Regulation and Capital Adequacy - Risk-Based Capital and Leverage Requirements (Detail)	Oct. 01, 2025	Sep. 30, 2025	Dec. 31, 2024
Standardized
Risk-based capital minimum requirements
CET1 capital ratio		0.045	0.045
Tier 1 capital ratio		0.060	0.060
Total capital ratio		0.080	0.080
Capital conservation buffer requirements
G-SIB surcharge (Method 2)		0.030	0.030
Stress capital buffer		6.10%	6.20%
Counter-cyclical capital buffer		0	0
Total		9.10%	9.20%
Total risk-based capital requirements
CET1 capital ratio		13.60%	13.70%
Tier 1 capital ratio		15.10%	15.20%
Total capital ratio		17.10%	17.20%
Advanced
Risk-based capital minimum requirements
CET1 capital ratio		0.045	0.045
Tier 1 capital ratio		0.060	0.060
Total capital ratio		0.080	0.080
Capital conservation buffer requirements
G-SIB surcharge (Method 2)		0.030	0.030
Capital conservation buffer		0.025	0.025
Counter-cyclical capital buffer		0	0
Total		5.50%	5.50%
Total risk-based capital requirements
CET1 capital ratio		10.00%	10.00%
Tier 1 capital ratio		11.50%	11.50%
Total capital ratio		13.50%	13.50%
Forecast \| Standardized
Capital conservation buffer requirements
Stress capital buffer	3.40%
Total risk-based capital requirements
CET1 capital ratio	10.90%
Tier 1 capital ratio	12.40%
Total capital ratio	14.40%
Reportable Legal Entities
Risk-based capital minimum requirements
CET1 capital ratio		0.045	0.045
Tier 1 capital ratio		0.060	0.060
Total capital ratio		0.105	0.105
Reportable Legal Entities \| Standardized
Capital conservation buffer requirements
Counter-cyclical capital buffer		0	0
Reportable Legal Entities \| Advanced
Capital conservation buffer requirements
Capital conservation buffer		0.025	0.025

Banking Regulation, Capital Conservation Buffer

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Banking Regulation, Common Equity Tier 1 Risk-Based Capital Ratio Total

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Represents stress capital buffer derived from the results of the FRB's stress test under Standardized approach

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Banking Regulation, Tier 1 Risk-Based Capital Ratio Total

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Banking Regulation, Total Risk-Based Capital Ratio

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Minimum capital conservation buffer percentage required to avoid restriction on payout amount of eligible retained income as defined by regulatory framework.

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Ratio of minimum Common Equity Tier 1 risk-based capital to risk-weighted assets required for capital adequacy as defined by regulatory framework.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 942
-SubTopic 505
-Name Accounting Standards Codification
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147477270/942-505-50-1

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 942
-SubTopic 505
-Name Accounting Standards Codification
-Section 50
-Paragraph 1B
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147477270/942-505-50-1B

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Countercyclical capital buffer percentage as defined by regulatory framework.

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Global systemically important bank (GSIB) surcharge percentage as defined by regulatory framework.

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Ratio of minimum total risk-based capital to risk-weighted assets required for capital adequacy as defined by regulatory framework.

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Ratio of minimum Tier 1 risk-based capital to risk-weighted assets required for capital adequacy as defined by regulatory framework.

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