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Derivatives and Hedging Activities (Impact of Hedging Activity) (Details 4) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Derivative Instruments, Gain (Loss)
Interest and debt expense	$ 41.0	$ 59.0	$ 87.0	$ 112.0
Derivative, Credit Risk Related Contingent Features [Abstract]
Aggregate fair value of derivative contracts in a net liability position containing such credit contingent instruments	193.0		193.0		$ 189.0
Aggregate fair value of assets posted as collateral for such instruments	193.0		193.0		189.0
Aggregate fair value of additional assets required to be posted or needed to settle the instruments	0.0		0.0		$ 0.0
Cash flow hedges [Member]
Derivative Instruments, Gain (Loss)
Estimated reclassification of net pretax losses on cash flow hedges from accumulated other comprehensive income to earnings during the next 12 months			$ (1.0)
Longest period of time over which the entity hedges exposure to the variability in future cash flows			15 years
Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Interest and debt expense	41.0	59.0	$ 87.0	112.0
Net investment hedges [Member]
Derivative Instruments, Gain (Loss)
Gain (loss) on net investment hedge	$ 0.0	0.0	5.0	(3.0)
Interest rate contracts [Member] \| Cash flow hedges [Member]
Derivative Instruments, Gain (Loss)
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net		1.0		1.0
Interest rate contracts [Member] \| Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge		1.0	1.0	2.0
Increase (Decrease) in Fair Value of Interest Rate Fair Value Hedging Instruments		$ (1.0)	$ (1.0)	$ (2.0)