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Fair Value of Financial Instruments | 12 Months Ended
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Dec. 31, 2017
Fair Value Disclosures [Abstract] |
Fair Value of Financial Instruments | Fair Value of Financial Instruments For cash and cash equivalents, funds deposited by counterparties, accounts and other receivables, accounts payable, restricted cash, and cash collateral posted and received in support of energy risk management activities, the carrying amount approximates fair value because of the short-term maturity of those instruments and are classified as Level 1 within the fair value hierarchy. The estimated carrying values and fair values of the Company's recorded financial instruments not carried at fair market value are as follows:
| As of December 31,
| 2017 |  | 2016
| Carrying Amount |  | Fair Value |  | Carrying Amount |  | Fair Value
| (In millions)
Assets |  |  |  |  |  |  |
Notes receivable (a) | $ | 16 |  |  | $ | 15 |  |  | $ | 34 |  |  | $ | 34 |
Liabilities |  |  |  |  |  |  |
Long-term debt, including current portion (b) | $ | 16,603 |  |  | $ | 16,894 |  |  | $ | 16,655 |  |  | $ | 16,620 |
(a) Includes the current portion of notes receivable which is recorded in prepayments and other current assets on the Company's consolidated balance sheets. (b) Excludes deferred financing costs, which are recorded as a reduction to long-term debt on the Company's consolidated balance sheets. The fair value of the Company's publicly-traded long-term debt is based on quoted market prices and is classified as Level 2 within the fair value hierarchy. The fair value of debt securities, non-publicly traded long-term debt, and certain notes receivable of the Company are based on expected future cash flows discounted at market interest rates or current interest rates for similar instruments with equivalent credit quality and are classified as Level 3 within the fair value hierarchy. The following table presents the level within the fair value hierarchy for long-term debt, including current portion as of December 31, 2017 and 2016:
| As of December 31, 2017 |  | As of December 31, 2016
| Level 2 |  | Level 3 |  | Level 2 |  | Level 3
| (In millions)
Long-term debt, including current portion | $ | 8,934 |  |  | $ | 7,960 |  |  | $ | 9,205 |  |  | $ | 7,415 |
Fair Value Accounting under ASC 820 ASC 820 establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value into three levels as follows:
• | Level 1 — quoted prices (unadjusted) in active markets for identical assets or liabilities that the Company has the ability to access as of the measurement date. NRG's financial assets and liabilities utilizing Level 1 inputs include active exchange-traded securities, energy derivatives, and trust fund investments.
• | Level 2 — inputs other than quoted prices included within Level 1 that are directly observable for the asset or liability or indirectly observable through corroboration with observable market data. NRG's financial assets and liabilities utilizing Level 2 inputs include fixed income securities, exchange-based derivatives, and over the counter derivatives such as swaps, options and forward contracts.
• | Level 3 — unobservable inputs for the asset or liability only used when there is little, if any, market activity for the asset or liability at the measurement date. NRG's financial assets and liabilities utilizing Level 3 inputs include infrequently-traded, non-exchange-based derivatives and commingled investment funds, and are measured using present value pricing models.
