Genworth Financial (GNW) 10-K 2 Mar 15 2014 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
	Dec. 31, 2014	Feb. 12, 2015	Jun. 30, 2014
Document Information [Line Items]
Document Type	10-K
Amendment Flag	FALSE
Document Period End Date	31-Dec-14
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	FY
Trading Symbol	GNW
Entity Registrant Name	GENWORTH FINANCIAL INC
Entity Central Index Key	1276520
Current Fiscal Year End Date	-19
Entity Well-known Seasoned Issuer	Yes
Entity Current Reporting Status	Yes
Entity Voluntary Filers	No
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		496,996,382
Entity Public Float			$8,600,000,000

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
In Millions, unless otherwise specified
Assets
Fixed maturity securities available-for-sale, at fair value	$62,447		$58,629
Equity securities available-for-sale, at fair value	282		341
Commercial mortgage loans	6,100		5,899
Restricted commercial mortgage loans related to securitization entities	201		233
Policy loans	1,501		1,434
Other invested assets	2,296		1,686
Restricted other invested assets related to securitization entities, at fair value	411		391
Total investments	73,238		68,613
Cash and cash equivalents	4,918		4,214		3,632
Accrued investment income	685		678
Deferred acquisition costs	5,042		5,278		5,036
Intangible assets	272		399
Goodwill	16		867		868
Reinsurance recoverable	17,346		17,219
Other assets	633		639
Separate account assets	9,208		10,138
Total assets	111,358		108,045
Liabilities and stockholders' equity
Future policy benefits	35,915		33,705
Policyholder account balances	26,043		25,528
Liability for policy and contract claims	8,043		7,204
Unearned premiums	3,986		4,107
Other liabilities ($45 and $50 of other liabilities are related to securitization entities)	3,604		4,096
Borrowings related to securitization entities ($85 and $75 are carried at fair value)	219		242
Non-recourse funding obligations	1,996		2,038
Long-term borrowings	4,639		5,161
Deferred tax liability	908		206
Separate account liabilities	9,208		10,138
Total liabilities	94,561		92,425
Commitments and contingencies
Stockholders' equity:
Class A common stock, $0.001 par value; 1.5 billion shares authorized; 585 million and 583 million shares issued as of December 31, 2014 and 2013, respectively; 497 million and 495 million shares outstanding as of December 31, 2014 and 2013, respectively	1		1
Additional paid-in capital	11,997		12,127
Net unrealized investment gains (losses):
Net unrealized gains (losses) on securities not other-than-temporarily impaired	2,431		914
Net unrealized gains (losses) on other-than-temporarily impaired securities	22		12
Net unrealized investment gains (losses)	2,453	[1]	926	[1]	2,638	[1]	1,485	[1]
Derivatives qualifying as hedges	2,070	[2]	1,319	[2]	1,909	[2]	2,009	[2]
Foreign currency translation and other adjustments	-77		297		655		553
Total accumulated other comprehensive income (loss)	4,446		2,542		5,202		4,047
Retained earnings	1,179		2,423
Treasury stock, at cost (88 million shares as of December 31, 2014 and 2013)	-2,700		-2,700
Total Genworth Financial, Inc.'s stockholders' equity	14,923		14,393
Noncontrolling interests	1,874		1,227
Total stockholders' equity	16,797		15,620		17,781		16,132
Total liabilities and stockholders' equity	$111,358		$108,045
[1]	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
[2]	See note 5 for additional information.

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Other liabilities, securitization entities	$45		$50
Borrowings related to securitization entities, fair value	$85	[1]	$75	[1]
Class A Common Stock, par value	$0.00		$0.00
Class A Common Stock, shares authorized	1,500,000,000		1,500,000,000
Class A Common Stock, shares issued	585,000,000		583,000,000
Class A Common Stock, shares outstanding	497,000,000		495,000,000
Treasury stock, shares	88,000,000		88,000,000
[1]	See note 18 for additional information related to consolidated securitization entities.

Consolidated_Statements_of_Inc

Consolidated Statements of Income (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Revenues:
Premiums	$5,431		$5,148		$5,041
Net investment income	3,242		3,271		3,343
Net investment gains (losses)	-20		-37		27
Insurance and investment product fees and other	912		1,021		1,229
Total revenues	9,565		9,403		9,640
Benefits and expenses:
Benefits and other changes in policy reserves	6,620		4,895		5,378
Interest credited	737		738		775
Acquisition and operating expenses, net of deferrals	1,585		1,659		1,594
Amortization of deferred acquisition costs and intangibles	571		569		722
Goodwill impairment	849		0		89
Interest expense	479		492		476
Total benefits and expenses	10,841		8,353		9,034
Income (loss) from continuing operations before income taxes	-1,276		1,050		606
Provision (benefit) for income taxes	-228		324		138
Income (loss) from continuing operations	-1,048		726		468
Income (loss) from discontinued operations, net of taxes	0		-12		57
Net income (loss)	-1,048		714		525
Less: net income attributable to noncontrolling interests	196		154		200
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	-1,244		560		325
Income (loss) from continuing operations available to Genworth Financial, Inc.'s common stockholders per common share:
Basic	($2.51)		$1.16		$0.55
Diluted	($2.51)		$1.15		$0.54
Net income (loss) available to Genworth Financial, Inc.'s common stockholders per common share:
Basic	($2.51)		$1.13		$0.66
Diluted	($2.51)		$1.12		$0.66
Weighted-average common shares outstanding:
Basic	496.4		493.6		491.6
Diluted	496.4	[1]	498.7	[1]	494.4	[1]
Supplemental disclosures:
Total other-than-temporary impairments	-9		-16		-62
Portion of other-than-temporary impairments included in other comprehensive income (loss)	0		-9		-44
Net other-than-temporary impairments	-9		-25		-106
Other investment gains (losses)	-11		-12		133
Net investment gains (losses)	($20)		($37)		$27
[1]	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the year ended December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the year ended December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.6 million would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the year ended December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million.

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Net income (loss)	($708)	[1]	($787)	[1]	$228	[1]	$219	[1]	$245	$148	$180	$141	($1,048)		$714		$525
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													1,573		-1,817		1,078
Net unrealized gains (losses) on other-than-temporarily impaired securities													10		66		78
Derivatives qualifying as hedges													751	[2]	-590	[2]	-100	[2]
Foreign currency translation and other adjustments													-537		-442		126
Total other comprehensive income (loss)													1,797		-2,783		1,182
Total comprehensive income (loss)													749		-2,069		1,707
Less: comprehensive income attributable to noncontrolling interests													32		31		227
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													$717		($2,100)		$1,480
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.
[2]	See note 5 for additional information.

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Stockholders' Equity (USD $)	Total		Common stock	Additional paid-in capital	Accumulated other comprehensive income (loss)	Retained earnings	Treasury stock, at cost	Total Genworth Financial, Inc.'s stockholders' equity	Noncontrolling interests
In Millions, unless otherwise specified
Balances at Dec. 31, 2011	$16,132		$1	$12,136	$4,047	$1,538	($2,700)	$15,022	$1,110
Comprehensive income (loss):
Net income (loss)	525		0	0	0	325	0	325	200
Net unrealized gains (losses) on securities not other-than-temporarily impaired	1,078		0	0	1,075	0	0	1,075	3
Net unrealized gains (losses) on other-than-temporarily impaired securities	78		0	0	78	0	0	78	0
Derivatives qualifying as hedges	-100	[1]	0	0	-100	0	0	-100	0
Foreign currency translation and other adjustments	126		0	0	102	0	0	102	24
Total comprehensive income (loss)	1,707							1,480	227
Dividends to noncontrolling interests	-50		0	0	0	0	0	0	-50
Stock-based compensation expense and exercises and other	-8		0	-9	0	0	0	-9	1
Balances at Dec. 31, 2012	17,781		1	12,127	5,202	1,863	-2,700	16,493	1,288
Repurchase of subsidiary shares	-43		0	0	0	0	0	0	-43
Comprehensive income (loss):
Net income (loss)	714		0	0	0	560	0	560	154
Net unrealized gains (losses) on securities not other-than-temporarily impaired	-1,817		0	0	-1,778	0	0	-1,778	-39
Net unrealized gains (losses) on other-than-temporarily impaired securities	66		0	0	66	0	0	66	0
Derivatives qualifying as hedges	-590	[1]	0	0	-590	0	0	-590	0
Foreign currency translation and other adjustments	-442		0	0	-358	0	0	-358	-84
Total comprehensive income (loss)	-2,069							-2,100	31
Dividends to noncontrolling interests	-52		0	0	0	0	0	0	-52
Stock-based compensation expense and exercises and other	3		0	0	0	0	0	0	3
Balances at Dec. 31, 2013	15,620		1	12,127	2,542	2,423	-2,700	14,393	1,227
Initial sale of subsidiary shares to noncontrolling interests	511		0	-145	-57	0	0	-202	713
Repurchase of subsidiary shares	-28		0	0	0	0	0	0	-28
Comprehensive income (loss):
Net income (loss)	-1,048		0	0	0	-1,244	0	-1,244	196
Net unrealized gains (losses) on securities not other-than-temporarily impaired	1,573		0	0	1,539	0	0	1,539	34
Net unrealized gains (losses) on other-than-temporarily impaired securities	10		0	0	10	0	0	10	0
Derivatives qualifying as hedges	751	[1]	0	0	751	0	0	751	0
Foreign currency translation and other adjustments	-537		0	0	-339	0	0	-339	-198
Total comprehensive income (loss)	749							717	32
Dividends to noncontrolling interests	-75		0	0	0	0	0	0	-75
Stock-based compensation expense and exercises and other	20		0	15	0	0	0	15	5
Balances at Dec. 31, 2014	$16,797		$1	$11,997	$4,446	$1,179	($2,700)	$14,923	$1,874
[1]	See note 5 for additional information.

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash flows from operating activities:
Net income (loss)	($1,048)	$714	$525
Less (income) loss from discontinued operations, net of taxes	0	12	-57
Adjustments to reconcile net income (loss) to net cash from operating activities:
Amortization of fixed maturity discounts and premiums and limited partnerships	-97	-97	-88
Net investment (gains) losses	20	37	-27
Charges assessed to policyholders	-777	-812	-801
Acquisition costs deferred	-473	-457	-611
Amortization of deferred acquisition costs and intangibles	571	569	722
Goodwill impairment	849	0	89
Deferred income taxes	-487	-79	82
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	206	-59	191
Stock-based compensation expense	30	41	26
Change in certain assets and liabilities:
Accrued investment income and other assets	-129	-43	-68
Insurance reserves	3,212	2,256	2,330
Current tax liabilities	-180	288	-234
Other liabilities, policy and contract claims and other policy-related balances	741	-1,039	-1,166
Cash from operating activities-discontinued operations	0	68	49
Net cash from operating activities	2,438	1,399	962
Cash flows from investing activities:
Fixed maturity securities	5,364	5,040	5,176
Commercial mortgage loans	765	896	891
Restricted commercial mortgage loans related to securitization entities	32	60	67
Proceeds from sales of investments:
Fixed maturity and equity securities	2,490	4,436	5,735
Purchases and originations of investments:
Fixed maturity and equity securities	-9,492	-10,805	-12,322
Commercial mortgage loans	-967	-873	-692
Other invested assets, net	-40	89	416
Policy loans, net	12	242	-29
Proceeds from sale of a subsidiary, net of cash transferred	0	365	77
Cash from investing activities-discontinued operations	0	-30	-41
Net cash from investing activities	-1,836	-580	-722
Cash flows from financing activities:
Deposits to universal life and investment contracts	2,993	2,999	2,810
Withdrawals from universal life and investment contracts	-2,588	-3,269	-2,781
Redemption and repurchase of non-recourse funding obligations	-42	-28	-1,056
Proceeds from the issuance of long-term debt	144	793	361
Repayment and repurchase of long-term debt	-621	-365	-322
Repayment of borrowings related to securitization entities	-32	-108	-72
Repurchase of subsidiary shares	-28	-43	0
Dividends paid to noncontrolling interests	-75	-52	-50
Proceeds from the sale of subsidiary shares to noncontrolling interests	517	0	0
Other, net	-63	-73	54
Cash from financing activities-discontinued operations	0	-3	-45
Net cash from financing activities	205	-149	-1,101
Effect of exchange rate changes on cash and cash equivalents	-103	-109	26
Net change in cash and cash equivalents	704	561	-835
Cash and cash equivalents at beginning of period	4,214	3,653	4,488
Cash and cash equivalents at end of period	4,918	4,214	3,653
Less cash and cash equivalents of discontinued operations at end of period	0	0	21
Cash and cash equivalents at end of year	$4,918	$4,214	$3,632

Nature_of_Business_and_Formati

Nature of Business and Formation of Genworth	12 Months Ended
	Dec. 31, 2014
Nature of Business and Formation of Genworth	(1) Nature of Business and Formation of Genworth
	Genworth Holdings, Inc. (“Genworth Holdings”) (formerly known as Genworth Financial, Inc.) was incorporated in Delaware in 2003 in preparation for an initial public offering (“IPO”) of Genworth common stock, which was completed on May 28, 2004. On April 1, 2013, Genworth Holdings completed a holding company reorganization pursuant to which Genworth Holdings became a direct, 100% owned subsidiary of a new public holding company that it had formed. The new public holding company was incorporated in Delaware on December 5, 2012, in connection with the reorganization, under the name Sub XLVI, Inc., and was renamed Genworth Financial, Inc. (“Genworth Financial”) upon the completion of the reorganization.
	References to “Genworth,” the “Company,” “we” or “our” in the accompanying consolidated financial statements and these notes thereto have the following meanings, unless the context otherwise requires:
		•	For periods prior to April 1, 2013: Genworth Holdings and its subsidiaries
		•	For periods from and after April 1, 2013: Genworth Financial and its subsidiaries
	The accompanying financial statements include on a consolidated basis the accounts of Genworth and our affiliate companies in which we hold a majority voting interest or where we are the primary beneficiary of a variable interest entity (“VIE”). All intercompany accounts and transactions have been eliminated in consolidation.
	We have the following operating segments:
		•	U.S. Life Insurance. We offer and manage a variety of insurance and fixed annuity products in the United States. Our primary products include long-term care insurance, life insurance and fixed annuities.
		•	International Mortgage Insurance. We are a leading provider of mortgage insurance products and related services in Canada and Australia and also participate in select European and other countries. Our products predominantly insure prime-based, individually underwritten residential mortgage loans, also known as flow mortgage insurance. We also selectively provide mortgage insurance on a structured, or bulk, basis that aids in the sale of mortgages to the capital markets and helps lenders manage capital and risk. Additionally, we offer services, analytical tools and technology that enable lenders to operate efficiently and manage risk.
		•	U.S. Mortgage Insurance. In the United States, we offer mortgage insurance products predominantly insuring prime-based, individually underwritten residential mortgage loans, also known as flow mortgage insurance. We selectively provide mortgage insurance on a bulk basis with essentially all of our bulk writings being prime-based. Additionally, we offer services, analytical tools and technology that enable lenders to operate efficiently and manage risk.
		•	International Protection. We provide payment protection coverages (referred to as lifestyle protection) in multiple European countries and have operations in select other countries. Our lifestyle protection insurance products primarily help consumers meet specified payment obligations should they become unable to pay due to accident, illness, involuntary unemployment, disability or death.
		•	Runoff. The Runoff segment includes the results of non-strategic products which are no longer actively sold. Our non-strategic products primarily include our variable annuity, variable life insurance, institutional, corporate-owned life insurance and other accident and health insurance products. Institutional products consist of: funding agreements, funding agreements backing notes (“FABNs”) and guaranteed investment contracts (“GICs”). We no longer offer retail and group variable annuities but continue to service our existing blocks of business.
	We also have Corporate and Other activities which include debt financing expenses that are incurred at the Genworth Holdings level, unallocated corporate income and expenses, eliminations of inter-segment transactions and the results of other businesses that are managed outside of our operating segments, including discontinued operations. See note 25 for additional information related to discontinued operations.

