XML 59 R46.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivative Instruments Level 4 Credit Risk Assumed through Credit Derivatives (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Dec. 31, 2016
Credit Derivatives [Line Items]          
Derivative, Notional Amount $ 39,644   $ 39,644   $ 41,099
Credit Default Swap, Selling Protection [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 672   672   961
Credit Risk Derivatives, at Fair Value, Net (2)   (2)   92
Foreign Exchange Forward [Member]          
Credit Derivatives [Line Items]          
Derivative, Gain (Loss) on Derivative, Net       $ 108  
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 295   295   503
Credit Risk Derivatives, at Fair Value, Net 6   6   11
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         45
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B- Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 43   43   43
Derivative, Fair Value, Amount Offset Against Collateral, Net 0   0   0
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 15   15    
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 169   169   225
Derivative, Fair Value, Amount Offset Against Collateral, Net 0   0   (1)
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 22   22    
Derivative, Fair Value, Amount Offset Against Collateral, Net 0   0    
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         22
Derivative, Fair Value, Amount Offset Against Collateral, Net         (2)
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         0
Derivative, Fair Value, Amount Offset Against Collateral, Net         0
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         111
Derivative, Fair Value, Amount Offset Against Collateral, Net         1
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 34   34    
Derivative, Fair Value, Amount Offset Against Collateral, Net 6   6    
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 12   12    
Derivative, Fair Value, Amount Offset Against Collateral, Net 0   0    
Credit Derivatives in Offsetting Positions [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         57
Derivative, Fair Value, Amount Offset Against Collateral, Net         13
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Fair Value, Amount Offset Against Collateral, Net         0
Credit Derivatives in Offsetting Positions [Member] | Single Name Credit Default Swaps [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Fair Value, Amount Offset Against Collateral, Net 0   0    
Embedded Derivative Financial Instruments [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         100
Credit Risk Derivatives, at Fair Value, Net         $ 100
Average Term of Credit Risk Derivatives         1 year
Basket Credit Default Swaps [Member]          
Credit Derivatives [Line Items]          
Amount of Standard Market Indices of Diversified Portfolios of Corporate Issuers 1,200   1,200   $ 1,800
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, BBB+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 419   419   493
Credit Risk Derivatives, at Fair Value, Net 0   $ 0   $ 5
Average Term of Credit Risk Derivatives     3 years   3 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B+ Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 22   $ 22    
Credit Risk Derivatives, at Fair Value, Net 2   $ 2    
Average Term of Credit Risk Derivatives     4 years    
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         $ 22
Credit Risk Derivatives, at Fair Value, Net         $ 2
Average Term of Credit Risk Derivatives         4 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         $ 158
Credit Risk Derivatives, at Fair Value, Net         $ (2)
Average Term of Credit Risk Derivatives         2 years
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 34   $ 34    
Credit Risk Derivatives, at Fair Value, Net (6)   (6)    
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, AA+ Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 22   22    
Credit Risk Derivatives, at Fair Value, Net (1)   $ (1)    
Average Term of Credit Risk Derivatives     3 years    
Basket Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Collateralized Mortgage Backed Securities [Member] | Standard & Poor's, CCC Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         $ 57
Credit Risk Derivatives, at Fair Value, Net         $ (13)
Average Term of Credit Risk Derivatives         1 year
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount         $ 88
Credit Risk Derivatives, at Fair Value, Net         $ 0
Average Term of Credit Risk Derivatives         3 years
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, B- Rating [Member] | External Credit Rating, Non Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 43   $ 43   $ 43
Credit Risk Derivatives, at Fair Value, Net 0   0   $ 0
Average Term of Credit Risk Derivatives         1 year
Single Name Credit Default Swaps [Member] | Credit Default Swap, Selling Protection [Member] | Debt Securities Payable [Member] | Standard & Poor's, A Rating [Member] | External Credit Rating, Investment Grade [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 132   132    
Credit Risk Derivatives, at Fair Value, Net 3   $ 3    
Average Term of Credit Risk Derivatives     4 years    
Not Designated as Hedging Instrument [Member]          
Credit Derivatives [Line Items]          
Derivative, Gain (Loss) on Derivative, Net (58) $ (47) $ (139) (28)  
Derivative, Notional Amount 37,810   37,810   $ 39,141
Not Designated as Hedging Instrument [Member] | Credit Default Swap, Selling Protection [Member]          
Credit Derivatives [Line Items]          
Derivative, Gain (Loss) on Derivative, Net (1) 9 (10) 10  
Not Designated as Hedging Instrument [Member] | Other Credit Derivatives [Member]          
Credit Derivatives [Line Items]          
Derivative, Gain (Loss) on Derivative, Net (4) (1) (7) (26)  
Not Designated as Hedging Instrument [Member] | Foreign Exchange Forward [Member]          
Credit Derivatives [Line Items]          
Derivative, Gain (Loss) on Derivative, Net (4) 12 4 104  
Not Designated as Hedging Instrument [Member] | Credit Derivatives in Offsetting Positions [Member]          
Credit Derivatives [Line Items]          
Derivative, Notional Amount 590   590   $ 1,006
Not Designated as Hedging Instrument [Member] | Currency Swap [Member] | Foreign Exchange Forward [Member]          
Credit Derivatives [Line Items]          
Derivative, Gain (Loss) on Derivative, Net $ (1) $ (1) $ (4) $ (5)