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DERIVATIVES AND HEDGE ACCOUNTING (Details - Global Capital Market Derivatives) (USD $)
3 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Credit derivatives:    
Additional collateral requirements, one-notch downgrade 19,000,000aig_AdditionalCollateralRequirementsOneNotchDowngrade  
Fair value of hybrid securities 5,900,000,000us-gaap_HybridInstrumentsAtFairValueNet 6,100,000,000us-gaap_HybridInstrumentsAtFairValueNet
Par value of hybrid securities 12,300,000,000aig_HybridInstrumentsAtParValue 12,300,000,000aig_HybridInstrumentsAtParValue
Credit Risk-Related Contingent Features    
Credit derivatives:    
Collateral posted 2,400,000,000aig_SecuritiesForDerivativePostedBalanceSheet
/ us-gaap_CreditDerivativesByContractTypeAxis
= aig_CreditRiskRelatedContingentFeaturesMember
2,700,000,000aig_SecuritiesForDerivativePostedBalanceSheet
/ us-gaap_CreditDerivativesByContractTypeAxis
= aig_CreditRiskRelatedContingentFeaturesMember
Aggregate fair value of net liability position 2,900,000,000us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= aig_CreditRiskRelatedContingentFeaturesMember
2,500,000,000us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
/ us-gaap_CreditDerivativesByContractTypeAxis
= aig_CreditRiskRelatedContingentFeaturesMember
Additional collateral requirements, one-notch downgrade 42,000,000aig_AdditionalCollateralRequirementsOneNotchDowngrade
/ us-gaap_CreditDerivativesByContractTypeAxis
= aig_CreditRiskRelatedContingentFeaturesMember
 
Further additional collateral requirements, one-notch downgrade 84,000,000aig_AdditionalCollateralRequirementsFurtherOneNotchDowngrade
/ us-gaap_CreditDerivativesByContractTypeAxis
= aig_CreditRiskRelatedContingentFeaturesMember
 
Global Capital Markets (GCM) derivatives | Super Senior CDS | Arbitrage | Multi-sector CDOs    
Credit derivatives:    
Derivative weighted average maturity 6 years