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Derivative Instruments and Hedging Activities | 6 Months Ended
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Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Derivative Instruments and Hedging Activities Disclosure | Derivative Instruments and Hedging Activities We enter into derivative instruments, which may include interest rate swaps, foreign-currency forwards, equity options, futures, and interest rate options in connection with our risk-management activities. Our primary objective for utilizing derivative financial instruments is to manage interest rate risk associated with our fixed- and variable-rate assets and liabilities, foreign exchange risks related to our foreign-currency denominated assets and liabilities, and other market risks related to our investment portfolio. Interest Rate Risk We monitor our mix of fixed- and variable-rate assets and liabilities and may enter into interest rate swaps, forwards, futures, options, and swaptions to achieve our desired mix of fixed- and variable-rate assets and liabilities. We execute these trades to modify our exposure to interest rate risk by converting certain fixed-rate instruments to a variable-rate and certain variable-rate instruments to a fixed-rate. We use a mix of both derivatives that qualify for hedge accounting treatment and economic hedges (which do not qualify for hedge accounting treatment). Derivatives qualifying for hedge accounting treatment can include receive-fixed swaps designated as fair value hedges of specific fixed-rate unsecured debt obligations, receive-fixed swaps designated as fair value hedges of specific fixed-rate FHLB advances, pay-fixed swaps designated as fair value hedges of securities within our available-for-sale portfolio, and pay-fixed swaps designated as fair value hedges of closed portfolios of fixed-rate held-for-investment consumer automotive loan assets in which the hedged item is the last layer expected to be remaining at the end of the hedging relationship. Other derivatives qualifying for hedge accounting consist of pay-fixed swaps designated as cash flow hedges of the expected future cash flows in the form of interest payments on certain variable-rate borrowings and deposit liabilities, receive-fixed swaps designated as cash flow hedges of the expected future cash flows in the form of interest receipts on certain securities within our available-for-sale portfolio, as well as interest rate floor contracts designated as cash flow hedges of the expected future cash flows in the form of interest receipts on a portion of our dealer floorplan commercial loans. We execute economic hedges, which may consist of interest rate swaps, interest rate caps, forwards, futures, options, and swaptions to mitigate interest rate risk. We also enter into interest rate lock commitments and forward commitments that are executed as part of our mortgage business that meet the accounting definition of a derivative. Foreign Exchange Risk We enter into derivative financial instrument contracts to mitigate the risk associated with variability in cash flows related to our various foreign-currency exposures. We enter into foreign-currency forwards with external counterparties as net investment hedges of foreign exchange exposure on our investment in foreign subsidiaries. Our equity is impacted by the cumulative translation adjustments resulting from the translation of foreign subsidiary results; this impact is reflected in our accumulated other comprehensive income. We also periodically enter into foreign-currency forwards to economically hedge any foreign-denominated debt, centralized lending, and foreign-denominated third-party loans. These foreign-currency forwards that are used as economic hedges are recorded at fair value with changes recorded as income or expense offsetting the gains and losses on the associated foreign-currency transactions. Investment Risk We enter into equity options to mitigate the risk associated with our exposure to the equity markets. Counterparty Credit Risk Derivative financial instruments contain an element of credit risk if counterparties are unable to meet the terms of the agreements. Credit risk associated with derivative financial instruments is measured as the net replacement cost should the counterparties that owe us under the contract completely fail to perform under the terms of those contracts, assuming no recoveries of underlying collateral as measured by the market value of the derivative financial instrument. We manage our risk to financial counterparties through internal credit analysis, limits, and monitoring. Additionally, derivatives and repurchase agreements are entered into with approved counterparties using industry standard agreements. We execute certain OTC derivatives such as interest rate caps and floors using bilateral agreements with financial counterparties. Bilateral agreements generally require both parties to post collateral in the event the fair values of the derivative financial instruments meet posting thresholds established under the agreements. In the event that either party defaults on the obligation, the secured party may seize the collateral. Payments related to the exchange