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Note 8 Unobservable inputs (Details) - vegas
 12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Bottom of range [member] | loans and advances [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Repo funding curve bp     (0.06%)
Bottom of range [member] | Debt securities [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Credit spread 0.0272% 0.0432%  
Recovery rate 0.00% 0.00%  
Debt securities unobservable inputs 0.10% 0.10%  
Bottom of range [member] | Debt securities [Member] | Comparable pricing [Member]      
Significant unobservable inputs [Line Items]      
Credit spread     0.18%
Recovery rate     0.00%
Comparable prices inputs     0.01%
Bottom of range [member] | Security finance [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Repo funding curve (2.71%) (1.18%)  
Bottom of range [member] | Credit derivatives [Member] | Gaussian copula [Member]      
Significant unobservable inputs [Line Items]      
Correlation default 34.56% 30.40%  
Bottom of range [member] | Equity derivatives [Member] | Option models on equities baskets of equity funds [Member]      
Significant unobservable inputs [Line Items]      
Correlations (88.00%) (77.00%)  
Volatility 5.57 6.52  
Bottom of range [member] | FX derivatives [Member] | Option models on FX underlyings [Member]      
Significant unobservable inputs [Line Items]      
Volatility 3.96 4.11  
Bottom of range [member] | IR derivatives [Member] | Option models on IR underlyings [Member]      
Significant unobservable inputs [Line Items]      
Beta (significant unobservable inputs) (0.25%) (0.25%) (0.25%)
Correlation rate credit (100.00%) (100.00%) (100.00%)
Credit default volatility 0 0  
Bottom of range [member] | Credit option [Member] | Gaussian copula [Member]      
Significant unobservable inputs [Line Items]      
Correlation default     19.37%
Bottom of range [member] | Equity OTC option [Member] | Heston valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Forward volatility skew     35.12
Bottom of range [member] | Equity OTC option [Member] | Local volatility valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Volatility     2.49
Bottom of range [member] | FX OTC options [Member] | Local volatility valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Volatility     3.70
Bottom of range [member] | Interest rate options [Member] | Libor market model [Member]      
Significant unobservable inputs [Line Items]      
Credit default volatility     0
Arithmetic Average [Member] | loans and advances [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Repo funding curve bp     0.16%
Arithmetic Average [Member] | Debt securities [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Credit spread 1.2541% 0.4701%  
Recovery rate 37.34% 37.06%  
Debt securities unobservable inputs 96.63% 99.92%  
Arithmetic Average [Member] | Debt securities [Member] | Comparable pricing [Member]      
Significant unobservable inputs [Line Items]      
Credit spread     0.83%
Recovery rate     28.38%
Comparable prices inputs     98.31%
Arithmetic Average [Member] | Security finance [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Repo funding curve 1.16% (0.25%)  
Arithmetic Average [Member] | Credit derivatives [Member] | Gaussian copula [Member]      
Significant unobservable inputs [Line Items]      
Correlation default 43.47% 44.87%  
Arithmetic Average [Member] | Credit derivatives [Member] | Black 76 [Member]      
Significant unobservable inputs [Line Items]      
Price volatility 0 0  
Arithmetic Average [Member] | Equity derivatives [Member] | Option models on equities baskets of equity funds [Member]      
Significant unobservable inputs [Line Items]      
Correlations 60.00% 51.00%  
Volatility 26.30 29.90  
Arithmetic Average [Member] | FX derivatives [Member] | Option models on FX underlyings [Member]      
Significant unobservable inputs [Line Items]      
Volatility 9.71 10.00  
Arithmetic Average [Member] | IR derivatives [Member] | Option models on IR underlyings [Member]      
Significant unobservable inputs [Line Items]      
Beta (significant unobservable inputs) (2.00%) (2.00%) (2.00%)
Credit default volatility 0 0  
Arithmetic Average [Member] | Credit option [Member] | Gaussian copula [Member]      
Significant unobservable inputs [Line Items]      
Correlation default     44.33%
Arithmetic Average [Member] | Corporate bond option [Member] | Black 76 [Member]      
Significant unobservable inputs [Line Items]      
Price volatility     0
Arithmetic Average [Member] | Equity OTC option [Member] | Heston valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Forward volatility skew     35.12
Arithmetic Average [Member] | Equity OTC option [Member] | Local volatility valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Volatility     23.21
Arithmetic Average [Member] | FX OTC options [Member] | Local volatility valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Volatility     6.30
Arithmetic Average [Member] | Interest rate options [Member] | Libor market model [Member]      
Significant unobservable inputs [Line Items]      
Credit default volatility     0
Top of range [member] | loans and advances [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Repo funding curve bp     1.00%
Top of range [member] | Debt securities [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Credit spread 23.7439% 5.6422%  
Recovery rate 40.00% 40.00%  
Debt securities unobservable inputs 144.11% 143.87%  
Top of range [member] | Debt securities [Member] | Comparable pricing [Member]      
Significant unobservable inputs [Line Items]      
Credit spread     5.04%
Recovery rate     40.00%
Comparable prices inputs     135.94%
Top of range [member] | Security finance [Member] | Present value method [Member]      
Significant unobservable inputs [Line Items]      
Repo funding curve 4.99% 0.74%  
Top of range [member] | Credit derivatives [Member] | Gaussian copula [Member]      
Significant unobservable inputs [Line Items]      
Correlation default 52.78% 60.95%  
Top of range [member] | Equity derivatives [Member] | Option models on equities baskets of equity funds [Member]      
Significant unobservable inputs [Line Items]      
Correlations 99.00% 98.00%  
Volatility 62.00 141.77  
Top of range [member] | FX derivatives [Member] | Option models on FX underlyings [Member]      
Significant unobservable inputs [Line Items]      
Volatility 16.34 16.14  
Top of range [member] | IR derivatives [Member] | Option models on IR underlyings [Member]      
Significant unobservable inputs [Line Items]      
Beta (significant unobservable inputs) (18.00%) (18.00%) (18.00%)
Correlation rate credit 100.00% 100.00% 100.00%
Credit default volatility 0 0  
Top of range [member] | Credit option [Member] | Gaussian copula [Member]      
Significant unobservable inputs [Line Items]      
Correlation default     61.08%
Top of range [member] | Equity OTC option [Member] | Heston valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Forward volatility skew     35.12
Top of range [member] | Equity OTC option [Member] | Local volatility valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Volatility     60.90
Top of range [member] | FX OTC options [Member] | Local volatility valuation technique [Member]      
Significant unobservable inputs [Line Items]      
Volatility     10.05
Top of range [member] | Interest rate options [Member] | Libor market model [Member]      
Significant unobservable inputs [Line Items]      
Credit default volatility     0