XML 88 R73.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivatives and Hedging Activity - Designated and Non-Designated Hedges (Details) - 12 months ended Dec. 31, 2016
$ in Thousands, € in Millions
EUR (€)
instrument
item
USD ($)
instrument
item
Derivatives    
Number of contracts 262 262
Foreign exchange contracts | DKK | Sell    
Derivatives    
Number of contracts 1 1
Aggregate notional amount | $   $ 5,960
Foreign exchange contracts | EUR | Sell    
Derivatives    
Number of contracts 59 59
Aggregate notional amount | $   $ 297,128
Foreign exchange contracts | EUR | Sell | Ireland Portfolio    
Derivatives    
Number of contracts 42 42
Aggregate notional amount | € € 239.3  
Foreign exchange contracts | GBP | Sell    
Derivatives    
Number of contracts 163 163
Aggregate notional amount | $   $ 266,402
Foreign exchange contracts | NOK | Sell    
Derivatives    
Number of contracts 1 1
Aggregate notional amount | $   $ 836
Foreign exchange contracts | SEK | Sell    
Derivatives    
Number of contracts 1 1
Aggregate notional amount | $   $ 1,317
Interest rate swaps | USD | Paying fixed rates    
Derivatives    
Number of contracts 24 24
Aggregate notional amount | $   $ 705,955
Interest rate swaps | USD | Receiving fixed rates    
Derivatives    
Number of contracts 1 1
Aggregate notional amount | $   $ 8,000
Interest rate swaps | Derivatives designated as hedging instruments    
Derivatives    
Number of contracts | instrument 6 6
Aggregate notional amount | $   $ 55,600
Fixed monthly coupons at fixed rate, low end of range (as a percent) 0.60% 0.60%
Fixed monthly coupons at fixed rate, high end of range (as a percent) 1.52% 1.52%
Hedging period for covering exposure to the variability in future cash flows 53 months  
Interest rate caps | EUR    
Derivatives    
Number of contracts 2 2
Aggregate notional amount | $   $ 294,000
Interest rate caps | USD    
Derivatives    
Number of contracts 6 6
Aggregate notional amount | $   $ 52,210
Credit index instruments | USD    
Derivatives    
Number of contracts 4 4
Aggregate notional amount | $   $ 14,000