XML 188 R249.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Report Of The Directors Financial Review Risk Report - Non-trading VaR 99% 1 Day (Details) - Non-trading portfolios - USD ($)
$ in Millions
Dec. 31, 2019
Dec. 31, 2018
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk $ 130.5 $ 68.0
Average    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 84.5 116.0
Top of range    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 132.8 154.1
Bottom of range    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 60.9 68.0
Interest rate    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 96.2 61.4
Interest rate | Average    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 65.9 96.8
Interest rate | Top of range    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 100.1 129.3
Interest rate | Bottom of range    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 49.2 59.9
Credit spread    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 62.5 37.2
Credit spread | Average    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 44.2 48.3
Credit spread | Top of range    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 81.2 96.0
Credit spread | Bottom of range    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk 26.6 27.6
Portfolio diversification    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk (28.2) (30.6)
Portfolio diversification | Average    
Disclosure of nature and extent of risks arising from financial instruments [line items]    
Value at risk $ (25.6) $ (29.1)