Summary_of_Significant_Account

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2014
Summary of Significant Accounting Policies	(2) Summary of Significant Accounting Policies
	Our consolidated financial statements have been prepared on the basis of U.S. generally accepted accounting principles (“U.S. GAAP”). Preparing financial statements in conformity with U.S. GAAP requires us to make estimates and assumptions that affect reported amounts and related disclosures. Actual results could differ from those estimates. Certain prior year amounts have been reclassified to conform to the current year presentation.
	a) Premiums
	For traditional long-duration insurance contracts, we report premiums as earned when due. For short-duration insurance contracts, we report premiums as revenue over the terms of the related insurance policies on a pro-rata basis or in proportion to expected claims.
	For single premium mortgage insurance contracts, we report premiums over the estimated policy life in accordance with the expected pattern of risk emergence as further described in our accounting policy for unearned premiums. In addition, we have a practice of refunding the post-delinquent premiums in our U.S. mortgage insurance business to the insured party if the delinquent loan goes to claim. We record a liability for premiums received on the delinquent loans where our practice is to refund post-delinquent premiums.
	Premiums received under annuity contracts without significant mortality risk and premiums received on investment and universal life insurance products are not reported as revenues but rather as deposits and are included in liabilities for policyholder account balances.
	b) Net Investment Income and Net Investment Gains and Losses
	Investment income is recognized when earned. Income or losses upon call or prepayment of available-for-sale fixed maturity securities is recognized in net investment income, except for hybrid securities where the income or loss upon call is recognized in net investment gains and losses. Investment gains and losses are calculated on the basis of specific identification.
	Investment income on mortgage-backed and asset-backed securities is initially based upon yield, cash flow and prepayment assumptions at the date of purchase. Subsequent revisions in those assumptions are recorded using the retrospective or prospective method. Under the retrospective method used for mortgage-backed and asset-backed securities of high credit quality (ratings equal to or greater than “AA” or that are backed by a U.S. agency) which cannot be contractually prepaid in such a manner that we would not recover a substantial portion of the initial investment, amortized cost of the security is adjusted to the amount that would have existed had the revised assumptions been in place at the date of purchase. The adjustments to amortized cost are recorded as a charge or credit to net investment income. Under the prospective method, which is used for all other mortgage-backed and asset-backed securities, future cash flows are estimated and interest income is recognized going forward using the new internal rate of return.
	c) Insurance and Investment Product Fees and Other
	Insurance and investment product fees and other consist primarily of insurance charges assessed on universal and term universal life insurance contracts and fees assessed against customer account values. For universal and term universal life insurance contracts, charges to policyholder accounts for cost of insurance are recognized as revenue when due. Variable product fees are charged to variable annuity contractholders and variable life insurance policyholders based upon the daily net assets of the contractholder’s and policyholder’s account values and are recognized as revenue when charged. Policy surrender fees are recognized as income when the policy is surrendered.
	d) Investment Securities
	At the time of purchase, we designate our investment securities as either available-for-sale or trading and report them in our consolidated balance sheets at fair value. Our portfolio of fixed maturity securities comprises primarily investment grade securities. Changes in the fair value of available-for-sale investments, net of the effect on deferred acquisition costs (“DAC”), present value of future profits (“PVFP”), benefit reserves and deferred income taxes, are reflected as unrealized investment gains or losses in a separate component of accumulated other comprehensive income (loss). Realized and unrealized gains and losses related to trading securities are reflected in net investment gains (losses). Trading securities are included in other invested assets in our consolidated balance sheets and primarily represent fixed maturity securities where we utilized the fair value option.
	Other-Than-Temporary Impairments On Available-For-Sale Securities
	As of each balance sheet date, we evaluate securities in an unrealized loss position for other-than-temporary impairments. For debt securities, we consider all available information relevant to the collectability of the security, including information about past events, current conditions, and reasonable and supportable forecasts, when developing the estimate of cash flows expected to be collected. More specifically for mortgage-backed and asset-backed securities, we also utilize performance indicators of the underlying assets including default or delinquency rates, loan to collateral value ratios, third-party credit enhancements, current levels of subordination, vintage and other relevant characteristics of the security or underlying assets to develop our estimate of cash flows. Estimating the cash flows expected to be collected is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the underlying collateral. Where possible, this data is benchmarked against third-party sources.
	We recognize other-than-temporary impairments on debt securities in an unrealized loss position when one of the following circumstances exists:
		•	we do not expect full recovery of our amortized cost based on the estimate of cash flows expected to be collected,
		•	we intend to sell a security or
		•	it is more likely than not that we will be required to sell a security prior to recovery.
	For other-than-temporary impairments recognized during the period, we present the total other-than-temporary impairments, the portion of other-than-temporary impairments included in other comprehensive income (loss) (“OCI”) and the net other-than-temporary impairments as supplemental disclosure presented on the face of our consolidated statements of income.
	Total other-than-temporary impairments are calculated as the difference between the amortized cost and fair value that emerged in the current period. For other-than-temporarily impaired securities where we do not intend to sell the security and it is not more likely than not that we will be required to sell the security prior to recovery, total other-than-temporary impairments are adjusted by the portion of other-than-temporary impairments recognized in OCI (“non-credit”). Net other-than-temporary impairments recorded in net income (loss) represent the credit loss on the other-than-temporarily impaired securities with the offset recognized as an adjustment to the amortized cost to determine the new amortized cost basis of the securities.
	For securities that were deemed to be other-than-temporarily impaired and a non-credit loss was recorded in OCI, the amount recorded as an unrealized gain (loss) represents the difference between the current fair value and the new amortized cost for each period presented. The unrealized gain (loss) on an other-than-temporarily impaired security is recorded as a separate component in OCI until the security is sold or until we record an other-than-temporary impairment where we intend to sell the security or will be required to sell the security prior to recovery.
	To estimate the amount of other-than-temporary impairment attributed to credit losses on debt securities where we do not intend to sell the security and it is not more likely than not that we will be required to sell the security prior to recovery, we determine our best estimate of the present value of the cash flows expected to be collected from a security using the effective yield on the security prior to recording any other-than-temporary impairment. If the present value of the discounted cash flows is lower than the amortized cost of the security, the difference between the present value and amortized cost represents the credit loss associated with the security with the remaining difference between fair value and amortized cost recorded as a non-credit other-than-temporary impairment in OCI.
	The evaluation of other-than-temporary impairments is subject to risks and uncertainties and is intended to determine the appropriate amount and timing for recognizing an impairment charge. The assessment of whether such impairment has occurred is based on management’s best estimate of the cash flows expected to be collected at the individual security level. We regularly monitor our investment portfolio to ensure that securities that may be other-than-temporarily impaired are identified in a timely manner and that any impairment charge is recognized in the proper period.
	While the other-than-temporary impairment model for debt securities generally includes fixed maturity securities, there are certain hybrid securities that are classified as fixed maturity securities where the application of a debt impairment model depends on whether there has been any evidence of deterioration in credit of the issuer, such as a downgrade to below investment grade. Under certain circumstances, evidence of deterioration in credit of the issuer may result in the application of the equity securities impairment model.
	For equity securities, we recognize an impairment charge in the period in which we determine that the security will not recover to book value within a reasonable period. We determine what constitutes a reasonable period on a security-by-security basis based upon consideration of all the evidence available to us, including the magnitude of an unrealized loss and its duration. In any event, this period does not exceed 18 months for common equity securities. We measure other-than-temporary impairments based upon the difference between the amortized cost of a security and its fair value.
	e) Fair Value Measurements
	Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. We have fixed maturity, equity and trading securities, derivatives, embedded derivatives, securities held as collateral, separate account assets and certain other financial instruments, which are carried at fair value.
	Fair value measurements are based upon observable and unobservable inputs. Observable inputs reflect market data obtained from independent sources, while unobservable inputs reflect our view of market assumptions in the absence of observable market information. We utilize valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs. All assets and liabilities carried at fair value are classified and disclosed in one of the following three categories:
		•	Level 1—Quoted prices for identical instruments in active markets.
		•	Level 2—Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations whose inputs are observable or whose significant value drivers are observable.
		•	Level 3—Instruments whose significant value drivers are unobservable.
	Level 1 primarily consists of financial instruments whose value is based on quoted market prices such as exchange-traded derivatives and actively traded mutual fund investments.
	Level 2 includes those financial instruments that are valued using industry-standard pricing methodologies, models or other valuation methodologies. These models are primarily industry-standard models that consider various inputs, such as interest rate, credit spread and foreign exchange rates for the underlying financial instruments. All significant inputs are observable, or derived from observable, information in the marketplace or are supported by observable levels at which transactions are executed in the marketplace. Financial instruments in this category primarily include: certain public and private corporate fixed maturity and equity securities; government or agency securities; certain mortgage-backed and asset-backed securities; securities held as collateral; and certain non-exchange-traded derivatives such as interest rate or cross currency swaps.
	Level 3 comprises financial instruments whose fair value is estimated based on industry-standard pricing methodologies and internally developed models utilizing significant inputs not based on, nor corroborated by, readily available market information. In limited instances, this category may also utilize non-binding broker quotes. This category primarily consists of certain less liquid fixed maturity, equity and trading securities and certain derivative instruments or embedded derivatives where we cannot corroborate the significant valuation inputs with market observable data.
	As of each reporting period, all assets and liabilities recorded at fair value are classified in their entirety based on the lowest level of input that is significant to the fair value measurement. Our assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the asset or liability, such as the relative impact on the fair value as a result of including a particular input. We review the fair value hierarchy classifications each reporting period. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in and out of Level 3 at the beginning fair value for the reporting period in which the changes occur. See note 17 for additional information related to fair value measurements.
	f) Commercial Mortgage Loans
	The carrying value of commercial mortgage loans is stated at original cost, net of principal payments, amortization and allowance for loan losses. Interest on loans is recognized on an accrual basis at the applicable interest rate on the principal amount outstanding. Loan origination fees and direct costs, as well as premiums and discounts, are amortized as level yield adjustments over the respective loan terms. Unamortized net fees or costs are recognized upon early repayment of the loans. Loan commitment fees are deferred and amortized on an effective yield basis over the term of the loan. Commercial mortgage loans are considered past due when contractual payments have not been received from the borrower by the required payment date.
	“Impaired” loans are defined by U.S. GAAP as loans for which it is probable that the lender will be unable to collect all amounts due according to original contractual terms of the loan agreement. In determining whether it is probable that we will be unable to collect all amounts due, we consider current payment status, debt service coverage ratios, occupancy levels and current loan-to-value. Impaired loans are carried on a non-accrual status. Loans are placed on non-accrual status when, in management’s opinion, the collection of principal or interest is unlikely, or when the collection of principal or interest is 90 days or more past due. Income on impaired loans is not recognized until the loan is sold or the cash received exceeds the carrying amount recorded.
	We evaluate the impairment of commercial mortgage loans first on an individual loan basis. If an individual loan is not deemed impaired, then we evaluate the remaining loans collectively to determine whether an impairment should be recorded.
	For individually impaired loans, we record an impairment charge when it is probable that a loss has been incurred. The impairment is recorded as an increase in the allowance for loan losses. All losses of principal are charged to the allowance for loan losses in the period in which the loan is deemed to be uncollectible.
	For loans that are not individually impaired where we evaluate the loans collectively, the allowance for loan losses is maintained at a level that we determine is adequate to absorb estimated probable incurred losses in the loan portfolio. Our process to determine the adequacy of the allowance utilizes an analytical model based on historical loss experience adjusted for current events, trends and economic conditions that would result in a loss in the loan portfolio over the next 12 months. Key inputs into our evaluation include debt service coverage ratios, loan-to-value, property-type, occupancy levels, geographic region, and probability weighting of the scenarios generated by the model. The actual amounts realized could differ in the near term from the amounts assumed in arriving at the allowance for loan losses reported in the consolidated financial statements. Additions and reductions to the allowance through periodic provisions or benefits are recorded in net investment gains (losses).
	For commercial mortgage loans classified as held-for-sale, each loan is carried at the lower of cost or market and is included in commercial mortgage loans in our consolidated balance sheets. See note 4 for additional disclosures related to commercial mortgage loans.
	g) Securities Lending Activity
	In the United States and Canada, we engage in certain securities lending transactions for the purpose of enhancing the yield on our investment securities portfolio. We maintain effective control over all loaned securities and, therefore, continue to report such securities as fixed maturity securities on the consolidated balance sheets. We are currently indemnified against counterparty credit risk by the intermediary.
	Under the securities lending program in the United States, the borrower is required to provide collateral, which can consist of cash or government securities, on a daily basis in amounts equal to or exceeding 102% of the applicable securities loaned. Currently, we only accept cash collateral from borrowers under the program. Cash collateral received by us on securities lending transactions is reflected in other invested assets with an offsetting liability recognized in other liabilities for the obligation to return the collateral. Any cash collateral received is reinvested by our custodian based upon the investment guidelines provided within our agreement. In the United States, the reinvested cash collateral is primarily invested in a money market fund approved by the National Association of Insurance Commissioners (“NAIC”), U.S. and foreign government securities, U.S. government agency securities, asset-backed securities and corporate debt securities. As of December 31, 2014 and 2013, the fair value of securities loaned under our securities lending program in the United States was $288 million and $191 million, respectively. As of December 31, 2014 and 2013, the fair value of collateral held under our securities lending program in the United States was $289 million and $187 million, respectively, and the offsetting obligation to return collateral of $299 million and $199 million, respectively, was included in other liabilities in the consolidated balance sheets. We did not have any non-cash collateral provided by the borrower in our securities lending program in the United States as of December 31, 2014 and 2013.
	Under our securities lending program in Canada, the borrower is required to provide collateral consisting of government securities on a daily basis in amounts equal to or exceeding 105% of the fair value of the applicable securities loaned. Securities received from counterparties as collateral are not recorded on our consolidated balance sheet given that the risk and rewards of ownership is not transferred from the counterparties to us in the course of such transactions. Additionally, there was no cash collateral as cash collateral is not permitted as an acceptable form of collateral under the program. In Canada, the lending institution must be included on the approved Securities Lending Borrowers List with the Canadian regulator and the intermediary must be rated at least “AA-” by Standard & Poor’s Financial Services LLC. As of December 31, 2014 and 2013, the fair value of securities loaned under our securities lending program in Canada was $371 million and $229 million, respectively.
	h) Repurchase Agreements
	We have a repurchase program in which we sell an investment security at a specified price and agree to repurchase that security at another specified price at a later date. Repurchase agreements are treated as collateralized financing transactions and are carried at the amounts at which the securities will be subsequently reacquired, including accrued interest, as specified in the respective agreement. The market value of securities to be repurchased is monitored and collateral levels are adjusted where appropriate to protect the counterparty against credit exposure. Cash received is invested in fixed maturity securities. As of December 31, 2014 and 2013, the fair value of securities pledged under the repurchase program was $592 million and $890 million, respectively, and the repurchase obligation of $553 million and $919 million, respectively, was included in other liabilities in the consolidated balance sheets.
	i) Cash and Cash Equivalents
	Certificates of deposit, money market funds and other time deposits with original maturities of 90 days or less are considered cash equivalents in the consolidated balance sheets and consolidated statements of cash flows. Items with maturities greater than 90 days but less than one year at the time of acquisition are considered short-term investments.
	j) Deferred Acquisition Costs
	Acquisition costs include costs that are directly related to the successful acquisition of new or renewal insurance contracts. Acquisition costs are deferred and amortized to the extent they are recoverable from future profits.
	Long-Duration Contracts. Acquisition costs include commissions in excess of ultimate renewal commissions and for contracts issued, certain other costs such as underwriting, medical inspection and issuance expenses. DAC for traditional long-duration insurance contracts, including term life and long-term care insurance, is amortized as a level percentage of premiums based on assumptions, including, investment returns, health care experience (including type of care and cost of care), policyholder persistency or lapses (i.e., the probability that a policy or contract will remain in-force from one period to the next), insured life expectancy or longevity, insured morbidity (i.e., frequency and severity of claim, including claim termination rates and benefit utilization rates) and expenses, established when the contract is issued. Amortization is adjusted each period to reflect actual lapse or termination rates.
	Amortization for deferred annuity and universal life insurance contracts is based on expected gross profits. Expected gross profits are adjusted quarterly to reflect actual experience to date or for changes in underlying assumptions relating to future gross profits. Estimates of gross profits for DAC amortization are based on assumptions including interest rates, policyholder persistency or lapses, insured life expectancy or longevity and expenses.
	Short-Duration Contracts. Acquisition costs primarily consist of commissions and premium taxes and are amortized ratably over the terms of the underlying policies.
	We regularly review our assumptions and test DAC for recoverability at least annually. For deferred annuity and universal life insurance contracts, if the present value of expected future gross profits is less than the unamortized DAC for a line of business, a charge to income is recorded for additional DAC amortization. For traditional long-duration and short-duration contracts, if the benefit reserve plus anticipated future premiums and interest income for a line of business are less than the current estimate of future benefits and expenses (including any unamortized DAC), a charge to income is recorded for additional DAC amortization or for increased benefit reserves. See note 6 for additional information related to DAC including loss recognition and recoverability.
	k) Intangible Assets
	Present Value of Future Profits. In conjunction with the acquisition of a block of insurance policies or investment contracts, a portion of the purchase price is assigned to the right to receive future gross profits arising from existing insurance and investment contracts. This intangible asset, called PVFP, represents the actuarially estimated present value of future cash flows from the acquired policies. PVFP is amortized, net of accreted interest, in a manner similar to the amortization of DAC.
	We regularly review our PVFP assumptions and periodically test PVFP for recoverability similar to our treatment of DAC. See note 7 for additional information related to PVFP including loss recognition and recoverability.
	Deferred Sales Inducements to Contractholders. We defer sales inducements to contractholders for features on variable annuities that entitle the contractholder to an incremental amount to be credited to the account value upon making a deposit, and for fixed annuities with crediting rates higher than the contract’s expected ongoing crediting rates for periods after the inducement. Deferred sales inducements to contractholders are reported as a separate intangible asset and amortized in benefits and other changes in policy reserves using the same methodology and assumptions used to amortize DAC.
	Other Intangible Assets. We amortize the costs of other intangibles over their estimated useful lives unless such lives are deemed indefinite. Amortizable intangible assets are tested for impairment based on undiscounted cash flows, which requires the use of estimates and judgment, and, if impaired, written down to fair value based on either discounted cash flows or appraised values. Intangible assets with indefinite lives are tested at least annually for impairment using a qualitative or quantitative assessment and are written down to fair value as required.
	l) Goodwill
	Goodwill is not amortized but is tested for impairment annually or between annual tests if an event occurs or circumstances change that would more likely than not reduce the fair value of the reporting unit below its carrying value. We are permitted to utilize a qualitative impairment assessment if the fair value of the reporting unit is not more likely than not lower than its carrying value. If a qualitative impairment assessment is not performed, we are required to determine the fair value of the reporting unit. The determination of fair value requires the use of estimates and judgment, at the “reporting unit” level. A reporting unit is the operating segment, or a business, one level below that operating segment (the “component” level) if discrete financial information is prepared and regularly reviewed by management at the component level. If the reporting unit’s fair value is below its carrying value, we must determine the amount of implied goodwill that would be established if the reporting unit was hypothetically purchased on the impairment assessment date. We recognize an impairment charge for any amount by which the carrying amount of a reporting unit’s goodwill exceeds the amount of implied goodwill.
The determination of fair value for our reporting units is primarily based on an income approach whereby we use discounted cash flows for each reporting unit. When available and as appropriate, we use market approaches or other valuation techniques to corroborate discounted cash flow results. The discounted cash flow model used for each reporting unit is based on either operating income or statutory distributable income, depending on the reporting unit being valued.
The cash flows used to determine fair value are dependent on a number of significant management assumptions based on our historical experience, our expectations of future performance and expected economic environment. Our estimates are subject to change given the inherent uncertainty in predicting future performance and cash flows, which are impacted by such things as policyholder behavior, competitor pricing, new product introductions and specific industry and market conditions. Additionally, the discount rate used in our discounted cash flow approach is based on management’s judgment of the appropriate rate for each reporting unit based on the relative risk associated with the projected cash flows.
See note 8 for additional information related to goodwill and impairments recorded.
m) Reinsurance
Premium revenue, benefits and acquisition and operating expenses, net of deferrals, are reported net of the amounts relating to reinsurance ceded to and assumed from other companies. Amounts due from reinsurers for incurred and estimated future claims are reflected in the reinsurance recoverable asset. Amounts received from reinsurers that represent recovery of acquisition costs are netted against DAC so that the net amount is capitalized. The cost of reinsurance is accounted for over the terms of the related treaties using assumptions consistent with those used to account for the underlying reinsured policies. Premium revenue, benefits and acquisition and operating expenses, net of deferrals, for reinsurance contracts that do not qualify for reinsurance accounting are accounted for under the deposit method of accounting.
n) Derivatives
Derivative instruments are used to manage risk through one of four principal risk management strategies including: (i) liabilities; (ii) invested assets; (iii) portfolios of assets or liabilities; and (iv) forecasted transactions.
On the date we enter into a derivative contract, management designates the derivative as a hedge of the identified exposure (fair value, cash flow or foreign currency). If a derivative does not qualify for hedge accounting, the changes in its fair value and all scheduled periodic settlement receipts and payments are reported in income.
We formally document all relationships between hedging instruments and hedged items, as well as our risk management objective and strategy for undertaking various hedge transactions. In this documentation, we specifically identify the asset, liability or forecasted transaction that has been designated as a hedged item, state how the hedging instrument is expected to hedge the risks related to the hedged item, and set forth the method that will be used to retrospectively and prospectively assess the hedging instrument’s effectiveness and the method that will be used to measure hedge ineffectiveness. We generally determine hedge effectiveness based on total changes in fair value of the hedged item attributable to the hedged risk and the total changes in fair value of the derivative instrument.
We discontinue hedge accounting prospectively when: (i) it is determined that the derivative is no longer effective in offsetting changes in the fair value or cash flows of a hedged item; (ii) the derivative expires or is sold, terminated or exercised; (iii) the derivative is de-designated as a hedge instrument; or (iv) it is no longer probable that the forecasted transaction will occur.
For all qualifying and highly effective cash flow hedges, the effective portion of changes in fair value of the derivative instrument is reported as a component of OCI. The ineffective portion of changes in fair value of the derivative instrument is reported as a component of income. When hedge accounting is discontinued because it is probable that a forecasted transaction will not occur, the derivative continues to be carried in the consolidated balance sheets at its fair value, and gains and losses that were accumulated in OCI are recognized immediately in income. When the hedged forecasted transaction is no longer probable, but is reasonably possible, the accumulated gain or loss remains in OCI and is recognized when the transaction affects income; however, prospective hedge accounting for the transaction is terminated. In all other situations in which hedge accounting is discontinued on a cash flow hedge, amounts previously deferred in OCI are reclassified into income when income is impacted by the variability of the cash flow of the hedged item.
For all qualifying and highly effective fair value hedges, the changes in fair value of the derivative instrument are reported in income. In addition, changes in fair value attributable to the hedged portion of the underlying instrument are reported in income. When hedge accounting is discontinued because it is determined that the derivative no longer qualifies as an effective fair value hedge, the derivative continues to be carried in the consolidated balance sheets at its fair value, but the hedged asset or liability will no longer be adjusted for changes in fair value. In all other situations in which hedge accounting is discontinued, the derivative is carried at its fair value in the consolidated balance sheets, with changes in its fair value recognized in current period income.
We may enter into contracts that are not themselves derivative instruments but contain embedded derivatives. For each contract, we assess whether the economic characteristics of the embedded derivative are clearly and closely related to those of the host contract and determine whether a separate instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument.
If it is determined that the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and that a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract and accounted for as a stand-alone derivative. Such embedded derivatives are recorded in the consolidated balance sheets at fair value and are classified consistent with their host contract. Changes in their fair value are recognized in current period income. If we are unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried in the consolidated balance sheets at fair value, with changes in fair value recognized in current period income.
Changes in the fair value of non-qualifying derivatives, including embedded derivatives, changes in fair value of certain derivatives and related hedged items in fair value hedge relationships and hedge ineffectiveness on cash flow hedges are reported in net investment gains (losses).
The majority of our derivative arrangements require the posting of collateral upon meeting certain net exposure thresholds. The amounts recognized for derivative counterparty collateral received by us was recorded in cash and cash equivalents with a corresponding amount recorded in other liabilities to represent our obligation to return the collateral retained by us. We also receive non-cash collateral that is not recognized in our balance sheet unless we exercise our right to sell or re-pledge the underlying asset. As of December 31, 2014 and 2013, the fair value of non-cash collateral received was $287 million and $70 million, respectively, and the underlying assets were not sold or re-pledged. Additionally, we have pledged $49 million and $394 million of fixed maturity securities as of December 31, 2014 and 2013, respectively. We have not pledged any cash as collateral to derivative counterparties. Fixed maturity securities that we pledge as collateral remain on our balance sheet within fixed maturity securities available-for-sale. Any cash collateral pledged to a derivative counterparty is derecognized with a receivable recorded in other assets for the right to receive our cash collateral back from the counterparty.
o) Separate Accounts and Related Insurance Obligations
Separate account assets represent funds for which the investment income and investment gains and losses accrue directly to the contractholders and are reflected in our consolidated balance sheets at fair value, reported as summary total separate account assets with an equivalent summary total reported for liabilities. Amounts assessed against the contractholders for mortality, administrative and other services are included in revenues. Changes in liabilities for minimum guarantees are included in benefits and other changes in policy reserves. Net investment income, net investment gains (losses) and the related liability changes associated with the separate account are offset within the same line item in the consolidated statements of income. There were no gains or losses on transfers of assets from the general account to the separate account.
We offer certain minimum guarantees associated with our variable annuity contracts. Our variable annuity contracts usually contain a basic guaranteed minimum death benefit (“GMDB”) which provides a minimum benefit to be paid upon the annuitant’s death equal to the larger of account value and the return of net deposits. Some variable annuity contracts permit contractholders to purchase through riders, at an additional charge, enhanced death benefits such as the highest contract anniversary value (“ratchets”), accumulated net deposits at a stated rate (“rollups”), or combinations thereof.
Additionally, some of our variable annuity contracts provide the contractholder with living benefits such as a guaranteed minimum withdrawal benefit (“GMWB”) or certain types of guaranteed annuitization benefits. The GMWB allows contractholders to withdraw a pre-defined percentage of account value or benefit base each year, either for a specified period of time or for life. The guaranteed annuitization benefit generally provides for a guaranteed minimum level of income upon annuitization accompanied by the potential for upside market participation.
Most of our reserves for additional insurance and annuitization benefits are calculated by applying a benefit ratio to accumulated contractholder assessments, and then deducting accumulated paid claims. The benefit ratio is equal to the ratio of benefits to assessments, accumulated with interest and considering both past and anticipated future experience. The projections utilize stochastic scenarios of separate account returns incorporating reversion to the mean, as well as assumptions for mortality and lapses. Some of our minimum guarantees, mainly GMWBs, are accounted for as embedded derivatives; see notes 5 and 17 for additional information on these embedded derivatives and related fair value measurement disclosures.
p) Insurance Reserves
Future Policy Benefits
The liability for future policy benefits is equal to the present value of expected benefits and expenses less the present value of expected future net premiums based on assumptions, including, investment returns, health care experience (including type of care and cost of care), policyholder persistency or lapses (i.e., the probability that a policy or contract will remain in-force from one period to the next), insured life expectancy or longevity, insured morbidity (i.e., frequency and severity of claim, including claim termination rates and benefit utilization rates) and expenses, all of which are locked-in at the time the policies are issued or acquired. Claim termination rates refer to the expected rates at which claims end. Benefit utilization rates estimate how much of the available policy benefits are expected to be used.
The liability for future policy benefits is evaluated at least annually to determine if a premium deficiency exists. Loss recognition testing is generally performed at the line of business level, with acquired blocks and certain reinsured blocks tested separately. If the liability for future policy benefits plus the current present value of expected future premiums are less than the current present value of expected future benefits and expenses (including any unamortized DAC), a charge to income is recorded for accelerated DAC amortization and, if necessary, a premium deficiency reserve is established. If a charge is recorded, DAC amortization and the liability for future policy benefits are measured using updated assumptions, which become the new locked-in assumptions utilized going forward unless another premium deficiency charge is recorded. Our estimates of future premiums used in loss recognition testing for our long-term care insurance business include assumptions for significant premium rate increases that have been filed and approved or are anticipated to be approved. Beginning in the fourth quarter of 2014, estimates of future premiums also include significant anticipated (but not yet filed) future rate increases or benefit reductions. These anticipated future increases are based on our best estimate of the rate increases we expect to obtain, considering, among other factors, our historical experience from prior rate increase approvals and based on our best estimate of expected claim costs.
We are also required to accrue additional future policy benefit reserves when the overall reserve is adequate, but profits are projected in earlier years followed by losses projected in later years. When this pattern of profits followed by losses exists, we increase reserves in the profitable years by the amounts necessary to offset losses in later years.
For long-term care insurance products, benefit reductions are treated as partial lapse of coverage with the balance of our future policy benefits and deferred acquisition costs both reduced in proportion to the reduced coverage. For level premium term life insurance products, we floor the liability for future policy benefits on each policy at zero.
Estimates and actuarial assumptions used for establishing the liability for future policy benefits and in loss recognition testing involve the exercise of significant judgment, and changes in assumptions or deviations of actual experience from assumptions can have material impacts on our liability for future policy benefits and net income (loss). Because these assumptions relate to factors that are not known in advance, change over time, are difficult to accurately predict and are inherently uncertain, we cannot determine with precision the ultimate amounts we will pay for actual claims or the timing of those payments. Small changes in assumptions or small deviations of actual experience from assumptions can have, and in the past have had, material impacts on our reserves, results of operations and financial condition. The risk that our claims experience may differ significantly from our pricing and valuation assumptions is particularly significant for our long-term care insurance products. Long-term care insurance policies provide for long-duration coverage and, therefore, our actual claims experience will emerge over many years after pricing and locked-in valuation assumptions have been established.
Policyholder Account Balances
The liability for policyholder account balances represents the contract value that has accrued to the benefit of the policyholder as of the balance sheet date for investment-type and universal life insurance contracts. We are also required to establish additional benefit reserves for guarantees or product features in addition to the contract value where the additional benefit reserves are calculated by applying a benefit ratio to accumulated contractholder assessments, and then deducting accumulated paid claims. The benefit ratio is equal to the ratio of benefits to assessments, accumulated with interest and considering both past and anticipated future experience.
Investment-type contracts are broadly defined to include contracts without significant mortality or morbidity risk. Payments received from sales of investment contracts are recognized by providing a liability equal to the current account value of the policyholders’ contracts. Interest rates credited to investment contracts are guaranteed for the initial policy term with renewal rates determined as necessary by management.
q) Liability for Policy and Contract Claims
The liability for policy and contract claims, or claim reserves, represents the amount needed to provide for the estimated ultimate cost of settling claims relating to insured events that have occurred on or before the end of the respective reporting period. The estimated liability includes requirements for future payments of: (a) claims that have been reported to the insurer; (b) claims related to insured events that have occurred but that have not been reported to the insurer as of the date the liability is estimated; and (c) claim adjustment expenses. Claim adjustment expenses include costs incurred in the claim settlement process such as legal fees and costs to record, process and adjust claims.
Our liability for policy and contract claims is reviewed regularly, with changes in our estimates of future claims recorded through net income (loss). Estimates and actuarial assumptions used for establishing the liability for policy and contract claims involve the exercise of significant judgment, and changes in assumptions or deviations of actual experience from assumptions can have material impacts on our liability for policy and contract claims and net income (loss). Because these assumptions relate to factors that are not known in advance, change over time, are difficult to accurately predict and are inherently uncertain, we cannot determine with precision the ultimate amounts we will pay for actual claims or the timing of those payments. Small changes in assumptions or small deviations of actual experience from assumptions can have, and in the past have had, material impacts on our reserves, results of operations and financial condition.
The liability for policy and contract claims for our long-term care insurance products represents the present value of the amount needed to provide for the estimated ultimate cost of settling claims relating to insured events that have occurred on or before the end of the respective reporting period. Key assumptions include investment returns, health care experience (including type of care and cost of care), policyholder persistency or lapses (i.e., the probability that a policy or contract will remain in-force from one period to the next), insured life expectancy or longevity, insured morbidity (i.e., frequency and severity of claim, including claim termination rates and benefit utilization rates) and expenses. Claim termination rates refer to the expected rates at which claims end. Benefit utilization rates estimate how much of the available policy benefits are expected to be used. Both claim termination rates and benefit utilization rates are influenced by, among other things, gender, age at claim, diagnosis, type of care needed, benefit period, and daily benefit amount. Because these assumptions relate to factors that are not known in advance, change over time, are difficult to accurately predict and are inherently uncertain, we cannot determine with precision the ultimate amounts we will pay for actual claims or the timing of those payments. Small changes in assumptions or small deviations of actual experience from assumptions can have, and in the past have had, material impacts on our reserves, results of operations and financial condition.
The liabilities for our mortgage insurance policies represent our best estimates of the liabilities at the time based on known facts, trends and other external factors, including economic conditions, housing prices and employment rates. For our mortgage insurance policies, reserves for losses and loss adjustment expenses are based on notices of mortgage loan defaults and estimates of defaults that have been incurred but have not been reported by loan servicers, using assumptions of claim rates for loans in default and the average amount paid for loans that result in a claim. As is common accounting practice in the mortgage insurance industry and in accordance with U.S. GAAP, we begin to provide for the ultimate claim payment relating to a potential claim on a defaulted loan when the status of that loan first goes delinquent. Over time, as the status of the underlying delinquent loans move toward foreclosure and the likelihood of the associated claim loss increases, the amount of the loss reserves associated with the potential claims may also increase.
Management considers the liability for policy and contract claims provided to be satisfactory to cover the losses that have occurred. Management monitors actual experience, and where circumstances warrant, will revise its assumptions. The methods of determining such estimates and establishing the reserves are reviewed periodically and any adjustments are reflected in operations in the period in which they become known. Future developments may result in losses and loss expenses greater or less than the liability for policy and contract claims provided.
r) Unearned Premiums
For single premium insurance contracts, we recognize premiums over the policy life in accordance with the expected pattern of risk emergence. We recognize a portion of the revenue in premiums earned in the current period, while the remaining portion is deferred as unearned premiums and earned over time in accordance with the expected pattern of risk emergence. If single premium policies are cancelled and the premium is non-refundable, then the remaining unearned premium related to each cancelled policy is recognized to earned premiums upon notification of the cancellation. Expected pattern of risk emergence on which we base premium recognition is inherently judgmental and is based on actuarial analysis of historical experience. We periodically review our premium earnings recognition models with any adjustments to the estimates reflected in current period income. For the years ended December 31, 2014, 2013 and 2012, we updated our premium recognition factors for our international mortgage insurance business. These updates included the consideration of recent and projected loss experience, policy cancellation experience and refinement of actuarial methods. In 2014, 2013 and 2012, adjustments associated with this update resulted in an increase in earned premiums of $6 million, $12 million and $36 million, respectively.
s) Stock-Based Compensation
We determine a grant date fair value and recognize the related compensation expense, adjusted for expected forfeitures, through the income statement over the respective vesting period of the awards.
t) Employee Benefit Plans
We provide employees with a defined contribution pension plan and recognize expense throughout the year based on the employee’s age, service and eligible pay. We make an annual contribution to the plan. We also provide employees with defined contribution savings plans. We recognize expense for our contributions to the savings plans at the time employees make contributions to the plans.
Some employees participate in defined benefit pension and postretirement benefit plans. We recognize expense for these plans based upon actuarial valuations performed by external experts. We estimate aggregate benefits by using assumptions for employee turnover, future compensation increases, rates of return on pension plan assets and future health care costs. We recognize an expense for differences between actual experience and estimates over the average future service period of participants. We recognize the overfunded or underfunded status of a defined benefit plan as an asset or liability in our consolidated balance sheets and recognize changes in that funded status in the year in which the changes occur through OCI.
u) Income Taxes
We determine deferred tax assets and/or liabilities by multiplying the differences between the financial reporting and tax reporting bases for assets and liabilities by the enacted tax rates expected to be in effect when such differences are recovered or settled if there is no change in law. The effect on deferred taxes of a change in tax rates is recognized in income in the period that includes the enactment date. Valuation allowances on deferred tax assets are estimated based on our assessment of the realizability of such amounts.
We do not record U.S. deferred taxes on foreign income that we do not expect to remit or repatriate to U.S. corporations within our consolidated group. Under U.S. GAAP, we are generally required to record U.S. deferred taxes on the anticipated repatriation of foreign income as the income is recognized for financial reporting purposes. An exception under certain accounting guidance permits us not to record a U.S. deferred tax liability for foreign income that we expect to reinvest in our foreign operations and for which remittance will be postponed indefinitely. If it becomes apparent that we cannot positively assert that some or all undistributed income will be invested in the foreseeable future, the related deferred taxes are recorded in that period. In determining indefinite reinvestment, we regularly evaluate the capital needs of our domestic and foreign operations considering all available information, including operating and capital plans, regulatory capital requirements, parent company financing and cash flow needs, as well as the applicable tax laws to which our domestic and foreign subsidiaries are subject. Our estimates are based on our historical experience and our expectation of future performance. Our judgments and assumptions are subject to change given the inherent uncertainty in predicting future capital needs, which are impacted by such things as regulatory requirements, policyholder behavior, competitor pricing, new product introductions, and specific industry and market conditions.
Effective with the period beginning January 1, 2011, our companies elected to file a single U.S. consolidated income tax return (the “life/non-life consolidated return”). The election was made with the filing of the first life/non-life consolidated return, which was filed in September 2012. All companies domesticated in the United States and our Bermuda and Guernsey subsidiaries which have elected to be taxed as U.S. domestic companies were included in the life/non-life consolidated return as allowed by the tax law and regulations. The tax sharing agreement previously applicable only to the U.S. life insurance entities was terminated with the filing of the life/non-life consolidated return and those entities adopted the tax sharing agreement previously applicable to only the non-life entities (hereinafter the “life/non-life tax sharing agreement”). The two agreements were identical in all material respects. The life/non-life tax sharing agreement was provided to the appropriate state insurance regulators for approval. Intercompany balances relating to the impacts of the life/non-life tax sharing agreement were settled with the insurance companies after approval was received from the insurance regulators. Intercompany balances under all agreements are settled at least annually. For years before 2011, our U.S. non-life insurance entities were included in the consolidated federal income tax return of Genworth and subject to a tax sharing arrangement that allocated tax on a separate company basis but provided benefit for current utilization of losses and credits. Also, our U.S. life insurance entities filed a consolidated life insurance federal income tax return, and were subject to a separate tax sharing agreement, as approved by state insurance regulators, which allocated taxes on a separate company basis but provided benefit for current utilization of losses and credits.
Our subsidiaries based in Bermuda and Guernsey are treated as U.S. insurance companies under provisions of the U.S. Internal Revenue Code, are included in the life/non-life consolidated return, and have adopted the life-non/life tax sharing agreement. Jurisdictions outside the United States in which our various subsidiaries incur significant taxes include Australia, Canada and the United Kingdom.
v) Foreign Currency Translation
The determination of the functional currency is made based on the appropriate economic and management indicators. The assets and liabilities of foreign operations are translated into U.S. dollars at the exchange rates in effect at the balance sheet date. Translation adjustments are included as a separate component of accumulated other comprehensive income (loss). Revenues and expenses of the foreign operations are translated into U.S. dollars at the average rates of exchange during the period of the transaction. Gains and losses from foreign currency transactions are reported in income and have not been material in any years presented in our consolidated statements of income.
w) Variable Interest Entities
We are involved in certain entities that are considered VIEs as defined under U.S. GAAP, and, accordingly, we evaluate the VIE to determine whether we are the primary beneficiary and are required to consolidate the assets and liabilities of the entity. The primary beneficiary of a VIE is the enterprise that has the power to direct the activities of a VIE that most significantly impacts the VIE’s economic performance and has the obligation to absorb losses or receive benefits that could potentially be significant to the VIE. The determination of the primary beneficiary for a VIE can be complex and requires management judgment regarding the expected results of the entity and how those results are absorbed by beneficial interest holders, as well as which party has the power to direct activities that most significantly impact the performance of the VIEs.
Our primary involvement related to VIEs includes securitization transactions, certain investments and certain mortgage insurance policies.
We have retained interests in VIEs where we are the servicer and transferor of certain assets that were sold to a newly created VIE. Additionally, for certain securitization transactions, we were the transferor of certain assets that were sold to a newly created VIE but did not retain any beneficial interest in the VIE other than acting as the servicer of the underlying assets.
We hold investments in certain structures that are considered VIEs. Our investments represent beneficial interests that are primarily in the form of structured securities or alternative investments. Our involvement in these structures typically represent a passive investment in the returns generated by the VIE and typically do not result in having significant influence over the economic performance of the VIE.
We also provide mortgage insurance on certain residential mortgage loans originated and securitized by third parties using VIEs to issue mortgage-backed securities. While we provide mortgage insurance on the underlying loans, we do not typically have any ongoing involvement with the VIE other than our mortgage insurance coverage and do not act in a servicing capacity for the underlying loans held by the VIE.
See note 18 for additional information related to these consolidated entities.
x) Accounting Changes
Investment Companies
On January 1, 2014, we adopted new accounting guidance on the scope, measurement and disclosure requirements for investment companies. The new guidance clarified the characteristics of an investment company, provided comprehensive guidance for assessing whether an entity is an investment company, required investment companies to measure noncontrolling ownership interest in other investment companies at fair value rather than using the equity method of accounting and required additional disclosures. The adoption of this accounting guidance did not have any impact on our consolidated financial statements.
Benchmarking Interest Rates Used When Applying Hedge Accounting
In July 2013, we adopted new accounting guidance to provide additional flexibility in the benchmark interest rates used when applying hedge accounting. The new guidance permits the use of the Federal Funds Effective Swap Rate as a benchmark interest rate for hedge accounting purposes and removes certain restrictions on being able to apply hedge accounting for similar hedges using different benchmark interest rates. The adoption of this accounting guidance did not have a material impact on our consolidated financial statements.
Offsetting Assets And Liabilities
On January 1, 2013, we adopted new accounting guidance for disclosures about offsetting assets and liabilities. This guidance requires an entity to disclose information about offsetting and related arrangements to enable users to understand the effect of those arrangements on its financial position. The adoption of this accounting guidance impacted our disclosures only and did not impact our consolidated results.
Reclassification Of Items Out Of Accumulated Other Comprehensive Income
On January 1, 2013, we adopted new accounting guidance related to the presentation of the reclassification of items out of accumulated other comprehensive income into net income. The adoption of this accounting guidance impacted our disclosures only and did not impact our consolidated results.
Testing Indefinite-Lived Intangible Assets For Impairment
On October 1, 2012, we adopted new accounting guidance on testing indefinite-lived intangible assets for impairment. The new guidance permits the use of a qualitative assessment prior to, and potentially instead of, the quantitative impairment test for indefinite-lived intangible assets. The adoption of this accounting guidance did not have an impact on our consolidated financial statements.
Fair Value Measurements
On January 1, 2012, we adopted new accounting guidance related to fair value measurements. This new accounting guidance clarified existing fair value measurement requirements and changed certain fair value measurement principles and disclosure requirements. The adoption of this accounting guidance impacted our disclosures only and did not impact our consolidated results.
Repurchase Agreements and Other Agreements
On January 1, 2012, we adopted new accounting guidance related to repurchase agreements and other agreements that both entitle and obligate a transferor to repurchase or redeem financial assets before their maturity. The new guidance removed the requirement to consider a transferor’s ability to fulfill its contractual rights from the criteria used to determine effective control and was effective for us prospectively. The adoption of this accounting guidance did not have a material impact on our consolidated financial statements.
y) Accounting Pronouncements Not Yet Adopted
In August 2014, the Financial Accounting Standards Board (the “FASB”) issued new accounting guidance related to measuring the financial assets and financial liabilities of a consolidated collateralized financing entity. The guidance is intended to address the accounting for the measurement difference between the fair value of financial assets and the fair value of financial liabilities of a collateralized financing entity. The new guidance provides an alternative whereby a reporting entity could measure the financial assets and financial liabilities of the collateralized financing entity in its consolidated financial statements using the more observable of the fair values. This guidance is effective for us on January 1, 2016, with early adoption permitted as of the beginning of an annual reporting period. We plan to early adopt this new guidance during the first quarter of 2015 and do not expect any impact on our consolidated financial statements.
In June 2014, the FASB issued new accounting guidance related to the accounting for repurchase-to-maturity transactions and repurchase financings, and added disclosure requirements for all repurchase agreements, securities lending transactions and repurchase-to-maturity transactions. The new guidance changes the accounting for repurchase-to-maturity transactions and repurchase financing such that they will be consistent with secured borrowing accounting. In addition, the guidance requires new disclosures for all repurchase agreements and securities lending transactions. We do not have repurchase-to-maturity transactions, but have repurchase agreements and securities lending transactions that will be subject to additional disclosures. These new requirements will be effective for us on January 1, 2015 and early adoption is not permitted. This new guidance will only impact our disclosures.
In May 2014, the FASB issued new accounting guidance related to revenue from contracts with customers. The key principle of the new guidance is that entities should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for such goods or services. The guidance also includes disclosure requirements that provide information about the nature, amount, timing and uncertainty of revenue and cash flows arising from contracts with customers. The guidance is effective for us on January 1, 2017 and early adoption is not permitted. Although insurance contracts are specifically excluded from this new guidance, we have minor services that may be subject to the new revenue recognition guidance. In addition, there is uncertainty whether mortgage insurance and investment contracts are subject to this new guidance, which could result in a significant change in revenue recognition for these contracts. As such, we are still in the process of evaluating the impact, if any, the guidance may have on our consolidated financial statements.
In January 2014, the FASB issued new accounting guidance related to the accounting for investments in affordable housing projects that qualify for the low-income housing tax credit. The new guidance permits reporting entities to make an accounting policy election to account for investments in qualified affordable housing projects by amortizing the initial cost of the investment in proportion to the tax benefits received and recognize the net investment performance as a component of income tax expense (called the proportional amortization method) if certain conditions are met. The new guidance requires use of the equity method or cost method for investments in qualified affordable housing projects not accounted for using the proportional amortization method. This new guidance will be effective for us and we will adopt the guidance on January 1, 2015. We do not expect this new guidance to have a material impact on our consolidated financial statements.

