XML 88 R75.htm IDEA: XBRL DOCUMENT v3.19.1
Derivative Instruments (Consolidated Balance Sheets and Fair Value of the Principal Derivative Instruments) (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Other assets    
Derivative Assets    
Gross Amounts of Recognized Assets $ 13,223 $ 22,874
Gross Amounts Offset in the Balance Sheet 1,422 3,991
Net Amounts of Assets Presented in the Balance Sheet 11,801 18,883
Collateral 0 0
Net Amount 11,801 18,883
Other assets | Interest rate futures    
Derivative Assets    
Gross Amounts of Recognized Assets 1,263 2,361
Gross Amounts Offset in the Balance Sheet 1,206 1,660
Net Amounts of Assets Presented in the Balance Sheet 57 701
Collateral 0 0
Net Amount 57 701
Other assets | Interest rate swaps    
Derivative Assets    
Gross Amounts of Recognized Assets 6 860
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 6 860
Collateral 0 0
Net Amount 6 860
Other assets | Foreign currency forward contracts, underwriting and non-investment operations    
Derivative Assets    
Gross Amounts of Recognized Assets 10,490 16,459
Gross Amounts Offset in the Balance Sheet 152 2,260
Net Amounts of Assets Presented in the Balance Sheet 10,338 14,199
Collateral 0 0
Net Amount 10,338 14,199
Other assets | Foreign currency forward contracts, investment operations    
Derivative Assets    
Gross Amounts of Recognized Assets 743 3,194
Gross Amounts Offset in the Balance Sheet 64 71
Net Amounts of Assets Presented in the Balance Sheet 679 3,123
Collateral 0 0
Net Amount 679 3,123
Other assets | Credit default swaps    
Derivative Assets    
Gross Amounts of Recognized Assets 121  
Gross Amounts Offset in the Balance Sheet 0  
Net Amounts of Assets Presented in the Balance Sheet 121  
Collateral 0  
Net Amount 121  
Other assets | Total return swaps    
Derivative Assets    
Gross Amounts of Recognized Assets 600  
Gross Amounts Offset in the Balance Sheet 0  
Net Amounts of Assets Presented in the Balance Sheet 600  
Collateral 0  
Net Amount 600  
Other liabilities    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 7,357 8,225
Gross Amounts Offset in the Balance Sheet 1,373 1,741
Net Amounts of Liabilities Presented in the Balance Sheet 5,984 6,484
Collateral Pledged 2,184 2,076
Net Amount 3,800 4,408
Other liabilities | Interest rate futures    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 3,330 1,887
Gross Amounts Offset in the Balance Sheet 1,206 1,670
Net Amounts of Liabilities Presented in the Balance Sheet 2,124 217
Collateral Pledged 2,113 217
Net Amount 11 0
Other liabilities | Interest rate swaps    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 71 506
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 71 506
Collateral Pledged 71 254
Net Amount 0 252
Other liabilities | Foreign currency forward contracts, underwriting and non-investment operations    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 3,011 4,154
Gross Amounts Offset in the Balance Sheet 103 0
Net Amounts of Liabilities Presented in the Balance Sheet 2,908 4,154
Collateral Pledged 0 0
Net Amount 2,908 4,154
Other liabilities | Foreign currency forward contracts, investment operations    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 945 72
Gross Amounts Offset in the Balance Sheet 64 71
Net Amounts of Liabilities Presented in the Balance Sheet 881 1
Collateral Pledged 0 0
Net Amount $ 881 1
Other liabilities | Credit default swaps    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities   1,606
Gross Amounts Offset in the Balance Sheet   0
Net Amounts of Liabilities Presented in the Balance Sheet   1,606
Collateral Pledged   1,605
Net Amount   $ 1