XML 103 R91.htm IDEA: XBRL DOCUMENT v3.20.2
Contracts Accounted for as Credit Derivatives - Distribution of Credit Derivative Net Par Outstanding by Internal Rating (Details) - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Credit Derivatives    
Net Par Outstanding $ 5,765 $ 5,956
BIG [Member]    
Credit Derivatives    
Net Par Outstanding 125 129
Credit Concentration Risk [Member] | Derivative, Aggregate Notional Amount [Member]    
Credit Derivatives    
Net Par Outstanding $ 5,765 $ 5,956
Percentage of installment premiums denominated in currencies other than the U.S. dollar 100.00% 100.00%
Credit Concentration Risk [Member] | Derivative, Aggregate Notional Amount [Member] | Internal Credit Rating, AAA [Member]    
Credit Derivatives    
Net Par Outstanding $ 1,594 $ 1,730
Percentage of installment premiums denominated in currencies other than the U.S. dollar 27.60% 29.00%
Credit Concentration Risk [Member] | Derivative, Aggregate Notional Amount [Member] | Internal Credit Rating, AA [Member]    
Credit Derivatives    
Net Par Outstanding $ 1,728 $ 1,695
Percentage of installment premiums denominated in currencies other than the U.S. dollar 30.00% 28.50%
Credit Concentration Risk [Member] | Derivative, Aggregate Notional Amount [Member] | Internal Credit Rating, A [Member]    
Credit Derivatives    
Net Par Outstanding $ 848 $ 1,110
Percentage of installment premiums denominated in currencies other than the U.S. dollar 14.70% 18.60%
Credit Concentration Risk [Member] | Derivative, Aggregate Notional Amount [Member] | Internal Credit Rating, BBB [Member]    
Credit Derivatives    
Net Par Outstanding $ 1,470 $ 1,292
Percentage of installment premiums denominated in currencies other than the U.S. dollar 25.50% 21.70%
Credit Concentration Risk [Member] | Derivative, Aggregate Notional Amount [Member] | BIG [Member]    
Credit Derivatives    
Net Par Outstanding $ 125 $ 129
Percentage of installment premiums denominated in currencies other than the U.S. dollar 2.20% 2.20%