of collateral for OTC derivatives are recognized as collateral. We also execute certain derivatives such as interest rate swaps with clearinghouses, which requires us to post and receive collateral. For these clearinghouse derivatives, these payments are recognized as settlements rather than collateral. Certain derivative instruments contain provisions that require us to either post additional collateral or immediately settle any outstanding liability balances upon the occurrence of a specified credit-risk-related event. No such specified credit-risk-related events occurred during the six months ended June 30, 2020, or 2019. We placed cash and noncash collateral totaling $2 million and $143 million, respectively, supporting our derivative positions at June 30, 2020, compared to $118 million of noncash collateral at December 31, 2019, in accounts maintained by counterparties. These amounts include collateral placed at clearinghouses and exclude cash and noncash collateral pledged under repurchase agreements. Refer to Note 13 for details on the repurchase agreements. The receivables for cash collateral placed are included on our Condensed Consolidated Balance Sheet in other assets. We received cash collateral from counterparties totaling $2 million in accounts maintained by counterparties at June 30, 2020, compared to $40 million and $29 million of cash and noncash collateral at December 31, 2019. These amounts include collateral received from clearinghouses and exclude cash and noncash collateral pledged under repurchase agreements. Refer to Note 13 for details on repurchase agreements. The payables for cash collateral received are included on our Condensed Consolidated Balance Sheet in accrued expenses and other liabilities. Included in these amounts is noncash collateral where we have been granted the right to sell or pledge the underlying assets. We have not sold or pledged any of the noncash collateral received under these agreements. Balance Sheet Presentation The following table summarizes the amounts of derivative instruments reported on our Condensed Consolidated Balance Sheet. The amounts are presented on a gross basis, are segregated by derivatives that are designated and qualifying as hedging instruments or those that are not, and are further segregated by type of contract within those two categories. Derivative contracts in a receivable and payable position exclude open trade equity on derivatives cleared through central clearing counterparties. Any associated collateral exchanged with our central clearing counterparties are treated as settlements of the derivative exposure, rather than collateral. Such payments are recognized as settlements of the derivatives contracts in a receivable and payable position on our Condensed Consolidated Balance Sheet. Notional amounts are reference amounts from which contractual obligations are derived and are not recorded on the balance sheet. In our view, derivative notional is not an accurate measure of our derivative exposure when viewed in isolation from other factors, such as market rate fluctuations and counterparty credit risk.
|  | June 30, 2020 |  | December 31, 2019
|  | Derivative contracts in a |  | Notional amount |  | Derivative contracts in a |  | Notional amount
($ in millions) |  | receivable position |  | payable position |  | receivable position |  | payable position |
Derivatives designated as accounting hedges |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | $ | — |  |  | $ | — |  |  | $ | 11,215 |  |  | $ | — |  |  | $ | — |  |  | $ | 17,101 |
Purchased options |  | — |  |  | — |  |  | — |  |  | 62 |  |  | — |  |  | 14,100 |
Foreign exchange contracts |  |  |  |  |  |  |  |  |  |  |  |
Forwards |  | — |  |  | — |  |  | 145 |  |  | — |  |  | 3 |  |  | 157 |
Total derivatives designated as accounting hedges |  | — |  |  | — |  |  | 11,360 |  |  | 62 |  |  | 3 |  |  | 31,358 |
Derivatives not designated as accounting hedges |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |  |  |  |  |
Futures and forwards |  | — |  |  | — |  |  | 117 |  |  | — |  |  | — |  |  | 81 |
Written options |  | 12 |  |  | — |  |  | 445 |  |  | 2 |  |  | — |  |  | 522 |
Purchased options |  | — |  |  | — |  |  | — |  |  | — |  |  | — |  |  | 416 |
Total interest rate risk |  | 12 |  |  | — |  |  | 562 |  |  | 2 |  |  | — |  |  | 1,019 |
Foreign exchange contracts |  |  |  |  |  |  |  |  |  |  |  |
Futures and forwards |  | — |  |  | — |  |  | 157 |  |  | — |  |  | 2 |  |  | 112 |
Total foreign exchange risk |  | — |  |  | — |  |  | 157 |  |  | — |  |  | 2 |  |  | 112 |
Equity contracts |  |  |  |  |  |  |  |  |  |  |  |
Written options |  | — |  |  | 2 |  |  | 1 |  |  | — |  |  | — |  |  | — |
Purchased options |  | 2 |  |  | — |  |  | 1 |  |  | — |  |  | — |  |  | — |
Total equity risk |  | 2 |  |  | 2 |  |  | 2 |  |  | — |  |  | — |  |  | — |
Total derivatives not designated as accounting hedges |  | 14 |  |  | 2 |  |  | 721 |  |  | 2 |  |  | 2 |  |  | 1,131 |
Total derivatives |  | $ | 14 |  |  | $ | 2 |  |  | $ | 12,081 |  |  | $ | 64 |  |  | $ | 5 |  |  | $ | 32,489 |
The following table presents amounts recorded on our Condensed Consolidated Balance Sheet related to cumulative basis adjustments for fair value hedges.
