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Weighted average discounted rate of estimated future premium payments to be paid by the VIEs.

No definition available.

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Fair value input weighted average credit rating.

No definition available.

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Fair value input weighted average life.

No definition available.

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Fair value input weighted average obligation price.

No definition available.

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Fair value input weighted average relative change ratio.

No definition available.

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Fair value inputs coupon rate.

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Hypothetical base fee received on a credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Hypothetical base reference obligation spread used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Hypothetical base relative change ratio for a credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Full relative change ratio comparable to certain default used in the description of the valuation processes in place for fair value measurement of credit derivative.

No definition available.

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Hypothetical incremental credit derivative fee used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Hypothetical incremental credit derivative fee given a certain credit downgrade used in the description of the valuation processes in place for fair value measurement of credit derivative.

No definition available.

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Hypothetical remaining contract life used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Hypothetical revised fee required on credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Hypothetical revised fee required on credit derivative given a certain credit downgrade used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Hypothetical revised reference obligation spread (second example) used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Hypothetical revised relative change ratio used in the description of the valuation processes in place for fair value measurement of credit derivatives.

No definition available.

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Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]

No definition available.

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Fair Value of consolidated VIE debt obligations valued using unobservable inputs by asset class

No definition available.

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Fair value of investments in securities valued using unobservable inputs by asset class.

No definition available.

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Percentage of credit derivative gross par outstanding using internally estimated reference obligation prices in determination of fair value.

No definition available.

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Percentage of credit derivative liability using internally estimated reference obligation prices in determination of fair value.

No definition available.

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Percentage of credit derivatives gross par outstanding using third party reference obligation quotes in determination of fair value.

No definition available.

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Percentage of credit derivatives liability using third party reference obligation quotes ion determination of fair value.

No definition available.

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Credit valuation adjustment (CVA) as a percentage of the credit derivative liability calculated excluding the CVA.

No definition available.

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Investment portfolio valued using dealer quotes.

No definition available.

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Percentage of investment portfolio valued using external pricing services.

No definition available.

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Percentage of investment portfolio valued using internal valuation models.

No definition available.

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

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 320
-SubTopic 10
-Section 25
-Paragraph 1
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558

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Amount of credit risk valuation adjustment to derivative liabilities to properly reflect the credit quality of the entity.

No definition available.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Accounting Standards Codification
-Topic 860
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Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
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