XML 101 R87.htm IDEA: XBRL DOCUMENT v3.10.0.1
Derivative Financial Instruments - Credit Derivatives Sold (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Credit default swaps    
Credit derivatives sold disclosures    
Notional amount $ 325.0 $ 525.0
Fair value (2.3) 4.2
Maximum future payments $ 325.0 $ 525.0
Weighted average expected life 1 year 4 months 24 days 1 year 3 months 18 days
Single name credit default swaps | Corporate debt securities | AAA    
Credit derivatives sold disclosures    
Notional amount $ 10.0 $ 30.0
Fair value 0.1 0.3
Maximum future payments $ 10.0 $ 30.0
Weighted average expected life 8 months 12 days 1 year 2 months 12 days
Single name credit default swaps | Corporate debt securities | AA    
Credit derivatives sold disclosures    
Notional amount   $ 30.0
Fair value   0.1
Maximum future payments   $ 30.0
Weighted average expected life   6 months
Single name credit default swaps | Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 15.0 $ 105.0
Fair value 0.1 0.5
Maximum future payments $ 15.0 $ 105.0
Weighted average expected life 1 year 7 months 6 days
Single name credit default swaps | Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 190.0 $ 255.0
Fair value 0.4 2.5
Maximum future payments $ 190.0 $ 255.0
Weighted average expected life 1 year 8 months 12 days 1 year 3 months 18 days
Single name credit default swaps | Corporate debt securities | BB    
Credit derivatives sold disclosures    
Notional amount $ 10.0  
Maximum future payments $ 10.0  
Weighted average expected life 6 months  
Single name credit default swaps | Corporate debt securities | B    
Credit derivatives sold disclosures    
Notional amount   $ 20.0
Fair value   (0.5)
Maximum future payments   $ 20.0
Weighted average expected life   1 year 9 months 18 days
Single name credit default swaps | Corporate debt securities | CCC    
Credit derivatives sold disclosures    
Notional amount $ 15.0  
Fair value (3.6)  
Maximum future payments $ 15.0  
Weighted average expected life 10 months 24 days  
Single name credit default swaps | Government/municipalities | AA    
Credit derivatives sold disclosures    
Notional amount $ 20.0 $ 20.0
Fair value 0.2 0.3
Maximum future payments $ 20.0 $ 20.0
Weighted average expected life 1 year 2 years
Single name credit default swaps | Sovereign | A    
Credit derivatives sold disclosures    
Notional amount $ 10.0 $ 10.0
Fair value 0.1 0.2
Maximum future payments $ 10.0 $ 10.0
Weighted average expected life 8 months 12 days 1 year 8 months 12 days
Single name credit default swaps | Sovereign | BBB    
Credit derivatives sold disclosures    
Notional amount $ 55.0 $ 55.0
Fair value 0.4 0.8
Maximum future payments $ 55.0 $ 55.0
Weighted average expected life 1 year 3 months 18 days 2 years 3 months 18 days