XML 59 R48.htm IDEA: XBRL DOCUMENT v3.20.2
DERIVATIVE INSTRUMENTS (Schedule of Derivative Instruments) (Details) - USD ($)
$ in Thousands
Sep. 30, 2020
Dec. 31, 2019
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value $ 7,267 $ 3,174
Derivative liability fair value 11,026 13,637
Not Designated as Hedging Instruments | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 7,267 3,174
Not Designated as Hedging Instruments | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 11,026 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 256,338 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 1,804 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 201 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 1,009,860 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 5,463 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 1,377 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 75,000 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 $ 9,448 $ 9,672