Derivative Financial Instruments - FGL's Exposure to Credit Loss on Call Options Held (Detail) - USD ($) $ in Millions	Jun. 30, 2021	Dec. 31, 2020
Derivatives, Fair Value [Line Items]
Fair Value	$ 722	$ 575
Not Designated as Hedging Instrument \| Call options
Derivatives, Fair Value [Line Items]
Notional Amount	17,564	15,909
Fair Value	690	548
Collateral	636	491
Net Credit Risk	56	58
Not Designated as Hedging Instrument \| Call options \| Merrill Lynch
Derivatives, Fair Value [Line Items]
Notional Amount	1,899	1,932
Fair Value	87	75
Collateral	45	32
Net Credit Risk	42	43
Not Designated as Hedging Instrument \| Call options \| Morgan Stanley
Derivatives, Fair Value [Line Items]
Notional Amount	1,561	1,503
Fair Value	77	40
Collateral	79	41
Net Credit Risk	0	0
Not Designated as Hedging Instrument \| Call options \| Barclay's Bank
Derivatives, Fair Value [Line Items]
Notional Amount	5,342	4,639
Fair Value	154	180
Collateral	144	169
Net Credit Risk	10	11
Not Designated as Hedging Instrument \| Call options \| Canadian Imperial Bank of Commerce
Derivatives, Fair Value [Line Items]
Notional Amount	2,263	2,276
Fair Value	99	86
Collateral	98	85
Net Credit Risk	1	1
Not Designated as Hedging Instrument \| Call options \| Wells Fargo
Derivatives, Fair Value [Line Items]
Notional Amount	2,436	2,900
Fair Value	93	106
Collateral	92	105
Net Credit Risk	1	1
Not Designated as Hedging Instrument \| Call options \| Goldman Sachs
Derivatives, Fair Value [Line Items]
Notional Amount	307	634
Fair Value	11	15
Collateral	11	15
Net Credit Risk	0	0
Not Designated as Hedging Instrument \| Call options \| Credit Suisse
Derivatives, Fair Value [Line Items]
Notional Amount	2,559	1,373
Fair Value	124	27
Collateral	122	25
Net Credit Risk	2	2
Not Designated as Hedging Instrument \| Call options \| Truist
Derivatives, Fair Value [Line Items]
Notional Amount	1,197	652
Fair Value	45	19
Collateral	45	19
Net Credit Risk	$ 0	$ 0

Amount of obligation to return cash collateral under master netting arrangements offset against derivative assets.

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