In accordance with ASC 820, the Company determines the level in the fair value hierarchy within which each fair value measurement in its entirety falls, based on the lowest level input that is significant to the fair value measurement in its entirety. Recurring Fair Value Measurements Debt securities, equity securities, and trust fund investments, which are comprised of various U.S. debt and equity securities, and derivative assets and liabilities, are carried at fair market value. The following tables present assets and liabilities measured and recorded at fair value on the Company's consolidated balance sheets on a recurring basis and their level within the fair value hierarchy:
| As of December 31, 2017
| Fair Value
| Total |  | Level 1 |  | Level 2 |  | Level 3
| (In millions)
Investments in securities (classified within other non-current assets): |  |  |  |  |  |  |
Debt securities | $ | 19 |  |  | $ | — |  |  | $ | — |  |  | $ | 19 |
Available-for-sale securities | 3 |  |  | 3 |  |  | — |  |  | — |
Nuclear trust fund investments: |  |  |  |  |  |  |
Cash and cash equivalents | 47 |  |  | 45 |  |  | 2 |  |  | — |
U.S. government and federal agency obligations | 43 |  |  | 42 |  |  | 1 |  |  | — |
Federal agency mortgage-backed securities | 82 |  |  | — |  |  | 82 |  |  | — |
Commercial mortgage-backed securities | 14 |  |  | — |  |  | 14 |  |  | — |
Corporate debt securities | 99 |  |  | — |  |  | 99 |  |  | — |
Equity securities | 334 |  |  | 334 |  |  | — |  |  | — |
Foreign government fixed income securities | 5 |  |  | — |  |  | 5 |  |  | — |
Other trust fund investments: |  |  |  |  |  |  |
U.S. government and federal agency obligations | 1 |  |  | 1 |  |  | — |  |  | — |
Derivative assets: |  |  |  |  |  |  |
Commodity contracts | 745 |  |  | 191 |  |  | 509 |  |  | 45 |
Interest rate contracts | 53 |  |  | — |  |  | 53 |  |  | — |
Measured using net asset value practical expedient: |  |  |  |  |  |  |
Equity securities | 68 |  |  |  |  |  |  |
Total assets | $ | 1,513 |  |  | $ | 616 |  |  | $ | 765 |  |  | $ | 64 |
Derivative liabilities: |  |  |  |  |  |  |
Commodity contracts | $ | 693 |  |  | $ | 257 |  |  | $ | 359 |  |  | $ | 77 |
Interest rate contracts | 59 |  |  | — |  |  | 59 |  |  | — |
Total liabilities | $ | 752 |  |  | $ | 257 |  |  | $ | 418 |  |  | $ | 77 |
| As of December 31, 2016
| Fair Value
| Total |  | Level 1 |  | Level 2 |  | Level 3
Investments in securities (classified within other non-current assets): |  |  |  |  |  |  |
Debt securities | $ | 17 |  |  | $ | — |  |  | $ | — |  |  | $ | 17 |
Available-for-sale securities | 10 |  |  | 10 |  |  | — |  |  | — |
Nuclear trust fund investments: |  |  |  |  |  |  |  |
Cash and cash equivalents | 25 |  |  | 25 |  |  | — |  |  | — |
U.S. government and federal agency obligations | 73 |  |  | 72 |  |  | 1 |  |  | — |
Federal agency mortgage-backed securities | 62 |  |  | — |  |  | 62 |  |  | — |
Commercial mortgage-backed securities | 17 |  |  | — |  |  | 17 |  |  | — |
Corporate debt securities | 84 |  |  | — |  |  | 84 |  |  | — |
Equity securities | 292 |  |  | 292 |  |  | — |  |  | — |
Foreign government fixed income securities | 3 |  |  | — |  |  | 3 |  |  | — |
Other trust fund investments: |  |  |  |  |  |  |
U.S. government and federal agency obligations | 1 |  |  | 1 |  |  | — |  |  | — |
Derivative assets: |  |  |  |  |  |  |
Commodity contracts | 1,199 |  |  | 560 |  |  | 549 |  |  | 90 |
Interest rate contracts | 49 |  |  | — |  |  | 49 |  |  | — |
Measured using net asset value practical expedient: |  |  |  |  |  |  |
