XML 76 R37.htm IDEA: XBRL DOCUMENT
v3.25.4

Derivatives (Tables) | 12 Months Ended
--- | ---
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Notional and Fair Values of Derivatives | The following table presents the notional amounts and fair values of the Company’s derivatives as of December 31, 2025 and 2024. Certain derivative contracts are cleared through central clearing organizations where variation margin is applied daily as settlement to the fair values of the contracts. The fair values are presented on a gross basis prior to the application of bilateral collateral and master netting agreements, but after the application of variation margin payments as settlement to fair values of contracts cleared through central clearing organizations. Applying variation margin payments as settlement to the fair values of derivative contracts cleared through the London Clearing House (“LCH”) and the Chicago Mercantile Exchange (“CME”) resulted in reductions in the derivative asset and liability fair values of $16 million and $3 million, respectively, as of December 31, 2025. In comparison, applying variation margin payments as settlement to LCH- and CME-cleared derivative transactions resulted in reductions in the derivative asset and liability fair values of $17 million and $15 million, respectively, as of December 31, 2024. Total gross derivative asset and liability fair values are then adjusted to reflect the effects of legally enforceable master netting agreements and cash collateral received or paid. The resulting net derivative asset and liability fair values are included in Other assets and Accrued expenses and other liabilities, respectively, on the Consolidated Balance Sheet.
|  | December 31, 2025 |  | December 31, 2024 |
|  |  |  | Fair Value |  |  |  | Fair Value |
($ in thousands) |  | Notional Amount |  | Assets |  | Liabilities |  | Notional Amount |  | Assets |  | Liabilities |
Derivatives designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  | $ | 4,250,000 |  |  | $ | 39,997 |  |  | $ | 139 |  |  | $ | 5,250,000 |  |  | $ | 5,647 |  |  | $ | 35,211 |  |
Derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  | $ | 18,987,277 |  |  | $ | 258,561 |  |  | $ | 256,731 |  |  | $ | 17,005,381 |  |  | $ | 379,664 |  |  | $ | 378,961 |  |
Commodity contracts (1) |  | — |  |  | 66,022 |  |  | 72,158 |  |  | — |  |  | 48,499 |  |  | 45,328 |  |
Foreign exchange contracts |  | 4,550,101 |  |  | 44,340 |  |  | 43,160 |  |  | 5,201,460 |  |  | 89,083 |  |  | 71,254 |  |
Credit contracts (2) |  | 303,421 |  |  | 25 |  |  | 51 |  |  | 168,999 |  |  | 1 |  |  | 12 |  |
Equity contracts |  | — |  |  | 522 |  | (3) | 13,734 |  | (4) | — |  |  | 239 |  | (3) | 15,119 |  | (4)
Total derivatives not designated as hedging instruments |  | $ | 23,840,799 |  |  | $ | 369,470 |  |  | $ | 385,834 |  |  | $ | 22,375,840 |  |  | $ | 517,486 |  |  | $ | 510,674 |  |
Gross derivative assets/liabilities |  |  |  | $ | 409,467 |  |  | $ | 385,973 |  |  |  |  | $ | 523,133 |  |  | $ | 545,885 |  |
Less: Master netting agreements |  |  |  | (74,138) |  |  | (74,138) |  |  |  |  | (111,124) |  |  | (111,124) |  |
Less: Cash collateral received/paid |  |  |  | (183,387) |  |  | (27,502) |  |  |  |  | (316,168) |  |  | (1,160) |  |
Net derivative assets/liabilities |  |  |  | $ | 151,942 |  |  | $ | 284,333 |  |  |  |  | $ | 95,841 |  |  | $ | 433,601 |  |
