XML 44 R86.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Instruments (Exposure from Credit Derivatives by Rating of the Underlying Credits) (Details) (USD $)
In Thousands, unless otherwise specified
12 Months Ended
Dec. 31, 2013
Dec. 31, 2012
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value $ 8,565 [1] $ (3,707) [1]
Derivative Average Remaining Maturity 4 years 5 months [1],[2] 5 years 2 months 13 days [1],[2]
Single Name Credit Default Swaps [Member] | Standard Poors AAA To A Ratings [Member]
   
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value 614 [1] (2,077) [1]
Maximum Potential Future Exposure on Credit Risk Derivatives 117,500 [1],[3] 124,500 [1],[3]
Derivative Average Remaining Maturity 5 years 1 month [1],[2] 5 years 10 months 25 days [1],[2]
Single Name Credit Default Swaps [Member] | Standard & Poor's, BBB Rating [Member]
   
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value 656 [1] (2,345) [1]
Maximum Potential Future Exposure on Credit Risk Derivatives 142,200 [1],[3] 135,500 [1],[3]
Derivative Average Remaining Maturity 4 years 11 months [1],[2] 5 years 6 months [1],[2]
Single Name Credit Default Swaps [Member] | Standard & Poor's, BB+ Rating [Member]
   
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value 0 [1] (222) [1]
Maximum Potential Future Exposure on Credit Risk Derivatives 0 [1],[3] 6,000 [1],[3]
Derivative Average Remaining Maturity   4 years 6 months [1],[2]
Credit Default Swaps Referencing Indices [Member] | Standard & Poor's, BBB Rating [Member]
   
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value 7,295 [1] 937 [1]
Maximum Potential Future Exposure on Credit Risk Derivatives 405,000 [1],[3] 430,000 [1],[3]
Derivative Average Remaining Maturity 5 years [1],[2] 5 years [1],[2]
Credit Default Subtotal [Member]
   
Credit Derivatives [Line Items]    
Maximum Potential Future Exposure on Credit Risk Derivatives 664,700 [1],[3] 696,000 [1],[3]
Credit Default Subtotal [Member] | Standard Poors AAA To A Ratings [Member]
   
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value 614 [1] (2,077) [1]
Maximum Potential Future Exposure on Credit Risk Derivatives 117,500 [1],[3] 124,500 [1],[3]
Derivative Average Remaining Maturity 5 years 1 month [1],[2] 5 years 10 months 25 days [1],[2]
Credit Default Subtotal [Member] | Standard & Poor's, BBB Rating [Member]
   
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value 7,951 [1] (1,408) [1]
Maximum Potential Future Exposure on Credit Risk Derivatives 547,200 [1],[3] 565,500 [1],[3]
Derivative Average Remaining Maturity 5 years [1],[2] 5 years 1 month 7 days [1],[2]
Credit Default Subtotal [Member] | Standard & Poor's, BB+ Rating [Member]
   
Credit Derivatives [Line Items]    
Credit Derivative Current Fair Value 0 [1] (222) [1]
Maximum Potential Future Exposure on Credit Risk Derivatives $ 0 [1],[3] $ 6,000 [1],[3]
Derivative Average Remaining Maturity   4 years 6 months [1],[2]
[1] The rating agency designations are based on ratings from Standard and Poor’s (“S&P”).
[2] The weighted average years to maturity of the credit default swaps is calculated based on weighted average notional amounts.
[3] Assumes the value of the referenced credit obligations is zero.