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Contracts Accounted for as Credit Derivatives - Credit Derivatives Subordination and Ratings (Details) - USD ($)
$ in Millions
Mar. 31, 2020
Dec. 31, 2019
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding $ 5,806 $ 5,956
Credit risk derivatives, at fair value, net (262) (185)
Expected loss to be recovered 13 4
Public Finance [Member] | Non United States [Member]    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 2,461 2,676
Credit risk derivatives, at fair value, net (52) (39)
Public Finance [Member] | United States [Member]    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 2,065 1,942
Credit risk derivatives, at fair value, net (112) (83)
Structured Finance [Member] | Non United States [Member]    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 124 132
Credit risk derivatives, at fair value, net (9) (5)
Structured Finance [Member] | United States [Member]    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 1,156 1,206
Credit risk derivatives, at fair value, net $ (89) $ (58)