XML 109 R84.htm IDEA: XBRL DOCUMENT v3.8.0.1
DERIVATIVE INSTRUMENTS - Balance sheet classification of derivatives recorded at fair value (Details) - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value $ 5,125 $ 16,897
Derivative Liability Fair Value 14,386 15,576
Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 5,125 16,897
Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 14,386 15,576
Investment Portfolio | Foreign exchange forward contracts | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 137,422 195,979
Investment Portfolio | Foreign exchange forward contracts | Other assets | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 10 12,331
Investment Portfolio | Foreign exchange forward contracts | Other liabilities | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 619 87
Investment Portfolio | Interest rate swaps | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 191,000 0
Investment Portfolio | Interest rate swaps | Other assets | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 448 0
Investment Portfolio | Interest rate swaps | Other liabilities | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 1,556 0
Underwriting Portfolio | Foreign exchange forward contracts | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 698,959 492,899
Underwriting Portfolio | Foreign exchange forward contracts | Other assets | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 4,667 2,034
Underwriting Portfolio | Foreign exchange forward contracts | Other liabilities | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 701 8,989
Underwriting Portfolio | Weather-related contracts | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 0 67,957
Underwriting Portfolio | Weather-related contracts | Other assets | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 0 2,532
Underwriting Portfolio | Weather-related contracts | Other liabilities | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 0 6,500
Underwriting Portfolio | Commodity contracts | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 0 0
Underwriting Portfolio | Commodity contracts | Other assets | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 0 0
Underwriting Portfolio | Commodity contracts | Other liabilities | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value 0 0
Underwriting Portfolio | Derivatives - Other underwriting-related derivatives | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Notional Amount 85,000 0
Underwriting Portfolio | Derivatives - Other underwriting-related derivatives | Other assets | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Asset Fair Value 0 0
Underwriting Portfolio | Derivatives - Other underwriting-related derivatives | Other liabilities | Not Designated as Hedging Instruments    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative Liability Fair Value $ 11,510 $ 0