(1)The notional amount of the Company’s commodity contracts totaled 16 million barrels of crude oil and 364 million units of natural gas, measured in million British thermal units (“MMBTUs”) as of December 31, 2025. In comparison, the notional amount of the Company’s commodity contracts totaled 21 million barrels of crude oil and 407 million MMBTUs of natural gas as of December 31, 2024. (2)The notional amount for the credit contracts reflects the Company’s pro-rata share of the notional amount in the underlying derivative instruments in RPAs. (3)The Company held warrant equity contracts in nine and eight private companies as of December 31, 2025 and 2024, respectively. (4)Equity contracts classified as derivative liabilities consist of 349 thousand performance-based RSUs granted as part of EWBC’s consideration in an investment. The following table presents the notional amounts and the gross fair values of the interest rate and foreign exchange derivatives entered into with customers and with third-party financial institutions as economic hedges to customers’ positions as of December 31, 2025 and 2024:
|  | December 31, 2025 |  | December 31, 2024 |  |  |  |
|  |  |  | Fair Value |  |  |  | Fair Value |  |  |  |
($ in thousands) |  | Notional Amount |  | Assets |  | Liabilities |  | Notional Amount |  | Assets |  | Liabilities |  |  |  |
Customer-related positions: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | $ | 7,566,889 |  |  | $ | 47,448 |  |  | $ | 206,794 |  |  | $ | 6,854,372 |  |  | $ | 11,828 |  |  | $ | 361,256 |  |  |  |  |
Written options |  | 1,463,110 |  |  | — |  |  | 1,900 |  |  | 1,458,428 |  |  | — |  |  | 4,953 |  |  |  |  |
Collars and corridors |  | 444,604 |  |  | 311 |  |  | 20 |  |  | 181,039 |  |  | 80 |  |  | 440 |  |  |  |  |
Subtotal |  | 9,474,603 |  |  | 47,759 |  |  | 208,714 |  |  | 8,493,839 |  |  | 11,908 |  |  | 366,649 |  |  |  |  |
Foreign exchange contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forwards and spot |  | 1,156,203 |  |  | 23,661 |  |  | 2,831 |  |  | 996,486 |  |  | 11,693 |  |  | 24,201 |  |  |  |  |
Swaps |  | 785,956 |  |  | 13,272 |  |  | 661 |  |  | 1,504,469 |  |  | 16,117 |  |  | 25,366 |  |  |  |  |
Written options |  | 63,460 |  |  | — |  |  | 73 |  |  | — |  |  | — |  |  | — |  |  |  |  |
Subtotal |  | 2,005,619 |  |  | 36,933 |  |  | 3,565 |  |  | 2,500,955 |  |  | 27,810 |  |  | 49,567 |  |  |  |  |
Total |  | $ | 11,480,222 |  |  | $ | 84,692 |  |  | $ | 212,279 |  |  | $ | 10,994,794 |  |  | $ | 39,718 |  |  | $ | 416,216 |  |  |  |  |
Economic hedges and other: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | $ | 7,604,959 |  |  | $ | 208,860 |  |  | $ | 47,682 |  |  | $ | 6,872,075 |  |  | $ | 362,323 |  |  | $ | 12,228 |  |  |  |  |
Purchased options |  | 1,463,110 |  |  | 1,922 |  |  | — |  |  | 1,458,428 |  |  | 4,990 |  |  | — |  |  |  |  |
Collars and corridors |  | 444,605 |  |  | 20 |  |  | 335 |  |  | 181,039 |  |  | 443 |  |  | 84 |  |  |  |  |
Subtotal |  | 9,512,674 |  |  | 210,802 |  |  | 48,017 |  |  | 8,511,542 |  |  | 367,756 |  |  | 12,312 |  |  |  |  |
Foreign exchange contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forwards and spot |  | 234,278 |  |  | 1,602 |  |  | 3,498 |  |  | 86,750 |  |  | 2,318 |  |  | 1,738 |  |  |  |  |
Swaps |  | 2,246,744 |  |  | 5,718 |  |  | 36,083 |  |  | 2,613,755 |  |  | 58,955 |  |  | 19,949 |  |  |  |  |
Purchased options |  | 63,460 |  |  | 87 |  |  | 14 |  |  | — |  |  | — |  |  | — |  |  |  |  |
Subtotal |  | 2,544,482 |  |  | 7,407 |  |  | 39,595 |  |  | 2,700,505 |  |  | 61,273 |  |  | 21,687 |  |  |  |  |
Total |  | $ | 12,057,156 |  |  | $ | 218,209 |  |  | $ | 87,612 |  |  | $ | 11,212,047 |  |  | $ | 429,029 |  |  | $ | 33,999 |  |  |  |  |
The Company enters into energy commodity contracts with its customers in the oil and gas sector, which allow them to hedge against the risk of fluctuation in energy commodity prices. Offsetting contracts entered with third-party financial institutions are used as economic hedges to manage the Company’s exposure on its customer-related positions. The following table presents the notional amounts in units and the gross fair values of the commodity derivatives issued for customer-related positions and economic hedges as of December 31, 2025 and 2024:
