XML 73 R62.htm IDEA: XBRL DOCUMENT v3.21.2
Derivative Instruments (Consolidated Balance Sheets and Fair Value of the Principal Derivative Instruments) (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Derivative Assets    
Gross Amounts of Recognized Assets $ 14,717 $ 46,349
Gross Amounts Offset in the Balance Sheet 0 1,116
Net Amounts of Assets Presented in the Balance Sheet 14,717 45,233
Collateral Received 0 0
Net Amount 14,717 45,233
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 25,204 23,292
Gross Amounts Offset in the Balance Sheet 0 932
Net Amounts of Liabilities Presented in the Balance Sheet 25,204 22,360
Collateral Pledged 761 1,620
Net Amount 24,443 20,740
Not Designated as Hedging Instrument | Other assets    
Derivative Assets    
Gross Amounts of Recognized Assets 12,413 26,396
Gross Amounts Offset in the Balance Sheet 0 1,116
Net Amounts of Assets Presented in the Balance Sheet 12,413 25,280
Collateral Received 0 0
Net Amount 12,413 25,280
Not Designated as Hedging Instrument | Other assets | Interest rate futures    
Derivative Assets    
Gross Amounts of Recognized Assets 1,156 1,019
Gross Amounts Offset in the Balance Sheet 0 863
Net Amounts of Assets Presented in the Balance Sheet 1,156 156
Collateral Received 0 0
Net Amount 1,156 156
Not Designated as Hedging Instrument | Other assets | Interest rate swaps    
Derivative Assets    
Gross Amounts of Recognized Assets 11 22
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 11 22
Collateral Received 0 0
Net Amount 11 22
Not Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, underwriting and non-investment operations    
Derivative Assets    
Gross Amounts of Recognized Assets 9,464 23,055
Gross Amounts Offset in the Balance Sheet 0 184
Net Amounts of Assets Presented in the Balance Sheet 9,464 22,871
Collateral Received 0 0
Net Amount 9,464 22,871
Not Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations    
Derivative Assets    
Gross Amounts of Recognized Assets 1,782 2,232
Gross Amounts Offset in the Balance Sheet 0 69
Net Amounts of Assets Presented in the Balance Sheet 1,782 2,163
Collateral Received 0 0
Net Amount 1,782 2,163
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 3,402  
Gross Amounts Offset in the Balance Sheet 0  
Net Amounts of Liabilities Presented in the Balance Sheet 3,402  
Collateral Pledged 0  
Net Amount 3,402  
Not Designated as Hedging Instrument | Other assets | Credit default swaps    
Derivative Assets    
Gross Amounts of Recognized Assets   68
Gross Amounts Offset in the Balance Sheet   0
Net Amounts of Assets Presented in the Balance Sheet   68
Collateral Received   0
Net Amount   68
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 57  
Gross Amounts Offset in the Balance Sheet 0  
Net Amounts of Liabilities Presented in the Balance Sheet 57  
Collateral Pledged 57  
Net Amount 0  
Not Designated as Hedging Instrument | Other assets | Total return swaps    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 258  
Gross Amounts Offset in the Balance Sheet 0  
Net Amounts of Liabilities Presented in the Balance Sheet 258  
Collateral Pledged 258  
Net Amount 0  
Not Designated as Hedging Instrument | Other liabilities    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 22,529 18,140
Gross Amounts Offset in the Balance Sheet 0 932
Net Amounts of Liabilities Presented in the Balance Sheet 22,529 17,208
Collateral Pledged 761 1,620
Net Amount 21,768 15,588
Not Designated as Hedging Instrument | Other liabilities | Interest rate futures    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 446 1,430
Gross Amounts Offset in the Balance Sheet 0 863
Net Amounts of Liabilities Presented in the Balance Sheet 446 567
Collateral Pledged 446 567
Net Amount 0 0
Not Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, underwriting and non-investment operations    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 18,366 12,791
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 18,366 12,791
Collateral Pledged 0 0
Net Amount 18,366 12,791
Not Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities   3,919
Gross Amounts Offset in the Balance Sheet   69
Net Amounts of Liabilities Presented in the Balance Sheet   3,850
Collateral Pledged   1,053
Net Amount   2,797
Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations    
Derivative Assets    
Gross Amounts of Recognized Assets 2,304 19,953
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Assets Presented in the Balance Sheet 2,304 19,953
Collateral Received 0 0
Net Amount 2,304 19,953
Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations    
Derivative Liabilities    
Gross Amounts of Recognized Liabilities 2,675 5,152
Gross Amounts Offset in the Balance Sheet 0 0
Net Amounts of Liabilities Presented in the Balance Sheet 2,675 5,152
Collateral Pledged 0 0
Net Amount $ 2,675 $ 5,152