XML 53 R43.htm IDEA: XBRL DOCUMENT v3.5.0.2
Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2016
Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]    
Aggregate fair value of derivative instruments with credit-risk-related contingent features, in case of net liability position $ 69,871 $ 76,107
Collateral related to the derivatives 25,590 45,940
Fair value of assets required to settle the derivatives in, net liability position 44,281  
Amount of unrestricted cash collateral to counterparties in the normal course of business 25,590 50,924
Cash collateral received 82,626 19,060
Net derivative gains estimated to be reclassified from accumulated other comprehensive income (loss) into net income within the next twelve months 6,493  
Derivative financial instruments    
Notional amount 6,655,373 1,788,922
Net derivatives, Fair value 90,903 (7,773)
Asset derivatives, Fair value 160,914 68,600
Liability derivatives, Fair value 70,011 76,373
Interest rate swaps    
Derivative financial instruments    
Average notional amount of the derivative instruments 700,900 443,589
Cross-currency swaps    
Derivative financial instruments    
Average notional amount of the derivative instruments 1,076,793 937,242
Other forward contracts    
Derivative financial instruments    
Average notional amount of the derivative instruments 2,477,263 5,014,845
Future    
Derivative financial instruments    
Average notional amount of the derivative instruments 158,462 111,801
Swaption    
Derivative financial instruments    
Average notional amount of the derivative instruments 148,517 212,299
Derivatives designated as hedges:    
Derivative financial instruments    
Notional amount 900,797 524,673
Net derivatives, Fair value 41,354 40,557
Asset derivatives, Fair value 66,936 40,579
Liability derivatives, Fair value 25,582 22
Derivatives designated as hedges: | Cash flow hedges:    
Derivative financial instruments    
Notional amount 900,797 524,673
Net derivatives, Fair value 41,354 40,557
Asset derivatives, Fair value 66,936 40,579
Liability derivatives, Fair value 25,582 22
Derivatives designated as hedges: | Cash flow hedges: | Interest rate swaps    
Derivative financial instruments    
Notional amount 419,800 143,800
Net derivatives, Fair value (9,501) 11,843
Asset derivatives, Fair value 14,649 11,843
Liability derivatives, Fair value 24,150 0
Derivatives designated as hedges: | Cash flow hedges: | Cross-currency swaps    
Derivative financial instruments    
Notional amount 480,997 380,873
Net derivatives, Fair value 50,855 28,714
Asset derivatives, Fair value 52,287 28,736
Liability derivatives, Fair value 1,432 22
Derivatives not designated as hedges:    
Derivative financial instruments    
Notional amount 5,754,576 1,264,249
Net derivatives, Fair value 49,549 (48,330)
Asset derivatives, Fair value 93,978 28,021
Liability derivatives, Fair value 44,429 76,351
Derivatives not designated as hedges: | Interest rate swaps    
Derivative financial instruments    
Notional amount 408,100 303,600
Net derivatives, Fair value 22,520 3,240
Asset derivatives, Fair value 33,083 8,295
Liability derivatives, Fair value 10,563 5,055
Derivatives not designated as hedges: | Cross-currency swaps    
Derivative financial instruments    
Notional amount 662,935 662,935
Net derivatives, Fair value 11,336 (51,759)
Asset derivatives, Fair value 40,175 19,537
Liability derivatives, Fair value 28,839 71,296
Derivatives not designated as hedges: | Futures on equity indices    
Derivative financial instruments    
Notional amount 33,314 29,310
Net derivatives, Fair value 0 0
Asset derivatives, Fair value 0 0
Liability derivatives, Fair value 0 0
Derivatives not designated as hedges: | Interest rate futures    
Derivative financial instruments    
Notional amount 107,768 117,200
Net derivatives, Fair value 0 0
Asset derivatives, Fair value 0 0
Liability derivatives, Fair value 0 0
Derivatives not designated as hedges: | Interest rate swaptions    
Derivative financial instruments    
Notional amount 151,434 151,204
Net derivatives, Fair value 138 189
Asset derivatives, Fair value 138 189
Liability derivatives, Fair value 0 $ 0
Derivatives not designated as hedges: | Other forward contracts    
Derivative financial instruments    
Notional amount 4,391,025  
Net derivatives, Fair value 15,555  
Asset derivatives, Fair value 20,582  
Liability derivatives, Fair value $ 5,027