XML 67 R83.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative Instruments (Details) (USD $)
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Derivative offsetting [Abstract]      
Derivative assets subject to master netting agreements $ 25,300,000us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral $ 28,000,000us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral  
Derivative liabilities subject to master netting agreements 5,400,000us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral 14,600,000us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral  
Net realized gains (losses) on derivative instruments      
Net realized gains (losses) on derivative instruments 43,934,000us-gaap_DerivativeGainLossOnDerivativeNet [1] 20,912,000us-gaap_DerivativeGainLossOnDerivativeNet [1] (1,326,000)us-gaap_DerivativeGainLossOnDerivativeNet [1]
Not Designated as Hedging Instrument [Member]      
Derivative [Line Items]      
Asset derivatives - fair value 26,468,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
39,859,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Liability derivatives - fair value (5,397,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(26,472,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - fair value 21,071,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
13,387,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net realized gains (losses) on derivative instruments      
Net realized gains (losses) on derivative instruments 43,934,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
20,912,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(1,326,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | Futures contracts      
Net realized gains (losses) on derivative instruments      
Net realized gains (losses) on derivative instruments 30,444,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
10,742,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(3,307,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | Futures contracts | Other investments available for sale, at fair value      
Derivative [Line Items]      
Asset derivatives - fair value 2,156,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
461,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Liability derivatives - fair value (1,907,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(110,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - fair value 249,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
351,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - notional value 2,549,027,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2] 475,967,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_FutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2]  
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts      
Net realized gains (losses) on derivative instruments      
Net realized gains (losses) on derivative instruments 13,430,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
9,762,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(214,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts | Other investments available for sale, at fair value      
Derivative [Line Items]      
Asset derivatives - fair value 10,511,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
5,023,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Liability derivatives - fair value (1,145,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(3,090,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - fair value 9,366,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
1,933,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - notional value 397,106,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2] 330,746,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2]  
Not Designated as Hedging Instrument [Member] | TBAs      
Net realized gains (losses) on derivative instruments      
Net realized gains (losses) on derivative instruments (342,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(1,623,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
4,413,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | TBAs | Fixed maturities available for sale, at fair value      
Derivative [Line Items]      
Asset derivatives - fair value 10,592,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
33,455,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Liability derivatives - fair value 0us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(21,731,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - fair value 10,592,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
11,724,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - notional value 10,056,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2] 56,160,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_FixedMaturitiesMember
/ us-gaap_DerivativeByNatureAxis
= acgl_TbaMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2]  
Not Designated as Hedging Instrument [Member] | Other      
Net realized gains (losses) on derivative instruments      
Net realized gains (losses) on derivative instruments 402,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
2,031,000us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(2,218,000)us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | Other | Other investments available for sale, at fair value      
Derivative [Line Items]      
Asset derivatives - fair value 3,209,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
920,000us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Liability derivatives - fair value (2,345,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(1,541,000)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - fair value 864,000us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
(621,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
 
Net derivatives - notional value $ 735,684,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2] $ 347,916,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherInvestmentsMember
/ us-gaap_DerivativeByNatureAxis
= us-gaap_OtherContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
[2]  
[1] See Note 11 for information on the Company’s derivative instruments.
[2] Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.