XML 89 R51.htm IDEA: XBRL DOCUMENT v2.4.0.6
FAIR VALUE MEASUREMENTS (Details 7) (Level 3, USD $)
In Millions, unless otherwise specified
6 Months Ended
Jun. 30, 2012
Policyholder contract deposits - GMWB
 
Significant unobservable inputs used for recurring fair value measurements  
Fair value 893
Policyholder contract deposits - GMWB | Discounted cash flow | Minimum
 
Significant unobservable inputs used for recurring fair value measurements  
Equity implied volatility 6.00%
Base lapse rates 1.00%
Dynamic lapse rates 0.20%
Mortality rates 0.50%
Utilization rates 0.50%
Policyholder contract deposits - GMWB | Discounted cash flow | Maximum
 
Significant unobservable inputs used for recurring fair value measurements  
Equity implied volatility 40.00%
Base lapse rates 40.00%
Dynamic lapse rates 60.00%
Mortality rates 40.00%
Utilization rates 25.00%
Derivative Liabilities - Credit contracts
 
Significant unobservable inputs used for recurring fair value measurements  
Fair value 1,787
Derivative Liabilities - Credit contracts | BET | Minimum
 
Significant unobservable inputs used for recurring fair value measurements  
Recovery rates 3.00%
Diversity score 7
Weighted average life 5 years 29 days
Derivative Liabilities - Credit contracts | BET | Maximum
 
Significant unobservable inputs used for recurring fair value measurements  
Recovery rates 36.00%
Diversity score 31
Weighted average life 9 years 2 months 8 days
Derivative Liabilities - Credit contracts | BET | Weighted-average
 
Significant unobservable inputs used for recurring fair value measurements  
Recovery rates 32.00%
Diversity score 15
Weighted average life 4 years 6 months 22 days