Earnings_Loss_Per_Share

Earnings (Loss) Per Share	12 Months Ended
	Dec. 31, 2014
Earnings (Loss) Per Share	(3) Earnings (Loss) Per Share
	Basic and diluted earnings (loss) per share are calculated by dividing each income (loss) category presented below by the weighted-average basic and diluted common shares outstanding for the periods indicated:
	(Amounts in millions, except per share amounts)		2014			2013			2012
	Weighted-average common shares used in basic earnings (loss) per common share calculations			496.4			493.6			491.6
	Potentially dilutive securities:
	Stock options, restricted stock units and stock appreciation rights			—			5.1			2.8
	Weighted-average common shares used in diluted earnings (loss) per common share calculations (1)			496.4			498.7			494.4
	Income (loss) from continuing operations:
	Income (loss) from continuing operations		$	(1,048	)	$	726		$	468
	Less: income from continuing operations attributable to noncontrolling interests			196			154			200
	Income (loss) from continuing operations available to Genworth Financial, Inc.’s common stockholders		$	(1,244	)	$	572		$	268
	Basic per common share		$	(2.51	)	$	1.16		$	0.55
	Diluted per common share		$	(2.51	)	$	1.15		$	0.54
	Income (loss) from discontinued operations:
	Income (loss) from discontinued operations, net of taxes		$	—		$	(12	)	$	57
	Less: income from discontinued operations, net of taxes, attributable to noncontrolling interests			—			—			—
	Income (loss) from discontinued operations, net of taxes, available to Genworth Financial, Inc.’s common stockholders		$	—		$	(12	)	$	57
	Basic per common share		$	—		$	(0.02	)	$	0.12
	Diluted per common share		$	—		$	(0.02	)	$	0.12
	Net income (loss):
	Income (loss) from continuing operations		$	(1,048	)	$	726		$	468
	Income (loss) from discontinued operations, net of taxes			—			(12	)		57
	Net income (loss)			(1,048	)		714			525
	Less: net income attributable to noncontrolling interests			196			154			200
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders		$	(1,244	)	$	560		$	325
	Basic per common share		$	(2.51	)	$	1.13		$	0.66
	Diluted per common share		$	(2.51	)	$	1.12		$	0.66
	(1)	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the year ended December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the year ended December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.6 million would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the year ended December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million.

Investments

Investments	12 Months Ended
	Dec. 31, 2014
Investments	(4) Investments
	(a) Net Investment Income
	Sources of net investment income were as follows for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Fixed maturity securities—taxable		$	2,631		$	2,642		$	2,666
	Fixed maturity securities—non-taxable			12			9			11
	Commercial mortgage loans			333			335			340
	Restricted commercial mortgage loans related to securitization entities (1)			14			23			32
	Equity securities			14			17			19
	Other invested assets (2)			174			185			206
	Restricted other invested assets related to securitization entities (1)			5			4			1
	Policy loans			129			129			123
	Cash, cash equivalents and short-term investments			24			20			35
	Gross investment income before expenses and fees			3,336			3,364			3,433
	Expenses and fees			(94	)		(93	)		(90	)
	Net investment income		$	3,242		$	3,271		$	3,343
	(1)	See note 18 for additional information related to consolidated securitization entities.
	(2)	Included in other invested assets was $8 million, $13 million and $21 million of net investment income related to trading securities for the years ended December 31, 2014, 2013 and 2012, respectively.
	(b) Net Investment Gains (Losses)
	The following table sets forth net investment gains (losses) for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Available-for-sale securities:
	Realized gains		$	74		$	176		$	172
	Realized losses			(46	)		(184	)		(143	)
	Net realized gains (losses) on available-for-sale securities			28			(8	)		29
	Impairments:
	Total other-than-temporary impairments			(9	)		(16	)		(62	)
	Portion of other-than-temporary impairments included in other comprehensive income (loss)			—			(9	)		(44	)
	Net other-than-temporary impairments			(9	)		(25	)		(106	)
	Trading securities			39			(23	)		21
	Commercial mortgage loans			11			4			4
	Net gains (losses) related to securitization entities (1)			16			69			81
	Derivative instruments (2)			(103	)		(49	)		4
	Contingent consideration adjustment			(2	)		—			(6	)
	Other			—			(5	)		—
	Net investment gains (losses)		$	(20	)	$	(37	)	$	27
	(1)	See note 18 for additional information related to consolidated securitization entities.
	(2)	See note 5 for additional information on the impact of derivative instruments included in net investment gains (losses).
	We generally intend to hold securities in unrealized loss positions until they recover. However, from time to time, our intent on an individual security may change, based upon market or other unforeseen developments. In such instances, we sell securities in the ordinary course of managing our portfolio to meet diversification, credit quality, yield and liquidity requirements. If a loss is recognized from a sale subsequent to a balance sheet date due to these unexpected developments, the loss is recognized in the period in which we determined that we have the intent to sell the securities or it is more likely than not that we will be required to sell the securities prior to recovery. The aggregate fair value of securities sold at a loss during the years ended December 31, 2014, 2013 and 2012 was $873 million, $1,794 million and $1,491 million, respectively, which was approximately 95%, 91% and 92%, respectively, of book value.
	The following represents the activity for credit losses recognized in net income (loss) on debt securities where an other-than-temporary impairment was identified and a portion of other-than-temporary impairments was included in OCI as of and for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Beginning balance		$	101		$	387		$	646
	Additions:
	Other-than-temporary impairments not previously recognized			1			4			16
	Increases related to other-than-temporary impairments previously recognized			1			11			55
	Reductions:
	Securities sold, paid down or disposed			(20	)		(301	)		(330	)
	Ending balance		$	83		$	101		$	387
	(c) Unrealized Investment Gains and Losses
	Net unrealized gains and losses on available-for-sale investment securities reflected as a separate component of accumulated other comprehensive income (loss) were as follows as of December 31:
	(Amounts in millions)		2014			2013			2012
	Net unrealized gains (losses) on investment securities:
	Fixed maturity securities		$	5,560		$	2,346		$	6,086
	Equity securities			32			23			34
	Other invested assets			(2	)		(4	)		(8	)
	Subtotal			5,590			2,365			6,112
	Adjustments to DAC, PVFP, sales inducements and benefit reserves			(1,656	)		(869	)		(1,925	)
	Income taxes, net			(1,372	)		(517	)		(1,457	)
	Net unrealized investment gains (losses)			2,562			979			2,730
	Less: net unrealized investment gains (losses) attributable to noncontrolling interests			109			53			92
	Net unrealized investment gains (losses) attributable to Genworth Financial, Inc.		$	2,453		$	926		$	2,638
	The change in net unrealized gains (losses) on available-for-sale investment securities reported in accumulated other comprehensive income (loss) was as follows as of and for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Beginning balance		$	926		$	2,638		$	1,485
Unrealized gains (losses) arising during the period:
Unrealized gains (losses) on investment securities			3,244			(3,780	)		2,318
Adjustment to DAC			(172	)		248			(159	)
Adjustment to PVFP			(66	)		95			(6	)
Adjustment to sales inducements			(15	)		40			(33	)
Adjustment to benefit reserves			(534	)		673			(424	)
Provision for income taxes			(862	)		952			(590	)
Change in unrealized gains (losses) on investment securities			1,595			(1,772	)		1,106
Reclassification adjustments to net investment (gains) losses, net of taxes of $7, $(12) and $(27)			(12	)		21			50
Change in net unrealized investment gains (losses)			1,583			(1,751	)		1,156
Less: change in net unrealized investment gains (losses) attributable to noncontrolling interests			56			(39	)		3
Ending balance		$	2,453		$	926		$	2,638
(d) Fixed Maturity and Equity Securities
As of December 31, 2014, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
					Gross unrealized gains						Gross unrealized losses
(Amounts in millions)		Amortized			Not other-			Other-			Not other-			Other-			Fair
		cost or			than-			than-			than-			than-			value
		cost			temporarily			temporarily			temporarily			temporarily
					impaired			impaired			impaired			impaired
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	5,006		$	995		$	—		$	(1	)	$	—		$	6,000
Tax-exempt			347			29			—			(14	)		—			362
Government—non-U.S.			1,952			156			—			(2	)		—			2,106
U.S. corporate			24,251			3,017			20			(88	)		—			27,200
Corporate—non-U.S.			14,214			1,015			—			(97	)		—			15,132
Residential mortgage-backed			4,881			362			15			(17	)		(1	)		5,240
Commercial mortgage-backed			2,564			143			4			(9	)		—			2,702
Other asset-backed			3,735			23			1			(54	)		—			3,705
Total fixed maturity securities			56,950			5,740			40			(282	)		(1	)		62,447
Equity securities			253			36			—			(7	)		—			282
Total available-for-sale securities		$	57,203		$	5,776		$	40		$	(289	)	$	(1	)	$	62,729
As of December 31, 2013, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
					Gross unrealized gains						Gross unrealized losses
(Amounts in millions)		Amortized			Not other-			Other-			Not other-			Other-			Fair
		cost or			than-			than-			than-			than-			value
		cost			temporarily			temporarily			temporarily			temporarily
					impaired			impaired			impaired			impaired
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	4,710		$	331		$	—		$	(231	)	$	—		$	4,810
Tax-exempt			324			7			—			(36	)		—			295
Government—non-U.S.			2,057			104			—			(15	)		—			2,146
U.S. corporate			23,614			1,761			19			(359	)		—			25,035
Corporate—non-U.S.			14,489			738			—			(156	)		—			15,071
Residential mortgage-backed			5,058			232			9			(70	)		(4	)		5,225
Commercial mortgage-backed			2,886			75			2			(62	)		(3	)		2,898
Other asset-backed			3,171			35			—			(57	)		—			3,149
Total fixed maturity securities			56,309			3,283			30			(986	)		(7	)		58,629
Equity securities			318			36			—			(13	)		—			341
Total available-for-sale securities		$	56,627		$	3,319		$	30		$	(999	)	$	(7	)	$	58,970
The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of December 31, 2014:
		Less than 12 months									12 months or more									Total
(Dollar amounts in millions)		Fair			Gross			Number			Fair			Gross			Number			Fair			Gross			Number
		value			unrealized			of			value			unrealized			of			value			unrealized			of
					losses			securities						losses (1)			securities						losses (1)			securities
Description of Securities
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	—		$	—			—		$	75		$	(1	)		10		$	75		$	(1	)		10
Tax-exempt			—			—			—			111			(14	)		10			111			(14	)		10
Government—non-U.S.			67			(1	)		18			22			(1	)		4			89			(2	)		22
U.S. corporate			1,656			(31	)		240			1,359			(57	)		210			3,015			(88	)		450
Corporate—non-U.S.			1,568			(69	)		239			515			(28	)		70			2,083			(97	)		309
Residential mortgage-backed			180			(1	)		24			254			(17	)		90			434			(18	)		114
Commercial mortgage-backed			163			—			21			362			(9	)		49			525			(9	)		70
Other asset-backed			1,551			(12	)		215			487			(42	)		55			2,038			(54	)		270
Subtotal, fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
Equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
% Below cost—fixed maturity securities:
<20% Below cost		$	5,148		$	(103	)		753		$	3,054		$	(115	)		477		$	8,202		$	(218	)		1,230
20%-50% Below cost			37			(11	)		4			131			(53	)		15			168			(64	)		19
>50% Below cost			—			—			—			—			(1	)		6			—			(1	)		6
Total fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
% Below cost—equity securities:
<20% Below cost			26			(2	)		40			48			(4	)		6			74			(6	)		46
20%-50% Below cost			4			(1	)		6			—			—			—			4			(1	)		6
Total equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
Investment grade		$	4,623		$	(75	)		675		$	2,936		$	(146	)		431		$	7,559		$	(221	)		1,106
Below investment grade (2)			592			(42	)		128			297			(27	)		73			889			(69	)		201
Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
(1)	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
As indicated in the table above, the majority of the securities in a continuous unrealized loss position for less than 12 months were investment grade and less than 20% below cost. These unrealized losses were primarily attributable to lower credit ratings since acquisition for corporate securities across various industry sectors and an increase in U.S. Treasury yields since these securities were purchased. For securities that have been in a continuous unrealized loss position for less than 12 months, the average fair value percentage below cost was approximately 2% as of December 31, 2014.
Fixed Maturity Securities In A Continuous Unrealized Loss Position For 12 Months Or More
Of the $115 million of unrealized losses on fixed maturity securities in a continuous unrealized loss for 12 months or more that were less than 20% below cost, the weighted-average rating was “A-” and approximately 86% of the unrealized losses were related to investment grade securities as of December 31, 2014. These unrealized losses were attributable to the lower credit ratings for these securities since acquisition, primarily associated with corporate securities in the finance and insurance and utilities and energy sectors and structured securities, in addition to U.S. government, agencies and government-sponsored enterprises securities resulting from an increase in U.S. Treasury yields since these securities were purchased. The average fair value percentage below cost for these securities was approximately 4% as of December 31, 2014. See below for additional discussion related to fixed maturity securities that have been in a continuous unrealized loss position for 12 months or more with a fair value that was more than 20% below cost.
The following tables present the concentration of gross unrealized losses and fair values of fixed maturity securities that were more than 20% below cost and in a continuous unrealized loss position for 12 months or more by asset class as of December 31, 2014:
		Investment Grade
		20% to 50%												Greater than 50%
(Dollar amounts in millions)		Fair			Gross			% of total			Number of			Fair			Gross			% of total			Number of
		value			unrealized			gross			securities			value			unrealized			gross			securities
					losses			unrealized									losses			unrealized
								losses												losses
Fixed maturity securities:
Tax-exempt		$	10		$	(3	)		1	%		1		$	—		$	—			—	%		—
U.S. corporate			25			(10	)		3			1			—			—			—			—
Structured securities:
Residential mortgage-backed			5			(4	)		1			3			—			—			—			—
Other asset-backed			71			(26	)		9			4			—			—			—			—
Total structured securities			76			(30	)		10			7			—			—			—			—
Total		$	111		$	(43	)		14	%		9		$	—		$	—			—	%		—
		Below Investment Grade
		20% to 50%												Greater than 50%
(Dollar amounts in millions)		Fair			Gross			% of total			Number of			Fair			Gross			% of total			Number of
		value			unrealized			gross			securities			value			unrealized			gross			securities
					losses			unrealized									losses			unrealized
								losses												losses
Fixed maturity securities:
U.S. corporate		$	8		$	(2	)		1	%		1		$	—		$	—			—	%		—
Corporate—non-U.S.			3			(2	)		1			1			—			—			—			—
Structured securities:
Residential mortgage-backed			—			—			—			—			—			(1	)		—			6
Other asset-backed			9			(6	)		2			4			—			—			—			—
Total structured securities			9			(6	)		2			4			—			(1	)		—			6
Total		$	20		$	(10	)		4	%		6		$	—		$	(1	)		—	%		6
For all securities in an unrealized loss position, we expect to recover the amortized cost based on our estimate of the amount and timing of cash flows to be collected. We do not intend to sell nor do we expect that we will be required to sell these securities prior to recovering our amortized cost. See below for further discussion of gross unrealized losses by asset class.
Structured Securities
Of the $37 million of unrealized losses related to structured securities that have been in an unrealized loss position for 12 months or more and were more than 20% below cost, $1 million related to other-than-temporarily impaired securities where the unrealized losses represented the portion of the other-than-temporary impairment recognized in OCI. The extent and duration of the unrealized loss position on our structured securities was primarily due to credit spreads that have widened since acquisition. Additionally, the fair value of certain structured securities has been impacted from high risk premiums being incorporated into the valuation as a result of the amount of potential losses that may be absorbed by the security in the event of additional deterioration in the U.S. economy.
While we considered the length of time each security had been in an unrealized loss position, the extent of the unrealized loss position and any significant declines in fair value subsequent to the balance sheet date in our evaluation of impairment for each of these individual securities, the primary factor in our evaluation of impairment is the expected performance for each of these securities. Our evaluation of expected performance is based on the historical performance of the associated securitization trust as well as the historical performance of the underlying collateral. Our examination of the historical performance of the securitization trust included consideration of the following factors for each class of securities issued by the trust: i) the payment history, including failure to make scheduled payments; ii) current payment status; iii) current and historical outstanding balances; iv) current levels of subordination and losses incurred to date; and v) characteristics of the underlying collateral. Our examination of the historical performance of the underlying collateral included: i) historical default rates, delinquency rates, voluntary and involuntary prepayments and severity of losses, including recent trends in this information; ii) current payment status; iii) loan to collateral value ratios, as applicable; iv) vintage; and v) other underlying characteristics such as current financial condition.
We used our assessment of the historical performance of both the securitization trust and the underlying collateral for each security, along with third-party sources, when available, to develop our best estimate of cash flows expected to be collected. These estimates reflect projections for future delinquencies, prepayments, defaults and losses for the assets that collateralize the securitization trust and are used to determine the expected cash flows for our security, based on the payment structure of the trust. Our projection of expected cash flows is primarily based on the expected performance of the underlying assets that collateralize the securitization trust and is not directly impacted by the rating of our security. While we consider the rating of the security as an indicator of the financial condition of the issuer, this factor does not have a significant impact on our expected cash flows for each security. In limited circumstances, our expected cash flows include expected payments from reliable financial guarantors where we believe the financial guarantor will have sufficient assets to pay claims under the financial guarantee when the cash flows from the securitization trust are not sufficient to make scheduled payments. We then discount the expected cash flows using the effective yield of each security to determine the present value of expected cash flows.
Based on this evaluation, the present value of expected cash flows was greater than or equal to the amortized cost for each security. Accordingly, we determined that the unrealized losses on each of our structured securities represented temporary impairments as of December 31, 2014.
Despite the considerable analysis and rigor employed on our structured securities, it is at least reasonably possible that the underlying collateral of these investments will perform worse than current market expectations. Such events may lead to adverse changes in cash flows on our holdings of structured securities and future write-downs within our portfolio of structured securities.
The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of December 31, 2013:
		Less than 12 months									12 months or more									Total
(Dollar amounts in millions)		Fair			Gross			Number			Fair			Gross			Number			Fair			Gross			Number
		value			unrealized			of			value			unrealized			of			value			unrealized			of
					losses			securities						losses (1)			securities						losses (1)			securities
Description of Securities
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	796		$	(109	)		32		$	335		$	(122	)		13		$	1,131		$	(231	)		45
Tax-exempt			82			(3	)		26			97			(33	)		9			179			(36	)		35
Government—non-U.S.			479			(15	)		60			—			—			—			479			(15	)		60
U.S. corporate			4,774			(260	)		707			663			(99	)		82			5,437			(359	)		789
Corporate—non-U.S.			3,005			(127	)		379			287			(29	)		34			3,292			(156	)		413
Residential mortgage-backed			1,052			(55	)		139			157			(19	)		92			1,209			(74	)		231
Commercial mortgage-backed			967			(42	)		107			370			(23	)		62			1,337			(65	)		169
Other asset-backed			1,089			(17	)		133			145			(40	)		17			1,234			(57	)		150
Subtotal, fixed maturity securities			12,244			(628	)		1,583			2,054			(365	)		309			14,298			(993	)		1,892
Equity securities			95			(13	)		41			—			—			—			95			(13	)		41
Total for securities in an unrealized loss position		$	12,339		$	(641	)		1,624		$	2,054		$	(365	)		309		$	14,393		$	(1,006	)		1,933
% Below cost—fixed maturity securities:
<20% Below cost		$	12,009		$	(547	)		1,571		$	1,575		$	(163	)		238		$	13,584		$	(710	)		1,809
20%-50% Below cost			235			(81	)		12			466			(187	)		51			701			(268	)		63
>50% Below cost			—			—			—			13			(15	)		20			13			(15	)		20
Total fixed maturity securities			12,244			(628	)		1,583			2,054			(365	)		309			14,298			(993	)		1,892
% Below cost—equity securities:
<20% Below cost			87			(11	)		40			—			—			—			87			(11	)		40
20%-50% Below cost			8			(2	)		1			—			—			—			8			(2	)		1
Total equity securities			95			(13	)		41			—			—			—			95			(13	)		41
Total for securities in an unrealized loss position		$	12,339		$	(641	)		1,624		$	2,054		$	(365	)		309		$	14,393		$	(1,006	)		1,933
Investment grade		$	11,896		$	(616	)		1,515		$	1,631		$	(315	)		208		$	13,527		$	(931	)		1,723
Below investment grade (2)			443			(25	)		109			423			(50	)		101			866			(75	)		210
Total for securities in an unrealized loss position		$	12,339		$	(641	)		1,624		$	2,054		$	(365	)		309		$	14,393		$	(1,006	)		1,933
(1)	Amounts included $7 million of unrealized losses on other-than-temporarily impaired securities.
(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $7 million of unrealized losses on other-than-temporarily impaired securities.
The scheduled maturity distribution of fixed maturity securities as of December 31, 2014 is set forth below. Actual maturities may differ from contractual maturities because issuers of securities may have the right to call or prepay obligations with or without call or prepayment penalties.
(Amounts in millions)		Amortized			Fair
		cost or			value
		cost
Due one year or less		$	2,307		$	2,326
Due after one year through five years			10,858			11,410
Due after five years through ten years			11,888			12,496
Due after ten years			20,717			24,568
Subtotal			45,770			50,800
Residential mortgage-backed			4,881			5,240
Commercial mortgage-backed			2,564			2,702
Other asset-backed			3,735			3,705
Total		$	56,950		$	62,447
As of December 31, 2014, $6,713 million of our investments (excluding mortgage-backed and asset-backed securities) were subject to certain call provisions.
As of December 31, 2014, securities issued by utilities and energy, finance and insurance, and consumer—non-cyclical industry groups represented approximately 24%, 19% and 12%, respectively, of our domestic and foreign corporate fixed maturity securities portfolio. No other industry group comprised more than 10% of our investment portfolio. This portfolio is widely diversified among various geographic regions in the United States and internationally, and is not dependent on the economic stability of one particular region.
As of December 31, 2014, we did not hold any fixed maturity securities in any single issuer, other than securities issued or guaranteed by the U.S. government, which exceeded 10% of stockholders’ equity.
As of December 31, 2014 and 2013, $49 million and $50 million, respectively, of securities were on deposit with various state or foreign government insurance departments in order to comply with relevant insurance regulations.
(e) Commercial Mortgage Loans
Our mortgage loans are collateralized by commercial properties, including multi-family residential buildings. The carrying value of commercial mortgage loans is stated at original cost net of principal payments, amortization and allowance for loan losses.
We diversify our commercial mortgage loans by both property type and geographic region. The following tables set forth the distribution across property type and geographic region for commercial mortgage loans as of December 31:
		2014						2013
(Amounts in millions)		Carrying			% of			Carrying			% of
		value			total			value			total
Property type:
Retail		$	2,150			35	%	$	2,073			35	%
Office			1,643			27			1,558			26
Industrial			1,597			26			1,581			27
Apartments			494			8			491			8
Mixed use/other			239			4			229			4
Subtotal			6,123			100	%		5,932			100	%
Unamortized balance of loan origination fees and costs			(1	)					—
Allowance for losses			(22	)					(33	)
Total		$	6,100					$	5,899
		2014						2013
(Amounts in millions)		Carrying			% of			Carrying			% of
		value			total			value			total
Geographic region:
South Atlantic		$	1,673			27	%	$	1,535			26	%
Pacific			1,636			27			1,590			27
Middle Atlantic			826			14			828			14
Mountain			536			9			478			8
East North Central			397			7			404			7
West North Central			382			6			377			6
West South Central			268			4			241			4
New England			264			4			337			6
East South Central			141			2			142			2
Subtotal			6,123			100	%		5,932			100	%
Unamortized balance of loan origination fees and costs			(1	)					—
Allowance for losses			(22	)					(33	)
Total		$	6,100					$	5,899
The following tables set forth the aging of past due commercial mortgage loans by property type as of December 31:
		2014
(Amounts in millions)		31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
		past due			past due			90 days past			past due
								due
Property type:
Retail		$	—		$	—		$	—		$	—		$	2,150		$	2,150
Office			—			—			6			6			1,637			1,643
Industrial			—			—			2			2			1,595			1,597
Apartments			—			—			—			—			494			494
Mixed use/other			—			—			—			—			239			239
Total recorded investment		$	—		$	—		$	8		$	8		$	6,115		$	6,123
% of total commercial mortgage loans			—	%		—	%		—	%		—	%		100	%		100	%
		2013
(Amounts in millions)		31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
		past due			past due			90 days past			past due
								due
Property type:
Retail		$	—		$	—		$	10		$	10		$	2,063		$	2,073
Office			—			—			6			6			1,552			1,558
Industrial			2			2			16			20			1,561			1,581
Apartments			—			—			—			—			491			491
Mixed use/other			1			—			—			1			228			229
Total recorded investment		$	3		$	2		$	32		$	37		$	5,895		$	5,932
% of total commercial mortgage loans			—	%		—	%		1	%		1	%		99	%		100	%
As of December 31, 2014 and 2013, we had no commercial mortgage loans that were past due for more than 90 days and still accruing interest. We also did not have any commercial mortgage loans that were past due for less than 90 days on non-accrual status as of December 31, 2014 and 2013.
We evaluate the impairment of commercial mortgage loans on an individual loan basis. As of December 31, 2014 and 2013, our commercial mortgage loans greater than 90 days past due included loans with appraised values in excess of the recorded investment and the current recorded investment of these loans was expected to be recoverable.
During the years ended December 31, 2014 and 2013, we modified or extended 28 and 33 commercial mortgage loans, respectively, with a total carrying value of $254 million and $165 million, respectively. All of these modifications or extensions were based on current market interest rates, did not result in any forgiveness in the outstanding principal amount owed by the borrower and were not considered troubled debt restructurings.
The following table sets forth the allowance for credit losses and recorded investment in commercial mortgage loans as of or for the years ended December 31:
(Amounts in millions)		2014			2013			2012
Allowance for credit losses:
Beginning balance		$	33		$	42		$	51
Charge-offs			(1	)		(2	)		(2	)
Recoveries			—			—			—
Provision			(10	)		(7	)		(7	)
Ending balance		$	22		$	33		$	42
Ending allowance for individually impaired loans		$	—		$	—		$	—
Ending allowance for loans not individually impaired that were evaluated collectively for impairment		$	22		$	33		$	42
Recorded investment:
Ending balance		$	6,123		$	5,932		$	5,912
Ending balance of individually impaired loans		$	15		$	2		$	—
Ending balance of loans not individually impaired that were evaluated collectively for impairment		$	6,108		$	5,930		$	5,912
As of December 31, 2014, we had individually impaired commercial mortgage loans included within the industrial property type with a recorded investment of $15 million, an unpaid principal balance of $16 million, charge-offs of $1 million and an average recorded investment of $15 million. As of December 31, 2013, we had individually impaired commercial mortgage loans included within the retail property type with a recorded investment of $2 million, an unpaid principal balance of $3 million, charge-offs of $1 million and an average recorded investment of $2 million.
In evaluating the credit quality of commercial mortgage loans, we assess the performance of the underlying loans using both quantitative and qualitative criteria. Certain risks associated with commercial mortgage loans can be evaluated by reviewing both the loan-to-value and debt service coverage ratio to understand both the probability of the borrower not being able to make the necessary loan payments as well as the ability to sell the underlying property for an amount that would enable us to recover our unpaid principal balance in the event of default by the borrower. The average loan-to-value ratio is based on our most recent estimate of the fair value for the underlying property which is evaluated at least annually and updated more frequently if necessary to better indicate risk associated with the loan. A lower loan-to-value indicates that our loan value is more likely to be recovered in the event of default by the borrower if the property was sold. The debt service coverage ratio is based on “normalized” annual net operating income of the property compared to the payments required under the terms of the loan. Normalization allows for the removal of annual one-time events such as capital expenditures, prepaid or late real estate tax payments or non-recurring third-party fees (such as legal, consulting or contract fees). This ratio is evaluated at least annually and updated more frequently if necessary to better indicate risk associated with the loan. A higher debt service coverage ratio indicates the borrower is less likely to default on the loan. The debt service coverage ratio should not be used without considering other factors associated with the borrower, such as the borrower’s liquidity or access to other resources that may result in our expectation that the borrower will continue to make the future scheduled payments.
The following tables set forth the loan-to-value of commercial mortgage loans by property type as of December 31:
		2014
(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
														than 100% (1)
Property type:
Retail		$	671		$	419		$	967		$	75		$	18		$	2,150
Office			383			278			782			164			36			1,643
Industrial			451			285			778			60			23			1,597
Apartments			211			76			199			8			—			494
Mixed use/other			45			43			145			6			—			239
Total recorded investment		$	1,761		$	1,101		$	2,871		$	313		$	77		$	6,123
% of total			29	%		18	%		47	%		5	%		1	%		100	%
Weighted-average debt service coverage ratio			2.27			1.75			1.61			1.02			0.72			1.78
(1)	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.
		2013
(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
														than 100% (1)
Property type:
Retail		$	596		$	336		$	1,024		$	95		$	22		$	2,073
Office			397			191			716			191			63			1,558
Industrial			430			237			748			146			20			1,581
Apartments			201			86			176			27			1			491
Mixed use/other			71			36			110			12			—			229
Total recorded investment		$	1,695		$	886		$	2,774		$	471		$	106		$	5,932
% of total			28	%		15	%		47	%		8	%		2	%		100	%
Weighted-average debt service coverage ratio			2.14			1.79			1.66			1.03			0.63			1.75
(1)	Included $2 million of impaired loans, $5 million of loans past due and not individually impaired and $99 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 119%.
The following tables set forth the debt service coverage ratio for fixed rate commercial mortgage loans by property type as of December 31:
		2014
(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
														than 2.00
Property type:
Retail		$	80		$	253		$	524		$	870		$	423		$	2,150
Office			119			101			247			780			389			1,636
Industrial			158			142			246			706			343			1,595
Apartments			1			48			88			186			171			494
Mixed use/other			6			1			61			135			36			239
Total recorded investment		$	364		$	545		$	1,166		$	2,677		$	1,362		$	6,114
% of total			6	%		9	%		19	%		44	%		22	%		100	%
Weighted-average loan-to-value			77	%		64	%		64	%		59	%		45	%		59	%
		2013
(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
														than 2.00
Property type:
Retail		$	106		$	314		$	374		$	779		$	399		$	1,972
Office			131			181			225			637			376			1,550
Industrial			195			100			270			721			295			1,581
Apartments			3			31			107			187			163			491
Mixed use/other			16			9			32			106			66			229
Total recorded investment		$	451		$	635		$	1,008		$	2,430		$	1,299		$	5,823
% of total			8	%		11	%		17	%		42	%		22	%		100	%
Weighted-average loan-to-value			80	%		68	%		63	%		60	%		43	%		59	%
As of December 31, 2014 and 2013, we had floating rate commercial mortgage loans of $9 million and $109 million, respectively.
(f) Restricted Commercial Mortgage Loans Related To Securitization Entities
We have a consolidated securitization entity that holds commercial mortgage loans that are recorded as restricted commercial mortgage loans related to securitization entities. See note 18 for additional information related to consolidated securitization entities.
(g) Restricted Other Invested Assets Related To Securitization Entities
We have consolidated securitization entities that hold certain investments that are recorded as restricted other invested assets related to securitization entities. The consolidated securitization entities hold certain investments as trading securities whereby the changes in fair value are recorded in current period income (loss). The trading securities comprise asset-backed securities, including residual interest in certain policy loan securitization entities and highly rated bonds that are primarily backed by credit card receivables. See note 18 for additional information related to consolidated securitization entities.

