XML 81 R70.htm IDEA: XBRL DOCUMENT v3.10.0.1
OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Assets (Details) - USD ($)
$ in Thousands
Sep. 30, 2018
Dec. 31, 2017
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement $ 636,586 $ 605,075
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 636,586 605,075
Derivative Asset, Not Offset, Policy Election Deduction 270,878 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 68,809 108,830
Net Amount 296,899 254,140
Free-Standing derivatives    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives 454,899 468,871
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 454,899 468,871
Derivative Asset, Not Subject to Master Netting Arrangement Deduction 270,878 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 68,809 108,830
Net Amount 115,212 117,936
Total derivatives, subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives 454,899 468,871
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 454,899 468,871
Derivative Asset, Not Subject to Master Netting Arrangement Deduction 270,878 242,105
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 68,809 108,830
Net Amount 115,212 117,936
Embedded derivative - Modco reinsurance treaties    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 2,650 1,009
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 2,650 1,009
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount 2,650 1,009
Embedded derivative - GLWB    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 178,896 134,995
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 178,896 134,995
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount 178,896 134,995
Other    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 141 200
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 141 200
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount 141 200
Total derivatives, not subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 181,687 136,204
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 181,687 136,204
Derivative Asset, Not Offset, Policy Election Deduction 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Cash/Securities Received as Collateral 0 0
Net Amount $ 181,687 $ 136,204