XML 88 R68.htm IDEA: XBRL DOCUMENT v3.23.1
Contracts Accounted for as Credit Derivatives - Credit Derivatives Subordination and Ratings (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Credit Derivatives    
Estimated remaining weighted average life of credit derivatives (in years) 12 years 7 months 6 days 12 years 9 months 18 days
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding $ 3,262 $ 3,203
Net Fair Value Asset (Liability) (148) (162)
Expected loss to be recovered 3 3
Public finance | United States    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 1,211 1,175
Net Fair Value Asset (Liability) (73) (79)
Public finance | Non United States    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 1,589 1,565
Net Fair Value Asset (Liability) (54) (58)
Structured finance | United States    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 339 342
Net Fair Value Asset (Liability) (18) (22)
Structured finance | Non United States    
Net Par Outstanding on Credit Derivatives    
Net Par Outstanding 123 121
Net Fair Value Asset (Liability) $ (3) $ (3)