XML 185 R117.htm IDEA: XBRL DOCUMENT
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Derivatives Derivatives (Forward Contracts Collateral) (Details) In Millions, unless otherwise specified | Dec. 31, 2014 USD ($) | Dec. 31, 2014 JPY (¥) | Dec. 31, 2014 Forward contracts USD ($) Rating | Dec. 31, 2014 Forward contracts SEK | Dec. 31, 2013 Forward contracts USD ($) | Dec. 31, 2014 Interest Rate Cap Rating | Dec. 31, 2014 Barclays [Member] A Forward contracts USD ($) | Dec. 31, 2013 Barclays [Member] A Forward contracts USD ($) | Dec. 31, 2014 Deutsche Bank [Member] A Forward contracts USD ($) | Dec. 31, 2013 Deutsche Bank [Member] A Forward contracts USD ($) | Dec. 31, 2014 Goldman Sachs [Member] A Forward contracts USD ($) | Dec. 31, 2013 Goldman Sachs [Member] A Forward contracts USD ($) | Dec. 31, 2014 HSBC Bank plc [Member] Standard & Poor's, AA- Rating [Member] Forward contracts USD ($) | Dec. 31, 2013 HSBC Bank plc [Member] Standard & Poor's, AA- Rating [Member] Forward contracts USD ($) | Dec. 31, 2014 J P Morgan Chase [Member] Standard & Poor's, A+ Rating [Member] Forward contracts USD ($) | Dec. 31, 2013 J P Morgan Chase [Member] Standard & Poor's, A+ Rating [Member] Forward contracts USD ($) | Dec. 31, 2014 Royal Bank of Canada [Member] Standard & Poor's, AA- Rating [Member] Forward contracts USD ($) | Dec. 31, 2013 Royal Bank of Canada [Member] Standard & Poor's, AA- Rating [Member] Forward contracts USD ($)
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Derivative [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
S&P Credit Ratings |  |  | 21 wtm_SAndPCreditRatings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | 21 wtm_SAndPCreditRatings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember |  | 21 wtm_SAndPCreditRatings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember |  |  |  |  |  |  |  |  |  |  |  |
Notional amount | $ 1,100.0 invest_DerivativeNotionalAmount | ¥ 134,200.0 invest_DerivativeNotionalAmount | $ 33.1 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | 257.5 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 20.4 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember |  | $ 2.1 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_BarclaysMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 5.8 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_BarclaysMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_DeutscheBankMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 7.7 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_DeutscheBankMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 8.7 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_GoldmanSachsMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 2.1 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_GoldmanSachsMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 11.2 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_HsbcBankPlcMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 3.3 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_HsbcBankPlcMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 5.7 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_JPMorganChaseMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAPlusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 1.3 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_JPMorganChaseMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAPlusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 5.4 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_RoyalBankOfCanadaMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0.2 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_RoyalBankOfCanadaMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember
Uncollaterailized Balance of Forward Currency Derivatives |  |  | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember |  | $ (0.1)wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember |  | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_BarclaysMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_BarclaysMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_DeutscheBankMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_DeutscheBankMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_GoldmanSachsMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_GoldmanSachsMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_HsbcBankPlcMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ (0.1)wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_HsbcBankPlcMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_JPMorganChaseMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAPlusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_JPMorganChaseMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAPlusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_RoyalBankOfCanadaMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_CounterpartyNameAxis = wtm_RoyalBankOfCanadaMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Details
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Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

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- Definition Represents the S&P creditworthiness heirarchy ratings used by the entity. + References No definition available. + Details
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Namespace Prefix: | wtm_
Data Type: | xbrli:integerItemType
Balance Type: | na
Period Type: | instant

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- Definition Uncollaterailized Balance of Forward Currency Derivatives + References No definition available. + Details
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Namespace Prefix: | wtm_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant