Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Derivative Asset, Fair Value, Amt Offset Against Collateral, including accrued interest receivable

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The fair value of available-for-sale securities that serve as collateral for borrowings.

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-Topic 310

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement.

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Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

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-Name Accounting Standards Codification

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings.

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Net gain (loss) relating to components of the gain (loss) on the fair value hedging instrument excluded from the assessment of fair value hedge effectiveness. Recognized in earnings.

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Amount of net gain (loss) recognized in earnings when a hedged firm commitment no longer qualifies as a fair value hedge.

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The gain recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

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Amount of gain recognized in the income statement from the hedging ineffectiveness of a fair value hedge.

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Amount before tax of reclassification adjustment from accumulated other comprehensive income of accumulated gain (loss) realized from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's deferred hedging gain (loss).

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Derivative Financial Instruments - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Derivative
Credit Exposure on Derivatives	$ 7.9		$ 7.9
Cash collateral from counterparties	3.4		3.4			1.1
Carrying value of fixed maturity securities posted as collateral to our counterparties	98.0		98.0			95.6
Cash Collateral to counterparties	0		0			0
Aggregate fair value of all derivative instruments with credit risk-related contingent features in a liability position	133.2		133.2			135.6
Derivative, Notional Amount	1,455.3	1,403.7	1,455.3	1,403.7	1,469.5	1,477.4	1,444.8	1,432.8
Material Ineffectiveness on Cash Flow Hedges	0	0	0	0
Gain from Components Excluded from Assessment of Cash Flow Hedge Effectiveness	0	0	0	0
Approximate amount of net deferred gains on derivative instruments expected to be amortized during the next twelve months			48.4
Before Tax Reclassification from AOCI on Derivatives Instruments	21.7	4.3	32.3	5.5
Material Ineffectiveness on Fair Value Hedges	0	0	0	0
Gain (Loss) from Components Excluded from Assessment of Fair Value Hedge Effectiveness, Net	0	0	0	0
Discontinued Hedge Accounting Due to Instrument No Longer Qualifying as FV Hedge	0	0	0	0
Foreign Currency Swap \| Cash Flow Hedge
Derivative
Derivative, Notional Amount	608.3		608.3			630.4
Foreign Exchange Contracts
Derivative
Before Tax Reclassification from AOCI on Derivatives Instruments	13.1		13.1
Receive Variable/Pay Fixed \| Interest Rate Swaps
Derivative
Derivative, Notional Amount	150.0		150.0			150.0
Unrealized Loss on Fair Value Hedging Instruments	0.7	4.4	2.1	6.8
Receive Fixed/Pay Variable \| Interest Rate Swaps
Derivative
Derivative, Notional Amount	600.0		600.0			600.0
Unrealized Loss on Fair Value Hedging Instruments	3.8	(15.0)	5.4	(19.1)
Credit Default Swaps
Derivative
Derivative, Notional Amount	97.0		97.0			97.0
Total Amount
Derivative
Cash collateral from counterparties	$ 3.6		$ 3.6