XML 28 R81.htm IDEA: XBRL DOCUMENT
v2.4.1.9

Derivatives (Forward Contract Collateral) (Details) In Millions, unless otherwise specified | Mar. 31, 2015 USD ($) | Mar. 31, 2015 JPY (¥) | Dec. 31, 2014 USD ($) | Dec. 31, 2014 JPY (¥) | Mar. 31, 2015 Forward Contracts USD ($) Rating | Mar. 31, 2015 Forward Contracts SEK | Dec. 31, 2014 Forward Contracts USD ($) | Mar. 31, 2015 Interest Rate Cap Rating | Mar. 31, 2015 Standard & Poor's, A Rating Forward Contracts Barclays USD ($) | Dec. 31, 2014 Standard & Poor's, A Rating Forward Contracts Barclays USD ($) | Mar. 31, 2015 Standard & Poor's, A Rating Forward Contracts Deutsche Bank USD ($) | Dec. 31, 2014 Standard & Poor's, A Rating Forward Contracts Deutsche Bank USD ($) | Mar. 31, 2015 Standard & Poor's, A Rating Forward Contracts Goldman Sachs USD ($) | Dec. 31, 2014 Standard & Poor's, A Rating Forward Contracts Goldman Sachs USD ($) | Mar. 31, 2015 Standard & Poor's, A plus Forward Contracts JP Morgan USD ($) | Dec. 31, 2014 Standard & Poor's, A plus Forward Contracts JP Morgan USD ($) | Mar. 31, 2015 Standard & Poor's, AA- Rating Forward Contracts HSBC USD ($) | Dec. 31, 2014 Standard & Poor's, AA- Rating Forward Contracts HSBC USD ($) | Mar. 31, 2015 Standard & Poor's, AA- Rating Forward Contracts Royal Bank of Canada USD ($) | Dec. 31, 2014 Standard & Poor's, AA- Rating Forward Contracts Royal Bank of Canada USD ($)
--- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | ---
Derivative [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Notional amount | $ 1,000.0 invest_DerivativeNotionalAmount | ¥ 117,800.0 invest_DerivativeNotionalAmount | $ 1,100.0 invest_DerivativeNotionalAmount | ¥ 134,200.0 invest_DerivativeNotionalAmount | $ 56.5 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | 489.3 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | $ 33.1 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember |  | $ 6.3 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_BarclaysMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsARatingMember / 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 | $ 4.4 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_DeutscheBankMember / 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 | $ 10.9 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_GoldmanSachsMember / 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 | $ 7.3 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_JPMorganChaseMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAPlusRatingMember / 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 | $ 21.7 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_HsbcBankPlcMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / 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 | $ 5.9 invest_DerivativeNotionalAmount / us-gaap_CounterpartyNameAxis = wtm_RoyalBankOfCanadaMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / 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
Carrying Value |  |  |  |  | $ 0 wtm_UncollaterailizedBalanceOfForwardCurrencyDerivatives / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember |  | $ 0 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 | $ 0.1 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 | $ (0.1)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_HsbcBankPlcMember / us-gaap_CreditRatingStandardPoorsAxis = us-gaap_StandardPoorsAAMinusRatingMember / 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 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
S and P Credit Ratings |  |  |  |  | 23 wtm_SAndPCreditRatings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember | 23 wtm_SAndPCreditRatings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForwardContractsMember |  | 23 wtm_SAndPCreditRatings / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember |  |  |  |  |  |  |  |  |  |  |  |

X
- 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
Name: | invest_DerivativeNotionalAmount
Namespace Prefix: | invest_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Details
Name: | us-gaap_DerivativeLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

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

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