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Segment Information (Details)
$ in Millions
3 Months Ended
Mar. 31, 2020
USD ($)
segment
Mar. 31, 2019
USD ($)
Dec. 31, 2019
USD ($)
Segment Reporting Information [Line Items]      
Number of Operating Segments | segment 2    
Adjusted Net Interest Income $ 75 $ 154  
Amortization of Basis Adjustments and Gain/Loss on Fair Value Hedges [1] 71 11  
Income/(Expense) on Economic Hedges [2] (8) (5)  
Interest Expense on Mandatorily Redeemable Capital Stock [3] 2 4  
Net Interest Income After Provision for/(Reversal of) Credit Losses 10 144  
Other Income/ (Loss) 18 15  
Other Expense 36 43  
Income/(Loss) Before AHP Assessment (8) 116  
OTTI PLRMBS, Total accretion or amortization recognized in interest income 20 18  
Provision for Loan, Lease, and Other Losses 39 0  
Net OTTI loss, credit-related   1  
Assets 124,870   $ 106,842
Advances- Related Business      
Segment Reporting Information [Line Items]      
Adjusted Net Interest Income 63 86  
Assets 103,877   85,709
Mortgage- Related Business      
Segment Reporting Information [Line Items]      
Adjusted Net Interest Income [4] 12 $ 68  
Assets $ 20,993   $ 21,133
[1] Represents amortization of amounts deferred for adjusted net interest income purposes only
[2]
The Bank includes income and expense associated with net settlements from economic hedges in adjusted net interest income in its analysis of financial performance for its two operating segments. For financial reporting purposes, the Bank does not include these amounts in net interest income in the Statements of Income, but instead records them in other income in “Net gain/(loss) on derivatives and hedging activities.”
[3] The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments
[4]
The mortgage-related business includes total accretion or amortization associated with other-than-temporarily impaired PLRMBS, which are recognized in interest income, and totaled $20 and $18 for the three months ended March 31, 2020 and 2019, respectively. The mortgage-related business includes a provision for credit losses of $39 for the three months ended March 31, 2020. The mortgage-related business does not include credit-related OTTI losses of $1 for the three months ended March 31, 2019.