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Risk Management (Details)
SFr in Millions, $ in Millions, $ in Millions
 12 Months Ended
May 24, 2023
Mar. 31, 2023
Aug. 21, 2020
Dec. 31, 2023
CLP ($)
Dec. 31, 2023
USD ($)
Dec. 31, 2023
CHF (SFr)
Dec. 31, 2022
CLP ($)
Dec. 31, 2022
USD ($)
Risk Management (Details) [Line Items]                
Number of directors       11 11 11    
Market risk trading portfolio, description       For the Bank, the VaR estimate is made under the historical simulation methodology, which consists of observing the behavior of the profits and losses that would have occurred in the current portfolio if the market conditions for a given historical period had been in force, in order to infer the maximum loss on the basis of that information, with a given degree of confidence. The methodology has the advantage of precisely reflecting the historical distribution of the market variables and not requiring any assumptions regarding the distribution of specific probabilities. All the VaR measures are intended to determine the distribution function for a change in the value of a given portfolio, and once that distribution is known, to calculate the percentile related to the necessary degree of confidence, which will be equal to the value at risk by virtue of those parameters. As calculated by the Bank, the VaR is an estimate of the maximum expected loss of market value for a given portfolio over a 1–day horizon, with a 99.00% confidence level. It is the maximum 1–day loss that the Bank could expect to experience in a given portfolio, with a 99.00% confidence level. In other words, it is the loss that the Bank would expect to experience only 1.0% of the time. The VaR provides a single estimate of market risk which is not comparable from one market risk to another. Returns are calculated through the use of a 2–year time window or at least 520 data points obtained since the last reference date for calculation of the VaR going backward in time. For the Bank, the VaR estimate is made under the historical simulation methodology, which consists of observing the behavior of the profits and losses that would have occurred in the current portfolio if the market conditions for a given historical period had been in force, in order to infer the maximum loss on the basis of that information, with a given degree of confidence. The methodology has the advantage of precisely reflecting the historical distribution of the market variables and not requiring any assumptions regarding the distribution of specific probabilities. All the VaR measures are intended to determine the distribution function for a change in the value of a given portfolio, and once that distribution is known, to calculate the percentile related to the necessary degree of confidence, which will be equal to the value at risk by virtue of those parameters. As calculated by the Bank, the VaR is an estimate of the maximum expected loss of market value for a given portfolio over a 1–day horizon, with a 99.00% confidence level. It is the maximum 1–day loss that the Bank could expect to experience in a given portfolio, with a 99.00% confidence level. In other words, it is the loss that the Bank would expect to experience only 1.0% of the time. The VaR provides a single estimate of market risk which is not comparable from one market risk to another. Returns are calculated through the use of a 2–year time window or at least 520 data points obtained since the last reference date for calculation of the VaR going backward in time. For the Bank, the VaR estimate is made under the historical simulation methodology, which consists of observing the behavior of the profits and losses that would have occurred in the current portfolio if the market conditions for a given historical period had been in force, in order to infer the maximum loss on the basis of that information, with a given degree of confidence. The methodology has the advantage of precisely reflecting the historical distribution of the market variables and not requiring any assumptions regarding the distribution of specific probabilities. All the VaR measures are intended to determine the distribution function for a change in the value of a given portfolio, and once that distribution is known, to calculate the percentile related to the necessary degree of confidence, which will be equal to the value at risk by virtue of those parameters. As calculated by the Bank, the VaR is an estimate of the maximum expected loss of market value for a given portfolio over a 1–day horizon, with a 99.00% confidence level. It is the maximum 1–day loss that the Bank could expect to experience in a given portfolio, with a 99.00% confidence level. In other words, it is the loss that the Bank would expect to experience only 1.0% of the time. The VaR provides a single estimate of market risk which is not comparable from one market risk to another. Returns are calculated through the use of a 2–year time window or at least 520 data points obtained since the last reference date for calculation of the VaR going backward in time.    
Inflation risk percentage             30.00% 30.00%
Long-term interest rate risk percentage             35.00% 35.00%
Short-term interest rate risk percentage             55.00% 55.00%
ECL allowance (in Pesos)       $ 155,903     $ 105,837  
Total investment percentage             99.00% 99.00%
Portfolios percentage             100.00% 100.00%
ECL allowance (in Pesos)       22,175     $ 863  
Exposure at default amount (in Pesos)       $ 1,723,190     31,906  
Individual basis commercial loans, description       As of December 31, 2023, the expected credit losses related to corporate commercial loans includes MCh$155,903 measured from cash flow discounted methodology (MCh$105,837 in 2022). As of December 31, 2023, the expected credit losses related to corporate commercial loans includes MCh$155,903 measured from cash flow discounted methodology (MCh$105,837 in 2022). As of December 31, 2023, the expected credit losses related to corporate commercial loans includes MCh$155,903 measured from cash flow discounted methodology (MCh$105,837 in 2022).    
Credit loss allowance (in Pesos)       $ 93,614     91,351  
Post-model adjustments for amount (in Pesos)       $ 50,935        
Probabilities percentage       100.00% 100.00% 100.00%    
Lieu of payment (in Pesos)       $ 42,463     35,622  
Lieu of payment, gross (in Pesos)       42,489     36,804  
Lieu of payment, allowance (in Pesos)       $ 26     $ 1,182  
Derivative instruments amount (in Dollars)         $ 3      
Derivative instruments percentage       25.00% 25.00% 25.00%    
Gradually implemented percentage             100.00% 100.00%
Central bank, description       The Central Bank and the CMF defined a minimum NSFR level of 60% for 2022, reaching 100% by 2026. The Central Bank and the CMF defined a minimum NSFR level of 60% for 2022, reaching 100% by 2026. The Central Bank and the CMF defined a minimum NSFR level of 60% for 2022, reaching 100% by 2026.    
