XML 53 R58.htm IDEA: XBRL DOCUMENT v3.20.1
Derivative Financial Instruments - Credit Derivatives Sold (Details) - USD ($)
$ in Millions
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Credit default swaps    
Credit derivatives sold disclosures    
Notional amount $ 75.0 $ 90.0
Fair value 0.5 0.5
Maximum future payments $ 75.0 $ 90.0
Weighted average expected life 2 years 7 months 6 days 2 years 4 months 24 days
Single name credit default swaps | Corporate debt securities | A    
Credit derivatives sold disclosures    
Notional amount $ 5.0 $ 5.0
Maximum future payments $ 5.0 $ 5.0
Weighted average expected life 2 months 12 days 6 months
Single name credit default swaps | Corporate debt securities | BBB    
Credit derivatives sold disclosures    
Notional amount $ 55.0 $ 70.0
Fair value 0.4 0.2
Maximum future payments $ 55.0 $ 70.0
Weighted average expected life 3 years 1 month 6 days 2 years 7 months 6 days
Single name credit default swaps | Sovereign | BBB    
Credit derivatives sold disclosures    
Notional amount $ 15.0 $ 15.0
Fair value 0.1 0.3
Maximum future payments $ 15.0 $ 15.0
Weighted average expected life 1 year 8 months 12 days 2 years