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FVM - Level 3 instruments: Valuation techniques and inputs (Detail) - Level 3 $ in Billions | 3 Months Ended
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Jun. 30, 2023 USD ($) | Dec. 31, 2022 USD ($)
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Corporate and municipal bonds |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | $ 1.4 | $ 0.8
Financial liabilities measured at fair value | $ 0.1 | $ 0.0
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Corporate and municipal bonds | Relative value to market comparable | Bond price equivalent (% of par) | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.04 | 0.14
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Corporate and municipal bonds | Relative value to market comparable | Bond price equivalent (% of par) | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 1.01 | 1.12
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Corporate and municipal bonds | Relative value to market comparable | Bond price equivalent (% of par) | weighted average |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.94 | 0.85
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Corporate and municipal bonds | Discounted expected cash flows | Discount margin | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0200 | 0.0412
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Corporate and municipal bonds | Discounted expected cash flows | Discount margin | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0391 | 0.0412
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Corporate and municipal bonds | Discounted expected cash flows | Discount margin | weighted average |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0376 |
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | $ 9.2 | $ 1.7
Financial liabilities measured at fair value | $ 0.0 | $ 0.0
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Relative value to market comparable | Loan price equivalent (% of par) | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0 | 0.30
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Relative value to market comparable | Loan price equivalent (% of par) | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 1.40 | 1
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Relative value to market comparable | Loan price equivalent (% of par) | weighted average |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.87 | 0.97
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Discounted expected cash flows | Credit spread | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0060 | 0.0200
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Discounted expected cash flows | Credit spread | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.3263 | 0.0200
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Discounted expected cash flows | Credit spread | weighted average |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0347 | 0.0200
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Market comparable and securitization model | Credit spread | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0165 | 0.0145
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Market comparable and securitization model | Credit spread | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.1544 | 0.1350
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Market comparable and securitization model | Credit spread | weighted average |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0349 | 0.0322
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Option model | Gap risk | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0 |
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Option model | Gap risk | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.02 |
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Traded loans, loans mandatorily at fair value, loan commitments and guarantees | Option model | Gap risk | weighted average |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0 |
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Auction rate securities |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | $ 1.3 | $ 1.3
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Auction rate securities | Discounted expected cash flows | Credit spread | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0115 | 0.0115
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Auction rate securities | Discounted expected cash flows | Credit spread | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0209 | 0.0196
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Auction rate securities | Discounted expected cash flows | Credit spread | weighted average |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0156 | 0.0144
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Investment fund units |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | $ 0.8 | $ 0.3
Financial liabilities measured at fair value | 0.0 | 0.0
Financial assets and liabilities at fair value held for trading, Financial assets at fair value not held for trading: Equity instruments |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | 3.5 | 0.9
Financial liabilities measured at fair value | 0.1 | 0.1
Debt issued designated at fair value |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial liabilities measured at fair value | 19.1 | 10.5
Other financial liabilities designated at fair value |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial liabilities measured at fair value | $ 3.0 | $ 0.7
Other financial liabilities designated at fair value | Discounted expected cash flows | Funding spread | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0025 | 0.0023
Other financial liabilities designated at fair value | Discounted expected cash flows | Funding spread | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0175 | 0.0175
Derivative financial instruments: Interest rate contracts |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | $ 0.8 | $ 0.5
Financial liabilities measured at fair value | $ 0.3 | $ 0.1
Derivative financial instruments: Interest rate contracts | Option model | Volatility of inflation | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0 |
Derivative financial instruments: Interest rate contracts | Option model | Volatility of inflation | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.06 |
Derivative financial instruments: Interest rate contracts | Option model | IR-to-IR correlation | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | (0.01) |
Derivative financial instruments: Interest rate contracts | Option model | IR-to-IR correlation | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 1 |
Derivative financial instruments: Interest rate contracts | Option model | Volatility of interest rates | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0055 | 0.0075
Derivative financial instruments: Interest rate contracts | Option model | Volatility of interest rates | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0161 | 0.0143
Derivative financial instruments: Credit derivative contracts |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | $ 0.6 | $ 0.3
Financial liabilities measured at fair value | $ 0.7 | $ 0.3
Derivative financial instruments: Credit derivative contracts | Discounted expected cash flows | Bond price equivalent (% of par) | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.03 | 0.03
Derivative financial instruments: Credit derivative contracts | Discounted expected cash flows | Bond price equivalent (% of par) | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 2.81 | 2.77
Derivative financial instruments: Credit derivative contracts | Discounted expected cash flows | Credit spread | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0005 | 0.0009
Derivative financial instruments: Credit derivative contracts | Discounted expected cash flows | Credit spread | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0538 | 0.0565
Derivative financial instruments: Credit derivative contracts | Discounted expected cash flows | Recovery rates | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.01 |
Derivative financial instruments: Credit derivative contracts | Discounted expected cash flows | Recovery rates | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 1 |
Derivative financial instruments: Credit derivative contracts | Option model | Credit spread | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0017 |
Derivative financial instruments: Credit derivative contracts | Option model | Credit spread | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.0707 |
Derivative financial instruments: Equity / index contracts |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Financial assets measured at fair value | $ 1.1 | $ 0.7
Financial liabilities measured at fair value | $ 3.8 | $ 1.2
Derivative financial instruments: Equity / index contracts | Option model | Equity dividend yields | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0 | 0
Derivative financial instruments: Equity / index contracts | Option model | Equity dividend yields | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.10 | 0.20
Derivative financial instruments: Equity / index contracts | Option model | Volatility of equity stocks, equity and other indices | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.04 | 0.04
Derivative financial instruments: Equity / index contracts | Option model | Volatility of equity stocks, equity and other indices | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 1.38 | 1.20
Derivative financial instruments: Equity / index contracts | Option model | Equity-to-equity correlation | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | (0.25) | (0.25)
Derivative financial instruments: Equity / index contracts | Option model | Equity-to-equity correlation | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 1 | 1
Derivative financial instruments: Equity / index contracts | Option model | Equity-to-FX correlation | low |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | (0.40) | (0.29)
Derivative financial instruments: Equity / index contracts | Option model | Equity-to-FX correlation | high |  |
Disclosure Of Fair Value Measurement [Line Items] |  |
Significant unobservable input(s) | 0.84 | 0.84

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