XML 59 R72.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivatives (Uncollateralized Amounts Due Under WM Life Re's OTC Derivative Contracts) (Details) (White Mountains Life Re, USD $)
In Millions, unless otherwise specified
Mar. 31, 2014
Rating
Dec. 31, 2013
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments $ 89.6 $ 69.2
Collertal provided to counterparty in cash 0 0
Collateral provided to counterparty in financial instruments 0 0.40
Net amount of exposure after effect of collateral 89.6 69.6
Excess collateral provided to counterparty in cash 20.4 44.1
Derivative, Collateral, Right to Reclaim Securities 14.3 22.8
Counter-party collateral held by WMLife Re - Cash 3.8 0.8
Net amount of exposure to counter-party 120.5 135.7
S and P Credit Ratings 21  
Standard & Poor's, A Rating | Bank of America [Member]
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 29.1 27.2
Collertal provided to counterparty in cash 0 0
Collateral provided to counterparty in financial instruments 0 0
Net amount of exposure after effect of collateral 29.1 27.2
Excess collateral provided to counterparty in cash 0 0
Derivative, Collateral, Right to Reclaim Securities 0 0
Counter-party collateral held by WMLife Re - Cash 0 0
Net amount of exposure to counter-party 29.1 27.2
Standard & Poor's, A Rating | Barclays
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 1.2  
Collertal provided to counterparty in cash 0  
Collateral provided to counterparty in financial instruments 0  
Net amount of exposure after effect of collateral 1.2  
Excess collateral provided to counterparty in cash 0  
Derivative, Collateral, Right to Reclaim Securities 0  
Counter-party collateral held by WMLife Re - Cash 0  
Net amount of exposure to counter-party 1.2  
Standard & Poor's, A Rating | Royal Bank of Scotland
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments   11.3
Collertal provided to counterparty in cash   0
Collateral provided to counterparty in financial instruments   0
Net amount of exposure after effect of collateral   11.3
Excess collateral provided to counterparty in cash   0
Derivative, Collateral, Right to Reclaim Securities   0
Counter-party collateral held by WMLife Re - Cash   0
Net amount of exposure to counter-party   11.3
Standard & Poor's, A Rating | Citigroup - OTC
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 24.2 19.4
Collertal provided to counterparty in cash 0 0
Collateral provided to counterparty in financial instruments 0 0
Net amount of exposure after effect of collateral 24.2 19.4
Excess collateral provided to counterparty in cash 0 2.3
Derivative, Collateral, Right to Reclaim Securities 0 0
Counter-party collateral held by WMLife Re - Cash 3.8 0
Net amount of exposure to counter-party 20.4 21.7
Standard & Poor's, A Rating | Citigroup Exchange Traded [Member]
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 0.4 1.2
Collertal provided to counterparty in cash 0 0
Collateral provided to counterparty in financial instruments 0 0
Net amount of exposure after effect of collateral 0.4 1.2
Excess collateral provided to counterparty in cash 10.9 19.8
Derivative, Collateral, Right to Reclaim Securities 0 0
Counter-party collateral held by WMLife Re - Cash 0 0
Net amount of exposure to counter-party 11.3 21.0
Standard & Poor's, A plus | Barclays
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments   1.4
Collertal provided to counterparty in cash   0
Collateral provided to counterparty in financial instruments   0
Net amount of exposure after effect of collateral   1.4
Excess collateral provided to counterparty in cash   0
Derivative, Collateral, Right to Reclaim Securities   0
Counter-party collateral held by WMLife Re - Cash   0
Net amount of exposure to counter-party   1.4
Standard & Poor's, A plus | JP Morgan
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 22.6 9.1
Collertal provided to counterparty in cash 0 0
Collateral provided to counterparty in financial instruments 0 0
Net amount of exposure after effect of collateral 22.6 9.1
Excess collateral provided to counterparty in cash 4.7 22.0
Derivative, Collateral, Right to Reclaim Securities 0 0
Counter-party collateral held by WMLife Re - Cash 0 0
Net amount of exposure to counter-party 27.3 31.1
Standard & Poor's, BBB+ Rating [Member] | Nomura [Member]
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 0.7 (0.4)
Collertal provided to counterparty in cash 0 0
Collateral provided to counterparty in financial instruments 0 0.40
Net amount of exposure after effect of collateral 0.7 0
Excess collateral provided to counterparty in cash 4.8 0
Derivative, Collateral, Right to Reclaim Securities 14.3 22.8
Counter-party collateral held by WMLife Re - Cash 0 0.8
Net amount of exposure to counter-party 19.8 22.0
Standard & Poor's, A- Rating | Royal Bank of Scotland
   
Credit risk on derivative instruments    
Excess collateral provided - Financial Instruments 11.4  
Collertal provided to counterparty in cash 0  
Collateral provided to counterparty in financial instruments 0  
Net amount of exposure after effect of collateral 11.4  
Excess collateral provided to counterparty in cash 0  
Derivative, Collateral, Right to Reclaim Securities 0  
Counter-party collateral held by WMLife Re - Cash 0  
Net amount of exposure to counter-party $ 11.4