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Derivative Financial Instruments and Off-balance sheet Financial Instruments - OTC derivatives counterparty credit exposure (Details)
$ in Millions
Dec. 31, 2020
USD ($)
counter-party
Dec. 31, 2019
USD ($)
counter-party
Credit Derivatives    
Number of counter-parties | counter-party 3 6
Notional amount $ 280 $ 868
Credit exposure 7 29
Exposure, net of collateral 0 0
Gross liability fair value of contracts containing credit-risk-contingent features 27 16
Gross asset fair value of contracts containing credit-risk-contingent features and subject to MNAs (9) (11)
Collateral posted under MNAs for contracts containing credit-risk-contingent features (17) (3)
Maximum amount of additional exposure for contracts with credit-risk-contingent features if all features were triggered concurrently $ 1 $ 2
A plus    
Credit Derivatives    
Number of counter-parties | counter-party 3 6
Notional amount $ 280 $ 868
Credit exposure 7 29
Exposure, net of collateral $ 0 $ 0