Equity securities | 54 |  |  |  |  |  |  |
Total assets | $ | 1,886 |  |  | $ | 960 |  |  | $ | 765 |  |  | $ | 107 |
Derivative liabilities: |  |  |  |  |  |  |  |
Commodity contracts | $ | 1,288 |  |  | $ | 494 |  |  | $ | 636 |  |  | $ | 158 |
Interest rate contracts | 88 |  |  | — |  |  | 88 |  |  | — |
Total liabilities | $ | 1,376 |  |  | $ | 494 |  |  | $ | 724 |  |  | $ | 158 |
There have been no transfers during the year ended December 31, 2017 between Levels 1 and 2. The following tables reconcile, for the years ended December 31, 2017 and 2016, the beginning and ending balances for financial instruments that are recognized at fair value in the consolidated financial statements at least annually using significant unobservable inputs:
| For the Year Ended December 31, 2017
| Fair Value Measurement Using Significant Unobservable Inputs (Level 3)
| Debt Securities |  | Derivatives (a) |  | Total
| (In millions)
Beginning balance as of January 1, 2017 | $ | 17 |  |  | $ | (68 | ) |  | $ | (51 | )
Total gains/(losses) realized/unrealized: |  |  |  |  |
Included in earnings | 2 |  |  | 43 |  |  | 45 |
Included in nuclear decommissioning obligations | — |  |  | — |  |  | — |
Purchases | — |  |  | (23 | ) |  | (23 | )
Contracts reclassified to held-for-sale | — |  |  | 4 |  |  | 4 |
Transfers into Level 3 (b) | — |  |  | (1 | ) |  | (1 | )
Transfers out of Level 3 (b) | — |  |  | 13 |  |  | 13 |
Ending balance as of December 31, 2017 | $ | 19 |  |  | $ | (32 | ) |  | $ | (13 | )
Gains for the period included in earnings attributable to the change in unrealized gains or losses relating to assets or liabilities still held as of December 31, 2017 | $ | 2 |  |  | $ | 6 |  |  | $ | 8 |
(a) | Consists of derivatives assets and liabilities, net.
(b) | Transfers into/out of Level 3 are related to the availability of external broker quotes, and are valued as of the end of the reporting period. All transfers into/out of Level 3 are from/to Level 2.
| For the Year Ended December 31, 2016
| Fair Value Measurement Using Significant Unobservable Inputs (Level 3)
| Debt Securities |  | Trust Fund Investments (c) |  | Derivatives (a) |  | Total
| (In millions)
Beginning balance as of January 1, 2016 | $ | 17 |  |  | $ | 54 |  |  | $ | (22 | ) |  | $ | 49 |
Total gains/(losses) realized/unrealized: |  |  |  |  |  |  |
Included in earnings | — |  |  | — |  |  | 2 |  |  | 2 |
Included in nuclear decommissioning obligations | — |  |  | (1 | ) |  | — |  |  | (1 | )
Purchases | — |  |  | 1 |  |  | (29 | ) |  | (28 | )
Transfers into Level 3 (b) | — |  |  | — |  |  | (18 | ) |  | (18 | )
Transfer out of Level 3 (b) | — |  |  | (54 | ) |  | (1 | ) |  | (55 | )
Ending balance as of December 31, 2016 | $ | 17 |  |  | $ | — |  |  | $ | (68 | ) |  | $ | (51 | )
Losses for the period included in earnings attributable to the change in unrealized gains or losses relating to assets or liabilities still held as of December 31, 2016 | $ | — |  |  | $ | — |  |  | $ | (13 | ) |  | $ | (13 | )
(a) | Consists of derivatives assets and liabilities, net.
(b) | Transfers into/out of Level 3 are related to the availability of external broker quotes, and are valued as of the end of the reporting period. All transfers into/out of Level 3 are from/to Level 2.
(c) | All Trust Fund Investments were considered transferred out of Level 3 as these investments are measured using net asset value as a practical expedient and are thus classified outside of the fair value hierarchy as of December 31, 2016.