Derivative_Instruments

Derivative Instruments	12 Months Ended
	Dec. 31, 2014
Derivative Instruments	(5) Derivative Instruments
	Our business activities routinely deal with fluctuations in interest rates, equity prices, currency exchange rates and other asset and liability prices. We use derivative instruments to mitigate or reduce certain of these risks. We have established policies for managing each of these risks, including prohibitions on derivatives market-making and other speculative derivatives activities. These policies require the use of derivative instruments in concert with other techniques to reduce or mitigate these risks. While we use derivatives to mitigate or reduce risks, certain derivatives do not meet the accounting requirements to be designated as hedging instruments and are denoted as “derivatives not designated as hedges” in the following disclosures. For derivatives that meet the accounting requirements to be designated as hedges, the following disclosures for these derivatives are denoted as “derivatives designated as hedges,” which include both cash flow and fair value hedges.
	The following table sets forth our positions in derivative instruments as of December 31:
			Derivative assets										Derivative liabilities
			Balance sheet		Fair value								Balance sheet		Fair value
	(Amounts in millions)		classification		2014				2013				classification		2014				2013
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps		Other invested assets		$	639			$	121			Other liabilities		$	27			$	569
	Inflation indexed swaps		Other invested assets			—				—			Other liabilities			42				60
	Foreign currency swaps		Other invested assets			6				4			Other liabilities			—				2
	Forward bond purchase commitments		Other invested assets			—				—			Other liabilities			—				13
	Total cash flow hedges					645				125						69				644
	Fair value hedges:
	Interest rate swaps		Other invested assets			—				1			Other liabilities			—				—
	Total fair value hedges					—				1						—				—
	Total derivatives designated as hedges					645				126						69				644
	Derivatives not designated as hedges
	Interest rate swaps		Other invested assets			452				314			Other liabilities			177				6
	Interest rate swaps related to securitization entities (1)		Restricted other			—				—			Other liabilities			26				16
			invested assets
	Credit default swaps		Other invested assets			4				11			Other liabilities			—				—
	Credit default swaps related to securitization entities (1)		Restricted other			—				—			Other liabilities			17				32
			invested assets
	Foreign currency swaps		Other invested assets			—				—			Other liabilities			7				—
	Equity index options		Other invested assets			17				12			Other liabilities			—				—
	Financial futures		Other invested assets			—				—			Other liabilities			—				—
	Equity return swaps		Other invested assets			—				—			Other liabilities			1				1
	Other foreign currency contracts		Other invested assets			14				8			Other liabilities			13				4
	GMWB embedded derivatives		Reinsurance			13				(1	)		Policyholder			291				96
			recoverable (2)										account balances (3)
	Fixed index annuity embedded		Other assets			—				—			Policyholder			276				143
	derivatives												account balances (4)
	Indexed universal life embedded		Reinsurance			—				—			Policyholder			7				—
	derivatives		recoverable										account balances (5)
	Total derivatives not designated as hedges					500				344						815				298
	Total derivatives				$	1,145			$	470					$	884			$	942
	(1)	See note 18 for additional information related to consolidated securitization entities.
	(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
	(3)	Represents the embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
	(4)	Represents the embedded derivatives associated with our fixed index annuity liabilities.
	(5)	Represents the embedded derivatives associated with our indexed universal life liabilities.
	The fair value of derivative positions presented above was not offset by the respective collateral amounts received or provided under these agreements.
	The activity associated with derivative instruments can generally be measured by the change in notional value over the periods presented. However, for GMWB, fixed index annuity embedded derivatives and indexed universal life embedded derivatives, the change between periods is best illustrated by the number of policies. The following tables represent activity associated with derivative instruments as of the dates indicated:
	(Notional in millions)		Measurement		December 31,				Additions				Maturities/				December 31,
					2013								terminations				2014
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps		Notional		$	13,926			$	—			$	(1,965	)		$	11,961
	Inflation indexed swaps		Notional			561				15				(5	)			571
	Foreign currency swaps		Notional			35				—				—				35
	Forward bond purchase commitments		Notional			237				—				(237	)			—
	Total cash flow hedges					14,759				15				(2,207	)			12,567
	Fair value hedges:
	Interest rate swaps		Notional			6				—				(6	)			—
	Total fair value hedges					6				—				(6	)			—
	Total derivatives designated as hedges					14,765				15				(2,213	)			12,567
	Derivatives not designated as hedges
	Interest rate swaps		Notional			4,822				508				(256	)			5,074
	Interest rate swaps related to securitization entities (1)		Notional			91				—				(14	)			77
	Credit default swaps		Notional			639				5				(250	)			394
	Credit default swaps related to securitization entities (1)		Notional			312				—				—				312
	Equity index options		Notional			777				1,276				(1,059	)			994
	Financial futures		Notional			1,260				5,723				(5,652	)			1,331
Equity return swaps		Notional			110				231				(233	)			108
Foreign currency swaps		Notional			—				104				—				104
Other foreign currency contracts		Notional			487				788				(850	)			425
Total derivatives not designated as hedges					8,498				8,635				(8,314	)			8,819
Total derivatives				$	23,263			$	8,650			$	(10,527	)		$	21,386
(1)	See note 18 for additional information related to consolidated securitization entities.
(Number of policies)		Measurement				December 31,				Additions				Maturities/				December 31,
						2013								terminations				2014
Derivatives not designated as hedges
GMWB embedded derivatives			Policies				42,045				—				(3,030	)			39,015
Fixed index annuity embedded derivatives			Policies				7,705				6,436				(240	)			13,901
Indexed universal life embedded derivatives			Policies				29				394				(2	)			421
Cash Flow Hedges
Certain derivative instruments are designated as cash flow hedges. The changes in fair value of these instruments are recorded as a component of OCI. We designate and account for the following as cash flow hedges when they have met the effectiveness requirements: (i) various types of interest rate swaps to convert floating rate investments to fixed rate investments; (ii) various types of interest rate swaps to convert floating rate liabilities into fixed rate liabilities; (iii) receive U.S. dollar fixed on foreign currency swaps to hedge the foreign currency cash flow exposure of foreign currency denominated investments; (iv) forward starting interest rate swaps to hedge against changes in interest rates associated with future fixed rate bond purchases and/or interest income; (v) forward bond purchase commitments to hedge against the variability in the anticipated cash flows required to purchase future fixed rate bonds; and (vi) other instruments to hedge the cash flows of various forecasted transactions.
The following table provides information about the pre-tax income (loss) effects of cash flow hedges for the year ended December 31, 2014:
(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
		recognized				reclassified into				(loss) reclassified into		recognized in				(loss) recognized in
		in OCI				net income (loss)				net income (loss)		net income				net income (loss)
						from OCI						(loss) (1)
Interest rate swaps hedging		$	1,229			$	63			Net investment		$	15			Net investment
assets										income						gains (losses)
Interest rate swaps hedging			—				2			Net investment			—			Net investment
assets										gains (losses)						gains (losses)
Interest rate swaps hedging			(69	)			1			Interest expense			—			Net investment
liabilities																gains (losses)
Inflation indexed swaps			17				(9	)		Net investment			—			Net investment
										income						gains (losses)
Foreign currency swaps			4				—			Interest expense			—			Net investment
																gains (losses)
Forward bond purchase			34				—			Net investment			—			Net investment
commitments										income						gains (losses)
Total		$	1,215			$	57					$	15
(1)	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.
The following table provides information about the pre-tax income (loss) effects of cash flow hedges for the year ended December 31, 2013:
(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
		recognized				reclassified into				(loss) reclassified into		recognized in				(loss) recognized in net
		in OCI				net income (loss)				net income (loss)		net income				income (loss)
						from OCI						(loss) (1)
Interest rate swaps hedging assets		$	(892	)		$	47			Net investment income		$	(14	)		Net investment
																gains (losses)
Interest rate swaps hedging assets			—				1			Net investment gains (losses)			—			Net investment
																gains (losses)
Interest rate swaps hedging liabilities			42				2			Interest expense			—			Net investment
																gains (losses)
Inflation indexed swaps			45				(5	)		Net investment income			—			Net investment
																gains (losses)
Foreign currency swaps			(1	)			—			Interest expense			—			Net investment
																gains (losses)
Forward bond purchase commitments			(60	)			—			Net investment income			—			Net investment
																gains (losses)
Total		$	(866	)		$	45					$	(14	)
(1)	Represents ineffective portion of cash flow hedges, as there were no amounts excluded from the measurement of effectiveness.
The following table provides information about the pre-tax income (loss) effects of cash flow hedges for the year ended December 31, 2012:
(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
		recognized				reclassified into				(loss) reclassified		recognized in				(loss) recognized in
		in OCI				net income (loss)				into net income (loss)		net income				net income (loss)
						from OCI						(loss) (1)
Interest rate swaps hedging assets		$	(74	)		$	40			Net investment income		$	(12	)		Net investment gains (losses)
Interest rate swaps hedging assets			—				2			Net investment gains (losses)			—			Net investment gains (losses)
Interest rate swaps hedging liabilities			—				2			Interest expense			—			Net investment gains (losses)
Inflation indexed swaps			(58	)			(9	)		Net investment income			—			Net investment gains (losses)
Foreign currency swaps			3				—			Interest expense			—			Net investment gains (losses)
Forward bond purchase commitments			14				—			Net investment income			—			Net investment gains (losses)
Total		$	(115	)		$	35					$	(12	)
(1)	Represents ineffective portion of cash flow hedges, as there were no amounts excluded from the measurement of effectiveness.
The following table provides a reconciliation of current period changes, net of applicable income taxes, for these designated derivatives presented in the separate component of stockholders’ equity labeled “derivatives qualifying as hedges,” for the years ended December 31:
(Amounts in millions)		2014				2013				2012
Derivatives qualifying as effective accounting hedges as of January 1		$	1,319			$	1,909			$	2,009
Current period increases (decreases) in fair value, net of deferred taxes of $(427), $305 and $38			788				(561	)			(77	)
Reclassification to net (income) loss, net of deferred taxes of $20, $16 and $12			(37	)			(29	)			(23	)
Derivatives qualifying as effective accounting hedges as of December 31		$	2,070			$	1,319			$	1,909
The total of derivatives designated as cash flow hedges of $2,070 million, net of taxes, recorded in stockholders’ equity as of December 31, 2014 is expected to be reclassified to net income (loss) in the future, concurrently with and primarily offsetting changes in interest expense and interest income on floating rate instruments and interest income on future fixed rate bond purchases. Of this amount, $57 million, net of taxes, is expected to be reclassified to net income (loss) in the next 12 months. Actual amounts may vary from this amount as a result of market conditions. All forecasted transactions associated with qualifying cash flow hedges are expected to occur by 2047. There were immaterial amounts reclassified to net income (loss) during the years ended December 31, 2014, 2013 and 2012 in connection with forecasted transactions that were no longer considered probable of occurring.
Fair Value Hedges
Certain derivative instruments are designated as fair value hedges. The changes in fair value of these instruments are recorded in net income (loss). In addition, changes in the fair value attributable to the hedged portion of the underlying instrument are reported in net income (loss). We designate and account for the following as fair value hedges when they have met the effectiveness requirements: (i) interest rate swaps to convert fixed rate liabilities into floating rate liabilities; (ii) cross currency swaps to convert non-U.S. dollar fixed rate liabilities to floating rate U.S. dollar liabilities; and (iii) other instruments to hedge various fair value exposures of investments.
There were no pre-tax income (loss) effects of fair value hedges and related hedged items for the year ended December 31, 2014.
The following table provides information about the pre-tax income (loss) effects of fair value hedges and related hedged items for the year ended December 31, 2013:
		Derivative instrument												Hedged item
(Amounts in millions)		Gain (loss)				Classification of		Other				Classification of		Gain (loss)				Classification of
		recognized				gain (losses)		impacts				other impacts to		recognized				gain (losses)
		in net				recognized in net		to net				net income (loss)		in net				recognized in net
		income				income (loss)		income						income				income (loss)
		(loss)						(loss)						(loss)
Interest rate swaps hedging liabilities		$	(11	)		Net investment gains (losses)		$	13			Interest credited		$	11			Net investment gains (losses)
Foreign currency swaps			(31	)		Net investment gains (losses)			—			Interest credited			31			Net investment gains (losses)
Total		$	(42	)				$	13					$	42
The following table provides information about the pre-tax income (loss) effects of fair value hedges and related hedged items for the year ended December 31, 2012:
		Derivative instrument												Hedged item
(Amounts in millions)		Gain (loss)				Classification of		Other				Classification of		Gain (loss)				Classification of
		recognized				gain (losses)		impacts				other impacts to		recognized				gain (losses)
		in net				recognized in net		to net				net income (loss)		in net				recognized in net
		income				income (loss)		income						income				income (loss)
		(loss)						(loss)						(loss)
Interest rate swaps hedging assets		$	1			Net investment gains (losses)		$	(4	)		Net investment income		$	(1	)		Net investment gains (losses)
Interest rate swaps hedging liabilities			(30	)		Net investment gains (losses)			38			Interest credited			30			Net investment gains (losses)
Foreign currency swaps			(1	)		Net investment gains (losses)			2			Interest credited			—			Net investment gains (losses)
Total		$	(30	)				$	36					$	29
The difference between the gain (loss) recognized for the derivative instrument and the hedged item presented above represents the net ineffectiveness of the fair value hedging relationships. The other impacts presented above represent the net income (loss) effects of the derivative instruments that are presented in the same location as the income (loss) activity from the hedged item. There were no amounts excluded from the measurement of effectiveness.
Derivatives Not Designated As Hedges
We also enter into certain non-qualifying derivative instruments such as: (i) interest rate swaps and financial futures to mitigate interest rate risk as part of managing regulatory capital positions; (ii) credit default swaps to enhance yield and reproduce characteristics of investments with similar terms and credit risk; (iii) equity index options, equity return swaps, interest rate swaps and financial futures to mitigate the risks associated with liabilities that have guaranteed minimum benefits, fixed index annuities and indexed universal life; (iv) interest rate swaps where the hedging relationship does not qualify for hedge accounting; (v) credit default swaps to mitigate loss exposure to certain credit risk; (vi) foreign currency swaps, options and forward contracts to mitigate currency risk associated with non-functional currency investments held by certain foreign subsidiaries and future dividends or other cash flows from certain foreign subsidiaries to our holding company; and (vii) equity index options to mitigate certain macroeconomic risks associated with certain foreign subsidiaries. Additionally, we provide GMWBs on certain variable annuities that are required to be bifurcated as embedded derivatives. We also offer fixed index annuity and indexed universal life products and have reinsurance agreements with certain features that are required to be bifurcated as embedded derivatives.
We also have derivatives related to securitization entities where we were required to consolidate the related securitization entity as a result of our involvement in the structure. The counterparties for these derivatives typically only have recourse to the securitization entity. The interest rate swaps used for these entities are typically used to effectively convert the interest payments on the assets of the securitization entity to the same basis as the interest rate on the borrowings issued by the securitization entity. Credit default swaps are utilized in certain securitization entities to enhance the yield payable on the borrowings issued by the securitization entity and also include a settlement feature that allows the securitization entity to provide the par value of assets in the securitization entity for the amount of any losses incurred under the credit default swap.
The following table provides the pre-tax gain (loss) recognized in net income (loss) for the effects of derivatives not designated as hedges for the years ended December 31:
(Amounts in millions)		2014				2013				2012				Classification of gain (loss) recognized
														in net income (loss)
Interest rate swaps		$	1			$	(7	)		$	21			Net investment gains (losses)
Interest rate swaps related to securitization entities (1)			(9	)			9				(4	)		Net investment gains (losses)
Credit default swaps			1				14				57			Net investment gains (losses)
Credit default swaps related to securitization entities (1)			19				77				76			Net investment gains (losses)
Equity index options			(31	)			(43	)			(58	)		Net investment gains (losses)
Financial futures			90				(232	)			(121	)		Net investment gains (losses)
Equity return swaps			5				(33	)			(37	)		Net investment gains (losses)
Other foreign currency contracts			(4	)			6				(19	)		Net investment gains (losses)
Foreign currency swaps			(7	)			—				—			Net investment gains (losses)
Reinsurance embedded derivatives			—				—				3			Net investment gains (losses)
GMWB embedded derivatives			(147	)			277				170			Net investment gains (losses)
Fixed index annuity embedded derivatives			(27	)			(18	)			(1	)		Net investment gains (losses)
Indexed universal life embedded derivatives			(1	)			—				—			Net investment gains (losses)
Total derivatives not designated as hedges		$	(110	)		$	50			$	87
(1)	See note 18 for additional information related to consolidated securitization entities.
Derivative Counterparty Credit Risk
Most of our derivative arrangements with counterparties require the posting of collateral upon meeting certain net exposure thresholds. For derivatives related to securitization entities, there are no arrangements that require either party to provide collateral and the recourse of the derivative counterparty is typically limited to the assets held by the securitization entity and there is no recourse to any entity other than the securitization entity.
The following table presents additional information about derivative assets and liabilities subject to an enforceable master netting arrangement as of December 31:
		2014												2013
(Amounts in millions)		Derivatives				Derivatives				Net				Derivatives				Derivatives			Net
		assets (1)				liabilities (2)				derivatives				assets (1)				liabilities (2)			derivatives
Amounts presented in the balance sheet:
Gross amounts recognized		$	1,157			$	273			$	884			$	496			$	662		$	(166	)
Gross amounts offset in the balance sheet			—				—				—				—				—			—
Net amounts presented in the balance sheet			1,157				273				884				496				662			(166	)
Gross amounts not offset in the balance sheet:
Financial instruments (3)			(227	)			(227	)			—				(286	)			(286	)		—
Collateral received			(884	)			—				(884	)			(199	)			—			(199	)
Collateral pledged			—				(49	)			49				—				(394	)		394
Over collateralization			1				5				(4	)			16				23			(7	)
Net amount		$	47			$	2			$	45			$	27			$	5		$	22
(1)	Included $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of December 31, 2014 and 2013.
(2)	Included $6 million and $7 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of December 31, 2014 and 2013, respectively.
(3)	Amounts represent derivative assets and/or liabilities that are presented gross within the balance sheet but are held with the same counterparty where we have a master netting arrangement. This adjustment results in presenting the net asset and net liability position for each counterparty.
Except for derivatives related to securitization entities, almost all of our master swap agreements contain credit downgrade provisions that allow either party to assign or terminate derivative transactions if the other party’s long-term unsecured debt rating or financial strength rating is below the limit defined in the applicable agreement. If the downgrade provisions had been triggered as of December 31, 2014 and 2013, we could have been allowed to claim $47 million and $27 million, respectively, or required to disburse up to $2 million and $5 million, respectively. The chart above excludes embedded derivatives and derivatives related to securitization entities as those derivatives are not subject to master netting arrangements.
Credit Derivatives
We sell protection under single name credit default swaps and credit default swap index tranches in combination with purchasing securities to replicate characteristics of similar investments based on the credit quality and term of the credit default swap. Credit default triggers for both indexed reference entities and single name reference entities follow the Credit Derivatives Physical Settlement Matrix published by the International Swaps and Derivatives Association. Under these terms, credit default triggers are defined as bankruptcy, failure to pay or restructuring, if applicable. Our maximum exposure to credit loss equals the notional value for credit default swaps. In the event of default for credit default swaps, we are typically required to pay the protection holder the full notional value less a recovery rate determined at auction.
In addition to the credit derivatives discussed above, we also have credit derivative instruments related to securitization entities that we consolidate. These derivatives represent a customized index of reference entities with specified attachment points for certain derivatives. The credit default triggers are similar to those described above. In the event of default, the securitization entity will provide the counterparty with the par value of assets held in the securitization entity for the amount of incurred loss on the credit default swap. The maximum exposure to loss for the securitization entity is the notional value of the derivatives. Certain losses on these credit default swaps would be absorbed by the third-party noteholders of the securitization entity and the remaining losses on the credit default swaps would be absorbed by our portion of the notes issued by the securitization entity.
The following table sets forth our credit default swaps where we sell protection on single name reference entities and the fair values as of the dates indicated:
		2014												2013
(Amounts in millions)		Notional				Assets				Liabilities				Notional				Assets			Liabilities
		value												value
Investment grade
Matures in less than one year		$	—			$	—			$	—			$	—			$	—		$	—
Matures after one year through five years			39				1				—				39				1			—
Total credit default swaps on single name reference entities		$	39			$	1			$	—			$	39			$	1		$	—
The following table sets forth our credit default swaps where we sell protection on credit default swap index tranches and the fair values as of December 31:
		2014												2013
(Amounts in millions)		Notional				Assets				Liabilities				Notional				Assets			Liabilities
		value												value
Original index tranche attachment/detachment point and maturity:
7% - 15% matures after one year through five years (1)		$	100			$	1			$	—			$	100			$	3		$	—
9% - 12% matures in less than one year (2)			250				2				—				—				—			—
9% - 12% matures after one year through five years (2)			—				—				—				250				5			—
10% - 15% matures in less than one year (3)			—				—				—				250				2			—
Total credit default swap index tranches			350				3				—				600				10			—
Customized credit default swap index tranches related to securitization entities:
Portion backing third-party borrowings maturing			12				—				—				12				—			1
2017 (4)
Portion backing our interest maturing 2017 (5)			300				—				17				300				—			31
Total customized credit default swap index tranches related to securitization entities			312				—				17				312				—			32
Total credit default swaps on index tranches		$	662			$	3			$	17			$	912			$	10		$	32
(1)	The current attachment/detachment as of December 31, 2014 and 2013 was 7% – 15%.
(2)	The current attachment/detachment as of December 31, 2014 and 2013 was 9% – 12%.
(3)	The current attachment/detachment as of December 31, 2014 and 2013 was 10% – 15%.
(4)	Original notional value was $39 million.
(5)	Original notional value was $300 million.

Deferred_Acquisition_Costs

Deferred Acquisition Costs	12 Months Ended
	Dec. 31, 2014
Deferred Acquisition Costs	(6) Deferred Acquisition Costs
	The following table presents the activity impacting DAC as of and for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Unamortized balance as of January 1	$	5,454		$	5,460		$	5,458
	Impact of foreign currency translation		(44	)		(12	)		9
	Costs deferred		473			457			611
	Amortization, net of interest accretion		(493	)		(451	)		(618	)
	Unamortized balance as of December 31		5,390			5,454			5,460
	Accumulated effect of net unrealized investment (gains) losses		(348	)		(176	)		(424	)
	Balance as of December 31	$	5,042		$	5,278		$	5,036
	We regularly review DAC to determine if it is recoverable from future income. As of December 31, 2014 and 2013, we believe all of our businesses have sufficient future income and therefore the related DAC is recoverable. As part of a life block transaction in the third quarter of 2012, we recorded $39 million of additional DAC amortization to reflect loss recognition on certain term life insurance policies under a reinsurance treaty. As of December 31, 2012, we believed all of our other businesses had sufficient future income and therefore the related DAC was recoverable.
	In the first quarter of 2012, we also wrote off $142 million of DAC associated with certain term life insurance policies under a new reinsurance treaty as part of a life block transaction. The write-off was included in amortization, net of interest accretion.

Intangible_Assets

Intangible Assets	12 Months Ended
	Dec. 31, 2014
Intangible Assets	(7) Intangible Assets
	The following table presents our intangible assets as of December 31:
		2014						2013
	(Amounts in millions)	Gross			Accumulated			Gross			Accumulated
		carrying			amortization			carrying			amortization
		amount						amount
	PVFP	$	1,995		$	(1,917	)	$	2,061		$	(1,900	)
	Capitalized software		736			(604	)		704			(545	)
	Deferred sales inducements to contractholders		209			(153	)		195			(123	)
	Other		55			(49	)		54			(47	)
	Total	$	2,995		$	(2,723	)	$	3,014		$	(2,615	)
	Amortization expense related to PVFP, capitalized software and other intangible assets for the years ended December 31, 2014, 2013 and 2012 was $78 million, $118 million and $104 million, respectively. Amortization expense related to deferred sales inducements of $30 million, $24 million and $29 million, respectively, for the years ended December 31, 2014, 2013 and 2012 was included in benefits and other changes in policy reserves.
	Present Value of Future Profits
	The following table presents the activity in PVFP as of and for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Unamortized balance as of January 1	$	246		$	297		$	339
	Interest accreted at 5.89%, 5.52% and 5.66%		14			15			18
	Amortization		(31	)		(66	)		(60	)
	Unamortized balance as of December 31		229			246			297
	Accumulated effect of net unrealized investment (gains) losses		(151	)		(85	)		(180	)
	Balance as of December 31	$	78		$	161		$	117
	We regularly review our assumptions and periodically test PVFP for recoverability in a manner similar to our treatment of DAC. During the fourth quarter of 2014, the loss recognition testing for our acquired block of long-term care insurance business resulted in a premium deficiency. As a result, we wrote off the entire PVFP balance for our long-term care insurance business of $6 million through amortization with a corresponding change to net unrealized investment gains (losses). The results of the test were driven by changes to assumptions and methodologies primarily impacting claim termination rates, most significantly in later-duration claims, and benefit utilization rates. As of December 31, 2014, we believe all of our other businesses have sufficient future income and therefore the related PVFP is recoverable. For the years ended December 31, 2013 and 2012, there were no charges to income as a result of our PVFP recoverability testing.
	The percentage of the December 31, 2014 PVFP balance net of interest accretion, before the effect of unrealized investment gains or losses, estimated to be amortized over each of the next five years is as follows:
	2015		9.1	%
	2016		11.1	%
	2017		9.5	%
	2018		7.7	%
	2019		6.2	%
	Amortization expense for PVFP in future periods will be affected by acquisitions, dispositions, net investment gains (losses) or other factors affecting the ultimate amount of gross profits realized from certain lines of business. Similarly, future amortization expense for other intangibles will depend on future acquisitions, dispositions and other business transactions.

Goodwill_And_Dispositions

Goodwill And Dispositions	12 Months Ended
	Dec. 31, 2014
Goodwill And Dispositions	(8) Goodwill And Dispositions
	Goodwill
	The following is a summary of our goodwill balance by segment and Corporate and Other activities as of the dates indicated:
	(Amounts in millions)	U.S. Life			International			U.S.			International			Runoff			Corporate			Total
		Insurance			Mortgage			Mortgage			Protection						and Other
					Insurance			Insurance
	Balance as of December 31, 2012:
	Gross goodwill	$	1,034		$	19		$	22		$	89		$	70		$	29		$	1,263
	Accumulated impairment losses		(185	)		—			(22	)		(89	)		(70	)		(29	)		(395	)
	Goodwill		849			19			—			—			—			—			868
	Foreign exchange translation		—			(1	)		—			—			—			—			(1	)
	Balance as of December 31, 2013:
	Gross goodwill		1,034			18			22			89			70			—			1,233
	Accumulated impairment losses		(185	)		—			(22	)		(89	)		(70	)		—			(366	)
	Goodwill		849			18			—			—			—			—			867
	Impairment losses		(849	)		—			—			—			—			—			(849	)
	Foreign exchange translation		—			(2	)		—			—			—			—			(2	)
	Balance as of December 31, 2014:
	Gross goodwill		1,034			16			22			89			70			—			1,231
	Accumulated impairment losses		(1,034	)		—			(22	)		(89	)		(70	)		—			(1,215	)
	Goodwill	$	—		$	16		$	—		$	—		$	—		$	—		$	16
	Goodwill impairments
	During 2014, we recorded goodwill impairments of $849 million in our U.S. Life Insurance segment, including $354 million for our long-term care insurance reporting unit and $495 million for our life insurance reporting unit.
	For the first half of 2014, overall market sales for the long-term care insurance industry declined approximately 30% as compared to the same period last year. Given these trends, our annual sales projections included in our determination of fair value for our long-term care insurance reporting unit were lower than the prior year’s goodwill testing analysis. Based on the fair value of projected new business for our long-term care insurance reporting unit, we recorded a goodwill impairment of $200 million during the third quarter of 2014, with the remaining goodwill balance of $154 million deemed recoverable as of September 30, 2014 based on our determination of implied goodwill.
	During the third quarter of 2014, in connection with our strategic planning process, we revisited our prior strategy of focusing on term life insurance, given the capital-intensive nature of the product and our revised capital plan. We are in the process of transitioning to higher return permanent products, including universal life insurance, indexed universal life insurance and linked-benefit products. Given this transition, our annual sales projections included in the determination of fair value for our life insurance reporting unit were significantly lower than sales levels expected in prior year’s goodwill testing analysis. Based on the fair value of projected new business for our life insurance reporting unit, we recorded a goodwill impairment of $350 million during the third quarter of 2014, with the remaining goodwill balance of $145 million deemed recoverable as of September 30, 2014 based on our determination of implied goodwill.
	During the fourth quarter of 2014 and in connection with the preparation of the financial statements, due to negative actions taken by rating agencies and suspension of sales by certain distributors, we performed an interim goodwill impairment analysis for our long-term care and life insurance businesses. As a result of current market conditions, decreases in sales projections from negative rating actions and overall uncertainty created as a result of the recent long-term care insurance reserve increases, we recorded a goodwill impairment of $154 million in our long-term care insurance business and $145 million in our life insurance business. The goodwill impairments reduced the goodwill balances of these businesses to zero. The current uncertainty associated with the level and value of new business that a market participant would place on our long-term care and life insurance businesses resulted in concluding the goodwill balances were no longer recoverable.
	There were no goodwill impairment charges recorded in 2013.
	During the third quarter of 2012, as part of our annual goodwill impairment analysis based on data as of July 1, 2012, we recorded a goodwill impairment of $89 million associated with our international protection reporting unit. Considering current market conditions, including the market environment in Europe and lower trading multiples of European financial services companies, and the impact of those conditions on our international protection reporting unit in a market transaction that may require a higher risk premium, we determined the fair value of the reporting unit was below book value and determined the goodwill associated with this reporting unit was not recoverable. Therefore, we recognized a goodwill impairment for all of the goodwill associated with our international protection reporting unit during the third quarter of 2012.
	Deteriorating or adverse market conditions for certain businesses may have a significant impact on the fair value of our reporting units and could result in future impairments of goodwill.
	Dispositions
	Effective April 1, 2013 (immediately prior to the holding company reorganization), Genworth Holdings completed the sale of its reverse mortgage business (which had been part of Corporate and Other activities) for total proceeds of $22 million. The gain on the sale was not significant.

