Banking Regulation, Accumulated Other Comprehensive Losses Excluded From Common Equity Tier 1 Risk-Based Capital

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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.

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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

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-Publisher FASB
-URI https://asc.fasb.org/1943274/2147477270/942-505-50-1B

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Ratio of minimum Common Equity Tier 1 risk-based capital to risk-weighted assets categorized as well capitalized as defined by regulatory framework for prompt corrective action.

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Amount of total capital 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 total risk-based capital to risk-weighted assets categorized as well capitalized as defined by regulatory framework for prompt corrective action.

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

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Amount of Common Equity Tier 1 risk-based capital as defined by regulatory framework.

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

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-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

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
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-Publisher FASB
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Amount of interest-bearing domestic third-party deposits placed by or through the assistance of a deposit broker, also known as brokered deposit liabilities.

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-SubTopic 210
-Name Accounting Standards Codification
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Percentage of interest-bearing domestic brokered deposit liabilities to total deposit liabilities.

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Amount of Tier 1 leverage capital as defined by regulatory framework.

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Ratio of minimum Tier 1 leverage capital to average assets required for capital adequacy as defined by regulatory framework.

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Ratio of minimum Tier 1 leverage capital to average assets categorized as well capitalized as defined by regulatory framework for prompt corrective action.

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Ratio of Tier 1 capital to average assets as defined by regulatory framework.

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Amount of Tier 1 risk-based capital 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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Ratio of minimum Tier 1 risk-based capital to risk-weighted assets categorized as well capitalized as defined by regulatory framework for prompt corrective action.

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

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Regulatory Capital and Other Regulatory Matters - Schedule of Regulatory Capital Amount and Ratios (Details) $ in Millions	Sep. 30, 2025 USD ($)	Dec. 31, 2024 USD ($)	Oct. 31, 2024	Oct. 31, 2023
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common equity tier one capital ratio, minimum	0.045
Tier one capital to risk-weighted assets, required minimum	0.06
Capital to risk-weighted assets, required minimum	0.08
Tier one leverage ratio, minimum	0.04
Minimum capital conservation buffer	0.025
Accumulated other comprehensive losses excluded from Common Equity Tier 1 capital	$ 3,000	$ 3,900
Brokered deposits	$ 5,000
Percentage of interest-bearing domestic deposits to deposits, brokered	3.40%
Common equity tier one capital	$ 15,184	$ 15,058
Common equity tier one capital ratio	0.1007	0.0982
Tier one capital to risk-weighted assets, amount	$ 17,440	$ 17,324
Tier one capital to risk-weighted assets, ratio	0.1157	0.1130
Tier one capital to risk-weighted assets, well-capitalized minimum	0.0600
Capital to risk-weighted assets, amount	$ 20,259	$ 20,182
Capital to risk-weighted assets, ratio	0.1344	0.1316
Capital to risk weighted assets, well-capitalized minimum	0.1000
Tier one leverage to adjusted quarterly average assets, amount	$ 17,440	$ 17,324
Tier one leverage to adjusted quarterly average assets, ratio	0.0918	0.0892
Ally Financial Inc
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Minimum capital conservation buffer	0.026	0.026	0.026	0.025
Ally Bank
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common equity tier one capital ratio, minimum	0.0450
Tier one capital to risk-weighted assets, required minimum	0.0600
Capital to risk-weighted assets, required minimum	0.0800
Tier one leverage ratio, minimum	0.0400
Minimum capital conservation buffer	0.025	0.025
Common equity tier one capital	$ 17,773	$ 17,229
Common equity tier one capital ratio	0.1262	0.1194
Common equity tier one capital, well capitalized minimum	0.0650
Tier one capital to risk-weighted assets, amount	$ 17,773	$ 17,229
Tier one capital to risk-weighted assets, ratio	0.1262	0.1194
Tier one capital to risk-weighted assets, well-capitalized minimum	0.0800
Capital to risk-weighted assets, amount	$ 19,555	$ 19,052
Capital to risk-weighted assets, ratio	0.1388	0.1321
Capital to risk weighted assets, well-capitalized minimum	0.1000
Tier one leverage to adjusted quarterly average assets, amount	$ 17,773	$ 17,229
Tier one leverage to adjusted quarterly average assets, ratio	0.0995	0.0940
Tier one leverage to adjusted quarterly average assets, well-capitalized minimum	0.0500