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Derivative Financial Instruments and Off-balance sheet Financial Instruments (Details 5) (USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2012
Dec. 31, 2014
party
Dec. 31, 2013
party
Derivative Financial Instruments and Off-balance sheet Financial Instruments      
Cash and securities pledged as collateral by counterparties   $ 4all_CashAndSecuritiesPledgedAsCollateralFromCounterparties  
Securities pledged as collateral to counterparties   7all_CashAndSecuritiesPledgedAsCollateralToCounterparties  
Collateral posted under MNAs, credit-risk-contingent provisions in a liability position   7us-gaap_CollateralAlreadyPostedAggregateFairValue 14us-gaap_CollateralAlreadyPostedAggregateFairValue
Credit Derivatives      
Number of counter- parties   7all_NumberOfCounterparties 8all_NumberOfCounterparties
Notional amount   323all_NotionalAmountOfCounterpartyCreditExposure 1,648all_NotionalAmountOfCounterpartyCreditExposure
Credit exposure   5all_CounterpartyCreditExposure 5all_CounterpartyCreditExposure
Exposure, net of collateral   2all_CreditDerivativeExposureNetOfCollateral 1all_CreditDerivativeExposureNetOfCollateral
Gross liability fair value of contracts containing credit-risk-contingent features   11all_DerivativeGrossLiabilityFairValueWithCreditRiskContingentFeatures 25all_DerivativeGrossLiabilityFairValueWithCreditRiskContingentFeatures
Gross asset fair value of contracts containing credit-risk-contingent features and subject to MNAs   (2)all_DerivativeGrossAssetFairValueWithCreditRiskContingentFeatures (9)all_DerivativeGrossAssetFairValueWithCreditRiskContingentFeatures
Collateral posted under MNAs for contracts containing credit-risk-contingent features   (7)us-gaap_CollateralAlreadyPostedAggregateFairValue (14)us-gaap_CollateralAlreadyPostedAggregateFairValue
Maximum amount of additional exposure for contracts with credit-risk-contingent features if all features were triggered concurrently   2us-gaap_AdditionalCollateralAggregateFairValue 2us-gaap_AdditionalCollateralAggregateFairValue
A plus      
Credit Derivatives      
Number of counter- parties   1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
Notional amount   164all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
22all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
Credit exposure   2all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
1all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
Exposure, net of collateral   1all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
1all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAPlusRatingMember
A      
Credit Derivatives      
Number of counter- parties   3all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
4all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
Notional amount   88all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
1,523all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
Credit exposure   3all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
2all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
Exposure, net of collateral   1all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
0all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsARatingMember
A-      
Credit Derivatives      
Number of counter- parties   1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
Notional amount   8all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
24all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
Credit exposure   0all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
1all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
Exposure, net of collateral   0all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
0all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsAMinusRatingMember
BBB plus      
Credit Derivatives      
Number of counter- parties   1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
Notional amount   11all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
3all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
Credit exposure   0all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
0all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
Exposure, net of collateral   0all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
0all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBPlusRatingMember
BBB      
Credit Derivatives      
Number of counter- parties   1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
1all_NumberOfCounterparties
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
Notional amount   52all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
76all_NotionalAmountOfCounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
Credit exposure   0all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
1all_CounterpartyCreditExposure
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
Exposure, net of collateral   0all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
0all_CreditDerivativeExposureNetOfCollateral
/ us-gaap_CreditRatingStandardPoorsAxis
= us-gaap_StandardPoorsBBBRatingMember
Net investment income      
Credit Derivatives      
Derivatives not designated as accounting hedging instruments, total gain (loss) recognized in net income on derivatives (3)us-gaap_ChangeInUnrealizedGainLossOnHedgedItemInFairValueHedge1
/ us-gaap_IncomeStatementLocationAxis
= all_NetInvestmentIncomeMember
   
Interest rate contracts | Net investment income      
Credit Derivatives      
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments $ 3us-gaap_ChangeInUnrealizedGainLossOnFairValueHedgingInstruments1
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_IncomeStatementLocationAxis
= all_NetInvestmentIncomeMember