Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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The fair value of available-for-sale securities that serve as collateral for borrowings.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement.

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Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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This item represents disclosure of all significant concentrations of credit risk or market risk arising from the subject financial instrument (as defined), whether from an individual counterparty or groups of counterparties.

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The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings.

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Net gain (loss) relating to components of the gain (loss) on the fair value hedging instrument excluded from the assessment of fair value hedge effectiveness. Recognized in earnings.

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Amount of net gain (loss) recognized in earnings when a hedged firm commitment no longer qualifies as a fair value hedge.

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The loss recognized on termination of a contract.

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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Mar. 31, 2016	Jun. 30, 2017	Jun. 30, 2016	Mar. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Derivative
Current Credit Exposure on Derivatives	$ 1.1			$ 1.1
Cash Collateral from Counterparties	21.0			21.0			$ 25.4
Carrying Value of Fixed Maturity Securities Posted as Collateral to Counterparties	40.2			40.2			35.2
Cash Collateral to Counterparties	0.0			0.0			0.0
Aggregate Fair Value of all Derivative Instruments with Credit Risk-related Contingent Features in a Liability Position	52.6			52.6			52.8
Notional Amount of Derivatives	1,013.7	$ 1,440.5	$ 1,446.3	1,013.7	$ 1,440.5	$ 1,021.6	1,052.0	$ 1,470.3
Material Ineffectiveness on Cash Flow Hedges	0.0	0.0		0.0	0.0
Gain from Components Excluded from Assessment of Cash Flow Hedge Effectiveness	0.0	0.0		0.0	0.0
Approximate Amount of Net Deferred Gains on Derivative Instruments Expected to be Amortized During the Next Twelve Months				60.6
Notional Amount Of Derivatives Terminations	23.9	5.8		54.3	29.8
Material Ineffectiveness on Fair Value Hedges	0.0	0.0		0.0	0.0
Component of Derivative Gain (Loss) Excluded from the Assessment of Hedge Effectiveness	0.0	0.0		0.0	0.0
Discontinued Hedge Accounting Due to Instrument No Longer Qualifying as Fair Value Hedge	0.0	0.0		0.0	0.0
Receive Variable/Pay Fixed
Derivative
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	0.9	1.1		2.0	2.9
Receive Fixed/Pay Variable
Derivative
Notional Amount of Derivatives	250.0			250.0			250.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	1.1	1.0		0.6	6.6
Cash Flow Hedging \| Interest Rate Swaps
Derivative
Notional Amount of Derivatives	369.3			369.3			394.1
Fair Value Hedging \| Receive Variable/Pay Fixed
Derivative
Notional Amount of Derivatives	102.0			102.0			102.0
Not Designated as Hedging Instrument \| Interest Rate Swaps
Derivative
Notional Amount of Derivatives	222.4			222.4			222.4
Not Designated as Hedging Instrument \| Receive Variable/Pay Fixed
Derivative
Notional Amount of Derivatives							3.5
Loss on Derivative Contract Termination	0.1
Not Designated as Hedging Instrument \| Credit Default Swaps
Derivative
Notional Amount of Derivatives	70.0			70.0			70.0
Receive Variable/Pay Fixed \| Swaps
Derivative
Notional Amount of Derivatives	102.0	126.0	126.0	102.0	126.0	$ 105.4	105.5	$ 150.0
Notional Amount Of Derivatives Terminations	3.4	$ 0.0	24.0	3.5	$ 24.0
Loss on Derivative Contract Termination			$ 1.2
Total Amount
Derivative
Cash Collateral from Counterparties	$ 21.4			$ 21.4			$ 26.1