Quarterly report pursuant to Section 13 or 15(d)

Derivatives Derivatives - Additional Information (Details)

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Derivatives Derivatives - Additional Information (Details) (USD $)
 3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Dec. 31, 2011
Derivative [Line Items]          
Cash collateral received $ (30,139,000,000)   $ (30,139,000,000)   $ (26,491,000,000)
Cash collateral paid 32,703,000,000   32,703,000,000   32,984,000,000
Credit Valuation Gains Losses Net Of Hedges Recognized In Trading Account Profits For Counterparty Credit Risk 100,000,000 [1] (312,000,000) [1] 275,000,000 [1] (1,051,000,000) [1]  
Derivative Credit Risk Valuation Adjustment, Derivative Assets 1,300,000,000   1,300,000,000   1,500,000,000
Credit Valuation Gains (Losses) Net of Hedges Recognized In Trading Account Profit (Loss) (252,000,000) [2] 765,000,000 [2] (1,020,000,000) [2] 648,000,000 [2]  
Derivative Credit Risk Valuation Adjustment, Derivative Liabilities 500,000,000   500,000,000   1,100,000,000
Credit risk valuation adjustment related to monoline derivative trading instruments exposure 900,000,000   900,000,000    
Derivative liability performance guaranteed by Bank of America 1,300,000,000   1,300,000,000    
Cash and securities collateral held 40,700,000,000   40,700,000,000   40,900,000,000
Posted collateral 39,900,000,000   39,900,000,000   45,200,000,000
Collateral not yet posted to counterparties 1,700,000,000   1,700,000,000    
Monoline
          
Derivative [Line Items]          
Credit Valuation Gains (Losses) Net of Hedges Recognized In Trading Account Profit (Loss) 55,000,000   168,000,000    
Notional value of Monoline derivative credit exposure 12,400,000,000   12,400,000,000   15,800,000,000
Fair value of monoline derivative credit exposure 1,100,000,000   1,100,000,000   1,700,000,000
Credit risk valuation adjustment related to monoline derivative trading instruments exposure 165,000,000   165,000,000   382,000,000
Unilateral Derivative Termination Contract [Member]
          
Derivative [Line Items]          
Posted collateral 900,000,000   900,000,000    
Derivative liability, amount offset against collateral 1,000,000,000   1,000,000,000    
Rating Agency Downgrade By One Notch
          
Derivative [Line Items]          
Contractually required additional collateral 500,000,000   500,000,000    
Rating Agency Downgrade By One Notch | Unilateral Derivative Termination Contract For Rating Downgrade of Long-Term Senior Debt [Member]
          
Derivative [Line Items]          
Posted collateral 2,000,000,000   2,000,000,000    
Derivative liability, amount offset against collateral 2,700,000,000   2,700,000,000    
Rating Agency Downgrade by Two Notches
          
Derivative [Line Items]          
Contractually required additional collateral 4,000,000,000   4,000,000,000    
Rating Agency Downgrade by Two Notches | Unilateral Derivative Termination Contract For Rating Downgrade of Long-Term Senior Debt [Member]
          
Derivative [Line Items]          
Posted collateral 700,000,000   700,000,000    
Derivative liability, incremental increase, amount offset against collateral $ 1,300,000,000   $ 1,300,000,000    
[1] At September 30, 2012 and December 31, 2011, the cumulative counterparty credit risk valuation adjustment reduced the derivative assets balance by $1.3 billion and $1.5 billion.
[2] At September 30, 2012 and December 31, 2011, Merrill Lynch's cumulative DVA reduced the derivative liabilities balance by $0.5 billion and $1.1 billion