XML 91 R80.htm IDEA: XBRL DOCUMENT v3.5.0.2
Derivatives (Uncollateralized Amounts Due Under WM Life Re's OTC Derivative Contracts) (Details) - White Mountains Life Re
$ in Thousands
Dec. 31, 2015
USD ($)
Rating
Credit risk on derivative instruments  
Excess collateral provided - Financial Instruments $ 20,100
Collertal provided to counterparty in cash 0
Collateral provided to counterparty in financial instruments 0
Net amount of exposure after effect of collateral 20,100
Excess collateral provided to counterparty in cash 5,800
Derivative, Collateral, Right to Reclaim Securities 0
Counter-party collateral held by WMLife Re - Cash 6,900
Net amount of exposure to counter-party $ 19,000
S and P Credit Ratings | Rating 23
Standard & Poor's, A Rating [Member] | Bank of America [Member]  
Credit risk on derivative instruments  
Excess collateral provided - Financial Instruments $ 700
Collertal provided to counterparty in cash 0
Collateral provided to counterparty in financial instruments 0
Net amount of exposure after effect of collateral 700
Excess collateral provided to counterparty in cash 0
Derivative, Collateral, Right to Reclaim Securities 0
Counter-party collateral held by WMLife Re - Cash 0
Net amount of exposure to counter-party 700
Standard & Poor's, A Rating [Member] | Citigroup - OTC  
Credit risk on derivative instruments  
Excess collateral provided - Financial Instruments 9,900
Collertal provided to counterparty in cash 0
Collateral provided to counterparty in financial instruments 0
Net amount of exposure after effect of collateral 9,900
Excess collateral provided to counterparty in cash 0
Derivative, Collateral, Right to Reclaim Securities 0
Counter-party collateral held by WMLife Re - Cash 1,400
Net amount of exposure to counter-party 8,500
Standard & Poor's, A Rating [Member] | Citigroup Exchange Traded [Member]  
Credit risk on derivative instruments  
Excess collateral provided - Financial Instruments 1,000
Collertal provided to counterparty in cash 0
Collateral provided to counterparty in financial instruments 0
Net amount of exposure after effect of collateral 1,000
Excess collateral provided to counterparty in cash 5,800
Derivative, Collateral, Right to Reclaim Securities 0
Counter-party collateral held by WMLife Re - Cash 0
Net amount of exposure to counter-party 6,800
Standard & Poor's, A plus | JP Morgan  
Credit risk on derivative instruments  
Excess collateral provided - Financial Instruments 8,500
Collertal provided to counterparty in cash 0
Collateral provided to counterparty in financial instruments 0
Net amount of exposure after effect of collateral 8,500
Excess collateral provided to counterparty in cash 0
Derivative, Collateral, Right to Reclaim Securities 0
Counter-party collateral held by WMLife Re - Cash 5,500
Net amount of exposure to counter-party $ 3,000