Requirements [Abstract]
Tier 1 capital, amounts	117,400,000,000	114,000,000,000
Total capital, amounts	150,800,000,000	148,500,000,000
Risk Weighted Assets	996,800,000,000	1,005,600,000,000
Adjusted Average Assets	1,256,600,000,000	1,262,600,000,000
Tier 1 capital ratio	11.78%	11.33%
Total capital ratio	15.13%	14.76%
Tier 1 leverage capital ratio	9.35%	9.03%
Wells Fargo Bank, NA [Member]
Regulatory And Agency Capital Requirements [Abstract]
Tier 1 capital, amounts	93,300,000,000	92,600,000,000
Total capital, amounts	117,800,000,000	117,900,000,000
Risk Weighted Assets	921,200,000,000	923,200,000,000
Adjusted Average Assets	$ 1,116,700,000,000	$ 1,115,400,000,000
Tier 1 capital ratio	10.13%	10.03%
Total capital ratio	12.79%	12.77%
Tier 1 leverage capital ratio	8.36%	8.30%

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