XML 43 R62.htm IDEA: XBRL DOCUMENT v3.2.0.727
Derivative Instruments - Net Realized and unrealized gains (losses) on Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Derivative [Line Items]        
Amount of gain (loss) recognized in income from ineffective portion of fair value hedges $ 0 $ (2,050) $ 0 $ (256)
Net realized and unrealized gains (losses) on derivative instruments 48,509 11,599 65,030 13,409
Derivatives not designated as hedging instruments        
Derivative [Line Items]        
Total gain (loss) recognized in income from derivatives not designated as hedging instruments 48,509 13,649 65,030 13,665
Derivatives not designated as hedging instruments | Investment related derivatives        
Derivative [Line Items]        
Interest rate exposure (6,563) 8,978 3,073 9,326
Foreign exchange exposure 482 (1,490) (880) 1,798
Credit exposure (386) 411 (305) 7
Financial market exposure (1,645) 2,508 1,398 3,378
Derivatives not designated as hedging instruments | Financial operations derivatives        
Derivative [Line Items]        
Credit exposure 0 447 0 (4,353)
Derivatives not designated as hedging instruments | Other non-investment derivatives        
Derivative [Line Items]        
Foreign exchange exposure 55,372 0 57,431 0
Credit exposure 132 0 1,478 0
Guaranteed minimum income benefit contract 0 633 0 2,257
Modified coinsurance funds withheld contract 1,117 2,162 2,835 1,252
Life Funds Withheld Assets        
Derivative [Line Items]        
Net realized and unrealized gains (losses) on derivative instruments $ 239,174 $ (17,546) $ 9,807 $ (17,546)