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Financial Risk Management Activities (Narrative) (Detail)
$ / mwh in Millions, $ / Derivative in Millions, $ in Millions
12 Months Ended
Dec. 31, 2020
USD ($)
$ / Derivative
Dec. 31, 2019
USD ($)
$ / mwh
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net $ 44 $ 100
Net cash collateral received in connection with net derivative contracts 8 (2)
Accumulated Other Comprehensive Income (Loss) on interest rate derivatives (9) (15)
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months (3)  
PSEG Power LLC    
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net [1] 44 105
Credit Risk Derivative Liabilities, at Fair Value 28 35
Aggregate fair value of derivative contracts in a liability position that contains triggers for additional collateral 3 2
Additional collateral aggregate fair value $ 25 $ 33
Interest Rate Swaps [Member]    
Derivatives, Fair Value [Line Items]    
Underlying, Derivative | $ / mwh   700
Interest Rate Swaps [Member] | PSEG [Member]    
Derivatives, Fair Value [Line Items]    
Underlying, Derivative | $ / mwh   700
Interest Rate Swaps [Member] | PSEG [Member] | Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net   $ (5)
Interest Rate Swaps [Member] | PSEG [Member] | Term Loan maturing in 2020 [Member]    
Derivatives, Fair Value [Line Items]    
Underlying, Derivative | $ / Derivative 700  
Interest Rate Swaps [Member] | PSEG Power LLC    
Derivatives, Fair Value [Line Items]    
Underlying, Derivative | $ / mwh   0
[1] Substantially all of PSEG Power’s and PSEG’s derivative instruments are contracts subject to master netting agreements. Contracts not subject to master netting or similar agreements are immaterial and did not have any collateral posted or received as of December 31, 2020 and 2019.