XML 89 R67.htm IDEA: XBRL DOCUMENT v3.19.1
OFFSETTING OF ASSETS AND LIABILITIES - Schedule of Derivative Instruments by Assets (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement $ 537,775 $ 375,829
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 537,775 375,829
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 165,785 70,322
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 152,924 99,199
Net Amount 219,066 206,308
Free-Standing derivatives    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives subject to a master netting arrangement 428,077 263,349
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 428,077 263,349
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, subject to a master netting arrangement 165,785 70,322
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 152,924 99,199
Net Amount 109,368 93,828
Total derivatives, subject to a master netting arrangement or similar arrangement    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives subject to a master netting arrangement 428,077 263,349
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 428,077 263,349
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, subject to a master netting arrangement 165,785 70,322
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 152,924 99,199
Net Amount 109,368 93,828
Embedded derivative - Modco reinsurance treaties    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 38 7,072
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 38 7,072
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount 38 7,072
Embedded derivative - GLWB    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 109,494 105,272
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 109,494 105,272
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount 109,494 105,272
Other    
Offsetting of Assets    
Gross Amounts of Recognized Assets, Derivatives not subject to a master netting arrangement 166 136
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 166 136
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount 166 136
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 109,698 112,480
Gross Amounts Offset in the Statement of Financial Position 0 0
Net Amounts of Assets Presented in the Statement of Financial Position 109,698 112,480
Gross Amounts Not Offset in the Statement of Financial Position, Financial Instruments, not subject to a master netting arrangement 0 0
Gross Amounts Not Offset in the Statement of Financial Position, Collateral Received 0 0
Net Amount $ 109,698 $ 112,480