|  | December 31, 2025 |  | December 31, 2024 |  |  |  |
|  |  |  |  | Fair Value |  |  |  |  | Fair Value |  |  |  |
($ and units in thousands) |  | Notional Units |  | Assets |  | Liabilities |  | Notional Units |  | Assets |  | Liabilities |  |  |  |
Customer-related positions: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Crude oil: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 4,255 |  | Barrels |  | $ | 205 |  |  | $ | 28,533 |  |  | 4,830 |  | Barrels |  | $ | 4,682 |  |  | $ | 6,874 |  |  |  |  |
Collars |  | 3,747 |  | Barrels |  | 21 |  |  | 13,622 |  |  | 5,477 |  | Barrels |  | 1,604 |  |  | 3,362 |  |  |  |  |
Subtotal |  | 8,002 |  | Barrels |  | 226 |  |  | 42,155 |  |  | 10,307 |  | Barrels |  | 6,286 |  |  | 10,236 |  |  |  |  |
Natural gas: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 112,599 |  | MMBTUs |  | 5,814 |  |  | 18,403 |  |  | 141,736 |  | MMBTUs |  | 13,095 |  |  | 17,708 |  |  |  |  |
Collars |  | 71,945 |  | MMBTUs |  | 1,879 |  |  | 6,693 |  |  | 62,045 |  | MMBTUs |  | 6,061 |  |  | 4,556 |  |  |  |  |
Written options |  | — |  | MMBTUs |  | — |  |  | — |  |  | 1,234 |  | MMBTUs |  | 167 |  |  | — |  |  |  |  |
Subtotal |  | 184,544 |  | MMBTUs |  | 7,693 |  |  | 25,096 |  |  | 205,015 |  | MMBTUs |  | 19,323 |  |  | 22,264 |  |  |  |  |
Total |  |  |  |  | $ | 7,919 |  |  | $ | 67,251 |  |  |  |  |  | $ | 25,609 |  |  | $ | 32,500 |  |  |  |  |
Economic hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Crude oil: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 4,255 |  | Barrels |  | $ | 25,309 |  |  | $ | 11 |  |  | 4,830 |  | Barrels |  | $ | 4,479 |  |  | $ | 3,893 |  |  |  |  |
Collars |  | 3,747 |  | Barrels |  | 8,724 |  |  | 21 |  |  | 5,477 |  | Barrels |  | 1,547 |  |  | 76 |  |  |  |  |
Subtotal |  | 8,002 |  | Barrels |  | 34,033 |  |  | 32 |  |  | 10,307 |  | Barrels |  | 6,026 |  |  | 3,969 |  |  |  |  |
Natural gas: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 110,506 |  | MMBTUs |  | 18,258 |  |  | 3,963 |  |  | 139,136 |  | MMBTUs |  | 13,323 |  |  | 5,056 |  |  |  |  |
Collars |  | 68,965 |  | MMBTUs |  | 5,812 |  |  | 912 |  |  | 61,341 |  | MMBTUs |  | 3,541 |  |  | 3,650 |  |  |  |  |
Purchased options |  | — |  | MMBTUs |  | — |  |  | — |  |  | 1,234 |  | MMBTUs |  | — |  |  | 153 |  |  |  |  |
Subtotal |  | 179,471 |  | MMBTUs |  | 24,070 |  |  | 4,875 |  |  | 201,711 |  | MMBTUs |  | 16,864 |  |  | 8,859 |  |  |  |  |
Total |  |  |  |  | $ | 58,103 |  |  | $ | 4,907 |  |  |  |  |  | $ | 22,890 |  |  | $ | 12,828 |  |  |  |  |
The following table presents the notional amounts and the gross fair values of RPAs sold and purchased outstanding as of December 31, 2025 and 2024:
|  | December 31, 2025 |  | December 31, 2024
|  |  |  | Fair Value |  |  |  | Fair Value
($ in thousands) |  | Notional Amount |  | Assets |  | Liabilities |  | Notional Amount |  | Assets |  | Liabilities
RPAs — protection sold (1) |  | $ | 133,756 |  |  | $ | — |  |  | $ | 51 |  |  | $ | 133,174 |  |  | $ | — |  |  | $ | 12 |
RPAs — protection purchased |  | 169,665 |  |  | 25 |  |  | — |  |  | 35,825 |  |  | 1 |  |  | — |
Total RPAs |  | $ | 303,421 |  |  | $ | 25 |  |  | $ | 51 |  |  | $ | 168,999 |  |  | $ | 1 |  |  | $ | 12 |
(1)All reference entities of the protection sold RPAs were investment grade. The weighted-average remaining maturities were 2.7 years and 1.6 years as of December 31, 2025 and 2024, respectively.
