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Derivative Instruments and Hedging Activities - Additional Information (Detail)
In Millions, unless otherwise specified
3 Months Ended 12 Months Ended 12 Months Ended
Mar. 31, 2014
Forward Starting Interest Rate Swap [Member]
Cash Flow Hedging [Member]
USD ($)
Dec. 31, 2013
Forward Starting Interest Rate Swap [Member]
Cash Flow Hedging [Member]
Dec. 31, 2009
Forward Starting Interest Rate Swap [Member]
Cash Flow Hedging [Member]
USD ($)
Dec. 31, 2013
Forward Starting Interest Rate Swap [Member]
Cash Flow Hedging [Member]
Current accrued liabilities [Member]
USD ($)
Dec. 31, 2014
Interest Rate Swaps [Member]
Fair Value Hedge [Member]
USD ($)
Dec. 31, 2013
Interest Rate Swaps [Member]
Fair Value Hedge [Member]
USD ($)
Dec. 31, 2014
Foreign Currency Derivatives [Member]
October 31, 2016 [Member]
Principal [Member]
CAD
Dec. 31, 2013
Foreign Currency Derivatives [Member]
October 31, 2016 [Member]
Principal [Member]
CAD
Dec. 31, 2014
Foreign Currency Derivatives [Member]
Cash Flow Hedging [Member]
October 31, 2016 [Member]
CAD
Dec. 31, 2014
Foreign Currency Derivatives [Member]
Cash Flow Hedging [Member]
October 31, 2017 [Member]
CAD
Dec. 31, 2014
Foreign Currency Derivatives [Member]
Cash Flow Hedging [Member]
October 31, 2018 [Member]
CAD
Dec. 31, 2014
Treasury rate locks [Member]
Cash Flow Hedging [Member]
USD ($)
Dec. 31, 2013
Treasury rate locks [Member]
Cash Flow Hedging [Member]
USD ($)
Derivative Instruments, Gain (Loss) [Line Items]                          
Increase in carrying value of debt instruments from fair value hedge accounting for interest rate swaps         $ 45wm_FairValueHedgesAdjustmentsToCarryingValueOfHedgedItems
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
$ 59wm_FairValueHedgesAdjustmentsToCarryingValueOfHedgedItems
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
             
Notional amount of derivatives 175wm_DerivativeNotionalAmountTerminated
/ us-gaap_DerivativeInstrumentRiskAxis
= wm_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
  525wm_DerivativeNotionalAmountTerminated
/ us-gaap_DerivativeInstrumentRiskAxis
= wm_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
                   
Maximum term of cash flow hedges   10 years                      
Fair value of forward-starting swaps (interest rate derivatives)       28us-gaap_InterestRateFairValueHedgeLiabilityAtFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= wm_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_EligibleItemOrGroupForFairValueOptionAxis
= wm_CurrentAccruedLiabilitiesMember
                 
Cash received (paid) to settle hedges 36wm_CashReceivedPaidForToSettleHedges
/ us-gaap_DerivativeInstrumentRiskAxis
= wm_ForwardStartingInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
                       
Deferred losses, net of taxes, related to cash flow hedges included in accumulated other comprehensive income                       50us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
34us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
Deferred losses scheduled to be reclassified out of accumulated other comprehensive into interest expense over next 12 months, pre-tax                       11us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
 
Notional amount of derivatives             370invest_DerivativeNotionalAmount
/ us-gaap_CurrencyAxis
= wm_PrincipalMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= wm_OctoberThirtyOneTwoThousandSixteenMember
370invest_DerivativeNotionalAmount
/ us-gaap_CurrencyAxis
= wm_PrincipalMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_HedgingDesignationAxis
= wm_OctoberThirtyOneTwoThousandSixteenMember
70invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= wm_OctoberThirtyOneTwoThousandSixteenMember
150invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= wm_OctoberThirtyOneTwoThousandSeventeenMember
150invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_HedgingDesignationAxis
= wm_OctoberThirtyOneTwoThousandEighteenMember