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

9 Months Ended

Sep. 30, 2018

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, 2017:

	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 2047		Total Written Credit Default Swaps (1)		Asset		Liability		Net Asset/(Liability)
Single name (0 - 250)	$	—	$	2,351	$	2,351	$	—	$	2,085	$	(2,085	)

(1) As of December 31, 2017, 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.