Realized and unrealized gains and losses included in earnings that are related to the energy derivatives are recorded in operating revenues and cost of operations. Non-derivative fair value measurements NRG's investments in debt securities are classified as Level 3 and consist of non-traded debt instruments that are valued based on third-party market value assessments. The trust fund investments are held primarily to satisfy NRG's nuclear decommissioning obligations. These trust fund investments hold debt and equity securities directly and equity securities indirectly through commingled funds. The fair values of equity securities held directly by the trust funds are based on quoted prices in active markets and are categorized in Level 1. In addition, U.S. government and federal agency obligations are categorized as Level 1 because they trade in a highly liquid and transparent market. The fair values of corporate debt securities are based on evaluated prices that reflect observable market information, such as actual trade information of similar securities, adjusted for observable differences and are categorized in Level 2. Certain equity securities, classified as commingled funds, are analogous to mutual funds, are maintained by investment companies, and hold certain investments in accordance with a stated set of fund objectives. The fair value of the equity securities classified as commingled funds are based on net asset values per fund share (the unit of account), derived from the quoted prices in active markets of the underlying equity securities. However, because the shares in the commingled funds are not publicly quoted, not traded in an active market and are subject to certain restrictions regarding their purchase and sale, the commingled funds are categorized in Level 3. See also Note 6, Nuclear Decommissioning Trust Fund. Derivative fair value measurements A portion of the Company's contracts are exchange-traded contracts with readily available quoted market prices. A majority of NRG's contracts are non-exchange-traded contracts valued using prices provided by external sources, primarily price quotations available through brokers or over-the-counter and on-line exchanges. For the majority of NRG markets, the Company receives quotes from multiple sources. To the extent that NRG receives multiple quotes, the Company's prices reflect the average of the bid-ask mid-point prices obtained from all sources that NRG believes provide the most liquid market for the commodity. If the Company receives one quote, then the mid-point of the bid-ask spread for that quote is used. The terms for which such price information is available vary by commodity, region and product. A significant portion of the fair value of the Company's derivative portfolio is based on price quotes from brokers in active markets who regularly facilitate those transactions and the Company believes such price quotes are executable. The Company does not use third party sources that derive price based on proprietary models or market surveys. The remainder of the assets and liabilities represents contracts for which external sources or observable market quotes are not available. These contracts are valued based on various valuation techniques including but not limited to internal models based on a fundamental analysis of the market and extrapolation of observable market data with similar characteristics. Contracts valued with prices provided by models and other valuation techniques make up 6% of derivative assets and 10% of derivative liabilities. The fair value of each contract is discounted using a risk free interest rate. In addition, the Company applies a credit reserve to reflect credit risk, which for interest rate swaps is calculated utilizing the bilateral method based on published default probabilities. For commodities, to the extent that NRG's net exposure under a specific master agreement is an asset, the Company uses the counterparty's default swap rate. If the exposure under a specific master agreement is a liability, the Company uses NRG's default swap rate. For interest rate swaps and commodities, the credit reserve is added to the discounted fair value to reflect the exit price that a market participant would be willing to receive to assume NRG's liabilities or that a market participant would be willing to pay for NRG's assets. As of December 31, 2017, the credit reserve resulted in no change in fair value in operating revenue and cost of operations. As of December 31, 2016 the credit reserve resulted in a $10 million decrease in fair value in operating revenue and cost of operations. The fair values in each category reflect the level of forward prices and volatility factors as of December 31, 2017, and may change as a result of changes in these factors. Management uses its best estimates to determine the fair value of commodity and derivative contracts NRG holds and sells. These estimates consider various factors including closing exchange and over-the-counter price quotations, time value, volatility factors and credit exposure. It is possible, however, that future market prices could vary from those used in recording assets and liabilities from energy marketing and trading activities and such variations could be material. NRG's significant positions classified as Level 3 include physical and financial power executed in illiquid markets as well as financial transmission rights, or FTRs. The significant unobservable inputs used in developing fair value include illiquid power location pricing which is derived as a basis to liquid locations. The basis spread is based on observable market data when available or derived from historic prices and forward market prices from similar observable markets when not available. For FTRs, NRG uses the most recent auction prices to derive the fair value. The following tables quantify the significant unobservable inputs used in developing the fair value of the Company's Level 3 positions as of December 31, 2017 and 2016:
