XML 71 R60.htm IDEA: XBRL DOCUMENT v3.22.2.2
Derivative Financial Instruments - Credit Derivatives Sold (Details) - Single name credit default swaps - USD ($)
$ in Millions
9 Months Ended 12 Months Ended
Sep. 30, 2022
Dec. 31, 2021
Credit derivatives sold disclosures    
Notional amount $ 270.0 $ 150.0
Fair value 0.3 2.6
Maximum future payments $ 270.0 $ 150.0
Weighted average expected life 3 years 3 months 18 days 3 years 1 month 6 days
Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 50.0 $ 20.0
Fair value   0.4
Maximum future payments $ 50.0 $ 20.0
Weighted average expected life 3 years 3 years 6 months
Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 180.0 $ 110.0
Fair value 1.0 1.7
Maximum future payments $ 180.0 $ 110.0
Weighted average expected life 3 years 3 months 18 days 3 years
Corporate debt securities | BB    
Credit derivatives sold disclosures    
Notional amount $ 20.0  
Fair value (0.9)  
Maximum future payments $ 20.0  
Weighted average expected life 4 years 8 months 12 days  
Sovereign | A    
Credit derivatives sold disclosures    
Notional amount $ 20.0 $ 20.0
Fair value 0.2 0.5
Maximum future payments $ 20.0 $ 20.0
Weighted average expected life 2 years 8 months 12 days 3 years 6 months