Maintain reserves percentage       40.00% 40.00% 40.00%    
Demand deposits percentage       20.00% 20.00% 20.00%    
Regulatory capital percentage       100.00% 100.00% 100.00%    
Maintain technical amount (in Dollars)         $ 0     $ 0
General banking law description       According to the new General Banking Law (updated through Law N°21,130), the minimum capital requirements have increased in terms of quantity and quality. Total regulatory capital remains at 8% of risk-weighted assets, but includes credit, market and operational risk. The minimum Tier 1 capital increased from 4.5% to 6% of risk-weighted assets, of which up to 1.5% may be Additional Tier 1 (AT1), either in the form of preferred stocks or perpetual bonds, which may be convertible into shares. Tier 2 capital is now set at 2% of risk-weighted assets. According to the new General Banking Law (updated through Law N°21,130), the minimum capital requirements have increased in terms of quantity and quality. Total regulatory capital remains at 8% of risk-weighted assets, but includes credit, market and operational risk. The minimum Tier 1 capital increased from 4.5% to 6% of risk-weighted assets, of which up to 1.5% may be Additional Tier 1 (AT1), either in the form of preferred stocks or perpetual bonds, which may be convertible into shares. Tier 2 capital is now set at 2% of risk-weighted assets. According to the new General Banking Law (updated through Law N°21,130), the minimum capital requirements have increased in terms of quantity and quality. Total regulatory capital remains at 8% of risk-weighted assets, but includes credit, market and operational risk. The minimum Tier 1 capital increased from 4.5% to 6% of risk-weighted assets, of which up to 1.5% may be Additional Tier 1 (AT1), either in the form of preferred stocks or perpetual bonds, which may be convertible into shares. Tier 2 capital is now set at 2% of risk-weighted assets.    
Risk-weighted asset percentage       2.50%        
Capital adequacy requirement, description       Under the General Banking Law, banks must maintain regulatory capital of at least 8% of risk-weighted assets, net of required credit losses, as well as a paid-in capital and reserve requirement ("tire capital") of at least 3% of total assets, also net of credit losses. Regulatory capital and basic capital are calculated on the basis of the Consolidated Financial Statements. As we are the result of a merger between two predecessors with significant market shares in the Chilean market, we are currently required to maintain a minimum regulatory capital to risk-weighted assets ratio of 9.63%.Regulatory capital is defined as the aggregate of: -the paid-in capital and reserves of a bank, excluding capital attributable to foreign subsidiaries and branches or core capital; -subordinated bonds, valued at their placement price (but decreasing by 20.0% for each year during the period beginning six years before maturity), for an amount of up to 50.0% of its basic capital; -voluntary provisions for credit losses in the amount of up to 1.25% of risk-weighted assets. Under the General Banking Law, banks must maintain regulatory capital of at least 8% of risk-weighted assets, net of required credit losses, as well as a paid-in capital and reserve requirement ("tire capital") of at least 3% of total assets, also net of credit losses. Regulatory capital and basic capital are calculated on the basis of the Consolidated Financial Statements. As we are the result of a merger between two predecessors with significant market shares in the Chilean market, we are currently required to maintain a minimum regulatory capital to risk-weighted assets ratio of 9.63%.Regulatory capital is defined as the aggregate of: -the paid-in capital and reserves of a bank, excluding capital attributable to foreign subsidiaries and branches or core capital; -subordinated bonds, valued at their placement price (but decreasing by 20.0% for each year during the period beginning six years before maturity), for an amount of up to 50.0% of its basic capital; -voluntary provisions for credit losses in the amount of up to 1.25% of risk-weighted assets. Under the General Banking Law, banks must maintain regulatory capital of at least 8% of risk-weighted assets, net of required credit losses, as well as a paid-in capital and reserve requirement ("tire capital") of at least 3% of total assets, also net of credit losses. Regulatory capital and basic capital are calculated on the basis of the Consolidated Financial Statements. As we are the result of a merger between two predecessors with significant market shares in the Chilean market, we are currently required to maintain a minimum regulatory capital to risk-weighted assets ratio of 9.63%.Regulatory capital is defined as the aggregate of: -the paid-in capital and reserves of a bank, excluding capital attributable to foreign subsidiaries and branches or core capital; -subordinated bonds, valued at their placement price (but decreasing by 20.0% for each year during the period beginning six years before maturity), for an amount of up to 50.0% of its basic capital; -voluntary provisions for credit losses in the amount of up to 1.25% of risk-weighted assets.    
Percentage of basic capital       8.00%        
Percentage of additional basic capital charge   1.50%            
Percentage of risk weighted assets. 0.50%              
Chilean Central Bank [Member]                
Risk Management (Details) [Line Items]                
Risk-weighted asset percentage       2.50%        
Top of range [Member]                
Risk Management (Details) [Line Items]                
Percentage of credit risk weight     100.00%          
Bottom of range [Member]                
Risk Management (Details) [Line Items]                
Percentage of credit risk weight     10.00%          
Stage 1 [Member]                
Risk Management (Details) [Line Items]                
Residual term of operation       2 years 2 years 2 years    
Stage 2 [Member]                
Risk Management (Details) [Line Items]                
Residual term of operation       2 years 6 months 2 years 6 months 2 years 6 months    
General Banking [Member]                
Risk Management (Details) [Line Items]                
Paid-in capital and reserves         $ 34 SFr 29,431