($ in millions) |  | Carrying amount of the hedged items |  | Cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged items
|  | Total |  | Discontinued (a)
| June 30, 2020 |  | December 31, 2019 |  | June 30, 2020 |  | December 31, 2019 |  | June 30, 2020 |  | December 31, 2019
Assets |  |  |  |  |  |  |  |  |  |  |  |
Available-for-sale securities (b) (c) |  | $ | 1,270 |  |  | $ | 1,217 |  |  | $ | 50 |  |  | $ | 18 |  |  | $ | 32 |  |  | $ | 18 |
Finance receivables and loans, net (d) |  | 36,211 |  |  | 33,312 |  |  | 334 |  |  | 135 |  |  | 79 |  |  | 44 |
Liabilities |  |  |  |  |  |  |  |  |  |  |  |
Long-term debt |  | $ | 10,020 |  |  | $ | 11,995 |  |  | $ | 196 |  |  | $ | 24 |  |  | $ | 196 |  |  | $ | 127 |
(a) | Represents the fair value hedging adjustment on qualifying hedges for which the hedging relationship was discontinued. This represents a subset of the amounts reported in the total hedging adjustment.
(b) | The carrying amount of hedged available-for-sale securities is presented above using amortized cost and includes $597 million and $230 million at June 30, 2020, and December 31, 2019, respectively, related to closed portfolios used to designate hedging relationships in which the hedged item is the last layer expected to be remaining at the end of the hedging relationship. Refer to Note 7 for a reconciliation of the amortized cost and fair value of available-for-sale securities.
(c) | The amount that is identified as the last of layer in the open hedge relationship was $490 million as of June 30, 2020. The basis adjustment associated with the open last of layer relationship was a $3 million asset as of June 30, 2020, which would be allocated across the entire remaining pool upon termination, or maturity, of the hedge relationship. The amount that is identified as the last of layer in the discontinued hedge relationship was $690 million and $200 million as of June 30, 2020, and December 31, 2019, respectively. The basis adjustment associated with the discontinued last of layer relationship was a $22 million asset as of June 30, 2020, and a $2 million asset as of December 31, 2019, which was allocated across the entire remaining pool upon termination of the hedge relationship. There were no open last-of-layer relationships at December 31, 2019.
(d) | The hedged item represents the carrying value of the hedged portfolio of assets. The amount identified as the last of layer in the open hedge relationship was $10.2 billion at both June 30, 2020, and December 31, 2019. The basis adjustment associated with the open last-of-layer relationship was a $255 million asset as of June 30, 2020, and a $91 million asset as of December 31, 2019, which would be allocated across the entire remaining closed pool upon termination or maturity of the hedge relationship. The amount that is identified as the last of layer in the discontinued hedge relationship was $17.5 billion at June 30, 2020, and $12.8 billion at December 31, 2019. The basis adjustment associated with the discontinued last-of-layer relationship was a $79 million asset and $43 million asset as of June 30, 2020, and December 31, 2019, respectively, which was allocated across the entire remaining pool upon termination of the hedge relationship.
Statement of Comprehensive Income Presentation The following table summarizes the location and amounts of gains and losses on derivative instruments not designated as accounting hedges reported in our Condensed Consolidated Statement of Comprehensive Income.
|  | Three months ended June 30, |  | Six months ended June 30,
($ in millions) |  | 2020 |  | 2019 |  | 2020 |  | 2019
(Loss) gain recognized in earnings |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |
Gain on mortgage and automotive loans, net |  | $ | — |  |  | $ | — |  |  | $ | (15 | ) |  | $ | 1 |
Other income, net of losses |  | (23 | ) |  | (2 | ) |  | (23 | ) |  | (7 | )
Total interest rate contracts |  | (23 | ) |  | (2 | ) |  | (38 | ) |  | (6 | )
Foreign exchange contracts |  |  |  |  |  |  |  |
Other income, net of losses |  | (5 | ) |  | (2 | ) |  | 3 |  |  | (3 | )
Total foreign exchange contracts |  | (5 | ) |  | (2 | ) |  | 3 |  |  | (3 | )
Total loss recognized in earnings |  | $ | (28 | ) |  | $ | (4 | ) |  | $ | (35 | ) |  | $ | (9 | )
The following tables summarize the location and amounts of gains and losses on derivative instruments designated as fair value and cash flow hedges reported in our Condensed Consolidated Statement of Comprehensive Income.