Reinsurance

Reinsurance	12 Months Ended
	Dec. 31, 2014
Reinsurance	(9) Reinsurance
	We reinsure a portion of our policy risks to other insurance companies in order to reduce our ultimate losses, diversify our exposures and provide capital flexibility. We also assume certain policy risks written by other insurance companies. Reinsurance accounting is followed for assumed and ceded transactions when there is adequate risk transfer. Otherwise, the deposit method of accounting is followed.
	Reinsurance does not relieve us from our obligations to policyholders. In the event that the reinsurers are unable to meet their obligations, we remain liable for the reinsured claims. We monitor both the financial condition of individual reinsurers and risk concentrations arising from similar geographic regions, activities and economic characteristics of reinsurers to lessen the risk of default by such reinsurers. Other than the relationship discussed below with Union Fidelity Life Insurance Company (“UFLIC”), we do not have significant concentrations of reinsurance with any one reinsurer that could have a material impact on our financial position.
	As of December 31, 2014, the maximum amount of individual ordinary life insurance normally retained by us on any one individual life policy was $5 million.
	We have several significant reinsurance transactions (“Reinsurance Transactions”) with UFLIC. In these transactions, we ceded to UFLIC in-force blocks of structured settlements issued prior to 2004, substantially all of our in-force blocks of variable annuities issued prior to 2004 and a block of long-term care insurance policies that we reinsured in 2000 from MetLife Insurance Company USA. Although we remain directly liable under these contracts and policies as the ceding insurer, the Reinsurance Transactions have the effect of transferring the financial results of the reinsured blocks to UFLIC. As of December 31, 2014 and 2013, we had a reinsurance recoverable of $14,494 million and $14,622 million, respectively, associated with those Reinsurance Transactions.
	To secure the payment of its obligations to us under the reinsurance agreements governing the Reinsurance Transactions, UFLIC has established trust accounts to maintain an aggregate amount of assets with a statutory book value at least equal to the statutory general account reserves attributable to the reinsured business less an amount required to be held in certain claims-paying accounts. A trustee administers the trust accounts and we are permitted to withdraw from the trust accounts amounts due to us pursuant to the terms of the reinsurance agreements that are not otherwise paid by UFLIC. In addition, pursuant to a Capital Maintenance Agreement, General Electric Capital Corporation, an indirect subsidiary of General Electric Company (“GE”), agreed to maintain sufficient capital in UFLIC to maintain UFLIC’s risk-based capital (“RBC”) at not less than 150% of its company action level, as defined from time to time by the NAIC.
	Under the terms of certain reinsurance agreements that our life insurance subsidiaries have with external parties, we pledged assets in either separate portfolios or in trust for the benefit of external reinsurers. These assets support the reserves ceded to those external reinsurers. We had pledged fixed maturity securities and commercial mortgage loans of $8,737 million and $544 million, respectively, as of December 31, 2014 and $7,823 million and $603 million, respectively, as of December 31, 2013 in connection with these reinsurance agreements. However, we maintain the ability to substitute these pledged assets for other qualified collateral, and may use, commingle, encumber or dispose of any portion of the collateral as long as there is no event of default and the remaining qualified collateral is sufficient to satisfy the collateral maintenance level.
	Under the terms of certain reinsurance agreements that our international insurance subsidiaries have with external parties, we deposited $33 million of assets in an authorized account for the benefit of the external reinsurers. These pledged assets support the reserves and certain expenses in accordance with the reinsurance agreement.
	The following table sets forth net domestic life insurance in-force as of December 31:
	(Amounts in millions)		2014			2013			2012
	Direct life insurance in-force		$	701,797		$	708,271		$	730,016
	Amounts assumed from other companies			935			1,070			1,148
	Amounts ceded to other companies (1)			(393,244	)		(313,593	)		(331,909	)
	Net life insurance in-force		$	309,488		$	395,748		$	399,255
	Percentage of amount assumed to net			—	%		—	%		—	%
	(1)	Includes amounts accounted for under the deposit method.
	The following table sets forth the effects of reinsurance on premiums written and earned for the years ended December 31:
			Written									Earned
	(Amounts in millions)		2014			2013			2012			2014			2013			2012
	Direct:
	Life insurance		$	1,241		$	1,199		$	1,284		$	1,257		$	1,214		$	1,304
	Accident and health insurance			3,063			2,944			2,853			3,087			2,945			2,840
	Property and casualty insurance			108			97			95			97			85			84
	Mortgage insurance			1,814			1,682			1,720			1,588			1,608			1,645
	Total direct			6,226			5,922			5,952			6,029			5,852			5,873
	Assumed:
	Life insurance			45			9			9			39			8			7
	Accident and health insurance			568			403			419			559			414			440
	Property and casualty insurance			2			—			—			1			—			—
	Mortgage insurance			20			19			27			31			33			42
	Total assumed			635			431			455			630			455			489
	Ceded:
	Life insurance			(351	)		(342	)		(528	)		(351	)		(343	)		(527	)
	Accident and health insurance			(790	)		(735	)		(690	)		(783	)		(725	)		(672	)
	Property and casualty insurance			(3	)		—			—			(3	)		—			—
	Mortgage insurance			(95	)		(92	)		(132	)		(91	)		(91	)		(122	)
	Total ceded			(1,239	)		(1,169	)		(1,350	)		(1,228	)		(1,159	)		(1,321	)
	Net premiums		$	5,622		$	5,184		$	5,057		$	5,431		$	5,148		$	5,041
	Percentage of amount assumed to net												12	%		9	%		10	%
	Reinsurance recoveries recognized as a reduction of benefits and other changes in policy reserves amounted to $2,872 million, $2,645 million and $2,951 million during 2014, 2013 and 2012, respectively.

Insurance_Reserves

Insurance Reserves	12 Months Ended
	Dec. 31, 2014
Insurance Reserves	(10) Insurance Reserves
	Future Policy Benefits
	The following table sets forth our recorded liabilities and the major assumptions underlying our future policy benefits as of December 31:
	(Amounts in millions)		Mortality/		Interest rate	2014		2013
			morbidity		assumption
			assumption
	Long-term care insurance contracts		(a)		3.75% - 7.50%	$	19,310	$	17,023
	Structured settlements with life contingencies		(b)		1.50% - 8.00%		9,133		9,267
	Annuity contracts with life contingencies		(b)		1.50% - 8.00%		4,470		4,425
	Traditional life insurance contracts		(c)		3.00% - 7.50%		2,733		2,736
	Supplementary contracts with life contingencies		(b)		1.50% - 8.00%		265		249
	Accident and health insurance contracts		(d)		3.50% - 7.00%		4		5
	Total future policy benefits					$	35,915	$	33,705
	(a)	The 1983 Individual Annuitant Mortality Table or 2000 U.S. Annuity Table, or 1983 Group Annuitant Mortality Table and the 1985 National Nursing Home Study and company experience.
	(b)	Assumptions for limited-payment contracts come from either the U.S. Population Table, 1983 Group Annuitant Mortality Table, 1983 Individual Annuitant Mortality Table or Annuity 2000 Mortality Table.
	(c)	Principally modifications based on company experience of the Society of Actuaries 1965-70 or 1975-80 Select and Ultimate Tables, 1941, 1958, 1980 and 2001 Commissioner’s Standard Ordinary Tables, 1980 Commissioner’s Extended Term table and (IA) Standard Table 1996 (modified).
	(d)	The 1958 and 1980 Commissioner’s Standard Ordinary Tables, or 2000 U.S. Annuity Table, or 1983 Group Annuitant Mortality.
	We regularly review our assumptions and perform loss recognition testing at least annually. During the fourth quarter of 2014, loss recognition testing for our acquired block of long-term care insurance business resulted in a premium deficiency. As a result, we wrote off the PVFP balance of $6 million and increased reserves $710 million. The results of the test were driven by changes to assumptions and methodologies primarily impacting claim termination rates, most significantly in later-duration claims, and benefit utilization rates. The liability for future policy benefits for our acquired block of long-term care insurance business represents our current best estimate; however, there may be future adjustments to this estimate and related assumptions. Such adjustments, reflecting any variety of new and adverse trends, could possibly be significant and result in further increases in the related future policy benefit reserves for this block of business by an amount that could be material to our results of operations and financial condition and liquidity.
	Policyholder Account Balances
	The following table sets forth our recorded liabilities for policyholder account balances as of December 31:
	(Amounts in millions)		2014			2013
	Annuity contracts		$	14,406		$	13,730
	GICs, funding agreements and FABNs			493			896
	Structured settlements without life contingencies			1,828			1,956
	Supplementary contracts without life contingencies			742			714
	Other			28			34
	Total investment contracts			17,497			17,330
	Universal life insurance contracts			8,546			8,198
	Total policyholder account balances		$	26,043		$	25,528
	Certain of our U.S. life insurance companies are members of the Federal Home Loan Bank (the “FHLB”) system in their respective regions. As of December 31, 2014 and 2013, we held $33 million and $70 million, respectively, of FHLB common stock related to those memberships which was included in equity securities. We have outstanding funding agreements with the FHLBs and also have letters of credit which have not been drawn upon. The FHLBs have been granted a lien on certain of our invested assets to collateralize our obligations; however, we maintain the ability to substitute these pledged assets for other qualified collateral, and may use, commingle, encumber or dispose of any portion of the collateral as long as there is no event of default and the remaining qualified collateral is sufficient to satisfy the collateral maintenance level. Upon any event of default by us, the FHLB’s recovery on the collateral is limited to the amount of our funding agreement liabilities to the FHLB. The amount of funding agreements outstanding with the FHLB was $199 million and $493 million, respectively, as of December 31, 2014 and 2013 which was included in policyholder account balances. We had letters of credit related to the FHLB of $583 million as of December 31, 2014 and 2013. These funding agreements and letters of credit were collateralized by fixed maturity securities with a fair value of $854 million and $1,153 million, respectively, as of December 31, 2014 and 2013.
	Certain Non-Traditional Long-Duration Contracts
	The following table sets forth information about our variable annuity products with death and living benefit guarantees as of December 31:
	(Dollar amounts in millions)		2014			2013
	Account values with death benefit guarantees (net of reinsurance):
	Standard death benefits (return of net deposits) account value		$	2,877		$	3,164
	Net amount at risk		$	5		$	6
	Average attained age of contractholders			72			72
	Enhanced death benefits (ratchet, rollup) account value		$	3,443		$	3,853
	Net amount at risk		$	119		$	114
	Average attained age of contractholders			73			72
	Account values with living benefit guarantees:
	GMWBs		$	3,675		$	4,054
	Guaranteed annuitization benefits		$	1,362		$	1,508
	Variable annuity contracts may contain more than one death or living benefit; therefore, the amounts listed above are not mutually exclusive. Substantially all of our variable annuity contracts have some form of GMDB.
	As of December 31, 2014 and 2013, our total liability associated with variable annuity contracts with minimum guarantees was approximately $7,108 million and $7,704 million, respectively. The liability, net of reinsurance, for our variable annuity contracts with GMDB and guaranteed annuitization benefits was $55 million and $39 million as of December 31, 2014 and 2013, respectively.
	The contracts underlying the lifetime benefits such as GMWB and guaranteed annuitization benefits are considered “in the money” if the contractholder’s benefit base, or the protected value, is greater than the account value. As of December 31, 2014 and 2013, our exposure related to GMWB and guaranteed annuitization benefit contracts that were considered “in the money” was $532 million and $467 million, respectively. For GMWBs and guaranteed annuitization benefits, the only way the contractholder can monetize the excess of the benefit base over the account value of the contract is through lifetime withdrawals or lifetime income payments after annuitization.
	Account balances of variable annuity contracts with death or living benefit guarantees were invested in separate account investment options as follows as of December 31:
	(Amounts in millions)		2014			2013 (1)
	Balanced funds		$	3,848		$	4,187
	Equity funds			1,639			1,778
	Bond funds			707			897
	Money market funds			96			98
	Total		$	6,290		$	6,960
	(1)	The balances as of December 31, 2013 have been represented as a result of classification changes and to exclude fixed account assets from bond funds.

Liability_for_Policy_and_Contr

Liability for Policy and Contract Claims	12 Months Ended
	Dec. 31, 2014
Liability for Policy and Contract Claims	(11) Liability for Policy and Contract Claims
	The following table sets forth our recorded liability for policy and contract claims by business as of December 31:
	(Amounts in millions)	2014			2013
	Long-term care insurance	$	6,216		$	4,999
	U.S. mortgage insurance		1,180			1,482
	International mortgage insurance		308			378
	Life insurance		197			188
	Lifestyle protection insurance		106			108
	Fixed annuities		21			29
	Runoff		15			20
	Total liability for policy and contract claims	$	8,043		$	7,204
	The liability for policy and contract claims represents our current best estimate; however, there may be future adjustments to this estimate and related assumptions. Such adjustments, reflecting any variety of new and adverse trends, could possibly be significant, and result in increases in reserves by an amount that could be material to our results of operations and financial condition and liquidity.
	Long-term care insurance
	The following table sets forth changes in the liability for policy and contract claims for our long-term care insurance business for the dates indicated:
	(Amounts in millions)	2014			2013			2012
	Beginning balance as of January 1	$	4,999		$	4,655		$	4,130
	Less reinsurance recoverables		(1,707	)		(1,574	)		(1,387	)
	Net balance as of January 1		3,292			3,081			2,743
	Incurred related to insured events of:
	Current year		1,474			1,323			1,271
	Prior years		726			3			93
	Total incurred		2,200			1,326			1,364
	Paid related to insured events of:
	Current year		(134	)		(131	)		(111	)
	Prior years		(1,263	)		(1,160	)		(1,068	)
	Total paid		(1,397	)		(1,291	)		(1,179	)
	Interest on liability for policy and contract claims		195			176			153
	Net balance as of December 31		4,290			3,292			3,081
	Add reinsurance recoverables		1,926			1,707			1,574
	Ending balance as of December 31	$	6,216		$	4,999		$	4,655
	The liability for policy and contract claims of our long-term care insurance business increased in 2014 largely as a result of the completion of a comprehensive review of our long-term care insurance claim reserves conducted during the third quarter of 2014 which resulted in recording higher reserves of $604 million and an increase in reinsurance recoverable of $73 million. This review was commenced as a result of adverse claims experience during the second quarter of 2014 and in connection with our regular review of our claim reserves assumptions during the third quarter of each year. As a result of this review, we made changes to our assumptions and methodologies relating to our long-term care insurance claim reserves primarily impacting claim termination rates, most significantly in later-duration claims, and benefit utilization rates, reflecting that claims are not terminating as quickly and claimants are utilizing more of their available benefits in aggregate than had previously been assumed in our reserve calculations. In conducting the review, we increased the population of claims reviewed, utilizing more of our recent data.
	During the third quarter of 2014, we also recorded a $61 million unfavorable correction to claim reserves related to a calculation of benefit utilization for policies with a benefit inflation option. This error arose prior to 2011 and was not material to earnings in any interim or annual period. During the fourth quarter of 2014, we recorded an $81 million unfavorable correction to claim reserves primarily related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014 and a $21 million unfavorable adjustment related to a revised interest rate assumption, partially offset by a $49 million favorable refinement of assumptions for claim termination rates. As a result of these items, we also recorded an increase in reinsurance recoverable of $17 million in 2014. The remaining increase was attributable to aging and growth of the in-force block. These impacts related to insured events for prior years.
	In 2013, the increase in the liability for policy and contract claims of our long-term care insurance business was predominantly related to growth and aging of the in-force block.
	In 2012, the increase in the liability for policy and contract claims and the increase in prior year claim reserves of our long-term care insurance business was mostly driven by growth and aging of the in-force block, an increase in severity and duration of claims associated with observed loss development and higher average reserve costs on new claims.
	U.S. mortgage insurance
	The following table sets forth changes in the liability for policy and contract claims for our U.S. mortgage insurance business for the dates indicated:
	(Amounts in millions)	2014			2013			2012
	Beginning balance as of January 1	$	1,482		$	2,009		$	2,488
	Less reinsurance recoverables		(44	)		(80	)		(178	)
	Net balance as of January 1		1,438			1,929			2,310
	Incurred related to insured events of:
	Current year		328			476			717
	Prior years		29			(63	)		7
	Total incurred		357			413			724
	Paid related to insured events of:
	Current year		(21	)		(45	)		(92	)
	Prior years		(618	)		(859	)		(1,013	)
	Total paid		(639	)		(904	)		(1,105	)
	Net balance as of December 31		1,156			1,438			1,929
	Add reinsurance recoverables		24			44			80
	Ending balance as of December 31	$	1,180		$	1,482		$	2,009
	The liability for policy and contract claims of our U.S. mortgage insurance business decreased in 2014 predominantly from a decline in new delinquencies, as well as lower reserves on new delinquencies, partially offset by an aggregate increase in our claim reserves in 2014 in connection with the settlement agreement with Bank of America, N.A. and the resolution of a second matter involving a dispute with another servicer over loss mitigation activities. These settlements related to insured events for prior years.
	In 2013, the liability for policy and contract claims of our U.S. mortgage insurance business decreased due to lower new delinquencies and improvements in net cures and aging on existing delinquencies in 2013. We also decreased prior year claim reserves related to our U.S. mortgage insurance business in 2013 primarily from improvements in net cures.
	In 2012, the liability for policy and contract claims of our U.S. mortgage insurance business decreased due to lower new delinquencies in 2012, increased loss mitigation efforts and a reserve strengthening in 2011 that did not recur, partially offset by the continued aging of delinquencies.

Employee_Benefit_Plans

Employee Benefit Plans	12 Months Ended
	Dec. 31, 2014
Employee Benefit Plans	(12) Employee Benefit Plans
	(a) Pension and Retiree Health and Life Insurance Benefit Plans
	Essentially all of our employees are enrolled in a qualified defined contribution pension plan. The plan is 100% funded by Genworth. We make annual contributions to each employee’s pension plan account based on the employee’s age, service and eligible pay. Employees are vested in the plan after three years of service. As of December 31, 2014 and 2013, we recorded a liability related to these benefits of $13 million.
	In addition, certain employees also participate in non-qualified defined contribution plans and in qualified and non-qualified defined benefit pension plans. The plan assets, projected benefit obligation and accumulated benefit obligation liabilities of these plans were not material to our consolidated financial statements individually or in the aggregate. As of December 31, 2014 and 2013, we recorded a liability related to these plans of $71 million and $38 million, respectively, which we accrued in other liabilities in the consolidated balance sheets. The increase in the liability was largely driven by a decrease in the discount rate assumption in 2014. In 2014, we recognized a decrease of $34 million in OCI related to these plans. In 2013, we recognized an increase of $23 million in OCI related to these plans and also recognized a $4 million gain for the closure of the U.K. pension plan to future service accruals.
	We provide retiree health benefits to domestic employees hired prior to January 1, 2005 who meet certain service requirements. Under this plan, retirees over 65 years of age receive a subsidy towards the purchase of a Medigap policy, and retirees under 65 years of age receive medical benefits similar to our employees’ medical benefits. In December 2009, we announced that eligibility for retiree medical benefits will be limited to associates who are within 10 years of retirement eligibility as of January 1, 2010. This resulted in a negative plan amendment which will be amortized over the average future service of the participants. We also provide retiree life and long-term care insurance benefits. The plans are funded as claims are incurred. As of December 31, 2014 and 2013, the accumulated postretirement benefit obligation associated with these benefits was $90 million and $79 million, respectively, which we accrued in other liabilities in the consolidated balance sheets. In 2014, we recognized a decrease of $10 million in OCI. In 2013, we recognized an increase of $11 million in OCI and also recognized a $1 million gain related to reduced benefit costs driven by fewer participants due to the sale of our wealth management and reverse mortgage businesses and from an expense reduction plan announced in June 2013.
	Our cost associated with our pension, retiree health and life insurance benefit plans was $21 million, $22 million and $28 million for the years ended December 31, 2014, 2013 and 2012, respectively.
	(b) Savings Plans
	Our domestic employees participate in qualified and non-qualified defined contribution savings plans that allow employees to contribute a portion of their pay to the plan on a pre-tax basis. We match these contributions, which vest immediately, up to 6% of the employee’s pay. Employees hired on or after January 1, 2011 will not vest immediately in Genworth matching contributions but will fully vest in the matching contributions after two complete years of service. One option available to employees in the defined contribution savings plan is the ClearCourse® variable annuity option offered by certain of our life insurance subsidiaries. The amount of deposits recorded by our life insurance subsidiaries in 2014 and 2013 in relation to this plan option was $1 million for each year. Employees also have the option of purchasing a fund which invests primarily in Genworth stock as part of the defined contribution savings plan. Our cost associated with these plans was $16 million, $17 million and $20 million for the years ended December 31, 2014, 2013 and 2012, respectively.
	(c) Health and Welfare Benefits for Active Employees
	We provide health and welfare benefits to our employees, including health, life, disability, dental and long-term care insurance. Our long-term care insurance is provided through our group long-term care insurance business. The premiums recorded by these businesses related to these benefits were insignificant during 2014, 2013 and 2012.

