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Fair Value Measurements (Tables)
 12 Months Ended
Dec. 31, 2019
Fair Value Disclosures [Abstract]  
Schedule of losses (gains) on interest rate swaps
The following table shows the gains (losses) and interest expense on our interest rate swap contracts:
 
 
 Year Ended December 31,
 
 
2019
 
2018
 
2017
Losses recorded in accumulated other comprehensive loss, net of tax
 
$
(11
)
 
$
—

 
$
(4
)
Interest expense recorded related to interest rate swap contracts
 
1

 
3

 
7
Schedule of Effect of Interest Rate Swap Contracts Designated as Cash Flow Hedges
The following table shows the effect of interest rate swap contracts designated as cash flow hedges on the consolidated statements of operations:
 
 
 Year Ended December 31,
2019
 
 Year Ended December 31,
2018
 
 
Interest expense
 
Interest expense
Total interest expense which reflects the effects of cash flow hedges
 
$
(589
)
 
$
(597
)
Hedged item
 
(20
)
 
(17
)
Derivative designated as hedging instrument
 
19

 
14
Schedule of fair value hedges
The following table shows the fair value of our hedges:
 
Balance Sheet Line Item
 
December 31, 2019
 
December 31, 2018
Interest rate swaps(1)(3)
Other liabilities
 
$
16

 
$
—

Cross-currency interest rate swaps(2)(3)
Other assets
 
41

 
18

(1) The loss of $16 million for the year ended December 31, 2019 and none for 2018 and 2017 are reflected in Derivative financial instrument unrealized (loss) gain in Other comprehensive loss.
(2) The gain of $23 million, $18 million and $0 million for the years ended December 31, 2019, 2018 and 2017, respectively, is reflected in Foreign currency translation gain (loss) in Other comprehensive loss.
(3) The inputs used to measure the fair value of our interest rate swap contracts are categorized as Level 2 in the fair value hierarchy.