| Interest and fees on finance receivables and loans |  | Interest and dividends on investment securities and other earning assets |  | Interest on deposits |  | Interest on long-term debt
Three months ended June 30, ($ in millions) | 2020 | 2019 |  | 2020 | 2019 |  | 2020 | 2019 |  | 2020 | 2019
(Loss) gain on fair value hedging relationships |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |  |  |  |
Hedged fixed-rate unsecured debt | $ | — |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | — |  | $ | (19 | )
Derivatives designated as hedging instruments on fixed-rate unsecured debt | — |  | — |  |  | — |  | — |  |  | — |  | — |  |  | — |  | 19 |
Hedged available-for-sale securities | — |  | — |  |  | 4 |  | 2 |  |  | — |  | — |  |  | — |  | — |
Derivatives designated as hedging instruments on available-for-sale securities | — |  | — |  |  | (4 | ) | (2 | ) |  | — |  | — |  |  | — |  | — |
Hedged fixed-rate consumer automotive loans | (23 | ) | 98 |  |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Derivatives designated as hedging instruments on fixed-rate consumer automotive loans | 23 |  | (98 | ) |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Total gain on fair value hedging relationships | — |  | — |  |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Gain (loss) on cash flow hedging relationships |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |  |  |  |
Hedged variable-rate commercial loans |  |  |  |  |  |  |  |  |  |  |
Reclassified from accumulated other comprehensive income into income | 22 |  | — |  |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Hedged deposit liabilities |  |  |  |  |  |  |  |  |  |  |
Reclassified from accumulated other comprehensive income into income | — |  | — |  |  | — |  | — |  |  | (2 | ) | — |  |  | — |  | — |
Hedged variable-rate borrowings |  |  |  |  |  |  |  |  |  |  |
Reclassified from accumulated other comprehensive income into income | — |  | — |  |  | — |  | — |  |  | — |  | — |  |  | — |  | 4 |
Total gain (loss) on cash flow hedging relationships | $ | 22 |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | (2 | ) | $ | — |  |  | $ | — |  | $ | 4 |
Total amounts presented in the Condensed Consolidated Statement of Comprehensive Income | $ | 1,630 |  | $ | 1,860 |  |  | $ | 197 |  | $ | 244 |  |  | $ | 541 |  | $ | 651 |  |  | $ | 318 |  | $ | 407 |
| Interest and fees on finance receivables and loans |  | Interest and dividends on investment securities and other earning assets |  | Interest on deposits |  | Interest on long-term debt
Six months ended June 30, ($ in millions) | 2020 | 2019 |  | 2020 | 2019 |  | 2020 | 2019 |  | 2020 | 2019
(Loss) gain on fair value hedging relationships |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |  |  |  |
Hedged fixed-rate unsecured debt | $ | — |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | (170 | ) | $ | (19 | )
Derivatives designated as hedging instruments on fixed-rate unsecured debt | — |  | — |  |  | — |  | — |  |  | — |  | — |  |  | 170 |  | 19 |
Hedged available-for-sale securities | — |  | — |  |  | 45 |  | 12 |  |  | — |  | — |  |  | — |  | — |
Derivatives designated as hedging instruments on available-for-sale securities | — |  | — |  |  | (45 | ) | (12 | ) |  | — |  | — |  |  | — |  | — |
Hedged fixed-rate consumer automotive loans | 225 |  | 141 |  |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Derivatives designated as hedging instruments on fixed-rate consumer automotive loans | (225 | ) | (141 | ) |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Total gain on fair value hedging relationships | — |  | — |  |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Gain (loss) on cash flow hedging relationships |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |  |  |  |
Hedged variable rate commercial loans |  |  |  |  |  |  |  |  |  |  |
Reclassified from accumulated other comprehensive income into income | 25 |  | — |  |  | — |  | — |  |  | — |  | — |  |  | — |  | — |
Hedged deposit liabilities |  |  |  |  |  |  |  |  |  |  |
Reclassified from accumulated other comprehensive income into income | — |  | — |  |  | — |  | — |  |  | (5 | ) | 1 |  |  | — |  | — |
Hedged variable-rate borrowings |  |  |  |  |  |  |  |  |  |  |
Reclassified from accumulated other comprehensive income into income | — |  | — |  |  | — |  | — |  |  | — |  | — |  |  | — |  | 8 |
Total gain (loss) on cash flow hedging relationships | $ | 25 |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | (5 | ) | $ | 1 |  |  | $ | — |  | $ | 8 |
Total amounts presented in the Condensed Consolidated Statement of Comprehensive Income | $ | 3,372 |  | $ | 3,667 |  |  | $ | 423 |  | $ | 484 |  |  | $ | 1,133 |  | $ | 1,243 |  |  | $ | 666 |  | $ | 826 |
During the next 12 months, we estimate $87 million of gains will be reclassified into pretax earnings from derivatives designated as cash flow hedges. The following tables summarize the location and amounts of gains and losses related to interest and amortization on derivative instruments designated as fair value and cash flow hedges reported in our Condensed Consolidated Statement of Comprehensive Income.