| Significant Unobservable Inputs
| December 31, 2017
| Fair Value |  |  |  | Input/Range
| Assets |  | Liabilities |  | Valuation Technique |  | Significant Unobservable Input |  | Low |  | High |  | Weighted Average
| (In millions) |  |  |  |  |  |  |  |  |  |
Power Contracts | $ | 34 |  |  | $ | 65 |  |  | Discounted Cash Flow |  | Forward Market Price (per MWh) |  | $ | 10 |  |  | $ | 142 |  |  | $ | 33 |
FTRs | 11 |  |  | 12 |  |  | Discounted Cash Flow |  | Auction Prices (per MWh) |  | (28 | ) |  | 46 |  |  | — |
| $ | 45 |  |  | $ | 77 |  |  |  |  |  |  |  |  |  |  |
| Significant Unobservable Inputs
| December 31, 2016
| Fair Value |  |  |  | Input/Range
| Assets |  | Liabilities |  | Valuation Technique |  | Significant Unobservable Input |  | Low |  | High |  | Weighted Average
| (In millions) |  |  |  |  |  |  |  |  |  |
Power Contracts | $ | 39 |  |  | $ | 108 |  |  | Discounted Cash Flow |  | Forward Market Price (per MWh) |  | $ | 11 |  |  | $ | 104 |  |  | $ | 31 |
FTRs | 51 |  |  | 50 |  |  | Discounted Cash Flow |  | Auction Prices (per MWh) |  | (22 | ) |  | 17 |  |  | — |
| $ | 90 |  |  | $ | 158 |  |  |  |  |  |  |  |  |  |  |
The following table provides sensitivity of fair value measurements to increases/(decreases) in significant unobservable inputs as of December 31, 2017 and 2016:
Significant Unobservable Input |  | Position |  | Change In Input |  | Impact on Fair Value Measurement
Forward Market Price Power |  | Buy |  | Increase/(Decrease) |  | Higher/(Lower)
Forward Market Price Power |  | Sell |  | Increase/(Decrease) |  | Lower/(Higher)
FTR Prices |  | Buy |  | Increase/(Decrease) |  | Higher/(Lower)
FTR Prices |  | Sell |  | Increase/(Decrease) |  | Lower/(Higher)
Under the guidance of ASC 815, entities may choose to offset cash collateral posted or received against the fair value of derivative positions executed with the same counterparties under the same master netting agreements. The Company has chosen not to offset positions as defined in ASC 815. As of December 31, 2017, the Company recorded $171 million of cash collateral posted and $37 million of cash collateral received on its balance sheet. Concentration of Credit Risk In addition to the credit risk discussion as disclosed in Note 2, Summary of Significant Accounting Policies, the following item is a discussion of the concentration of credit risk for the Company's financial instruments. Credit risk relates to the risk of loss resulting from non-performance or non-payment by counterparties pursuant to the terms of their contractual obligations. The Company monitors and manages credit risk through credit policies that include: (i) an established credit approval process; (ii) a daily monitoring of counterparties' credit limits; (iii) the use of credit mitigation measures such as margin, collateral, prepayment arrangements, or volumetric limits; (iv) the use of payment netting agreements; and (v) the use of master netting agreements that allow for the netting of positive and negative exposures of various contracts associated with a single counterparty. Risks surrounding counterparty performance and credit could ultimately impact the amount and timing of expected cash flows. The Company seeks to mitigate counterparty risk by having a diversified portfolio of counterparties. The Company also has credit protection within various agreements to call on additional collateral support if and when necessary. Cash margin is collected and held at the Company to cover the credit risk of the counterparty until positions settle. Counterparty Credit Risk As of December 31, 2017, counterparty credit exposure, excluding credit exposure from RTOs, ISOs, and registered commodity exchanges and certain long-term agreements, was $220 million and NRG held collateral (cash and letters of credit) against those positions of $30 million, resulting in a net exposure of $196 million. Approximately 73% of the Company's exposure before collateral is expected to roll off by the end of 2019. Counterparty credit exposure is valued through observable market quotes and discounted at a risk free interest rate. The following tables highlight net counterparty credit exposure by industry sector and by counterparty credit quality. Net counterparty credit exposure is defined as the aggregate net asset position for NRG with counterparties where netting is permitted under the enabling agreement and includes all cash flow, mark-to-market and NPNS, and non-derivative transactions. The exposure is shown net of collateral held, and includes amounts net of receivables or payables.
