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Derivative Instruments - Gross amounts of derivative fair values contained in the consolidated balance sheet (Details) - USD ($)
$ in Thousands
Dec. 31, 2015
Dec. 31, 2014
Derivatives Fair Value [Line Items]    
Asset derivative fair value $ 89,314 $ 136,659
Liability derivative fair value 45,495 31,184
Designated as Hedging Instrument    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 1,667,585 2,300,609
Asset derivative fair value [1] 64,289 121,862
Liability derivative notional amount 674,976 302,211
Liability derivative fair value [1] 11,941 2,936
Designated as Hedging Instrument | Foreign Exchange Contract    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 1,667,585 2,300,609
Asset derivative fair value [1] 64,289 121,862
Liability derivative notional amount 674,976 302,211
Liability derivative fair value [1] 11,941 2,936
Not Designated as Hedging Instrument    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 441,843 592,791
Asset derivative fair value [1] 25,025 14,797
Liability derivative notional amount 4,909,732 5,804,625
Liability derivative fair value [1] 33,554 28,248
Not Designated as Hedging Instrument | Investment Related Derivatives | Interest Rate Contract    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 0 394,597
Asset derivative fair value [1] 0 206
Liability derivative notional amount 0 20,782
Liability derivative fair value [1] 0 51
Not Designated as Hedging Instrument | Investment Related Derivatives | Foreign Exchange Contract    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 102,234 7,385
Asset derivative fair value [1] 2,888 403
Liability derivative notional amount 144,707 207,182
Liability derivative fair value [1] 1,702 4,442
Not Designated as Hedging Instrument | Investment Related Derivatives | Credit Exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 8,433 2,408
Asset derivative fair value [1] 652 165
Liability derivative notional amount 71,614 14,270
Liability derivative fair value [1] 12,067 9,836
Not Designated as Hedging Instrument | Investment Related Derivatives | Financial Market Exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 37 46,145
Asset derivative fair value [1] 77 360
Liability derivative notional amount 26,500 33,670
Liability derivative fair value [1] 417 34
Not Designated as Hedging Instrument | Financial Operations Derivatives | Credit Exposure    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 0 0
Asset derivative fair value [1] 0 0
Liability derivative notional amount 0 0
Liability derivative fair value [1] 0 0
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Foreign Exchange Contract    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 194,566 0
Asset derivative fair value 2,009 0
Liability derivative notional amount 0 81,194
Liability derivative fair value 0 282
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Other Credit Derivatives [Member]    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 29,874 31,060
Asset derivative fair value [1] 31 60
Liability derivative notional amount 0 0
Liability derivative fair value [1] 0 0
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Guaranteed Minimum Income Benefit    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount 46,032 46,249
Asset derivative fair value [1] 19,368 13,603
Liability derivative notional amount 46,032 46,249
Liability derivative fair value [1] 19,368 13,603
Not Designated as Hedging Instrument | Other Non Investment Derivatives | Modified Coinsurance Funds Withheld Contract    
Derivatives Fair Value [Line Items]    
Asset derivative notional amount [2] 60,667 64,947
Asset derivative fair value [1],[2] 0 0
Liability derivative notional amount 4,620,879 5,401,278 [2]
Liability derivative fair value [1],[2] $ 0 $ 0
[1] Derivative instruments in an asset or liability position are included within Other assets or Other liabilities, respectively, in the balance sheets on a net basis where the Company has both a legal right of offset and the intention to settle the contracts on a net basis.
[2] The fair value movements in derivative assets and liabilities relating to modified coinsurance funds withheld contracts are included within the associated asset or liability at each period end on the face of the balance sheets. Notional amounts associated with reinsurance agreements under which the Company assumes reinsurance risk are recorded as asset derivative notional amounts. Notional amounts associated with the GreyCastle Life Retro Arrangements under which the Company cedes reinsurance risk are recorded as liability derivative notional amounts. Included in the liability derivative notional amount at December 31, 2015 is the cumulative net realized and unrealized loss on life retrocession embedded derivative of $463.9 million.