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Fair Value of Financial Instruments - Counterparty Credit Risk (Details)
$ in Millions
12 Months Ended
Dec. 31, 2020
USD ($)
counterparty
Dec. 31, 2019
USD ($)
Dec. 31, 2018
USD ($)
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Counterparty credit exposure, excluding credit risk exposure under certain long term agreements $ 210    
Counterparty credit exposure, collateral held (cash and letters of credit) against positions 14    
Counterparty credit exposure, net $ 204    
Company's exposure before collateral expected to roll off (as a percent) 54.00%    
Net exposure (as a percent) 100.00%    
Wholesale counterparties with net exposure | counterparty 47,000,000    
Counterparty credit risk exposure to certain counterparties, threshold (as a percent) 10.00%    
Estimated counterparty credit risk exposure under certain long term agreements, including California tolling agreements, South Central load obligations and solar power purchase agreements for the next 5 years $ 645    
Period of estimated counterparty credit risk exposure under certain long term agreements, including California tolling agreements, South Central load obligations and solar power purchase agreements (in years) 5 years    
Provision for credit losses $ 108 $ 95 $ 85
Investment grade      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 59.00%    
Non-Investment grade/Non-Rated      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 41.00%    
Utilities, energy merchants, marketers and other      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 96.00%    
Financial Institutions      
Derivative Fair Value Meaurements and Concentration of Credit Risk      
Net exposure (as a percent) 4.00%