Schedule of Pre-Tax Changes in AOCI from Cash Flows Hedges | The following table presents the pre-tax changes in AOCI from cash flow hedges for the years ended December 31, 2025, 2024 and 2023. The after-tax impact of cash flow hedges on AOCI is shown in Note 15 — Accumulated Other Comprehensive (Loss) Income to the Consolidated Financial Statements in this Form 10-K.
|  | Year Ended December 31, |  |
($ in thousands) |  | 2025 |  | 2024 |  | 2023 |  |
Gains (losses) recognized in AOCI: |  |  |  |  |  |  |  |  |
Interest rate contracts |  | $ | 48,016 |  |  | $ | (124,382) |  |  | $ | (5,767) |  |  |  |
Losses (gains) reclassified from AOCI into earnings: |  |  |  |  |  |  |  |  |
Interest expense (for cash flow hedges on borrowings) |  | $ | — |  |  | $ | — |  |  | $ | (696) |  |  |  |
Interest and dividend income (for cash flow hedges on loans) |  | 20,959 |  |  | 91,083 |  |  | 82,153 |  |  |  |
Noninterest income |  | — |  |  | — |  |  | (1,614) |  | (1) |  |
Total |  | $ | 20,959 |  |  | $ | 91,083 |  |  | $ | 79,843 |  |  |  |
(1)Represents the amounts in AOCI reclassified into earnings resulting from forecasted cash flows that were no longer probable to occur.
Schedule of Net Investment Hedges in Accumulated Other Comprehensive Income (Loss) | The following table presents the pre-tax gains recognized in AOCI on net investment hedges for the years ended December 31, 2025, 2024 and 2023:
|  | Year Ended December 31,
($ in thousands) |  | 2025 |  | 2024 |  | 2023
Gains recognized in AOCI |  | $ | — |  |  | $ | 586 |  |  | $ | 2,571 |
Schedule of Net Gains (Losses) Recognized on the Consolidated Statements of Income Related to Derivatives not Designated as Hedging Instruments | The following table presents the net gains (losses) due to fair value changes that are recognized on the Company’s Consolidated Statement of Income related to derivatives not designated as hedging instruments for the years ended December 31, 2025, 2024 and 2023:
|  |  |  | Year Ended December 31,
($ in thousands) |  | Classification on Consolidated Statement of Income |  | 2025 |  | 2024 |  | 2023
Derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |
Interest rate contracts |  | Customer derivative income, net of mark-to-market adjustments |  | $ | (3,142) |  |  | $ | 549 |  |  | $ | (2,989) |
Foreign exchange contracts |  | Foreign exchange income |  | 52,295 |  |  | 54,073 |  |  | 52,817 |
Credit contracts |  | Customer derivative income, net of mark-to-market adjustments |  | (15) |  |  | — |  |  | (1) |
Equity contracts - warrants |  | Lending and loan servicing fees |  | 283 |  |  | (97) |  |  | 13 |
Equity contracts - performance-based RSUs |  | Other investment income |  | 1,385 |  |  | — |  |  | — |
Commodity contracts |  | Customer derivative income, net of mark-to-market adjustments |  | 960 |  |  | 929 |  |  | (25) |
Net gains |  |  |  | $ | 51,766 |  |  | $ | 55,454 |  |  | $ | 49,815 |
Schedule of Gross Derivative Fair Values, the Balance Sheet Netting Adjustments and Net Fair Values on the Consolidated Balance Sheets, As Well As the Cash and Non-Cash Collateral | The following tables present the gross derivative fair values, the balance sheet netting adjustments, and the resulting net fair values recorded on the Consolidated Balance Sheet, as well as the cash and noncash collateral associated with master netting arrangements. The gross fair values of derivative assets and liabilities are presented after the application of variation margin payments as settlements to the fair values of contracts cleared through central clearing organizations, where applicable. The collateral amounts in the following tables are limited to the outstanding balances of the related asset or liability. Therefore, instances of over-collateralization are not shown:
($ in thousands) |  | As of December 31, 2025
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (1) |  | Master Netting Arrangements |  | Cash Collateral Received (3) |  |  | Security Collateral Received (5) |  | Net Amount
Derivative assets |  | $ | 409,467 |  |  | $ | (74,138) |  |  | $ | (183,387) |  |  | $ | 151,942 |  |  | $ | (42,779) |  |  | $ | 109,163 |
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (2) |  | Master Netting Arrangements |  | Cash Collateral Pledged (4) |  |  | Security Collateral Pledged (5) |  | Net Amount
Derivative liabilities |  | $ | 385,973 |  |  | $ | (74,138) |  |  | $ | (27,502) |  |  | $ | 284,333 |  |  | $ | — |  |  | $ | 284,333 |
