XML 100 R85.htm IDEA: XBRL DOCUMENT v3.20.4
Derivative Financial Instruments - Credit Derivatives Sold (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Credit default swaps    
Credit derivatives sold disclosures    
Notional amount $ 170.0 $ 90.0
Fair value 3.3 0.5
Maximum future payments $ 170.0 $ 90.0
Weighted average expected life 3 years 9 months 18 days 2 years 4 months 24 days
Single name credit default swaps | Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 20.0 $ 5.0
Fair value 0.5  
Maximum future payments $ 20.0 $ 5.0
Weighted average expected life 4 years 6 months 6 months
Single name credit default swaps | Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 115.0 $ 70.0
Fair value 2.1 0.2
Maximum future payments $ 115.0 $ 70.0
Weighted average expected life 3 years 10 months 24 days 2 years 7 months 6 days
Single name credit default swaps | Sovereign | A    
Credit derivatives sold disclosures    
Notional amount $ 20.0  
Fair value 0.6  
Maximum future payments $ 20.0  
Weighted average expected life 4 years 6 months  
Single name credit default swaps | Sovereign | BBB    
Credit derivatives sold disclosures    
Notional amount $ 15.0 $ 15.0
Fair value 0.1 0.3
Maximum future payments $ 15.0 $ 15.0
Weighted average expected life 1 year 2 years