Category | Net Exposure (a) (b) (% of Total)
Financial institutions | 14 | %
Utilities, energy merchants, marketers and other | 86 |
Total | 100 | %
Category | Net Exposure (a) (b) (% of Total)
Investment grade | 69 | %
Non-Investment grade/Non-Rated | 31 |
Total | 100 | %
(a) | Counterparty credit exposure excludes uranium and coal transportation contracts because of the unavailability of market prices.
(b) | The figures in the tables above exclude potential counterparty credit exposure related to RTOs, ISOs, registered commodity exchanges and certain long term contracts.
NRG has counterparty credit risk exposure to certain counterparties, each of which represent more than 10% of total net exposure discussed above. The aggregate of such counterparties' exposure was $37 million as of December 31, 2017. Changes in hedge positions and market prices will affect credit exposure and counterparty concentration. Given the credit quality, diversification and term of the exposure in the portfolio, NRG does not anticipate a material impact on the Company's financial position or results of operations from nonperformance by any of NRG's counterparties. RTOs and ISOs The Company participates in the organized markets of CAISO, ERCOT, ISO-NE, MISO, NYISO and PJM, known as RTOs or ISOs. Trading in these markets is approved by FERC, or in the case of ERCOT, approved by the PUCT and includes credit policies that, under certain circumstances, require that losses arising from the default of one member on spot market transactions be shared by the remaining participants. As a result, the counterparty credit risk to these markets is limited to NRG’s share of overall market and are excluded from the above exposures. Exchange Traded Transactions The Company enters into commodity transactions on registered exchanges, notably ICE and NYMEX. These clearinghouses act as the counterparty and transactions are subject to extensive collateral and margining requirements. As a result, these commodity transactions have limited counterparty credit risk. Long Term Contracts Counterparty credit exposure described above excludes credit risk exposure under certain long term agreements, including California tolling agreements, Gulf Coast load obligations, wind and solar PPAs. As external sources or observable market quotes are not available to estimate such exposure, the Company values these contracts based on various techniques including, but not limited to, internal models based on a fundamental analysis of the market and extrapolation of observable market data with similar characteristics. Based on these valuation techniques, as of December 31, 2017, aggregate credit risk exposure managed by NRG to these counterparties was approximately $4.1 billion, including $2.6 billion related to assets of NRG Yield, Inc., for the next five years. This amount excludes potential credit exposures for projects with long term PPAs that have not reached commercial operations. The majority of these power contracts are with utilities or public power entities with strong credit quality and public utility commission or other regulatory support. However, such regulated utility counterparties can be impacted by changes in government regulations, which NRG is unable to predict. Retail Customer Credit Risk The Company is exposed to retail credit risk through the Company's retail electricity providers, which serve C&I customers and the Mass market. Retail credit risk results in losses when a customer fails to pay for services rendered. The losses may result from both nonpayment of customer accounts receivable and the loss of in-the-money forward value. The Company manages retail credit risk through the use of established credit policies that include monitoring of the portfolio and the use of credit mitigation measures such as deposits or prepayment arrangements. As of December 31, 2017, the Company's retail customer credit exposure to C&I and Mass customers was diversified across many customers and various industries, as well as government entities. The Company is also subject to risk with respect to its residential solar customers. The Company's bad debt expense was $68 million, $48 million, and $64 million for the years ending December 31, 2017, 2016, and 2015, respectively. Current economic conditions may affect the Company's customers' ability to pay bills in a timely manner, which could increase customer delinquencies and may lead to an increase in bad debt expense.

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- Definition The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -URI http://asc.fasb.org/topic&trid=2155941 + Details
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