XML 79 R62.htm IDEA: XBRL DOCUMENT v3.23.1
Derivatives - Offsetting of Derivatives (Details) - USD ($)
$ in Thousands
Mar. 31, 2023
Dec. 31, 2022
Derivative assets    
Derivative assets - Fair value $ 627,402 $ 755,328
Less: Master netting agreements (169,849) (242,745)
Less: Cash collateral received (195,278) (372,038)
Net derivative assets 262,275 140,545
Less: Security Collateral Received (233,746) (60,567)
Net Amount 28,529 79,978
Contracts not subject to master netting arrangements, gross amounts recognized 287 2,100
Derivative, cash collateral received, including amount offset by fair value assets, and excess cash amount (205,700) (384,900)
Amount used to offset against derivative assets (195,278) (372,038)
Derivative liabilities    
Gross amounts recognized 681,830 887,264
Less: Master netting agreements (169,849) (242,745)
Less: Cash collateral received 0 0
Net derivative liabilities 511,981 644,519
Less: Security Collateral Pledged 0 (38,438)
Net Amount 511,981 606,081
Contracts not subject to master netting arrangements, gross amounts recognized 15 566
Derivative, cash collateral posted against derivative liabilities, including amount offset the derivative fair value liabilities, and excess cash amount 200 490
Amount used to offset against derivative liabilities $ 0 $ 0