XML 338 R345.htm IDEA: XBRL DOCUMENT v3.20.1
Fair Value - Information about Significant Unobservable Inputs (Detail) - EUR (€)
€ in Millions
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Significant unobservable input Credit spread  
Financial assets at fair value € 148,570 € 139,834
Debt securities [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value € 86,853 € 81,253
Level III [member] | Real estate held for own use [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Direct capitalization technique  
Significant unobservable input Capitalization rate  
Level III [member] | Real estate held for own use [member] | Appraisal value [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Appraisal value  
Significant unobservable input n.a.  
Level III [member] | Real estate held for own use [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Available-for-sale financial assets [member] | Shares [member] | Net asset value [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Net asset value  
Significant unobservable input n.a.  
Level III [member] | Available-for-sale financial assets [member] | Shares [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Available-for-sale financial assets [member] | Debt securities [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Available-for-sale financial assets [member] | Debt securities [member] | Broker quote [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Broker quote  
Significant unobservable input n.a.  
Level III [member] | Available-for-sale financial assets [member] | Debt securities [member] | Credit spread [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Discounted cash flow  
Range (weighted average) 3.24% 3.38%
Level III [member] | Available-for-sale financial assets [member] | Other investments [member] | Net asset value [member] | Investment funds [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Net asset value  
Significant unobservable input n.a.  
Level III [member] | Available-for-sale financial assets [member] | Other investments [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Available-for-sale financial assets [member] | Other investments [member] | Discounted cash flow [member] | Tax credit investments [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Discounted cash flow  
Significant unobservable input Discount rate  
Range (weighted average) 6.50% 6.80%
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Shares [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Debt securities [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Other investments [member] | Net asset value [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Net asset value  
Significant unobservable input n.a.  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Other investments [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Longevity swap [member] | Mortality rates [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Discounted cash flow  
Significant unobservable input Mortality  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Other [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Direct capitalization technique  
Significant unobservable input Capitalization rate  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member] | Appraisal value [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Appraisal value  
Significant unobservable input n.a.  
Level III [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member] | Capitalization rates [member] | Direct capitalization technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Significant unobservable input Capitalization rate  
Level III [member] | Embedded derivatives [member] | Own credit spread [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Discounted cash flow  
Significant unobservable input Own credit spread  
Level III [member] | Longevity swap liability [member] | Mortality rates [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Significant unobservable input Mortality  
Level III [member] | Longevity swap liability [member] | Mortality rates [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Discounted cash flow  
Level III [member] | Other [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Other  
Significant unobservable input n.a.  
Level III [member] | Bottom of range [member] | Real estate held for own use [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 7.75% 8.25%
Level III [member] | Bottom of range [member] | Available-for-sale financial assets [member] | Debt securities [member] | Constant Prepayment Rate [Member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Discounted cash flow  
Significant unobservable input Constant Prepayment Rate  
Range (weighted average) 7.82%  
Level III [member] | Bottom of range [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 4.25% 4.25%
Level III [member] | Bottom of range [member] | Embedded derivatives [member] | Own credit spread [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 0.20% 0.25%
Level III [member] | Top of range [member] | Real estate held for own use [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 9.50% 9.50%
Level III [member] | Top of range [member] | Available-for-sale financial assets [member] | Debt securities [member] | Constant Prepayment Rate [Member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Valuation technique Discounted cash flow  
Significant unobservable input Constant Prepayment Rate  
Range (weighted average) 25.00%  
Level III [member] | Top of range [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 5.50% 7.50%
Level III [member] | Top of range [member] | Embedded derivatives [member] | Own credit spread [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 0.30% 0.40%
Level III [member] | Weighted average [member] | Real estate held for own use [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 9.00% 8.90%
Level III [member] | Weighted average [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 3.30% 4.40%
Level III [member] | Weighted average [member] | Embedded derivatives [member] | Own credit spread [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Range (weighted average) 0.24% 0.30%
Level III [member] | Recurring fair value measurement [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value € 8,330 € 7,592
Level III [member] | Recurring fair value measurement [member] | Derivatives [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 3,081 2,489
Level III [member] | Recurring fair value measurement [member] | Investments in real estate [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 6,410 5,352
Level III [member] | Recurring fair value measurement [member] | Real estate held for own use [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 208 263
Level III [member] | Recurring fair value measurement [member] | Real estate held for own use [member] | Direct capitalization technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 54 53
Level III [member] | Recurring fair value measurement [member] | Real estate held for own use [member] | Appraisal value [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 108 101
Level III [member] | Recurring fair value measurement [member] | Real estate held for own use [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 46 108
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 1,712 1,976
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Shares [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 157 241
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Shares [member] | Net asset value [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 119 205
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Shares [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 38 36
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Debt securities [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 1,074 1,242
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Debt securities [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 193 240
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Debt securities [member] | Broker quote [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 818 985
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Debt securities [member] | Credit spread [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 25 17
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Other investments [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 482 493
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Other investments [member] | Net asset value [member] | Investment funds [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 14 24
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Other investments [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 33 34
Level III [member] | Recurring fair value measurement [member] | Available-for-sale financial assets [member] | Other investments [member] | Discounted cash flow [member] | Tax credit investments [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 435 435
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 1,405 1,243
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Shares [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 1,401 1,226
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Debt securities [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 4 17
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Other investments [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 2,049 1,376
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Other investments [member] | Net asset value [member] | Investment funds [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 1,984 1,334
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Other investments [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 65 42
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 2,901 2,700
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member] | Other valuation technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 92 123
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member] | Capitalization rates [member] | Direct capitalization technique [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 580 427
Level III [member] | Recurring fair value measurement [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Investments in real estate [member] | Appraisal value [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 2,229 2,150
Level III [member] | Recurring fair value measurement [member] | Embedded derivatives [member] | Own credit spread [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 3,072 2,484
Level III [member] | Recurring fair value measurement [member] | Longevity swap liability [member] | Mortality rates [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 9 5
Level III [member] | Recurring fair value measurement [member] | Derivatives [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 55  
Level III [member] | Recurring fair value measurement [member] | Derivatives [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Longevity swap [member] | Mortality rates [member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 55 33
Level III [member] | Recurring fair value measurement [member] | Derivatives [member] | Financial assets at fair value through profit or loss, mandatorily measured at fair value, category [member] | Derivatives [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value   € 33
Level III [member] | Recurring fair value measurement [member] | Bottom of range [member] | Available-for-sale financial assets [member] | Debt securities [member] | Constant Prepayment Rate [Member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value 30  
Level III [member] | Recurring fair value measurement [member] | Top of range [member] | Constant Prepayment Rate [Member] | Discounted cash flow [member]    
Disclosure of significant unobservable inputs used in fair value measurement of assets and liabilities [line items]    
Financial assets at fair value € 7