XML 67 R56.htm IDEA: XBRL DOCUMENT
v3.22.2

Location and Fair Values of Derivative Financial Instruments (Detail) - USD ($) $ in Millions | Jun. 30, 2022 | Dec. 31, 2021
--- | --- | ---
Derivative |  |
Derivative, Notional Amount | $ 1,177.5 | $ 970.5
Asset Derivatives Fair Value | 93.5 | 39.5
Other Long-term Investments |  |
Derivative |  |
Asset Derivatives Fair Value | 93.5 | 39.5
Other Liabilities |  |
Derivative |  |
Liability Derivatives Fair Value | 64.6 | 65.1
Designated as Hedging Instrument |  |
Derivative |  |
Derivative, Notional Amount | 898.2 | 679.8
Designated as Hedging Instrument | Cash Flow Hedging |  |
Derivative |  |
Derivative, Notional Amount | 360.3 |
Designated as Hedging Instrument | Forwards | Cash Flow Hedging |  |
Derivative |  |
Derivative, Notional Amount | 179.0 |
Designated as Hedging Instrument | Interest Rate Swaps | Cash Flow Hedging |  |
Derivative |  |
Derivative, Notional Amount | 181.3 | 181.3
Designated as Hedging Instrument | Interest Rate Swaps | Fair Value Hedging |  |
Derivative |  |
Derivative, Notional Amount | 537.9 | 498.5
Designated as Hedging Instrument | Other Long-term Investments |  |
Derivative |  |
Asset Derivatives Fair Value | 88.6 | 38.1
Designated as Hedging Instrument | Other Long-term Investments | Cash Flow Hedging |  |
Derivative |  |
Asset Derivatives Fair Value | 23.2 |
Designated as Hedging Instrument | Other Long-term Investments | Forwards | Cash Flow Hedging |  |
Derivative |  |
Asset Derivatives Fair Value | 5.1 |
Designated as Hedging Instrument | Other Long-term Investments | Interest Rate Swaps | Cash Flow Hedging |  |
Derivative |  |
Asset Derivatives Fair Value | 18.1 | 16.2
Designated as Hedging Instrument | Other Long-term Investments | Interest Rate Swaps | Fair Value Hedging |  |
Derivative |  |
Asset Derivatives Fair Value | 65.4 | 21.9
Designated as Hedging Instrument | Other Liabilities |  |
Derivative |  |
Liability Derivatives Fair Value | 10.0 | 12.7
Designated as Hedging Instrument | Other Liabilities | Cash Flow Hedging |  |
Derivative |  |
Liability Derivatives Fair Value | 7.4 |
Designated as Hedging Instrument | Other Liabilities | Forwards | Cash Flow Hedging |  |
Derivative |  |
Liability Derivatives Fair Value | 2.8 |
Designated as Hedging Instrument | Other Liabilities | Interest Rate Swaps | Cash Flow Hedging |  |
Derivative |  |
Liability Derivatives Fair Value | 4.6 | 7.0
Designated as Hedging Instrument | Other Liabilities | Interest Rate Swaps | Fair Value Hedging |  |
Derivative |  |
Liability Derivatives Fair Value | 2.6 | 5.7
Not Designated as Hedging Instrument |  |
Derivative |  |
Derivative, Notional Amount | 279.3 | 290.7
Not Designated as Hedging Instrument | Credit Default Swaps |  |
Derivative |  |
Derivative, Notional Amount |  | 11.6
Not Designated as Hedging Instrument | Forwards |  |
Derivative |  |
Derivative, Notional Amount | 59.5 | 41.7
Not Designated as Hedging Instrument | Interest Rate Swaps |  |
Derivative |  |
Derivative, Notional Amount | 148.2 | 148.2
Not Designated as Hedging Instrument | Total Return Swap |  |
Derivative |  |
Derivative, Notional Amount | 71.6 | 89.2
Not Designated as Hedging Instrument | Embedded Derivative in Modified Coinsurance Arrangement |  |
Derivative |  |
Derivative, Notional Amount | 0.0 | 0.0
Not Designated as Hedging Instrument | Other Long-term Investments |  |
Derivative |  |
Asset Derivatives Fair Value | 4.9 | 1.4
Not Designated as Hedging Instrument | Other Long-term Investments | Credit Default Swaps |  |
Derivative |  |
Asset Derivatives Fair Value |  | 0.0
Not Designated as Hedging Instrument | Other Long-term Investments | Forwards |  |
Derivative |  |
Asset Derivatives Fair Value | 4.9 | 0.0
Not Designated as Hedging Instrument | Other Long-term Investments | Interest Rate Swaps |  |
Derivative |  |
Asset Derivatives Fair Value | 0.0 | 1.4
Not Designated as Hedging Instrument | Other Long-term Investments | Total Return Swap |  |
Derivative |  |
Asset Derivatives Fair Value | 0.0 | 0.0
Not Designated as Hedging Instrument | Other Long-term Investments | Embedded Derivative in Modified Coinsurance Arrangement |  |
Derivative |  |
Asset Derivatives Fair Value | 0.0 | 0.0
Not Designated as Hedging Instrument | Other Liabilities |  |
Derivative |  |
Liability Derivatives Fair Value | 54.6 | 52.4
Not Designated as Hedging Instrument | Other Liabilities | Credit Default Swaps |  |
Derivative |  |
Liability Derivatives Fair Value |  | 0.0
Not Designated as Hedging Instrument | Other Liabilities | Forwards |  |
Derivative |  |
Liability Derivatives Fair Value | 0.0 | 0.0
Not Designated as Hedging Instrument | Other Liabilities | Interest Rate Swaps |  |
Derivative |  |
Liability Derivatives Fair Value | 20.3 | 22.3
Not Designated as Hedging Instrument | Other Liabilities | Total Return Swap |  |
Derivative |  |
Liability Derivatives Fair Value | 0.0 | 0.0
Not Designated as Hedging Instrument | Other Liabilities | Embedded Derivative in Modified Coinsurance Arrangement |  |
Derivative |  |
Liability Derivatives Fair Value | $ 34.3 | $ 30.1

X
- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 22 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226052-175313 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226000-175313 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI https://asc.fasb.org/extlink&oid=121570589&loc=SL51823488-111719 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959 + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeAsset
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI https://asc.fasb.org/extlink&oid=121570589&loc=SL51823488-111719 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226000-175313 Reference 5: http://www.xbrl.org/2003/role/exampleRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 22 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226052-175313 + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeLiability
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
Name: | us-gaap_DerivativeLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959 + Details
Name: | us-gaap_DerivativeNotionalAmount
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=us-gaap_OtherLongTermInvestmentsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=us-gaap_OtherLiabilitiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForwardContractsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_FairValueHedgingMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditDefaultSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_TotalReturnSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_EmbeddedDerivativeFinancialInstrumentsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |