XML 57 R46.htm IDEA: XBRL DOCUMENT v3.5.0.2
DERIVATIVE INSTRUMENTS (DETAILS) - USD ($)
$ in Thousands
Sep. 30, 2016
Dec. 31, 2015
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value $ 6,957 $ 6,467
Derivative Liability Fair Value 12,595 18,629
Other Assets [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 6,957 6,467
Other Liabilities [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 12,595 18,629
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 40,367 198,406
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 279 490
Investment Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 17 837
Investment Portfolio [Member] | Interest Rate Swap [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 0 0
Investment Portfolio [Member] | Interest Rate Swap [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 0 0
Investment Portfolio [Member] | Interest Rate Swap [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 0 0
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 560,477 692,023
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 25 1,582
Underwriting Portfolio [Member] | Foreign Exchange Forward Contracts [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 4,394 6,855
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 59,436 51,395
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 2,488 4,395
Underwriting Portfolio [Member] | Weather Related Derivative [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 8,184 10,937
Underwriting Portfolio [Member] | Commodity Contract [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 181,000 0
Underwriting Portfolio [Member] | Commodity Contract [Member] | Other Assets [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 4,165 0
Underwriting Portfolio [Member] | Commodity Contract [Member] | Other Liabilities [Member] | Not Designated as Hedging Instruments [Member]    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value $ 0 $ 0