XML 128 R104.htm IDEA: XBRL DOCUMENT v3.3.1.900
Fair Values of Assets and Liabilities (Unobservable inputs) (Details 4) - Ameriprise Financial [Member] - Discounted cash flow valuation technique [Member] - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
IUL embedded derivatives [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Liabilities at fair value $ 364 $ 242
Nonperformance risk (as a percent) [1] 0.68% 0.65%
GMWB and GMAB embedded derivatives [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Liabilities at fair value $ 851 $ 479
Nonperformance risk (as a percent) [1] 0.68% 0.65%
GMWB and GMAB embedded derivatives [Member] | Minimum [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Utilization of guaranteed withdrawals (as a percent) [2] 0.00% 0.00%
Surrender rate (as a percent) 0.00% 0.00%
Market volatility [3] 5.40% 5.20%
Elective contractholder strategy allocations [4]   0.00%
GMWB and GMAB embedded derivatives [Member] | Maximum [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Utilization of guaranteed withdrawals (as a percent) [2] 75.60% 51.10%
Surrender rate (as a percent) 59.10% 59.10%
Market volatility [3] 21.50% 20.90%
Elective contractholder strategy allocations [4]   3.00%
Corporate debt securities [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Assets at fair value $ 1,411 $ 1,476
Corporate debt securities [Member] | Minimum [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Yield/spread to U.S. Treasuries (as a percent) 1.10% 1.00%
Corporate debt securities [Member] | Maximum [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Yield/spread to U.S. Treasuries (as a percent) 3.80% 3.90%
Corporate debt securities [Member] | Weighted Average [Member]    
Fair Value Inputs Assets (Liabilities) Quantitative Information    
Yield/spread to U.S. Treasuries (as a percent) 1.60% 1.50%
[1] The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives
[2] The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year.
[3] Market volatility is implied volatility of fund of funds and managed volatility funds.
[4] The elective allocation represents the percentage of contractholders that are assumed to electively switch their investment allocation to a different allocation model. As the contractholder experience of related elective strategy allocations reached the ultimate expected levels in 2015, the Company is no longer including this input in the fair value measurement effective September 30, 2015.