($ in thousands) |  | As of December 31, 2024
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (1) |  | Master Netting Arrangements |  | Cash Collateral Received (3) |  |  | Security Collateral Received (5) |  | Net Amount
Derivative assets |  | $ | 523,133 |  |  | $ | (111,124) |  |  | $ | (316,168) |  |  | $ | 95,841 |  |  | $ | (55,222) |  |  | $ | 40,619 |
|  |  |  | Gross Amounts Offset on the Consolidated Balance Sheet |  | Net Amounts Presented on the Consolidated Balance Sheet |  | Gross Amounts Not Offset on the Consolidated Balance Sheet |  |
|  | Gross Amounts Recognized (2) |  | Master Netting Arrangements |  | Cash Collateral Pledged (4) |  |  | Security Collateral Pledged (5) |  | Net Amount
Derivative liabilities |  | $ | 545,885 |  |  | $ | (111,124) |  |  | $ | (1,160) |  |  | $ | 433,601 |  |  | $ | — |  |  | $ | 433,601 |
(1)Includes $9 million and $4 million of gross fair value assets with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of December 31, 2025 and 2024, respectively. (2)Includes $16 million and $27 million of gross fair value liabilities with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of December 31, 2025 and 2024, respectively. (3)Gross cash collateral received under master netting arrangements or similar agreements were $184 million and $322 million as of December 31, 2025 and 2024, respectively. Of the gross cash collateral received, $183 million and $316 million were used to offset against derivative assets as of December 31, 2025 and 2024, respectively. (4)Gross cash collateral pledged under master netting arrangements or similar agreements were $29 million and $1 million as of December 31, 2025 and 2024, respectively. Of the gross cash collateral pledged, $28 million and $1 million were used to offset against derivative liabilities as of December 31, 2025 and 2024, respectively. (5)Represents the fair value of security collateral received or pledged limited to derivative assets or liabilities that are subject to enforceable master netting arrangements or similar agreements. U.S. GAAP does not permit the netting of noncash collateral on the Consolidated Balance Sheet but requires the disclosure of such amounts.

X
- Definition Gains (Losses) On Derivatives Not Designated As Hedging Instruments Under GAAP + References No definition available. + Details
Name: | ewbc_GainsLossesOnDerivativesNotDesignatedAsHedgingInstrumentsUnderGAAPTableTextBlock
Namespace Prefix: | ewbc_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of derivatives that are subject to offsetting, including master netting arrangements. + References No definition available. + Details
Name: | ewbc_OffsettingDerivativeAssetsAndLiabilitiesTableTextBlock
Namespace Prefix: | ewbc_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of gain (loss) on derivative and nonderivative instruments designated and qualifying as cash flow hedge recorded in accumulated other comprehensive income (AOCI) and reclassified into earnings. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4E -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4E Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4C -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4C Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4A -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4A + Details
Name: | us-gaap_ScheduleOfCashFlowHedgesIncludedInAccumulatedOtherComprehensiveIncomeLossTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References No definition available. + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the effective portion of gains and losses on derivative instruments (and nonderivative instruments) designated and qualifying in net investment hedges recorded in accumulated other comprehensive income (loss) during the term of the hedging relationship and reclassified into earnings during the current period. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4E -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4E Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4A -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4A Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4CCC -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4CCC + Details
Name: | us-gaap_ScheduleOfNetInvestmentHedgesInAccumulatedOtherComprehensiveIncomeLossTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration