XML 90 R49.htm IDEA: XBRL DOCUMENT v3.10.0.1
Fair Value Measurements - Significant Unobservable Inputs Securities (Details)
$ in Millions
9 Months Ended 12 Months Ended
Sep. 30, 2018
USD ($)
Dec. 31, 2017
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale $ 36,166 $ 36,964
CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 3,657 3,336
Corporate    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 13,492 12,804
Municipal    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 10,602 12,485
RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 3,118 3,044
Significant Unobservable Inputs (Level 3)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 1,869 1,952
Significant Unobservable Inputs (Level 3) | CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 22 69
Significant Unobservable Inputs (Level 3) | Corporate    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 551 520
Significant Unobservable Inputs (Level 3) | Municipal    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 9 17
Significant Unobservable Inputs (Level 3) | RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale 934 1,230
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale $ 12 $ 56
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | CMBS | Minimum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 0.09 0.09
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | CMBS | Maximum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 10.40 10.40
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | CMBS | Weighted Average [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 1.77 4.00
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Corporate    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale $ 289 $ 251
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Corporate | Minimum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 1.00 1.03
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Corporate | Maximum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 7.61 10.00
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Corporate | Weighted Average [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 2.01 2.42
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Municipal    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale $ 9 $ 17
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Municipal | Minimum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 1.60 1.92
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Municipal | Maximum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 1.60 2.50
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Municipal | Weighted Average [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 1.60 2.19
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Debt Securities, Available-for-sale $ 913 $ 1,215
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | RMBS | Minimum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 0.07 0.24
Constant prepayment rate 1.00% 1.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | RMBS | Maximum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 2.88 3.51
Constant prepayment rate 15.00% 25.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | RMBS | Weighted Average [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Servicing Asset, Measurement Input 0.67 0.74
Constant prepayment rate 6.00% 6.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Measurement Input, Default Rate [Member] | RMBS | Minimum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Constant default rate 1.00% 0.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Measurement Input, Default Rate [Member] | RMBS | Maximum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Constant default rate 8.00% 9.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Measurement Input, Default Rate [Member] | RMBS | Weighted Average [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Constant default rate 3.00% 4.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Measurement Input, Loss Severity [Member] | RMBS | Minimum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Constant default rate 0.00% 0.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Measurement Input, Loss Severity [Member] | RMBS | Maximum    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Constant default rate 100.00% 100.00%
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Measurement Input, Loss Severity [Member] | RMBS | Weighted Average [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Constant default rate 60.00% 66.00%