Borrowings_and_Other_Financing

Borrowings and Other Financings	12 Months Ended
	Dec. 31, 2014
Borrowings and Other Financings	(13) Borrowings and Other Financings
	(a) Short-Term Borrowings
	Commercial Paper Facility
	In the second quarter of 2013, we terminated our $1.0 billion commercial paper program. There was no amount outstanding under the commercial paper program when terminated and none outstanding since February 2009.
	Revolving Credit Facility
	In September 2013, Genworth Financial and Genworth Holdings entered into a Credit Agreement (the “Credit Agreement”) which provides Genworth Holdings with a $300 million multi-currency revolving credit facility, with a $100 million sublimit for letters of credit. The credit facility is available on a revolving basis until September 26, 2016, unless the commitments are terminated earlier either at the request of Genworth Holdings or by the lenders as a result of any event of default. On no more than two occasions during the term of the facility, Genworth Holdings may request each lender to extend the maturity date of its commitment for an additional one-year period. Genworth Holdings’ request will be granted if lenders (including any new lenders replacing non-consenting lenders) holding more than 50% of the commitments consent to the requested extension(s). The proceeds of the loans may be used for working capital and general corporate purposes. As of December 31, 2014 and 2013, there was no amount outstanding under the credit facility. The obligations under the Credit Agreement are unsecured and payment of Genworth Holdings’ obligations is fully and unconditionally guaranteed by Genworth Financial.
	Any borrowings under the revolving credit facility will bear interest at a rate per annum equal to, at the option of Genworth Holdings, (i) a rate based on the greater of JPMorgan Chase Bank N.A.’s prime rate, the federal funds rate and the one-month adjusted London interbank offered rate from time to time, or (ii) with respect to euro currency borrowings, a rate based on the London interbank offered rate from time to time, plus in each case a margin that fluctuates based upon the ratings assigned from time to time by Moody’s Investors Service, Inc. and Standard & Poor’s Rating Group to Genworth Holdings’ senior unsecured long-term indebtedness for borrowed money that is not guaranteed by any other person other than Genworth Financial or subject to any other credit enhancement. Genworth Holdings will also pay a commitment fee at a rate that varies with Genworth Holdings’ senior unsecured long-term indebtedness ratings and that is calculated on the average daily unused amount of the commitments, payable quarterly in arrears.
	The Credit Agreement contains representations, warranties, covenants, terms and conditions customary for transactions of this type. These include negative covenants limiting the ability of Genworth Holdings and its subsidiaries, to: (1) create liens other than permitted liens; (2) in the case of Genworth Holdings and Genworth Life Insurance Company (“GLIC”), merge into or consolidate with any other person or permit any person to merge into or consolidate with them unless Genworth Holdings or GLIC, as applicable, is the surviving person; (3) sell, transfer, lease, or otherwise dispose of all or substantially all of the assets of Genworth Holdings and its subsidiaries, taken as a whole, and the equity interest in or assets of GLIC, subject to certain excluded transactions; (4) enter into certain transactions with affiliates; and (5) enter into certain restrictive agreements. In addition, Genworth Financial agrees not to permit Priority Indebtedness (as defined in the Credit Agreement) to exceed 7.5% of its consolidated total capitalization (as defined in the Credit Agreement) as of the end of any fiscal quarter ending on and after September 30, 2013.
	The Credit Agreement also contains financial covenants that require Genworth Financial not to permit (i) its capitalization ratio (as defined in the Credit Agreement) to be greater than 0.35 to 1.00, and (ii) its consolidated net worth (as defined in the Credit Agreement) to be less than the sum of $8.9 billion plus 50% of its consolidated net income (as defined in the Credit Agreement), in each case as of the end of each fiscal quarter ending on and after September 30, 2013.
	The Credit Agreement contains certain customary events of default, subject to customary grace periods, including, among others: (1) failure to pay when due principal, interest or any other amounts due and payable under the Credit Agreement; (2) incorrectness in any material respect of representations and warranties when made or deemed made; (3) breach of specified covenants; (4) cross-defaults with other material indebtedness (as defined in the Credit Agreement) exceeding an aggregate principal amount of $100 million; (5) certain ERISA (Employee Retirement Income Security Act of 1974) events, (6) bankruptcy and insolvency events, (7) occurrence of a change in control of either Genworth Financial or Genworth Holdings; (8) inability to pay debts as they become due; (9) certain undischarged judgments; (10) Genworth Financial’s guarantee ceases to be valid, binding and enforceable in accordance with its terms; or (11) issuance by any insurance regulatory official of any material corrective order or initiation by any such official of any material regulatory proceeding to oversee or direct management, if such order of proceeding continues undismissed for a period of 30 days.
	(b) Long-Term Borrowings
	The following table sets forth total long-term borrowings as of December 31:
	(Amounts in millions)		2014		2013
	Genworth Holdings
	5.75% Senior Notes, due 2014		$	—	$	485
	8.625% Senior Notes, due 2016			300		300
	6.52% Senior Notes, due 2018			600		600
	7.70% Senior Notes, due 2020			400		400
	7.20% Senior Notes, due 2021			399		399
	7.625% Senior Notes, due 2021			758		759
	4.90% Senior Notes, due 2023			399		399
	4.80% Senior Notes, due 2024			400		400
	6.50% Senior Notes, due 2034			297		297
	6.15% Fixed-to-Floating Rate Junior Suboridinated Notes, due 2066			598		598
	Canada
	4.59% Senior Notes, due 2015			—		141
	5.68% Senior Notes, due 2020			236		258
	4.24% Senior Notes, due 2024			138		—
	Australia
	Floating Rate Junior Notes, due 2021			114		125
	Total		$	4,639	$	5,161
	Genworth Holdings
	Long-Term Senior Notes
	As of December 31, 2014, Genworth Holdings had outstanding eight series of fixed rate senior notes with varying interest rates between 4.80% and 8.625% and maturity dates between 2016 and 2034. The senior notes are Genworth Holdings’ direct, unsecured obligations and rank equally in right of payment with all of its existing and future unsecured and unsubordinated obligations. Genworth Financial provides a full and unconditional guarantee to the trustee of Genworth Holdings’ outstanding senior notes and the holders of the senior notes, on an unsecured unsubordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, each outstanding series of senior notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the senior notes indenture in respect of such senior notes. We have the option to redeem all or a portion of each series of senior notes at any time with notice to the noteholders at a price equal to the greater of 100% of principal or the sum of the present value of the remaining scheduled payments of principal and interest discounted at the then-current treasury rate plus an applicable spread.
	We repaid $485 million of our 5.75% senior notes due 2014 issued in June 2004 (the “2014 Notes”) in June 2014 from cash on hand.
	In December 2013, Genworth Holdings issued $400 million aggregate principal amount of senior notes, with an interest rate of 4.80% per year payable semi-annually, and maturing in 2024 (“2024 Notes”). The net proceeds of $397 million from the issuance of the 2024 Notes, together with cash on hand at Genworth Financial, were used to contribute $100 million to Genworth Mortgage Insurance Corporation (“GMICO”), our primary U.S. mortgage insurance subsidiary, and an additional $300 million was contributed to a U.S. mortgage holding company to be used to satisfy all or part of the higher capital requirements expected to be imposed by the government-sponsored enterprises (“GSEs”) as part of the anticipated revisions to their asset-and capital-related requirements. In May 2014, our U.S. mortgage holding company contributed the additional $300 million to GMICO.
	In August 2013, Genworth Holdings issued $400 million aggregate principal amount of 4.90% senior notes due 2023 (the “2023 Notes”). The net proceeds of $396 million from the issuance of the 2023 Notes, together with cash on hand at Genworth Holdings, were used to redeem all $346 million of the remaining outstanding aggregate principal amount of Genworth Holdings’ 4.95% senior notes due 2015 (the “2015 Notes”) and pay accrued and unpaid interest on such notes and pay a make-whole payment of approximately $30 million pre-tax.
	During 2013, Genworth Holdings repurchased $15 million aggregate principal amount of the 2014 Notes, and paid accrued and unpaid interest thereon. In June 2013, Genworth Holdings repurchased $4 million aggregate principal amount of the 2015 Notes, and paid accrued and unpaid interest thereon.
	During the fourth quarter of 2012, we completed a tender offer for up to $100 million of 2014 Notes. As a result of this tender offer, we repurchased principal of approximately $100 million of these notes, plus accrued interest on the notes repurchased, for a pre-tax loss of $6 million.
	In March 2011, we issued $400 million of 7.625% senior notes due 2021 (the “2021 Notes”) and in March 2012, we issued an additional $350 million aggregate principal amount of the 2021 Notes. The 2021 Notes issued in March 2012 were issued at a public offering price of 103% of principal amount, with a yield to maturity of 7.184%. The net proceeds of $358 million from the issuance of these 2021 Notes were used for general corporate purposes, including increasing liquidity at the Genworth Holdings level.
	In June 2012, we repaid $222 million of our 5.65% senior notes due 2012 at their maturity.
	Long-Term Junior Subordinated Notes
	As of December 31, 2014, Genworth Holdings had outstanding fixed-to-floating rate junior notes having an aggregate principal amount of $598 million, with an annual interest rate equal to 6.15% payable semi-annually, until November 15, 2016, at which point the annual interest rate will be equal to the three-month London Interbank Offered Rate (“LIBOR”) plus 2.0025% payable quarterly, until the notes mature in November 2066 (“2066 Notes”). Subject to certain conditions, Genworth Holdings has the right, on one or more occasions, to defer the payment of interest on the 2066 Notes during any period of up to 10 years without giving rise to an event of default and without permitting acceleration under the terms of the 2066 Notes. Genworth Holdings will not be required to settle deferred interest payments until it has deferred interest for five years or made a payment of current interest. In the event of our bankruptcy, holders will have a limited claim for deferred interest.
	Genworth Holdings may redeem the 2066 Notes on November 15, 2036, the “scheduled redemption date,” but only to the extent that it has received net proceeds from the sale of certain qualifying capital securities. Genworth Holdings may redeem the 2066 Notes (i) in whole or in part, at any time on or after November 15, 2016 at their principal amount plus accrued and unpaid interest to the date of redemption or (ii) in whole or in part, prior to November 15, 2016 at their principal amount plus accrued and unpaid interest to the date of redemption or, if greater, a make-whole price.
	The 2066 Notes will be subordinated to all existing and future senior, subordinated and junior subordinated debt of Genworth Holdings, except for any future debt that by its terms is not superior in right of payment, and will be effectively subordinated to all liabilities of our subsidiaries. Genworth Financial provides a full and unconditional guarantee to the trustee of the 2066 Notes and the holders of the 2066 Notes, on an unsecured subordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, the outstanding 2066 Notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the 2066 Notes indenture in respect of the 2066 Notes.
	In connection with the issuance of the 2066 Notes, we entered into a Replacement Capital Covenant (the “Replacement Capital Covenant”), whereby we agreed, for the benefit of holders of our 6.5% Senior Notes due 2034, that Genworth Holdings will not repay, redeem or repurchase all or any part of the 2066 Notes on or before November 15, 2046, unless such repayment, redemption or repurchase is made from the proceeds of the issuance of certain replacement capital securities and pursuant to the other terms and conditions set forth in the Replacement Capital Covenant.
	Canada
	As of December 31, 2014, our indirect majority-owned subsidiary, Genworth MI Canada Inc. (“Genworth Canada”), had outstanding two series of fixed rate senior notes with interest rates of 5.68% and 4.24% and maturity dates of 2020 and 2024, respectively. The senior notes are redeemable at the option of Genworth Canada, in whole or in part, at any time.
	In April 2014, Genworth Canada issued CAD$160 million aggregate principal amount of 4.24% senior notes (the “2024 Canada Notes”). The net proceeds of the offering of the 2024 Canada Notes were used to redeem, in full, the CAD$150 million outstanding principal on its existing 4.59% senior notes due 2015. In conjunction with the redemption, Genworth Canada made an early redemption payment to existing noteholders of approximately CAD$7 million and accrued interest of approximately CAD$2 million in the second quarter of 2014.
	Australia
	As of December 31, 2014, our indirect majority-owned subsidiary, Genworth Financial Mortgage Insurance Pty Limited, had outstanding subordinated floating rate notes due 2021 (the “2021 Australia Notes”) with an interest rate of three-month Bank Bill Swap reference rate plus a margin of 4.75%. Genworth Financial Mortgage Insurance Pty Limited issued AUD$140 million aggregate principal amount of the 2021 Australia Notes in June 2011. The net proceeds of the offering were used for general corporate purposes.
	(c) Non-Recourse Funding Obligations
	The following table sets forth the non-recourse funding obligations (surplus notes) of our wholly-owned, special purpose consolidated captive insurance subsidiaries as of December 31:
	(Amounts in millions)
	Issuance		2014		2013
	River Lake Insurance Company (a), due 2033		$	570	$	570
	River Lake Insurance Company (b), due 2033			435		461
	River Lake Insurance Company II (a), due 2035			192		192
	River Lake Insurance Company II (b), due 2035			484		500
	Rivermont Life Insurance Company I (a), due 2050			315		315
	Total		$	1,996	$	2,038
	(a)	Accrual of interest based on one-month LIBOR that resets every 28 days plus a fixed margin.
	(b)	Accrual of interest based on one-month LIBOR that resets on a specified date each month plus a contractual margin.
	These surplus notes bear a floating rate of interest and have been deposited into a series of trusts that have issued money market or term securities. Both principal and interest payments on the money market and term securities are guaranteed by a third-party insurance company. The holders of the money market or term securities cannot require repayment from us or any of our subsidiaries, other than the River Lake and Rivermont Insurance Companies, as applicable, the direct issuers of the notes. We have provided a limited guarantee to Rivermont Life Insurance Company (“Rivermont I”), where under adverse interest rate, mortality or lapse scenarios (or combination thereof), we may be required to provide additional funds to Rivermont I. Genworth Life and Annuity Insurance Company, our wholly-owned subsidiary, has agreed to indemnify the issuers and the third-party insurer for certain limited costs related to the issuance of these obligations.
Any payment of principal, including by redemption, or interest on the notes may only be made with the prior approval of the Director of Insurance of the State of South Carolina in accordance with the terms of its licensing orders and in accordance with applicable law. The holders of the notes have no rights to accelerate payment of principal of the notes under any circumstances, including without limitation, for non-payment or breach of any covenant. Each issuer reserves the right to repay the notes that it has issued at any time, subject to prior regulatory approval.
During 2014 and 2013, River Lake Insurance Company, our indirect wholly-owned subsidiary, repaid $26 million and $28 million, respectively, of its total outstanding floating rate subordinated notes due in 2033.
During 2014, River Lake Insurance Company II (“River Lake II”), our indirect wholly-owned subsidiary, repaid $16 million of its total outstanding floating rate subordinated notes due in 2035.
In December 2012, we acquired $20 million of non-recourse funding obligations issued by River Lake II, resulting in a U.S. GAAP pre-tax gain of $4 million. We accounted for these transactions as redemptions of our non-recourse funding obligations.
On March 26, 2012, River Lake Insurance Company IV Limited (“River Lake IV”) repaid $3 million of its total outstanding $8 million Class B Floating Rate Subordinated Notes due May 25, 2028 following an early redemption event, in accordance with the priority of payments. During the three months ended September 30, 2012, as part of a life block transaction, we acquired $270 million of non-recourse funding obligations issued by River Lake IV, which were accounted for as redemptions of our non-recourse funding obligations and resulted in a U.S. GAAP after-tax gain of approximately $21 million. The life block transaction also resulted in higher after-tax DAC amortization of $25 million reflecting loss recognition associated with a third-party reinsurance treaty plus additional expenses. The combined transactions resulted in a U.S. GAAP after-tax loss of $6 million in the three months ended September 30, 2012 which was included in our U.S. Life Insurance segment. In December 2012, we repaid the remaining outstanding non-recourse funding obligations issued by River Lake IV of $235 million.
In January 2012, as part of a life block transaction, we acquired $475 million of our non-recourse funding obligations issued by River Lake Insurance Company III (“River Lake III”), our indirect wholly-owned subsidiary, which were accounted for as redemptions of our non-recourse funding obligations and resulted in a U.S. GAAP after-tax gain of approximately $52 million. In connection with the life block transaction, we ceded certain term life insurance policies to a third-party reinsurer resulting in a U.S. GAAP after-tax loss, net of DAC amortization, of $93 million. The combined transactions resulted in a U.S. GAAP after-tax loss of approximately $41 million in the three months ended March 31, 2012 which was included in our U.S. Life Insurance segment. In February and March 2012, we repaid the remaining outstanding non-recourse funding obligations issued by River Lake III of $176 million.
The weighted-average interest rates on the non-recourse funding obligations as of December 31, 2014 and 2013 were 1.51% and 1.50%, respectively.
(d) Liquidity
Principal amounts under our long-term borrowings (including senior notes) and non-recourse funding obligations by maturity were as follows as of December 31, 2014:
(Amounts in millions)		Amount
2015		$	—
2016			300
2017			—
2018			600
2019 and thereafter (1)			5,735
Total		$	6,635
(1)	Repayment of $2.0 billion of our non-recourse funding obligations requires regulatory approval.
Our liquidity requirements are principally met through cash flows from operations.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2014
Income Taxes	(14) Income Taxes
	Income (loss) from continuing operations before income taxes included the following components for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Domestic	$	(2,008	)	$	294		$	(73	)
	Foreign		732			756			679
	Income (loss) from continuing operations before income taxes	$	(1,276	)	$	1,050		$	606
	The total provision (benefit) for income taxes was as follows for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Current federal income taxes	$	(3	)	$	(18	)	$	(68	)
	Deferred federal income taxes		(443	)		160			36
	Total federal income taxes		(446	)		142			(32	)
	Current state income taxes		4			(1	)		(16	)
	Deferred state income taxes		(4	)		(9	)		(9	)
	Total state income taxes		—			(10	)		(25	)
	Current foreign income taxes		258			422			138
	Deferred foreign income taxes		(40	)		(230	)		57
	Total foreign income taxes		218			192			195
	Total provision (benefit) for income taxes	$	(228	)	$	324		$	138
	Our current income tax receivable was $30 million as of December 31, 2014 and our current income tax payable was $132 million as of December 31, 2013.
	The reconciliation of the federal statutory tax rate to the effective income tax rate was as follows for the years ended December 31:
	(Amounts in millions)	2014						2013					2012
	Pre-tax income (loss)	$	(1,276	)				$	1,050				$	606
	Statutory U.S. federal income tax rate		(447	)		35	%		368		35	%		212		35	%
	Increase (reduction) in rate resulting from:
	State income tax, net of federal income tax effect		—			—			(2	)	(0.2	)		(16	)	(2.7	)
	Benefit on tax favored investments		(18	)		1.4			(18	)	(1.7	)		(9	)	(1.4	)
	Effect of foreign operations		(69	)		5.4			(75	)	(7.1	)		(66	)	(10.9	)
	Change in indefinite reinvestment assertion		66			(5.2	)		—		—			—		—
	Interest on uncertain tax positions		(2	)		0.1			(1	)	(0.1	)		(3	)	(0.6	)
	Non-deductible expenses		4			(0.3	)		2		0.2			3		0.5
	Non-deductible goodwill		245			(19.2	)		—		—			19		3.1
	Valuation allowance		(6	)		0.5			16		1.5			—		—
	Stock-based compensation		4			(0.3	)		25		2.4			—		—
	Other, net		(5	)		0.5			9		0.9			(2	)	(0.2	)
	Effective rate	$	(228	)		17.9	%	$	324		30.9	%	$	138		22.8	%
	For the year ended December 31, 2014, the decrease in the effective tax rate was primarily attributable to non-deductible goodwill impairments in 2014 and a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business, partially offset by a net $108 million benefit in the fourth quarter of 2014 in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business.
	For the year ended December 31, 2013, the increase in the effective tax rate was primarily attributable to additional tax expense of $25 million, including $13 million from a correction of prior years, related to non-deductible stock compensation expense resulting from cancellations recorded in 2013. The increase in the effective tax rate was also attributable to a valuation allowance on a deferred tax asset on a specific separate tax return net operating loss that is no longer expected to be realized, state income taxes and the proportion of lower taxed foreign income to pre-tax earnings in 2013 compared to 2012, partially offset by a non-deductible goodwill impairment in 2012.
	The components of the net deferred income tax liability were as follows as of December 31:
	(Amounts in millions)	2014			2013
	Assets:
	Foreign tax credit carryforwards	$	666		$	432
	Accrued commission and general expenses		219			339
	State income taxes		275			278
	Net operating loss carryforwards		1,803			1,762
	Net unrealized losses on derivatives		—			160
	Other		37			41
	Gross deferred income tax assets		3,000			3,012
	Valuation allowance		(301	)		(312	)
	Total deferred income tax assets		2,699			2,700
	Liabilities:
	Investments	$	100		$	140
	Net unrealized gains on investment securities		1,283			454
	Net unrealized gains on derivatives		222			—
	Insurance reserves		544			1,034
	DAC		1,095			1,130
	PVFP and other intangibles		5			53
	Investment in foreign subsidiaries		310			13
	Other		48			82
	Total deferred income tax liabilities		3,607			2,906
	Net deferred income tax liability	$	908		$	206
	The above valuation allowances of $301 million and $312 million, respectively, related to state deferred tax assets, foreign net operating losses and a specific federal separate tax return net operating loss deferred tax asset as of December 31, 2014 and 2013, respectively. The state deferred tax assets related primarily to the future deductions associated with the Section 338 elections and non-insurance net operating loss (“NOL”) carryforwards. The net decrease in the valuation allowance during 2014 related to changes in judgments regarding the future realization of deferred tax assets. Based on our analysis, we believe it is more likely than not that the results of future operations and the implementations of tax planning strategies will generate sufficient taxable income to enable us to realize the deferred tax assets for which we have not established valuation allowances.
	NOL carryforwards amounted to $5,191 million as of December 31, 2014, and, if unused, will expire beginning in 2021. Of this amount, $24 million will result in a benefit recorded in APIC when realized. Foreign tax credit carryforwards amounted to $666 million as of December 31, 2014, and, if unused will begin to expire in 2015.
	As a consequence of our separation from GE, and our joint election with GE to treat that separation as an asset sale under Section 338 of the Internal Revenue Code, we became entitled to additional tax deductions in post IPO periods. As of December 31, 2014 and 2013, we have recorded in our consolidated balance sheets our estimates of the remaining deferred tax benefits associated with these deductions of $599 million. We are obligated, pursuant to our Tax Matters Agreement with GE, to make fixed payments to GE, over the next 9 years, on an after-tax basis and subject to a cumulative maximum of $640 million, which is 80% of the projected tax savings associated with the Section 338 deductions. We recorded net interest expense of $13 million, $15 million and $17 million for the years ended December 31, 2014, 2013 and 2012, respectively, reflecting accretion of our liability at the Tax Matters Agreement rate of 5.72%. As of December 31, 2014 and 2013, we have recorded the estimated present value of our remaining obligation to GE of $216 million and $245 million, respectively, as a liability in our consolidated balance sheets. Both our IPO-related deferred tax assets and our obligation to GE are estimates that are subject to change.
	In 2014, we increased our deferred tax liability by $6 million, with an offset to additional paid-in capital related to an unsupported tax balance that arose prior to our IPO. In 2013, we increased our deferred tax liability by $17 million, with an offset to additional paid-in capital related to an unsupported tax balance that arose prior to our IPO. In 2012, we decreased our deferred tax liability by $36 million with an offset to additional paid-in capital related to an unsupported tax balance that arose prior to our IPO.
U.S. deferred income taxes are not provided on unremitted foreign income that is considered permanently reinvested, which as of December 31, 2014, amounted to approximately $1,642 million related to our Canadian mortgage insurance business. It is not practicable to determine the income tax liability that might be incurred if all such income was remitted to the United States due to the inherent complexities associated with any hypothetical calculation. We will record deferred taxes in the period in which we are no longer able to assert unremitted earnings of foreign operations are permanently reinvested. Our Canadian mortgage insurance business held cash and short-term investments of $124 million related to the unremitted earnings of foreign operations considered to be permanently reinvested as of December 31, 2014.
A reconciliation of the beginning and ending amount of unrecognized tax benefits was as follows:
(Amounts in millions)	2014			2013			2012
Balance as of January 1	$	41		$	55		$	226
Tax positions related to the current period:
Gross additions		7			3			14
Gross reductions		(3	)		—			—
Tax positions related to the prior years:
Gross additions		17			4			—
Gross reductions		(13	)		(21	)		(131	)
Settlements		—			—			(54	)
Balance as of December 31	$	49		$	41		$	55
The total amount of unrecognized tax benefits was $49 million as of December 31, 2014, of which $44 million, if recognized, would affect the effective rate on continuing operations. These unrecognized tax benefits included the impact of foreign currency translation from our international operations.
We recognize accrued interest and penalties related to unrecognized tax benefits as components of income tax expense. We recorded $3 million, $1 million and $5 million, respectively, of benefits related to interest and penalties during 2014, 2013 and 2012. We had no interest and penalties accrued as of December 31, 2014. We had approximately $3 million of interest and penalties accrued as of December 31, 2013.
For tax years prior to 2011, we filed U.S. separate non-life consolidated, life consolidated Federal income tax returns, several separate non-life and life returns and various state and local tax returns. For tax years beginning in 2011 and thereafter, we have elected to file a life/non-life consolidated return for U.S. federal income tax purposes. With possible exceptions, we are no longer subject to U.S. Federal tax examinations for years through 2009. Any exposure with respect to these pre-2010 years has been sufficiently recorded in the financial statements. Potential state and local examinations for those years are generally restricted to results that are based on closed U.S. Federal examinations. For our life and non-life consolidated company federal income tax returns, all tax years prior to 2010 have been examined or reviewed. Several of our companies were included in a consolidated return with our former parent, GE, for pre-2005 tax years before our IPO. The Internal Revenue Service completed its examination of these GE consolidated returns in 2010, and the appropriate adjustments under the Tax Matters Agreement and other tax sharing arrangements with GE were settled and finalized during the year ended December 31, 2012. We are also responsible for any tax liability of any separate U.S. Federal and state pre-disposition period returns of former life insurance and non-insurance subsidiaries sold in the years 2011 to 2013. With respect to our foreign affiliates, there are various examinations ongoing by foreign jurisdictions with any material exposure liability related thereto being duly recorded in the financial statements.
We believe it is reasonably possible that in 2015 as a result of our open audits and appeals, up to approximately $14 million of unrecognized tax benefits will be recognized. These tax benefits are related to certain insurance tax attributes in the United States and in foreign jurisdictions.

Supplemental_Cash_Flow_Informa

Supplemental Cash Flow Information	12 Months Ended
	Dec. 31, 2014
Supplemental Cash Flow Information	(15) Supplemental Cash Flow Information
	Net cash paid for taxes was $439 million, $146 million and $287 million and cash paid for interest was $437 million, $453 million and $465 million for the years ended December 31, 2014, 2013 and 2012, respectively.

StockBased_Compensation

Stock-Based Compensation	12 Months Ended
	Dec. 31, 2014
Stock-Based Compensation	(16) Stock-Based Compensation
	Prior to May 2012, we granted share-based awards to employees and directors, including stock options, stock appreciation rights (“SARs”), restricted stock units (“RSUs”) and deferred stock units (“DSUs”) under the 2004 Genworth Financial, Inc. Omnibus Incentive Plan (the “2004 Omnibus Incentive Plan”). In May 2012, the 2012 Genworth Financial, Inc. Omnibus Incentive Plan (the “2012 Omnibus Incentive Plan,” together with the 2004 Omnibus Incentive Plan, the “Omnibus Incentive Plans”) was approved by stockholders. Under the 2012 Omnibus Incentive Plan, we are authorized to grant 16 million equity awards, plus a number of additional shares not to exceed 25 million underlying awards outstanding under the prior Plan. From and after May 2012, no further awards have been or will be granted under the 2004 Omnibus Incentive Plan and the 2004 Omnibus Incentive Plan will remain in effect only as long as awards granted thereunder remain outstanding.
	We recorded stock-based compensation expense under the Omnibus Incentive Plans of $22 million, $30 million and $23 million, respectively, for the years ended December 31, 2014, 2013 and 2012. For awards issued prior to January 1, 2006, stock-based compensation expense was recognized on a graded vesting attribution method over the awards’ respective vesting schedule. For awards issued after January 1, 2006, stock-based compensation expense was recognized evenly on a straight-line attribution method over the awards’ respective vesting period.
	For purposes of determining the fair value of stock-based payment awards on the date of grant, we typically use the Black-Scholes Model. The Black-Scholes Model requires the input of certain assumptions that involve judgment. Management periodically evaluates the assumptions and methodologies used to calculate fair value of share-based compensation. Circumstances may change and additional data may become available over time, which could result in changes to these assumptions and methodologies.
	The following table contains the stock option and SAR weighted-average grant date fair value information and related valuation assumptions for the years ended December 31:
			Stock Options and SARs
			2014			2013						2012
			Black-Scholes			Black-Scholes			Monte-Carlo			Black-Scholes
			Model			Model			Simulation (1)			Model
	Awards granted (in thousands)			2,960			3,404			1,200			5,085
	Maximum share value at exercise of SARs		$	75		$	75		$	75		$	75
	Fair value per options and SARs		$	3.05		$	2.53		$	5.88		$	2.34
	Valuation assumptions:
	Expected term (years)			6			5.9			NA			6
	Expected volatility			100.2	%		100.7	%		102.5	%		100.7	%
	Expected dividend yield			0.5	%		0.5	%		0.5	%		0.5	%
	Risk-free interest rate			1.9	%		1.1	%		1.1	%		1.1	%
	(1)	For purposes of determining the fair value of 1.2 million shares of performance-accelerated SARs that were issued in January 2013, we used a Monte-Carlo Simulation technique. Monte-Carlo Simulation is a method used to simulate future stock price movements in order to determine the fair value due to unique vesting and exercising provisions. The performance-accelerated SARs have a derived service period of one year on average and have a grant price of $7.90. The performance-accelerated SARs vest on the third anniversary of the grant date but are subject to earlier vesting on or after the one year anniversary of the grant date based on the closing price of our Class A Common Stock exceeding certain specified amounts ($12.00, $16.00 and $20.00, respectively) for 45 consecutive trading days. Based on the closing price of our Class A Common Stock, the first tranche at $12.00 vested in January 2014 and the second tranche at $16.00 vested in June 2014.
	During 2014 and 2013, we granted SARs with exercise prices ranging from $14.30 to $17.89 and $7.90 to $9.06, respectively. These SARs have a feature that places a cap on the amount of gain that can be recognized upon exercise of the SARs. Specifically, if the price of our Class A Common Stock reaches $75.00, any vested portion of the SAR will be automatically exercised. We did not grant stock options during 2014, 2013 or 2012. The SAR grant price equaled the closing market prices of our Class A Common Stock on the date of the grant and the awards have an exercise term of 10 years. The SARs granted in 2014, 2013 and 2012 have average vesting periods of four years in annual increments commencing on the first anniversary of the grant date. Additionally, during 2014 and 2013, we issued RSUs with average restriction periods of four years and a fair value of $9.19 to $17.89 and $7.90 to $15.40, respectively, which were measured at the market price of a share of our Class A Common Stock on the grant date. In 2014, we granted 343,000 performance stock units (“PSUs”) with fair values ranging from $15.23 to $17.89. During 2014, 39,000 PSUs were forfeited due to an executive employee leaving the company prior to the achievement of certain performance goals. The PSUs may be earned over a three year period based upon the achievement of certain performance goals related to our 2016 annual operating return on equity and book value per share. The PSUs will be payable in Genworth Class A Common Stock in March 2017 provided we have attained or exceeded threshold levels related to the performance goals. The two performance goals operate independently and each determine 50% of the potential number of shares to be paid out. If the respective threshold levels have not been achieved by December 31, 2016, no payout will occur and all related expenses recorded to date will be reversed. The PSUs were granted at market price as of the grant date.
	The following table summarizes stock option activity as of December 31, 2014 and 2013:
	(Shares in thousands)		Shares subject			Weighted-average
			to option			exercise price
	Balance as of January 1, 2013			6,109		$	11.77
	Granted			—		$	—
	Exercised			(1,440	)	$	6.2
	Forfeited			(359	)	$	17.26
	Expired			—		$	—
	Balance as of January 1, 2014			4,310		$	13.17
	Granted			—		$	—
	Exercised			(921	)	$	8.1
	Forfeited			(885	)	$	19.32
	Expired			—		$	—
	Balance as of December 31, 2014			2,504		$	12.86
	Exercisable as of December 31, 2014			2,501		$	12.86
	The following table summarizes information about stock options outstanding as of December 31, 2014:
			Outstanding									Exercisable
	Exercise price range		Shares in			Average			Average			Shares in			Average			Average
			thousands			life (1)			exercise			thousands			life (1)			exercise
									price									price
	$2.00 - $2.46 (2)			394			4.07		$	2.44			394			4.07		$	2.44
	$7.36 - $7.80			547			2.42		$	7.8			547			2.42		$	7.8
	$9.10 - $14.18			1,228			4.87		$	14.15			1,225			4.86		$	14.15
	$14.92 - $22.80			123			3.26		$	21.96			123			3.26		$	21.96
	$30.52 - $34.13			212			1.4		$	32.56			212			1.4		$	32.55
				2,504					$	12.86			2,501					$	12.86
	(1)	Average contractual life remaining in years.
	(2)	These shares have an aggregate intrinsic value of $2 million each for total options outstanding and exercisable options.
	The following table summarizes the status of our other equity-based awards as of December 31, 2014 and 2013:
			RSUs						DSUs						SARs
	(Awards in thousands)		Number of			Weighted-			Number of			Weighted-			Number of			Weighted-
			awards			average grant			awards			average			awards			average grant
						date fair value						fair value						date fair value
	Balance as of January 1, 2013			2,280		$	12.97			690		$	8.74			10,359		$	4.44
	Granted			2,018		$	9.27			98		$	12.17			4,604		$	3.4
	Exercised			(985	)	$	14.75			(209	)	$	4.73			(1,618	)	$	5.97
	Terminated			(426	)	$	10.01			—		$	—			(980	)	$	2.91
	Balance as of January 1, 2014			2,887		$	10.21			579		$	9.43			12,365		$	4
	Granted			1,226		$	15			113		$	12.98			2,960		$	3.05
	Exercised			(938	)	$	10.06			(58	)	$	6.65			(1,353	)	$	3.88
	Terminated			(262	)	$	12.16			—		$	—			(1,905	)	$	5.23
	Balance as of December 31, 2014			2,913		$	12.09			634		$	9.96			12,067		$	3.62
	As of December 31, 2014 and 2013, total unrecognized stock-based compensation expense related to non-vested awards not yet recognized was $35 million and $30 million, respectively. This expense is expected to be recognized over a weighted-average period of two years.
	There was $20 million and $19 million in cash received from stock options exercised in 2014 and 2013, respectively. New shares were issued to settle all exercised awards. The actual tax benefit realized for the tax deductions from the exercise of share-based awards was $11 million and $10 million as of December 31, 2014 and 2013, respectively.
	In connection with the IPO of Genworth Canada in July 2009, our indirect subsidiary, Genworth Canada, granted stock options and other equity-based awards to its Canadian employees. The following table summarizes the status of Genworth Canada’s stock option activity and other equity-based awards as of December 31, 2014 and 2013:
		Stock options			RSUs & PSUs			DSUs			Executive deferred
											stock units (“EDSUs”)
(Shares and Awards in thousands)		Shares subject			Number of			Number of			Number of
		to option			awards			awards			awards
Balance as of January 1, 2013			1,027			143			34			—
Granted			100			106			11			20
Exercised			(91	)		(66	)		—			—
Terminated			(49	)		(6	)		—			—
Balance as of January 1, 2014			987			177			45			20
Granted			114			93			9			1
Exercised			(93	)		(67	)		—			—
Terminated			(6	)		—			—			—
Balance as of December 31, 2014			1,002			203			54			21
As of December 31, 2014 and 2013, all of the stock options, RSUs, PSUs and DSUs, were vested. As of December 31, 2014 and 2013, all of the EDSUs outstanding were unvested. The EDSUs were introduced in 2013 as part of a share-based compensation plan intended for executive level employees entitling them to receive an amount equal to the fair value of Genworth Canada stock. For the years ended December 31, 2014, 2013 and 2012, we recorded stock-based compensation expense of $6 million, $11 million and $3 million, respectively. For the years ended December 31, 2014, 2013 and 2012, we estimated total unrecognized expense of $3 million, $3 million and $1 million, respectively, related to these awards.
In connection with the IPO of Genworth Mortgage Insurance Australia Limited (“Genworth Australia”) in May 2014, our indirect subsidiary, Genworth Australia, granted stock options and other equity-based awards to its Australian employees. As of December 31, 2014, Genworth Australia had outstanding 2,803,025 of restricted share rights, of which 99,250 shares were vested and 2,703,775 shares were unvested. During 2014, 4,901 shares were exercised. For the year ended December 31, 2014, we recorded stock-based compensation expense of $2 million and we estimated total unrecognized expense of $5 million related to these awards.