| Interest and fees on finance receivables and loans |  | Interest and dividends on investment securities and other earning assets |  | Interest on long-term debt
Three months ended June 30, ($ in millions) | 2020 | 2019 |  | 2020 | 2019 |  | 2020 | 2019
Gain (loss) on fair value hedging relationships |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |
Amortization of deferred unsecured debt basis adjustments | $ | — |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | 2 |  | $ | 6 |
Amortization of deferred secured debt basis adjustments (FHLB advances) | — |  | — |  |  | — |  | — |  |  | (6 | ) | (5 | )
Amortization of deferred basis adjustments of available-for-sale securities | — |  | — |  |  | (2 | ) | (1 | ) |  | — |  | — |
Interest for qualifying accounting hedges of available-for-sale securities | — |  | — |  |  | (2 | ) | — |  |  | — |  | — |
Amortization of deferred loan basis adjustments | (13 | ) | (9 | ) |  | — |  | — |  |  | — |  | — |
Interest for qualifying accounting hedges of consumer automotive loans held-for-investment | (38 | ) | 11 |  |  | — |  | — |  |  | — |  | — |
Total (loss) gain on fair value hedging relationships | (51 | ) | 2 |  |  | (4 | ) | (1 | ) |  | (4 | ) | 1 |
| Interest and fees on finance receivables and loans |  | Interest and dividends on investment securities and other earning assets |  | Interest on long-term debt
Six months ended June 30, ($ in millions) | 2020 | 2019 |  | 2020 | 2019 |  | 2020 | 2019
Gain (loss) on fair value hedging relationships |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |
Amortization of deferred unsecured debt basis adjustments | $ | — |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | 8 |  | $ | 12 |
Amortization of deferred secured debt basis adjustments (FHLB advances) | — |  | — |  |  | — |  | — |  |  | (12 | ) | (11 | )
Amortization of deferred basis adjustments of available-for-sale securities | — |  | — |  |  | (3 | ) | (1 | ) |  | — |  | — |
Interest for qualifying accounting hedges of available-for-sale securities | — |  | — |  |  | (2 | ) | — |  |  | — |  | — |
Amortization of deferred loan basis adjustments | (26 | ) | (13 | ) |  | — |  | — |  |  | — |  | — |
Interest for qualifying accounting hedges of consumer automotive loans held-for-investment | (47 | ) | 17 |  |  | — |  | — |  |  | — |  | — |
Total (loss) gain on fair value hedging relationships | (73 | ) | 4 |  |  | (5 | ) | (1 | ) |  | (4 | ) | 1 |
Gain on cash flow hedging relationships |  |  |  |  |  |  |  |
Interest rate contracts |  |  |  |  |  |  |  |
Interest for qualifying accounting hedges of variable-rate commercial loans | 1 |  | — |  |  | — |  | — |  |  | — |  | — |
Total gain on cash flow hedging relationships | $ | 1 |  | $ | — |  |  | $ | — |  | $ | — |  |  | $ | — |  | $ | 1 |
The following table summarizes the effect of cash flow hedges on accumulated other comprehensive income.
| Three months ended June 30, |  | Six months ended June 30,
($ in millions) | 2020 |  | 2019 |  | 2020 |  | 2019
Interest rate contracts |  |  |  |  |  |  |
(Loss) gain recognized in other comprehensive income | $ | (19 | ) |  | $ | 22 |  |  | $ | 150 |  |  | $ | 12 |
The following table summarizes the effect of net investment hedges on accumulated other comprehensive income and the Condensed Consolidated Statement of Comprehensive Income.
| Three months ended June 30, |  | Six months ended June 30,
($ in millions) | 2020 |  | 2019 |  | 2020 |  | 2019
Foreign exchange contracts (a) (b) |  |  |  |  |  |  |
(Loss) gain recognized in other comprehensive income | $ | (6 | ) |  | $ | (3 | ) |  | $ | 6 |  |  | $ | (5 | )
(a) | There were no amounts excluded from effectiveness testing for the three months and six months ended June 30, 2020, or 2019.
(b) Gains and losses reclassified from accumulated other comprehensive income are reported as other income, net of losses, in the Condensed Consolidated Statement of Comprehensive Income. There were no amounts reclassified for the three months and six months ended June 30, 2020, or 2019.

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- Definition The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -URI http://asc.fasb.org/topic&trid=2229140 + Details
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