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DERIVATIVE INSTRUMENTS - Balance sheet classification of derivatives recorded at fair value (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value $ 18,875 $ 3,174
Derivative liability fair value 11,486 13,637
Not Designated as Hedging Instruments | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 18,875 3,174
Not Designated as Hedging Instruments | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 11,486 13,637
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 105,781 68,998
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 2 0
Not Designated as Hedging Instruments | Investment Portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 2,364 1,405
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 1,197,012 1,038,630
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 18,873 3,174
Not Designated as Hedging Instruments | Underwriting Portfolio | Foreign exchange forward contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value 0 2,560
Not Designated as Hedging Instruments | Underwriting Portfolio | Other underwriting-related contracts    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative notional amount 75,000 85,000
Not Designated as Hedging Instruments | Underwriting Portfolio | Other underwriting-related contracts | Other assets    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative asset fair value 0 0
Not Designated as Hedging Instruments | Underwriting Portfolio | Other underwriting-related contracts | Other liabilities    
Derivative Fair Values on Consolidated Balance Sheet [Line Items]    
Derivative liability fair value $ 9,122 $ 9,672