Fair_Value_of_Financial_Instru

Fair Value of Financial Instruments	12 Months Ended
	Dec. 31, 2014
Fair Value of Financial Instruments	(17) Fair Value of Financial Instruments
	Assets and liabilities that are reflected in the accompanying consolidated financial statements at fair value are not included in the following disclosure of fair value. Such items include cash and cash equivalents, investment securities, separate accounts, securities held as collateral and derivative instruments. Other financial assets and liabilities—those not carried at fair value—are discussed below. Apart from certain of our borrowings and certain marketable securities, few of the instruments discussed below are actively traded and their fair values must often be determined using models. The fair value estimates are made at a specific point in time, based upon available market information and judgments about the financial instruments, including estimates of the timing and amount of expected future cash flows and the credit standing of counterparties. Such estimates do not reflect any premium or discount that could result from offering for sale at one time our entire holdings of a particular financial instrument, nor do they consider the tax impact of the realization of unrealized gains or losses. In many cases, the fair value estimates cannot be substantiated by comparison to independent markets.
	The basis on which we estimate fair value is as follows:
	Commercial mortgage loans. Based on recent transactions and/or discounted future cash flows, using current market rates. Given the limited availability of data related to transactions for similar instruments, we typically classify these loans as Level 3.
	Restricted commercial mortgage loans. Based on recent transactions and/or discounted future cash flows, using current market rates. Given the limited availability of data related to transactions for similar instruments, we typically classify these loans as Level 3.
	Other invested assets. Primarily represents short-term investments and limited partnerships accounted for under the cost method. The fair value of short-term investments typically does not include significant unobservable inputs and approximate our amortized cost basis. As a result, short-term investments are classified as Level 2. Limited partnerships are valued based on comparable market transactions, discounted future cash flows, quoted market prices and/or estimates using the most recent data available for the underlying instrument. Cost method limited partnerships typically include significant unobservable inputs as a result of being relatively illiquid with limited market activity for similar instruments and are classified as Level 3.
	Long-term borrowings. We utilize available market data when determining fair value of long-term borrowings issued in the United States and Canada, which includes data on recent trades for the same or similar financial instruments. Accordingly, these instruments are classified as Level 2 measurements. In cases where market data is not available such as our long-term borrowings in Australia, we use broker quotes for which we consider the valuation methodology utilized by the third party, but the valuation typically includes significant unobservable inputs. Accordingly, we classify these borrowings where fair value is based on our consideration of broker quotes as Level 3 measurements.
	Non-recourse funding obligations. We use an internal model to determine fair value using the current floating rate coupon and expected life/final maturity of the instrument discounted using the floating rate index and current market spread assumption, which is estimated based on recent transactions for these instruments or similar instruments as well as other market information or broker provided data. Given these instruments are private and very little market activity exists, our current market spread assumption is considered to have significant unobservable inputs in calculating fair value and, therefore, results in the fair value of these instruments being classified as Level 3.
	Borrowings related to securitization entities. Based on market quotes or comparable market transactions. Some of these borrowings are publicly traded debt securities and are classified as Level 2. Certain borrowings are not publicly traded and are classified as Level 3.
	Investment contracts. Based on expected future cash flows, discounted at current market rates for annuity contracts or institutional products. Given the significant unobservable inputs associated with policyholder behavior and current market rate assumptions used to discount the expected future cash flows, we classify these instruments as Level 3 except for certain funding agreement-backed notes that are traded in the marketplace as a security and are classified as Level 2.
	The following represents our estimated fair value of financial assets and liabilities that are not required to be carried at fair value as of December 31:
			2014
			Notional				Carrying			Fair value
	(Amounts in millions)		amount				amount			Total			Level 1			Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	6,100		$	6,573		$	—		$	—		$	6,573
	Restricted commercial mortgage loans (2)				(1)			201			228			—			—			228
	Other invested assets				(1)			374			385			—			300			85
	Liabilities:
	Long-term borrowings (3)				(1)			4,639			4,300			—			4,181			119
	Non-recourse funding obligations (3)				(1)			1,996			1,438			—			—			1,438
	Borrowings related to securitization entities (2)				(1)			134			146			—			146			—
	Investment contracts				(1)			17,497			18,023			—			7			18,016
	Other firm commitments:
	Commitments to fund limited partnerships			53				—			—			—			—			—
	Ordinary course of business lending commitments			155				—			—			—			—			—
			2013
			Notional				Carrying			Fair value
	(Amounts in millions)		amount				amount			Total			Level 1			Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	5,899		$	6,137		$	—		$	—		$	6,137
	Restricted commercial mortgage loans (2)				(1)			233			258			—			—			258
	Other invested assets				(1)			307			311			—			221			90
	Liabilities:
	Long-term borrowings (3)				(1)			5,161			5,590			—			5,460			130
	Non-recourse funding obligations (3)				(1)			2,038			1,459			—			—			1,459
	Borrowings related to securitization entities (2)				(1)			167			182			—			182			—
	Investment contracts				(1)			17,330			17,827			—			86			17,741
	Other firm commitments:
	Commitments to fund limited partnerships			65				—			—			—			—			—
	Ordinary course of business lending commitments			138				—			—			—			—			—
	(1)	These financial instruments do not have notional amounts.
	(2)	See note 18 for additional information related to consolidated securitization entities.
	(3)	See note 13 for additional information related to borrowings.
	Recurring Fair Value Measurements
	We have fixed maturity, equity and trading securities, derivatives, embedded derivatives, securities held as collateral, separate account assets and certain other financial instruments, which are carried at fair value. Below is a description of the valuation techniques and inputs used to determine fair value by class of instrument.
	Fixed maturity, equity and trading securities
	The valuations of fixed maturity, equity and trading securities are determined using a market approach, income approach or a combination of the market and income approach depending on the type of instrument and availability of information. For all exchange-traded equity securities, the valuations are classified as Level 1.
	We utilize certain third-party data providers when determining fair value. We consider information obtained from third-party pricing services (“pricing services”) as well as third-party broker provided prices, or broker quotes, in our determination of fair value. Additionally, we utilize internal models to determine the valuation of securities using an income approach where the inputs are based on third-party provided market inputs. While we consider the valuations provided by pricing services and broker quotes to be of high quality, management determines the fair value of our investment securities after considering all relevant and available information. We also use various methods to obtain an understanding of the valuation methodologies and procedures used by third-party data providers to ensure sufficient understanding to evaluate the valuation data received, including an understanding of the assumptions and inputs utilized to determine the appropriate fair value. For pricing services, we analyze the prices provided by our primary pricing services to other readily available pricing services and perform a detailed review of the assumptions and inputs from each pricing service to determine the appropriate fair value when pricing differences exceed certain thresholds. We also evaluate changes in fair value that are greater than 10% each month to further aid in our review of the accuracy of fair value measurements and our understanding of changes in fair value, with more detailed reviews performed by the asset managers responsible for the related asset class associated with the security being reviewed. A pricing committee provides additional oversight and guidance in the evaluation and review of the pricing methodologies used to value our investment portfolio.
	In general, we first obtain valuations from pricing services. If a price is not supplied by a pricing service, we will typically seek a broker quote for public or private fixed maturity securities. In certain instances, we utilize price caps for broker quoted securities where the estimated market yield results in a valuation that may exceed the amount that we believe would be received in a market transaction. For certain private fixed maturity securities where we do not obtain valuations from pricing services, we utilize an internal model to determine fair value since transactions for identical securities are not readily observable and these securities are not typically valued by pricing services. For all securities, excluding certain private fixed maturity securities, if neither a pricing service nor broker quotes valuation is available, we determine fair value using internal models.
	For pricing services, we obtain an understanding of the pricing methodologies and procedures for each type of instrument. Additionally, on a monthly basis we review a sample of securities, examining the pricing service’s assumptions to determine if we agree with the service’s derived price. In general, a pricing service does not provide a price for a security if sufficient information is not readily available to determine fair value or if such security is not in the specific sector or class covered by a particular pricing service. Given our understanding of the pricing methodologies and procedures of pricing services, the securities valued by pricing services are typically classified as Level 2 unless we determine the valuation process for a security or group of securities utilizes significant unobservable inputs, which would result in the valuation being classified as Level 3.
	For private fixed maturity securities, we utilize an internal model to determine fair value and utilize public bond spreads by sector, rating and maturity to develop the market rate that would be utilized for a similar public bond. We then add an additional premium, which represents an unobservable input, to the public bond spread to adjust for the liquidity and other features of our private placements. We utilize the estimated market yield to discount the expected cash flows of the security to determine fair value. In certain instances, we utilize price caps for securities where the estimated market yield results in a valuation that may exceed the amount that would be received in a market transaction. When a security does not have an external rating, we assign the security an internal rating to determine the appropriate public bond spread that should be utilized in the valuation. To evaluate the reasonableness of the internal model, we review a sample of private fixed maturity securities each month. In that review we compare the modeled prices to the prices of similar public securities in conjunction with analysis on current market indicators. While we generally consider the public bond spreads by sector and maturity to be observable inputs, we evaluate the similarities of our private placement with the public bonds, any price caps utilized, liquidity premiums applied, and whether external ratings are available for our private placements to determine whether the spreads utilized would be considered observable inputs. During the second quarter of 2012, we began classifying private securities without an external rating and public bond spread as Level 3. In general, increases (decreases) in credit spreads will decrease (increase) the fair value for our fixed maturity securities.
	For broker quotes, we consider the valuation methodology utilized by the third party and analyze a sample each month to assess reasonableness given then current market conditions. As the valuation typically includes significant unobservable inputs, we classify the securities where fair value is based on our consideration of broker quotes as Level 3 measurements.
	For remaining securities priced using internal models, we maximize the use of observable inputs but typically utilize significant unobservable inputs to determine fair value. Accordingly, the valuations are typically classified as Level 3.
	Restricted other invested assets related to securitization entities
	We have trading securities related to securitization entities that are classified as restricted other invested assets and are carried at fair value. The trading securities represent asset-backed securities. The valuation for trading securities is determined using a market approach and/or an income approach depending on the availability of information. For certain highly rated asset-backed securities, there is observable market information for transactions of the same or similar instruments, which is provided to us by a third-party pricing service and is classified as Level 2. For certain securities that are not actively traded, we determine fair value after considering third-party broker provided prices or discounted expected cash flows using current yields for similar securities and classify these valuations as Level 3.
	Securities lending and derivative counterparty collateral
	The fair value of securities held as collateral is primarily based on Level 2 inputs from market information for the collateral that is held on our behalf by the custodian. We determine fair value after considering prices obtained by third-party pricing services.
	Contingent consideration
	We have certain contingent purchase price payments and receivables related to acquisitions and sales that are recorded at fair value each period. Fair value is determined using an income approach whereby we project the expected performance of the business and compare our projections of the relevant performance metric to the thresholds established in the purchase or sale agreement to determine our expected payments or receipts. We then discount these expected amounts to calculate the fair value as of the valuation date. We evaluate the underlying projections used in determining fair value each period and update these underlying projections when there have been significant changes in our expectations of the future business performance. The inputs used to determine the discount rate and expected payments or receipts are primarily based on significant unobservable inputs and result in the fair value of the contingent consideration being classified as Level 3. An increase in the discount rate or a decrease in expected payments or receipts will result in a decrease in the fair value of contingent consideration.
	Separate account assets
	The fair value of separate account assets is based on the quoted prices of the underlying fund investments and, therefore, represents Level 1 pricing.
	Derivatives
	We consider counterparty collateral arrangements and rights of set-off when evaluating our net credit risk exposure to our derivative counterparties. Accordingly, we are permitted to include consideration of these arrangements when determining whether any incremental adjustment should be made for both the counterparty’s and our non-performance risk in measuring fair value for our derivative instruments. As a result of these counterparty arrangements, we determined that any adjustment for credit risk would not be material and we do not record any incremental adjustment for our non-performance risk or the non-performance risk of the derivative counterparty for our derivative assets or liabilities. We determine fair value for our derivatives using an income approach with internal models based on relevant market inputs for each derivative instrument. We also compare the fair value determined using our internal model to the valuations provided by our derivative counterparties with any significant differences or changes in valuation being evaluated further by our derivatives professionals that are familiar with the instrument and market inputs used in the valuation.
Interest rate swaps. The valuation of interest rate swaps is determined using an income approach. The primary input into the valuation represents the forward interest rate swap curve, which is generally considered an observable input, and results in the derivative being classified as Level 2. For certain interest rate swaps, the inputs into the valuation also include the total returns of certain bonds that would primarily be considered an observable input and result in the derivative being classified as Level 2. For certain other swaps, there are features that provide an option to the counterparty to terminate the swap at specified dates. The interest rate volatility input used to value these options would be considered a significant unobservable input and results in the fair value measurement of the derivative being classified as Level 3. These options to terminate the swap by the counterparty are based on forward interest rate swap curves and volatility. As interest rate volatility increases, our valuation of the derivative changes unfavorably.
Interest rate swaps related to securitization entities. The valuation of interest rate swaps related to securitization entities is determined using an income approach. The primary input into the valuation represents the forward interest rate swap curve, which is generally considered an observable input, and results in the derivative being classified as Level 2.
Inflation indexed swaps. The valuation of inflation indexed swaps is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve, the current consumer price index and the forward consumer price index curve, which are generally considered observable inputs, and results in the derivative being classified as Level 2.
Foreign currency swaps. The valuation of foreign currency swaps is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve and foreign currency exchange rates, both of which are considered an observable input, and results in the derivative being classified as Level 2.
Credit default swaps. We have both single name credit default swaps and index tranche credit default swaps. For single name credit default swaps, we utilize an income approach to determine fair value based on using current market information for the credit spreads of the reference entity, which is considered observable inputs based on the reference entities of our derivatives and results in these derivatives being classified as Level 2. For index tranche credit default swaps, we utilize an income approach that utilizes current market information related to credit spreads and expected defaults and losses associated with the reference entities that comprise the respective index associated with each derivative. There are significant unobservable inputs associated with the timing and amount of losses from the reference entities as well as the timing or amount of losses, if any, that will be absorbed by our tranche. Accordingly, the index tranche credit default swaps are classified as Level 3. As credit spreads widen for the underlying issuers comprising the index, the change in our valuation of these credit default swaps will be unfavorable.
Credit default swaps related to securitization entities. Credit default swaps related to securitization entities represent customized index tranche credit default swaps and are valued using a similar methodology as described above for index tranche credit default swaps. We determine fair value of these credit default swaps after considering both the valuation methodology described above as well as the valuation provided by the derivative counterparty. In addition to the valuation methodology and inputs described for index tranche credit default swaps, these customized credit default swaps contain a feature that permits the securitization entity to provide the par value of underlying assets in the securitization entity to settle any losses under the credit default swap. The valuation of this settlement feature is dependent upon the valuation of the underlying assets and the timing and amount of any expected loss on the credit default swap, which is considered a significant unobservable input. Accordingly, these customized index tranche credit default swaps related to securitization entities are classified as Level 3. As credit spreads widen for the underlying issuers comprising the customized index, the change in our valuation of these credit default swaps will be unfavorable.
Equity index options. We have equity index options associated with various equity indices. The valuation of equity index options is determined using an income approach. The primary inputs into the valuation represent forward interest rate volatility and time value component associated with the optionality in the derivative, which are considered significant unobservable inputs in most instances. The equity index volatility surface is determined based on market information that is not readily observable and is developed based upon inputs received from several third-party sources. Accordingly, these options are classified as Level 3. As equity index volatility increases, our valuation of these options changes favorably.
Financial futures. The fair value of financial futures is based on the closing exchange prices. Accordingly, these financial futures are classified as Level 1. The period end valuation is zero as a result of settling the margins on these contracts on a daily basis.
Equity return swaps. The valuation of equity return swaps is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve and underlying equity index values, which are generally considered observable inputs, and results in the derivative being classified as Level 2.
Forward bond purchase commitments. The valuation of forward bond purchase commitments is determined using an income approach. The primary input into the valuation represents the current bond prices and interest rates, which are generally considered an observable input, and results in the derivative being classified as Level 2.
Other foreign currency contracts. We have certain foreign currency options classified as other foreign currency contracts. The valuation of foreign currency options is determined using an income approach. The primary inputs into the valuation represent the forward interest rate swap curve, foreign currency exchange rates, forward interest rate, foreign currency exchange rate volatility, foreign equity index volatility and time value component associated with the optionality in the derivative. As a result of the significant unobservable inputs associated with the forward interest rate, foreign currency exchange rate volatility and foreign equity index volatility inputs, the derivative is classified as Level 3. As foreign currency exchange rate volatility and foreign equity index volatility increases, the change in our valuation of these options will be favorable for purchase options and unfavorable for options sold. We also have foreign currency forward contracts where the valuation is determined using an income approach. The primary inputs into the valuation represent the forward foreign currency exchange rates, which are generally considered observable inputs and results in the derivative being classified as Level 2.
GMWB embedded derivatives
We are required to bifurcate an embedded derivative for certain features associated with annuity products and related reinsurance agreements where we provide a GMWB to the policyholder and are required to record the GMWB embedded derivative at fair value. The valuation of our GMWB embedded derivative is based on an income approach that incorporates inputs such as forward interest rates, equity index volatility, equity index and fund correlation, and policyholder assumptions such as utilization, lapse and mortality. In addition to these inputs, we also consider risk and expense margins when determining the projected cash flows that would be determined by another market participant. While the risk and expense margins are considered in determining fair value, these inputs do not have a significant impact on the valuation. We determine fair value using an internal model based on the various inputs noted above. The resulting fair value measurement from the model is reviewed by the product actuarial, risk and finance professionals each reporting period with changes in fair value also being compared to changes in derivatives and other instruments used to mitigate changes in fair value from certain market risks, such as equity index volatility and interest rates.
For GMWB liabilities, non-performance risk is integrated into the discount rate. Our discount rate used to determine fair value of our GMWB liabilities includes market credit spreads above U.S. Treasury rates to reflect an adjustment for the non-performance risk of the GMWB liabilities. As of December 31, 2014 and 2013, the impact of non-performance risk resulted in a lower fair value of our GMWB liabilities of $74 million and $46 million, respectively.
To determine the appropriate discount rate to reflect the non-performance risk of the GMWB liabilities, we evaluate the non-performance risk in our liabilities based on a hypothetical exit market transaction as there is no exit market for these types of liabilities. A hypothetical exit market can be viewed as a hypothetical transfer of the liability to another similarly rated insurance company which would closely resemble a reinsurance transaction. Another hypothetical exit market transaction can be viewed as a hypothetical transaction from the perspective of the GMWB policyholder. In determining the appropriate discount rate to incorporate non-performance risk of the GMWB liabilities, we also considered the impacts of state guarantees embedded in the related insurance product as a form of inseparable third-party guarantee. We believe that a hypothetical exit market participant would use a similar discount rate as described above to value the liabilities.
For equity index volatility, we determine the projected equity market volatility using both historical volatility and projected equity market volatility with more significance being placed on projected near-term volatility and recent historical data. Given the different attributes and market characteristics of GMWB liabilities compared to equity index options in the derivative market, the equity index volatility assumption for GMWB liabilities may be different from the volatility assumption for equity index options, especially for the longer dated points on the curve.
Equity index and fund correlations are determined based on historical price observations for the fund and equity index.
For policyholder assumptions, we use our expected lapse, mortality and utilization assumptions and update these assumptions for our actual experience, as necessary. For our lapse assumption, we adjust our base lapse assumption by policy based on a combination of the policyholder’s current account value and GMWB benefit.
We classify the GMWB valuation as Level 3 based on having significant unobservable inputs, with equity index volatility and non-performance risk being considered the more significant unobservable inputs. As equity index volatility increases, the fair value of the GMWB liabilities will increase. Any increase in non-performance risk would increase the discount rate and would decrease the fair value of the GMWB liability. Additionally, we consider lapse and utilization assumptions to be significant unobservable inputs. An increase in our lapse assumption would decrease the fair value of the GMWB liability, whereas an increase in our utilization rate would increase the fair value.
Fixed index annuity embedded derivatives
We offer fixed indexed annuity products where interest is credited to the policyholder’s account balance based on equity index changes. This feature is required to be bifurcated as an embedded derivative and recorded at fair value. Fair value is determined using an income approach where the present value of the excess cash flows above the guaranteed cash flows is used to determine the value attributed to the equity index feature. The inputs used in determining the fair value include policyholder behavior (lapses and withdrawals), near-term equity index volatility, expected future interest credited, forward interest rates and an adjustment to the discount rate to incorporate non-performance risk and risk margins. As a result of our assumptions for policyholder behavior and expected future interest credited being considered significant unobservable inputs, we classify these instruments as Level 3. As lapses and withdrawals increase, the value of our embedded derivative liability will decrease. As expected future interest credited decreases, the value of our embedded derivative liability will decrease.
Indexed universal life embedded derivatives
We offer indexed universal life products where interest is credited to the policyholder’s account balance based on equity index changes. This feature is required to be bifurcated as an embedded derivative and recorded at fair value. Fair value is determined using an income approach where the present value of the excess cash flows above the guaranteed cash flows is used to determine the value attributed to the equity index feature. The inputs used in determining the fair value include policyholder behavior (lapses and withdrawals), near-term equity index volatility, expected future interest credited, forward interest rates and an adjustment to the discount rate to incorporate non-performance risk and risk margins. As a result of our assumptions for policyholder behavior and expected future interest credited being considered significant unobservable inputs, we classify these instruments as Level 3. As lapses and withdrawals increase, the value of our embedded derivative liability will decrease. As expected future interest credited decreases, the value of our embedded derivative liability will decrease.
Borrowings related to securitization entities
We record certain borrowings related to securitization entities at fair value. The fair value of these borrowings is determined using either a market approach or income approach, depending on the instrument and availability of market information. Given the unique characteristics of the securitization entities that issued these borrowings as well as the lack of comparable instruments, we determine fair value considering the valuation of the underlying assets held by the securitization entities and any derivatives, as well as any unique characteristics of the borrowings that may impact the valuation. After considering all relevant inputs, we determine fair value of the borrowings using the net valuation of the underlying assets and derivatives that are backing the borrowings. Accordingly, these instruments are classified as Level 3. Increases in the valuation of the underlying assets or decreases in the derivative liabilities will result in an increase in the fair value of these borrowings.
The following tables set forth our assets and liabilities by class of instrument that are measured at fair value on a recurring basis as of December 31:
		2014
(Amounts in millions)		Total				Level 1			Level 2			Level 3
Assets
Investments:
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	6,000			$	—		$	5,996		$	4
Tax-exempt			362				—			362			—
Government—non-U.S.			2,106				—			2,099			7
U.S. corporate			27,200				—			24,752			2,448
Corporate—non-U.S.			15,132				—			13,327			1,805
Residential mortgage-backed			5,240				—			5,165			75
Commercial mortgage-backed			2,702				—			2,697			5
Other asset-backed			3,705				—			2,285			1,420
Total fixed maturity securities			62,447				—			56,683			5,764
Equity securities			282				244			4			34
Other invested assets:
Trading securities			241				—			241			—
Derivative assets:
Interest rate swaps			1,091				—			1,091			—
Foreign currency swaps			6				—			6			—
Credit default swaps			4				—			1			3
Equity index options			17				—			—			17
Other foreign currency contracts			14				—			14			—
Total derivative assets			1,132				—			1,112			20
Securities lending collateral			289				—			289			—
Total other invested assets			1,662				—			1,642			20
Restricted other invested assets related to securitization entities (1)			411				—			181			230
Reinsurance recoverable (2)			13				—			—			13
Separate account assets			9,208				9,208			—			—
Total assets		$	74,023			$	9,452		$	58,510		$	6,061
Liabilities
Policyholder account balances:
GMWB embedded derivatives (3)		$	291			$	—		$	—		$	291
Fixed index annuity embedded derivatives			276				—			—			276
Indexed universal life embedded derivatives			7				—			—			7
Total policyholder account balances			574				—			—			574
Derivative liabilities:
Interest rate swaps			204				—			204			—
Interest rate swaps related to securitization entities (1)			26				—			26			—
Inflation indexed swaps			42				—			42			—
Foreign currency swaps			7				—			7			—
Credit default swaps related to securitization entities (1)			17				—			—			17
Equity return swaps			1				—			1			—
Other foreign currency contracts			13				—			13			—
Total derivative liabilities			310				—			293			17
Borrowings related to securitization entities (1)			85				—			—			85
Total liabilities		$	969			$	—		$	293		$	676
-1	See note 18 for additional information related to consolidated securitization entities.
-2	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
-3	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
		2013
(Amounts in millions)		Total				Level 1			Level 2			Level 3
Assets
Investments:
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	4,810			$	—		$	4,805		$	5
Tax-exempt			295				—			295			—
Government—non-U.S.			2,146				—			2,123			23
U.S. corporate			25,035				—			22,635			2,400
Corporate—non-U.S.			15,071				—			13,252			1,819
Residential mortgage-backed			5,225				—			5,120			105
Commercial mortgage-backed			2,898				—			2,892			6
Other asset-backed			3,149				—			1,983			1,166
Total fixed maturity securities			58,629				—			53,105			5,524
Equity securities			341				256			7			78
Other invested assets:
Trading securities			239				—			205			34
Derivative assets:
Interest rate swaps			436				—			436			—
Foreign currency swaps			4				—			4			—
Credit default swaps			11				—			1			10
Equity index options			12				—			—			12
Other foreign currency contracts			8				—			5			3
Total derivative assets			471				—			446			25
Securities lending collateral			187				—			187			—
Derivatives counterparty collateral			70				—			70			—
Total other invested assets			967				—			908			59
Restricted other invested assets related to securitization entities (1)			391				—			180			211
Reinsurance recoverable (2)			(1	)			—			—			(1	)
Separate account assets			10,138				10,138			—			—
Total assets		$	70,465			$	10,394		$	54,200		$	5,871
Liabilities
Policyholder account balances:
GMWB embedded derivatives (3)		$	96			$	—		$	—		$	96
Fixed index annuity embedded derivatives			143				—			—			143
Total policyholder account balances			239				—			—			239
Derivative liabilities:
Interest rate swaps			575				—			575			—
Interest rate swaps related to securitization entities (1)			16				—			16			—
Inflation indexed swaps			60				—			60			—
Foreign currency swaps			2				—			2			—
Credit default swaps related to securitization entities (1)			32				—			—			32
Equity return swaps			1				—			1			—
Forward bond purchase commitments			13				—			13			—
Other foreign currency contracts			4				—			3			1
Total derivative liabilities			703				—			670			33
Borrowings related to securitization entities (1)			75				—			—			75
Total liabilities		$	1,017			$	—		$	670		$	347
(1)	See note 18 for additional information related to consolidated securitization entities.
(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(3)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
We review the fair value hierarchy classifications each reporting period. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers between levels at the beginning fair value for the reporting period in which the changes occur. Given the types of assets classified as Level 1, which primarily represents mutual fund investments, we typically do not have any transfers between Level 1 and Level 2 measurement categories and did not have any such transfers during any period presented.
Our assessment of whether or not there were significant unobservable inputs related to fixed maturity securities was based on our observations obtained through the course of managing our investment portfolio, including interaction with other market participants, observations related to the availability and consistency of pricing and/or rating, and understanding of general market activity such as new issuance and the level of secondary market trading for a class of securities. Additionally, we considered data obtained from third-party pricing sources to determine whether our estimated values incorporate significant unobservable inputs that would result in the valuation being classified as Level 3.
The following tables present additional information about assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total gains
		balance				unrealized gains																	into		out of			balance			(losses)
		as of				(losses)																	Level 3		Level 3			as of			included in
		January 1,																										December 31,			net income
		2014																										2014			(loss)
																															attributable
																															to assets
						Included			Included																						still held
						in net			in OCI
						income
						(loss)
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	5			$	—		$	—		$	—		$	—		$	—	$	(1	)	$	—	$	—		$	4		$	—
Government—non-U.S.			23				—			—			3			—			—		(2	)		—		(17	)		7			—
U.S. corporate (1)			2,400				27			57			211			(60	)		—		(253	)		272		(206	)		2,448			12
Corporate—non-U.S.			1,819				4			9			282			(123	)		—		(222	)		97		(61	)		1,805			2
Residential mortgage-backed			105				—			(3	)		16			(23	)		—		(13	)		24		(31	)		75			—
Commercial mortgage-backed			6				—			2			—			—			—		(2	)		7		(8	)		5			—
Other asset-backed (1)			1,166				5			(3	)		298			(15	)		—		(181	)		244		(94	)		1,420			1
Total fixed maturity securities			5,524				36			62			810			(221	)		—		(674	)		644		(417	)		5,764			15
Equity securities			78				—			—			1			(38	)		—		—			—		(7	)		34			—
Other invested assets:
Trading securities			34				—			—			—			—			—		(3	)		—		(31	)		—			—
Derivative assets:
Credit default swaps			10				—			—			—			—			—		(7	)		—		—			3			—
Equity index options			12				(31	)		—			36			—			—		—			—		—			17			(28	)
Other foreign currency contracts			3				(2	)		—			—			(1	)		—		—			—		—			—			—
Total derivative assets			25				(33	)		—			36			(1	)		—		(7	)		—		—			20			(28	)
Total other invested assets			59				(33	)		—			36			(1	)		—		(10	)		—		(31	)		20			(28	)
Restricted other invested assets related to securitization entities (2)			211				19			—			—			—			—		—			—		—			230			18
Reinsurance recoverable (3)			(1	)			11			—			—			—			3		—			—		—			13			11
Total Level 3 assets		$	5,871			$	33		$	62		$	847		$	(260	)	$	3	$	(684	)	$	644	$	(455	)	$	6,061		$	16
(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
(2)	See note 18 for additional information related to consolidated securitization entities.
(3)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total gains
		balance				unrealized gains																	into		out of			balance			(losses)
		as of				(losses)																	Level 3		Level 3			as of			included in
		January 1,																										December 31,			net income
		2013																										2013			(loss)
																															attributable
																															to assets
						Included			Included																						still held
						in net			in OCI
						income
						(loss)
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	9			$	—		$	—		$	—		$	—		$	—	$	(4	)	$	—	$	—		$	5		$	—
Government—non-U.S.			9				—			1			—			—			—		(3	)		16		—			23			—
U.S. corporate (1)			2,683				18			(15	)		178			(151	)		—		(349	)		195		(159	)		2,400			13
Corporate—non-U.S. (1)			1,983				4			(24	)		120			(33	)		—		(220	)		76		(87	)		1,819			2
Residential mortgage-backed			157				(9	)		7			—			(8	)		—		(29	)		14		(27	)		105			—
Commercial mortgage-backed			35				(5	)		(1	)		—			—			—		(32	)		11		(2	)		6			(4	)
Other asset-backed (1)			864				4			10			200			(49	)		—		(89	)		246		(20	)		1,166			4
Total fixed maturity securities			5,740				12			(22	)		498			(241	)		—		(726	)		558		(295	)		5,524			15
Equity securities			99				2			—			1			(24	)		—		—			—		—			78			—
Other invested assets:
Trading securities			76				7			—			—			(40	)		—		(9	)		—		—			34			2
Derivative assets:
Interest rate swaps			2				(1	)		—			—			—			—		(1	)		—		—			—			(1	)
Credit default swaps			7				12			—			—			—			—		(9	)		—		—			10			6
Equity index options			25				(43	)		—			39			—			—		(9	)		—		—			12			(40	)
Other foreign currency contracts			—				(1	)		—			4			—			—		—			—		—			3			(1	)
Total derivative assets			34				(33	)		—			43			—			—		(19	)		—		—			25			(36	)
Total other invested assets			110				(26	)		—			43			(40	)		—		(28	)		—		—			59			(34	)
Restricted other invested assets related to securitization entities (2)			194				(1	)		—			19			—			—		(20	)		19		—			211			(1	)
Other assets (3)			9				—			—			—			—			—		(9	)		—		—			—			—
Reinsurance recoverable (4)			10				(14	)		—			—			—			3		—			—		—			(1	)		(14	)
Total Level 3 assets		$	6,162			$	(27	)	$	(22	)	$	561		$	(305	)	$	3	$	(783	)	$	577	$	(295	)	$	5,871		$	(34	)
(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
(2)	See note 18 for additional information related to consolidated securitization entities.
(3)	Represents contingent receivables associated with recent business dispositions.
(4)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total gains
		balance				unrealized gains																	into		out of			balance			(losses)
		as of				(losses)																	Level 3		Level 3			as of			included in
		January 1,																										December 31,			net income
		2012																										2012			(loss)
																															attributable
																															to assets
						Included			Included																						still held
						in net			in OCI
						income
						(loss)
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	13			$	—		$	—		$	—		$	—		$	—	$	—		$	9	$	(13	)	$	9		$	—
Government—non-U.S.			10				—			—			—			—			—		(1	)		—		—			9			—
U.S. corporate (1)			2,511				12			118			147			(122	)		—		(214	)		726		(495	)		2,683			14
Corporate—non-U.S. (1)			1,284				3			92			269			(29	)		—		(186	)		711		(161	)		1,983			2
Residential mortgage-backed (1)			95				(7	)		14			20			(17	)		—		(31	)		86		(3	)		157			(7	)
Commercial mortgage-backed			39				(2	)		5			—			(1	)		—		(2	)		3		(7	)		35			(1	)
Other asset-backed (1)			271				(2	)		45			350			(46	)		—		(94	)		369		(29	)		864			2
Total fixed maturity securities			4,223				4			274			786			(215	)		—		(528	)		1,904		(708	)		5,740			10
Equity securities			98				1			(2	)		10			(8	)		—		—			—		—			99			—
Other invested assets:
Trading securities			264				13			—			24			(72	)		—		(125	)		4		(32	)		76			15
Derivative assets:
Interest rate swaps			5				—			—			—			—			—		(3	)		—		—			2			—
Credit default swaps			—				12			—			—			—			—		(5	)		—		—			7			12
Equity index options			39				(59	)		—			55			—			—		(10	)		—		—			25			(42	)
Other foreign currency contracts			9				(11	)		—			3			—			—		(1	)		—		—			—			(11	)
Total derivative assets			53				(58	)		—			58			—			—		(19	)		—		—			34			(41	)
Total other invested assets			317				(45	)		—			82			(72	)		—		(144	)		4		(32	)		110			(26	)
Restricted other invested assets related to securitization entities (2)			176				18			—			100			(100	)		—		—			—		—			194			13
Other assets (3)			—				(7	)		—			—			—			16		—			—		—			9			(7	)
Reinsurance recoverable (4)			16				(9	)		—			—			—			3		—			—		—			10			(9	)
Total Level 3 assets		$	4,830			$	(38	)	$	272		$	978		$	(395	)	$	19	$	(672	)	$	1,908	$	(740	)	$	6,162		$	(19	)
(1)	The transfers into and out of Level 3 were primarily related to private fixed rate U.S. corporate and private fixed rate corporate—non-U.S. securities and resulted from a change in the observability of the additional premium to the public bond spread to adjust for the liquidity and other features of our private placements and resulted in unobservable inputs having a significant impact on certain valuations for transfers in or no longer having significant impact on certain valuations for transfers out. During the second quarter of 2012, we began classifying private securities without an external rating as Level 3, which resulted in a significant number of securities being transferred into Level 3. The transfers into Level 3 for structured securities primarily related to securities that were recently purchased and initially classified as Level 2 based on market data that existed at the time of purchase and subsequent valuation included significant unobservable inputs.
(2)	See note 18 for additional information related to consolidated securitization entities.
(3)	Represents contingent receivables associated with recent business dispositions.
(4)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
The following table presents the gains and losses included in net income (loss) from assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the years ended December 31:
(Amounts in millions)		2014				2013			2012
Total realized and unrealized gains (losses) included in net income (loss):
Net investment income		$	43			$	35		$	32
Net investment gains (losses)			(10	)			(62	)		(70	)
Total		$	33			$	(27	)	$	(38	)
Total gains (losses) included in net income (loss) attributable to assets still held:
Net investment income		$	19			$	33		$	25
Net investment gains (losses)			(3	)			(67	)		(44	)
Total		$	16			$	(34	)	$	(19	)
The amount presented for unrealized gains (losses) included in net income (loss) for available-for-sale securities represents impairments and accretion on certain fixed maturity securities.
The following tables present additional information about liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total (gains)
		balance				unrealized (gains)																	into		out of			balance			losses
		as of				losses																	Level 3		Level 3			as of			included in
		January 1,																										December 31,			net (income)
		2014																										2014			loss
																															attributable
																															to liabilities
						Included			Included																						still held
						in net			in OCI
						(income)
						loss
Policyholder account balances:
GMWB embedded derivatives (1)		$	96			$	158		$	—		$	—		$	—		$	37	$	—		$	—	$	—		$	291		$	160
Fixed index annuity embedded derivatives			143				27			—			—			—			108		(2	)		—		—			276			27
Indexed universal life embedded derivatives			—				1			—			—			—			6		—			—		—			7			1
Total policyholder account balances			239				186			—			—			—			151		(2	)		—		—			574			188
Derivative liabilities:
Credit default swaps related to securitization entities (2)			32				(19	)		—			4			—			—		—			—		—			17			(19	)
Other foreign currency contracts			1				1			—			—			(2	)		—		—			—		—			—			—
Total derivative liabilities			33				(18	)		—			4			(2	)		—		—			—		—			17			(19	)
Borrowings related to securitization entities (2)			75				9			—			—			—			1		—			—		—			85			9
Total Level 3 liabilities		$	347			$	177		$	—		$	4		$	(2	)	$	152	$	(2	)	$	—	$	—		$	676		$	178
(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
(2)	See note 18 for additional information related to consolidated securitization entities.
(Amounts in millions)		Beginning										Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total
		balance				Total realized and																	into		out of			balance			(gains)
		as of				unrealized (gains)																	Level 3		Level 3			as of			losses
		January 1,				losses																						December 31,			included in
		2013																										2013			net
																															(income)
																															loss
																															attributable
																															to liabilities
						Included			Included																						still held
						in net			in OCI
						(income)
						loss
Policyholder account balances:
GMWB embedded derivatives (1)		$	350			$	(291	)	$	—		$	—		$	—		$	37	$	—		$	—	$	—		$	96		$	(289	)
Fixed index annuity embedded derivatives			27				18			—			—			—			98		—			—		—			143			18
Total policyholder account balances			377				(273	)		—			—			—			135		—			—		—			239			(271	)
Derivative liabilities:
Credit default swaps			1				(1	)		—			—			—			—		—			—		—			—			(1	)
Credit default swaps related to securitization entities (2)			104				(77	)		—			5			—			—		—			—		—			32			(77	)
Equity index options			—				1			—			—			—			—		(1	)		—		—			—			1
Other foreign currency contracts			—				(2	)		—			3			—			—		—			—		—			1			(2	)
Total derivative liabilities			105				(79	)		—			8			—			—		(1	)		—		—			33			(79	)
Borrowings related to securitization entities (2)			62				13			—			—			—			—		—			—		—			75			13
Total Level 3 liabilities		$	544			$	(339	)	$	—		$	8		$	—		$	135	$	(1	)	$	—	$	—		$	347		$	(337	)
(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
(2)	See note 18 for additional information related to consolidated securitization entities.
(Amounts in millions)		Beginning										Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total
		balance																					into		out of			balance as of			(gains)
		as of																					Level 3		Level 3			December 31,			losses
		January 1,																										2012			included in
		2012																													net
																															(income)
						Total realized																									loss
						and unrealized																									attributable
						(gains) losses																									to liabilities
						Included			Included																						still held
						in net			in OCI
						(income)
						loss
Policyholder account balances:
GMWB embedded derivatives (1)		$	492			$	(179	)	$	—		$	—		$	—		$	37	$	—		$	—	$	—		$	350		$	(175	)
Fixed index annuity embedded derivatives			4				1			—			—			—			22		—			—		—			27			1
Total policyholder account balances			496				(178	)		—			—			—			59		—			—		—			377			(174	)
Derivative liabilities:
Credit default swaps			57				(43	)		—			2			—			—		(15	)		—		—			1			(40	)
Credit default swaps related to securitization entities (2)			177				(76	)		—			3			—			—		—			—		—			104			(76	)
Total derivative liabilities			234				(119	)		—			5			—			—		(15	)		—		—			105			(116	)
Borrowings related to securitization entities (2)			48				14			—			—			—			—		—			—		—			62			14
Total Level 3 liabilities		$	778			$	(283	)	$	—		$	5		$	—		$	59	$	(15	)	$	—	$	—		$	544		$	(276	)
(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
(2)	See note 18 for additional information related to consolidated securitization entities.
The following table presents the gains and losses included in net (income) loss from liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the years ended December 31:
(Amounts in millions)		2014				2013			2012
Total realized and unrealized (gains) losses included in net (income) loss:
Net investment income		$	—			$	—		$	—
Net investment (gains) losses			177				(339	)		(283	)
Total		$	177			$	(339	)	$	(283	)
Total (gains) losses included in net (income) loss attributable to liabilities still held:
Net investment income		$	—			$	—		$	—
Net investment (gains) losses			178				(337	)		(276	)
Total		$	178			$	(337	)	$	(276	)
Purchases, sales, issuances and settlements represent the activity that occurred during the period that results in a change of the asset or liability but does not represent changes in fair value for the instruments held at the beginning of the period. Such activity primarily consists of purchases, sales and settlements of fixed maturity, equity and trading securities and purchases, issuances and settlements of derivative instruments.
Issuances presented for GMWB embedded derivative liabilities are characterized as the change in fair value associated with the product fees recognized that are attributed to the embedded derivative to equal the expected future benefit costs upon issuance. Issuances for fixed index annuity and indexed universal life embedded derivative liabilities represent the amount of the premium received that is attributed to the value of the embedded derivative. Settlements of embedded derivatives are characterized as the change in fair value upon exercising the embedded derivative instrument, effectively representing a settlement of the embedded derivative instrument. We have shown these changes in fair value separately based on the classification of this activity as effectively issuing and settling the embedded derivative instrument with all remaining changes in the fair value of these embedded derivative instruments being shown separately in the category labeled “included in net (income) loss” in the tables presented above.
Certain classes of instruments classified as Level 3 are excluded below as a result of not being material or due to limitations in being able to obtain the underlying inputs used by certain third-party sources, such as broker quotes, used as an input in determining fair value. The following table presents a summary of the significant unobservable inputs used for certain fair value measurements that are based on internal models and classified as Level 3 as of December 31, 2014:
(Amounts in millions)		Valuation technique		Fair value				Unobservable input	Range
									(weighted-average)
Assets
Fixed maturity securities:
U.S. corporate		Internal models		$	2,234			Credit spreads	76bps -463bps (197bps)
Corporate—non-U.S.		Internal models			1,588			Credit spreads	81bps - 808bps (178bps)
Derivative assets:
Credit default swaps (1)		Discounted cash flows			3			Credit spreads	—bps - 25bps (7bps)
Equity index options		Discounted cash flows			17			Equity index volatility	14% - 23% (20%)
Liabilities
Policyholder account balances:
								Withdrawal utilization rate	—  % - 98%
								Lapse rate	—  % - 15%
								Non-performance risk (credit spreads)	40bps - 85bps (70bps)
GMWB embedded derivatives (2)		Stochastic cash flow model			291			Equity index volatility	17% - 24% (21%)
Fixed index annuity embedded derivatives		Option budget method			276			Expected future	—  % - 3% (2%)
								interest credited
Indexed universal life embedded derivatives		Option budget method			7			Expected future	3% - 9% (6%)
								interest credited
(1)	Unobservable input valuation based on the current market credit default swap premium.
(2)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Variable_Interest_and_Securiti

