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Derivative Financial Instruments - OTC derivatives counterparty credit exposure by counterparty credit rating (Details)
$ in Millions
Mar. 31, 2020
USD ($)
counter-party
Dec. 31, 2019
USD ($)
counter-party
Credit Derivatives    
Number of counter- parties | counter-party 5 6
Notional amount $ 939 $ 868
Credit exposure 46 29
Exposure, net of collateral $ 2 $ 0
A plus    
Credit Derivatives    
Number of counter- parties | counter-party 4 6
Notional amount $ 718 $ 868
Credit exposure 40 29
Exposure, net of collateral $ 2 $ 0
A    
Credit Derivatives    
Number of counter- parties | counter-party 1 0
Notional amount $ 221 $ 0
Credit exposure 6 0
Exposure, net of collateral $ 0 $ 0