Financial instruments with off-balance sheet risk or concentrations of credit risk (Tables)

12 Months Ended

Dec. 31, 2016

Guarantees [Abstract]

Schedule of certain information related to the Company’s written credit derivatives

The following table sets forth certain information related to the Company’s written credit derivatives as of December 31, 2016 and 2015:

December 31, 2016	Maximum Payout/ Notional Amount (by period of expiration)						Fair Value of Written Credit Derivatives (2)
Credit Spreads on underlying (basis points)	0-5 years		5 years or Greater Expiring Through 2046		Total Written Credit Default Swaps (1)		Asset		Liability		Net Asset/(Liability)
	($ in thousands)
Single name (0 - 250)	$	—	$	3,943	$	3,943	$	—	$	1,952	$	(1,952	)
	$	—	$	3,943	$	3,943	$	—	$	1,952	$	(1,952	)
December 31, 2015	Maximum Payout/ Notional Amount (by period of expiration)						Fair Value of Written Credit Derivatives (2)
Credit Spreads on underlying (basis points)	0-5 years		5 years or Greater Expiring Through 2046		Total Written Credit Default Swaps (1)		Asset		Liability		Net Asset/(Liability)
	($ in thousands)
Single name (0 - 250)	$	—	$	2,878	$	2,878	$	—	$	1,480	$	(1,480	)
Single name (251-500)	3,558		—		3,558		—		574		(574		)
	$	3,558	$	2,878	$	6,436	$	—	$	2,054	$	(2,054	)

(1) As of December 31, 2016 and 2015, the Company did not hold any offsetting buy protection credit derivatives with the same underlying reference obligation.

(2) Fair value amounts of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting.