XML 57 R48.htm IDEA: XBRL DOCUMENT v3.20.1
DERIVATIVE INSTRUMENTS (Schedule of Derivative Instruments) (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value $ 8,956 $ 3,174
Derivative liability fair value 22,245 13,637
Not Designated as Hedging Instruments | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 8,956 3,174
Not Designated as Hedging Instruments | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 22,245 13,637
Not Designated as Hedging Instruments | Relating to investment portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 221,515 68,998
Not Designated as Hedging Instruments | Relating to investment portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 1,405 0
Not Designated as Hedging Instruments | Relating to investment portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 254 1,405
Not Designated as Hedging Instruments | Relating to underwriting portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 972,913 1,038,630
Not Designated as Hedging Instruments | Relating to underwriting portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 7,551 3,174
Not Designated as Hedging Instruments | Relating to underwriting portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 1,827 2,560
Not Designated as Hedging Instruments | Relating to underwriting portfolio | Other underwriting-related contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 85,000 85,000
Not Designated as Hedging Instruments | Relating to underwriting portfolio | Other underwriting-related contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 0 0
Not Designated as Hedging Instruments | Relating to underwriting portfolio | Other underwriting-related contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value $ 20,164 $ 9,672