XML 92 R81.htm IDEA: XBRL DOCUMENT v3.5.0.2
Derivatives (Uncollateralized Amounts Due Under WM Life Re's OTC Derivative Contracts) (Details) - White Mountains Life Re
$ in Thousands
Jun. 30, 2016
USD ($)
Rating
Dec. 31, 2015
USD ($)
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments $ 0 $ 20,100
Collertal provided to counterparty in cash   0
Collateral provided to counterparty in financial instruments   0
Net amount of exposure after effect of collateral   20,100
Excess collateral provided to counterparty in cash   5,800
Derivative, Collateral, Right to Reclaim Securities   0
Counter-party collateral held by WMLife Re - Cash   6,900
Net amount of exposure to counter-party   19,000
S and P Credit Ratings | Rating 23  
Standard & Poor's, A Rating [Member] | Bank of America [Member]    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments   700
Collertal provided to counterparty in cash   0
Collateral provided to counterparty in financial instruments   0
Net amount of exposure after effect of collateral   700
Excess collateral provided to counterparty in cash   0
Derivative, Collateral, Right to Reclaim Securities   0
Counter-party collateral held by WMLife Re - Cash   0
Net amount of exposure to counter-party   700
Standard & Poor's, A Rating [Member] | Citigroup - OTC    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments   9,900
Collertal provided to counterparty in cash   0
Collateral provided to counterparty in financial instruments   0
Net amount of exposure after effect of collateral   9,900
Excess collateral provided to counterparty in cash   0
Derivative, Collateral, Right to Reclaim Securities   0
Counter-party collateral held by WMLife Re - Cash   1,400
Net amount of exposure to counter-party   8,500
Standard & Poor's, A Rating [Member] | Citigroup Exchange Traded [Member]    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments   1,000
Collertal provided to counterparty in cash   0
Collateral provided to counterparty in financial instruments   0
Net amount of exposure after effect of collateral   1,000
Excess collateral provided to counterparty in cash   5,800
Derivative, Collateral, Right to Reclaim Securities   0
Counter-party collateral held by WMLife Re - Cash   0
Net amount of exposure to counter-party   6,800
Standard & Poor's, A plus | JP Morgan    
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments   8,500
Collertal provided to counterparty in cash   0
Collateral provided to counterparty in financial instruments   0
Net amount of exposure after effect of collateral   8,500
Excess collateral provided to counterparty in cash   0
Derivative, Collateral, Right to Reclaim Securities   0
Counter-party collateral held by WMLife Re - Cash   5,500
Net amount of exposure to counter-party   $ 3,000