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, 2016	Dec. 31, 2015
IUL embedded derivatives [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Liabilities at fair value		$ 464	$ 364
Nonperformance risk (as a percent)	[1]	0.82%	0.68%
GMWB and GMAB embedded derivatives [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Liabilities at fair value		$ 614	$ 851
Nonperformance risk (as a percent)	[1]	0.82%	0.68%
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)		0.10%	0.00%
Market volatility	[3]	5.30%	5.40%
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%	75.60%
Surrender rate (as a percent)		66.40%	59.10%
Market volatility	[3]	21.20%	21.50%
Contingent Consideration Liability [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Liabilities at fair value		$ 13
Contingent Consideration Liability [Member] | Minimum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Discount rate		9.00%
Corporate debt securities [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Assets at fair value		$ 1,308	$ 1,411
Corporate debt securities [Member] | Minimum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Yield/spread to U.S. Treasuries (as a percent)		0.90%	1.10%
Corporate debt securities [Member] | Maximum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Yield/spread to U.S. Treasuries (as a percent)		2.50%	3.80%
Corporate debt securities [Member] | Weighted Average [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Yield/spread to U.S. Treasuries (as a percent)		1.30%	1.60%
Asset-backed Securities [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Assets at fair value		$ 14
Asset-backed Securities [Member] | Minimum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Annual short-term default rate		4.80%
Annual long-term default rate		2.50%
Discount rate		13.50%
Constant prepayment rate		5.00%
Loss recovery		36.40%
Asset-backed Securities [Member] | Maximum [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Constant prepayment rate		10.00%
Loss recovery		63.60%
Asset-backed Securities [Member] | Weighted Average [Member]
Fair Value Inputs Assets (Liabilities) Quantitative Information
Constant prepayment rate		9.90%
Loss recovery		62.80%

[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.