Variable Interest and Securitization Entities	12 Months Ended
	Dec. 31, 2014
Variable Interest and Securitization Entities	(18) Variable Interest and Securitization Entities
	VIEs are generally entities that have either a total equity investment that is insufficient to permit the entity to finance its activities without additional subordinated financial support or whose equity investors lack the characteristics of a controlling financial interest. We evaluate VIEs to determine whether we are the primary beneficiary and are required to consolidate the assets and liabilities of the entity. The determination of the primary beneficiary for a VIE can be complex and requires management judgment regarding the expected results of the entity and who directs the activities of the entity that most significantly impact the economic results of the VIE.
	(a) Asset Securitizations
	We have used former affiliates and third-party entities to facilitate asset securitizations. Disclosure requirements related to off-balance sheet arrangements encompass a broader array of arrangements than those at risk for consolidation. These arrangements include transactions with term securitization entities, as well as transactions with conduits that are sponsored by third parties.
	The following table summarizes the total securitized assets as of December 31:
	(Amounts in millions)		2014			2013
	Receivables secured by:
	Other assets		$	142		$	147
	Total securitized assets not required to be consolidated			142			147
	Total securitized assets required to be consolidated			300			314
	Total securitized assets		$	442		$	461
	We do not have any additional exposure or guarantees associated with these securitization entities.
	There has been no new asset securitization activity in 2014 or 2013.
	(b) Securitization and Variable Interest Entities Required To Be Consolidated
	For VIEs related to asset securitization transactions, we consolidate two securitization entities as a result of our involvement in the entities’ design or having certain decision making ability regarding the assets held by the securitization entity. These securitization entities were designed to have significant limitations on the types of assets owned and the types and extent of permitted activities and decision making rights. The two securitization entities that are consolidated comprise one securitization entity backed by commercial mortgage loans and one backed by residual interests in certain policy loan securitization entities.
	For the commercial mortgage loan securitization entity, our primary economic interest represents the excess interest of the commercial mortgage loans and the subordinated notes of the securitization entity.
	Our primary economic interest in the policy loan securitization entity represents the excess interest received from the residual interest in certain policy loan securitization entities and the floating rate obligation issued by the securitization entity, where our economic interest is not expected to be material in any future years. Upon consolidation, we elected fair value option for the assets and liabilities for the securitization entity.
	For VIEs related to certain investments, we were required to consolidate three securitization entities as a result of having certain decision making rights related to instruments held by the entities. Upon consolidation, we elected fair value option for the assets and liabilities for the securitization entity.
	The following table shows the assets and liabilities that were recorded for the consolidated securitization entities as of December 31:
	(Amounts in millions)		2014			2013
	Assets
	Investments:
	Restricted commercial mortgage loans		$	201		$	233
	Restricted other invested assets:
	Trading securities			411			391
	Total restricted other invested assets			411			391
	Total investments			612			624
	Cash and cash equivalents			1			1
	Accrued investment income			1			1
	Total assets		$	614		$	626
	Liabilities
	Other liabilities:
	Derivative liabilities		$	43		$	48
	Other liabilities			2			2
	Total other liabilities			45			50
	Borrowings related to securitization entities			219			242
	Total liabilities		$	264		$	292
	The assets and other instruments held by the securitization entities are restricted and can only be used to fulfill the obligations of the securitization entity. Additionally, the obligations of the securitization entities do not have any recourse to the general credit of any other consolidated subsidiaries.
	The following table shows the activity presented in our consolidated statement of income related to the consolidated securitization entities for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Revenues:
	Net investment income:
	Restricted commercial mortgage loans		$	14		$	23		$	29
	Restricted other invested assets			5			4			4
	Total net investment income			19			27			33
	Net investment gains (losses):
	Trading securities			15			(4	)		23
	Derivatives			10			86			72
	Borrowings related to securitization entities recorded at fair value			(9	)		(13	)		(14	)
	Total net investment gains (losses)			16			69			81
	Other income			—			—			1
	Total revenues			35			96			115
	Expenses:
	Interest expense			10			16			21
	Acquisition and operating expenses			—			—			1
	Total expenses			10			16			22
	Income before income taxes			25			80			93
	Provision for income taxes			9			27			33
	Net income		$	16		$	53		$	60
	(c) Borrowings Related To Consolidated Securitization Entities
	Borrowings related to securitization entities were as follows as of December 31:
			2014						2013
	(Amounts in millions)		Principal			Carrying			Principal			Carrying
			amount			value			amount			value
GFCM LLC, due 2035, 5.2541%		$	21		$	21		$	54		$	54
GFCM LLC, due 2035, 5.7426%			113			113			113			113
Marvel Finance 2007-4 LLC, due 2017 (1), (2)			12			12			12			12
Genworth Special Purpose Five, LLC, due 2040 (1), (2)			NA	(3)		73			NA	(3)		63
Total		$	146		$	219		$	179		$	242
(1)	Accrual of interest based on three-month LIBOR that resets every three months plus a fixed margin.
(2)	Carrying value represents fair value as a result of electing fair value option for these liabilities.
(3)	Principal amount not applicable. Notional balance was $115 million as of December 31, 2014 and 2013.
These borrowings are required to be paid down as principal is collected on the restricted investments held by the securitization entities and accordingly the repayment of these borrowings follows the maturity or prepayment, as permitted, of the restricted investments.

Insurance_Subsidiary_Financial

Insurance Subsidiary Financial Information and Regulatory Matters	12 Months Ended
	Dec. 31, 2014
Insurance Subsidiary Financial Information and Regulatory Matters	(19) Insurance Subsidiary Financial Information and Regulatory Matters
	Dividends
	Our insurance company subsidiaries are restricted by state and foreign laws and regulations as to the amount of dividends they may pay to their parent without regulatory approval in any year, the purpose of which is to protect affected insurance policyholders or contractholders, not stockholders. Any dividends in excess of limits are deemed “extraordinary” and require approval. Based on estimated statutory results as of December 31, 2014, in accordance with applicable dividend restrictions, our subsidiaries could pay dividends of approximately $0.5 billion to us in 2015 without obtaining regulatory approval, and the remaining net assets are considered restricted. While the $0.5 billion is unrestricted, we do not expect our insurance subsidiaries to pay dividends to us in 2015 at this level as they retain capital for growth and to meet capital requirements and desired thresholds. As of December 31, 2014, Genworth Financial’s and Genworth Holdings’ subsidiaries had restricted net assets of $14.4 billion and $14.5 billion, respectively. There are no regulatory restrictions on the ability of Genworth Financial to pay dividends. Our Board of Directors has suspended the payment of dividends on our common stock indefinitely. The declaration and payment of future dividends to holders of our common stock will be at the discretion of our Board of Directors and will be dependent on many factors including the receipt of dividends from our operating subsidiaries, our financial condition and operating results, the capital requirements of our subsidiaries, legal requirements, regulatory constraints, our credit and financial strength ratings and such other factors as the Board of Directors deems relevant.
	Our domestic insurance subsidiaries paid dividends of $108 million (none of which were deemed “extraordinary”), $418 million (none of which were deemed “extraordinary”) and $374 million ($175 million of which were deemed “extraordinary”) during 2014, 2013 and 2012, respectively. Our international insurance subsidiaries paid dividends of $630 million, $317 million and $240 million during 2014, 2013 and 2012, respectively.
	U.S. domiciled insurance subsidiaries—statutory financial information
	Our U.S. domiciled insurance subsidiaries file financial statements with state insurance regulatory authorities and the NAIC that are prepared on an accounting basis prescribed or permitted by such authorities. Statutory accounting practices differ from U.S. GAAP in several respects, causing differences in reported net income (loss) and stockholders’ equity.
	Permitted statutory accounting practices encompass all accounting practices not so prescribed but that have been specifically allowed by state insurance authorities. Our U.S. domiciled insurance subsidiaries have no material permitted accounting practices, except for River Lake Insurance Company VI (“River Lake VI”), River Lake Insurance Company VII (“River Lake VII”), River Lake Insurance Company VIII (“River Lake VIII”), River Lake Insurance Company IX (“River Lake IX”), River Lake Insurance Company X ((“River Lake X”), together with River Lake VI, River Lake VII, River Lake VIII and River Lake IX, the “SPFCs”) and Genworth Life Insurance Company of New York (“GLICNY”). The permitted practices of the SPFCs were an essential element of their design and were expressly included in their plans of operation and in the licensing orders issued by their domiciliary state regulators and without those permitted practices, these entities could be subject to regulatory action. Accordingly, we believe that the permitted practices will remain in effect for so long as we maintain the SPFCs. The permitted practices were as follows:
		•		River Lake IX and River Lake X were granted a permitted accounting practice from the state of Vermont to carry its excess of loss reinsurance agreement with Brookfield Life and Annuity Insurance Company, and Hannover Life Reassurance Company Of America, respectively, as an admitted asset.
		•		River Lake VII and River Lake VIII were granted a permitted accounting practice from the state of Vermont to carry their reserves on a basis similar to U.S. GAAP.
		•		River Lake VI was granted a permitted accounting practice from the State of Delaware to carry its excess of loss reinsurance agreement with The Canada Life Assurance Company as an admitted asset.
		•		GLICNY received a permitted practice from New York to exempt certain of its investments from a NAIC structured security valuation and ratings process.
	The impact of these permitted practices on our combined U.S. domiciled life insurance subsidiaries’ statutory capital and surplus was $365 million and $450 million as of December 31, 2014 and 2013, respectively. If they had not used a permitted practice, no regulatory event would have been triggered.
	The tables below include the combined statutory net income (loss) and statutory capital and surplus for our U.S. domiciled insurance subsidiaries:
			Years ended December 31,
	(Amounts in millions)		2014			2013			2012
	Combined statutory net income (loss):
	Life insurance subsidiaries, excluding captive life reinsurance subsidiaries		$	(179	)	$	359		$	378
	Mortgage insurance subsidiaries			198			85			(137	)
	Combined statutory net income (loss), excluding captive reinsurance subsidiaries			19			444			241
	Captive life insurance subsidiaries			(281	)		(102	)		(478	)
	Combined statutory net income (loss)		$	(262	)	$	342		$	(237	)
			As of December 31,
	(Amounts in millions)		2014			2013
	Combined statutory capital and surplus:
	Life insurance subsidiaries, excluding captive life reinsurance subsidiaries		$	2,560		$	2,777
	Mortgage insurance subsidiaries			1,792			1,226
	Combined statutory capital and surplus		$	4,352		$	4,003
	The statutory net income (loss) from our captive life reinsurance subsidiaries relates to the reinsurance of term and universal life insurance statutory reserves assumed from our U.S. domiciled life insurance companies. These reserves are, in turn, funded through the issuance of surplus notes (non-recourse funding obligations) to third parties or secured by a third-party letter of credit or excess of loss reinsurance treaties with third parties. Accordingly, the life insurance subsidiaries’ combined statutory net income (loss) and distributable income (loss) are not affected by the statutory net income (loss) of the captives, except to the extent dividends are received from the captives. The combined statutory capital and surplus of our life insurance subsidiaries does not include the capital and surplus of our captive life reinsurance subsidiaries of $1,057 million and $1,101 million as of December 31, 2014 and 2013, respectively. Capital and surplus of our captive life reinsurance subsidiaries, excluding River Lake VI, River Lake VII, River Lake VIII, River Lake IX and River Lake X, include surplus notes (non-recourse funding obligations) as further described in note 13.
	The NAIC has adopted RBC requirements to evaluate the adequacy of statutory capital and surplus in relation to risks associated with: (i) asset risk; (ii) insurance risk; (iii) interest rate and equity market risk; and (iv) business risk. The RBC formula is designated as an early warning tool for the states to identify possible undercapitalized companies for the purpose of initiating regulatory action. In the course of operations, we periodically monitor the RBC level of each of our life insurance subsidiaries. As of December 31, 2014 and 2013, each of our life insurance subsidiaries exceeded the minimum required RBC levels. The consolidated RBC ratio of our U.S. domiciled life insurance subsidiaries was approximately 435% and 485% of the company action level as of December 31, 2014 and 2013, respectively.
	In 2012, the NAIC adopted revised statutory reserving requirements for new and in-force secondary guarantee universal life business subject to Actuarial Guideline 38 (more commonly known as “AG 38”) provisions, effective December 31, 2012. These requirements reflected an agreement reached and developed by a NAIC Joint Working Group which included regulators from several states, including New York. The financial impact related to the revised statutory reserving requirements on our in-force reserves subject to the new guidance was not significant as of December 31, 2012. On September 11, 2013, the New York Department of Financial Services (the “NYDFS”) announced that it no longer supported the agreement reached by the NAIC Working Group and that it would require New York licensed companies to use an alternative interpretation of AG 38 for universal life insurance products with secondary guarantees. In December 2014, we finalized our discussions with the NYDFS about its alternative interpretation and recorded $70 million and $80 million of additional statutory reserves as of December 31, 2014 and 2013, respectively.
	In addition, as a result of our annual statutory cash flow testing of our long-term care insurance business in 2014, our New York insurance subsidiary recorded $39 million of additional statutory reserves in the fourth quarter of 2014 and will record an aggregate of $156 million of additional statutory reserves over the next four years.
	For regulatory purposes, our U.S. mortgage insurance subsidiaries are required to maintain a statutory contingency reserve. Annual additions to the statutory contingency reserve must equal the greater of: (i) 50% of earned premiums or (ii) the required level of policyholders position, as defined by state insurance laws. These contingency reserves generally are held until the earlier of: (i) the time that loss ratios exceed 35% or (ii) 10 years. The statutory contingency reserves for our U.S. mortgage insurance subsidiaries were approximately $193 million and $59 million, respectively, as of December 31, 2014 and 2013 and, were included in the table above containing combined statutory capital and surplus balances.
	Mortgage insurers are not subject to the NAIC’s RBC requirements but certain states and other regulators impose another form of capital requirement on mortgage insurers requiring maintenance of a risk-to-capital ratio not to exceed 25:1. Fifteen other states maintain similar risk-to-capital requirements.
	As of December 31, 2014, GMICO’s risk-to-capital ratio under the current regulatory framework as established under North Carolina law and enforced by the North Carolina Department of Insurance (“NCDOI”), GMICO’s domestic insurance regulator, was approximately 14.3:1, compared with a risk-to-capital ratio of approximately 19.3:1 as of December 31, 2013. In December 2013, Genworth Holdings issued $400 million senior notes in anticipation of increased capital requirements expected to be imposed by the GSEs in connection with the revised private mortgage insurance eligibility requirements (“PMIERs”). Following the issuance of the senior notes in December 2013, Genworth Financial contributed $100 million of the proceeds to GMICO, our primary U.S. mortgage insurance subsidiary, and contributed $300 million to Genworth Mortgage Holdings, LLC, a U.S. mortgage insurance holding company. In May 2014, Genworth Mortgage Holdings, LLC contributed the $300 million to GMICO.
	The NCDOI’s current regulatory framework by which GMICO’s risk-to-capital ratio is calculated differs from the capital requirement methodology that is in the revised draft PMIERs. GMICO’s ongoing risk-to-capital ratio will depend principally on the magnitude of future losses incurred by GMICO, the effectiveness of ongoing loss mitigation activities, new business volume and profitability, as well as the amount of policy lapses and the amount of additional capital that is generated within the business or capital support (if any) that we provide. Our estimate of the amount and timing of future losses and these foregoing factors are inherently uncertain, require significant judgment and may change significantly over time.
	On July 10, 2014, the Federal Housing Finance Agency (the “FHFA”) released publicly a draft of the revised PMIERs. These requirements, as drafted, contemplate an effective date for compliance 180 days after the final publication date and final publication currently is anticipated to be towards the end of the first quarter or beginning of the second quarter of 2015. In addition, the requirements permit a transition period, subject to GSE approval, of two years from the publication date to meet the required capital levels. We provided comments on September 8, 2014 pursuant to the public request for input and we will continue to work with the FHFA and GSEs in an effort to have appropriate refinements made before the new requirements are finalized.
	The amount of additional capital that we believe will be required to meet the Net Asset Requirements, as defined in the revised draft PMIERs, and operate our business is dependent upon, among other things, (i) the extent the final PMIERs as ultimately adopted differ materially from the current draft, including with respect to the amount and timing of additional capital requirements and the amount of capital credit provided to various types of assets; (ii) the way the requirements are applied and interpreted by the GSEs and FHFA as and after they are implemented; (iii) the future performance of the U.S. housing market; (iv) our generating and having expected U.S. mortgage insurance business earnings, available assets and risk-based required assets (including as they relate to the value of the shares of our Canadian mortgage insurance subsidiary that are owned by our U.S. mortgage insurance business as a result of share price and foreign exchange movements or otherwise), reducing risk in-force and reducing delinquencies as anticipated, and writing anticipated amounts and types of new U.S. mortgage insurance business; and (v) our projected overall financial performance, capital and liquidity levels being as anticipated.
	We currently believe we have a variety of sources we could utilize to satisfy these capital requirements and currently intend to utilize primarily reinsurance (or similar) transactions, together with cash available at the holding company, to satisfy them. Our use of reinsurance or similar transactions depends upon, among other things, the availability of the markets for these transactions, the costs and other terms of reinsurance or the other transactions, the GSEs’ approach to, and the capital treatment for, these reinsurance or the other transactions, the performance of the U.S. mortgage insurance business, and the absence of unforeseen developments. Another potential capital source includes, but is not limited to, the issuance of securities by Genworth Financial or Genworth Holdings.
	We currently intend that our U.S. mortgage insurance business will meet the additional capital requirements contained in the revised draft PMIERs by the anticipated effective date. We will seek to utilize the transition period provided for in the draft guidelines if we do not comply by the anticipated effective date (subject to GSE approval).
	On January 31, 2013, our European mortgage insurance subsidiaries received a $21 million cash capital contribution. We then subsequently contributed the shares of our European mortgage insurance subsidiaries with an estimated value of $230 million to our U.S. mortgage insurance subsidiaries to increase the statutory capital in those companies.
	International insurance subsidiaries—statutory financial information
	Our international insurance subsidiaries also prepare financial statements in accordance with local regulatory requirements. As of December 31, 2014 and 2013, combined local statutory capital and surplus for our international insurance subsidiaries was $6,968 million and $8,248 million, respectively. Combined local statutory net income (loss) for our international insurance subsidiaries was $(65) million, $605 million and $1,190 million for the years ended December 31, 2014, 2013 and 2012, respectively. The regulatory authorities in these international jurisdictions generally establish supervisory solvency requirements. Our international insurance subsidiaries had combined surplus levels that exceeded local solvency requirements by $2,506 million and $3,435 million as of December 31, 2014 and 2013, respectively.
	Our international insurance subsidiaries do not have any material accounting practices that differ from local regulatory requirements other than one of our insurance subsidiaries domiciled in Bermuda, which was granted approval from the Bermuda Monetary Authority to record a parental guarantee as statutory capital related to an internal reinsurance agreement. The amount recorded as statutory capital is equal to the excess of NAIC statutory reserves less the economic reserves up to the amount of the guarantee resulting in an increase in statutory capital of $205 million and $359 million as of December 31, 2014 and 2013, respectively.
	Certain of our insurance subsidiaries have securities on deposit with various state or foreign government insurance departments in order to comply with relevant insurance regulations. See note 4(d) for additional information related to these deposits. Additionally, under the terms of certain reinsurance agreements that our life insurance subsidiaries have with external parties, we pledged assets in either separate portfolios or in trust for the benefit of external reinsurers. These assets support the reserves ceded to those external reinsurers. See note 9 for additional information related to these pledged assets under reinsurance agreements. Certain of our U.S. life insurance subsidiaries are also members of regional FHLBs and the FHLBs have been granted a lien on certain of our invested assets to collateralize our obligations. See note 10 for additional information related to these pledged assets with the FHLBs.
	Guarantees of obligations
	In addition to the guarantees discussed in notes 18 and 22, we have provided guarantees to third parties for the performance of certain obligations of our subsidiaries. We estimate that our potential obligations under such guarantees, other than the Rivermont I guarantee, were $28 million and $30 million as of December 31, 2014 and 2013, respectively. We provide a limited guarantee to Rivermont I, an indirect subsidiary, which is accounted for as a derivative carried at fair value and is eliminated in consolidation. As of December 31, 2014, the fair value of this derivative was $5 million. As of December 31, 2013, the fair value of this derivative was zero. We also provide an unlimited guarantee for the benefit of policyholders for the payment of valid claims by our mortgage insurance subsidiary located in the United Kingdom. However, based on risk in-force as of December 31, 2014, we believe our U.K. mortgage insurance subsidiary has sufficient reserves and capital to cover its policyholder obligations.
	Fifty percent of our in-force long-term care insurance business (excluding policies assumed from a non-affiliate third-party reinsurer) of GLIC, a Delaware insurance company and our indirect wholly-owned subsidiary, is reinsured to Brookfield Life and Annuity Insurance Company Limited (“BLAIC”), a Bermuda insurance company and our indirect wholly-owned subsidiary. Brookfield Life Assurance Company Limited (“Brookfield”), a Bermuda insurance company and our indirect wholly-owned subsidiary, has guaranteed BLAIC’s performance of its obligations under that reinsurance agreement. As of December 31, 2014, Brookfield directly or indirectly owns 66.2% of our Australian mortgage insurance subsidiaries, 40.6% of our Canadian mortgage insurance subsidiary and 100% of our lifestyle protection insurance business. As a result of Brookfield’s guarantee, adverse developments in our reinsured long-term care insurance business (including the recent increases in our reserves of that business) have adversely impacted BLAIC’s financial condition, which could, in turn, adversely impact Brookfield’s willingness or ability to pay dividends to Genworth Holdings.

Segment_Information

Segment Information	12 Months Ended
	Dec. 31, 2014
Segment Information	(20) Segment Information
	(a) Operating Segment Information
	We operate through three divisions: U.S. Life Insurance, Global Mortgage Insurance and Corporate and Other. Under these divisions, there are five operating business segments. The U.S. Life Insurance Division includes the U.S. Life Insurance segment. The Global Mortgage Insurance Division includes the International Mortgage Insurance and U.S. Mortgage Insurance segments. The Corporate and Other Division includes the International Protection and Runoff segments and Corporate and Other activities. Our operating business segments are as follows: (1) U.S. Life Insurance, which includes our long-term care insurance, life insurance and fixed annuities businesses; (2) International Mortgage Insurance, which includes mortgage insurance-related products and services; (3) U.S. Mortgage Insurance, which includes mortgage insurance-related products and services; (4) International Protection, which includes our lifestyle protection insurance business; and (5) Runoff, which includes the results of non-strategic products which are no longer actively sold. Our non-strategic products primarily include our variable annuity, variable life insurance, institutional, corporate-owned life insurance and other accident and health insurance products. Institutional products consist of: funding agreements, FABNs and GICs.
	We also have Corporate and Other activities which include debt financing expenses that are incurred at the Genworth Holdings level, unallocated corporate income and expenses, eliminations of inter-segment transactions and the results of other businesses that are managed outside of our operating segments, including discontinued operations.
	We use the same accounting policies and procedures to measure segment income (loss) and assets as our consolidated net income (loss) and assets. Our chief operating decision maker evaluates segment performance and allocates resources on the basis of “net operating income (loss).” We define net operating income (loss) as income (loss) from continuing operations excluding the after-tax effects of income attributable to noncontrolling interests, net investment gains (losses), goodwill impairments, gains (losses) on the sale of businesses, gains (losses) on the early extinguishment of debt, gains (losses) on insurance block transactions and infrequent or unusual non-operating items. Gains (losses) on insurance block transactions are defined as gains (losses) on the early extinguishment of non-recourse funding obligations, early termination fees for other financing restructuring and/or resulting gains (losses) on reinsurance restructuring for certain blocks of business. We exclude net investment gains (losses) and infrequent or unusual non-operating items because we do not consider them to be related to the operating performance of our segments and Corporate and Other activities. A component of our net investment gains (losses) is the result of impairments, the size and timing of which can vary significantly depending on market credit cycles. In addition, the size and timing of other investment gains (losses) can be subject to our discretion and are influenced by market opportunities, as well as asset-liability matching considerations. Goodwill impairments and gains (losses) on the sale of businesses, the early extinguishment of debt and insurance block transactions are also excluded from net operating income (loss) because in our opinion, they are not indicative of overall operating trends. Other non-operating items are also excluded from net operating income (loss) if, in our opinion, they are not indicative of overall operating trends.
	In the fourth quarter of 2014, we recorded goodwill impairments of $129 million, net of taxes, in our long-term care insurance business and $145 million, net of taxes, in our life insurance business. In the third quarter of 2014, we recorded goodwill impairments of $167 million, net of taxes, in our long-term care insurance business and $350 million, net of taxes, in our life insurance business. We recorded a goodwill impairment of $86 million, net of taxes, related to our lifestyle protection insurance business in the third quarter of 2012.
	The following transactions were excluded from net operating income (loss) for the periods presented as they related to the gain or loss on the early extinguishment of debt. In the second quarter of 2014, we paid an early redemption payment of approximately $2 million, net of taxes and portion attributable to noncontrolling interests, related to the early redemption of Genworth Canada’s notes that were scheduled to mature in 2015. In the third quarter of 2013, we paid a make-whole expense of approximately $20 million, net of taxes, related to the early redemption of Genworth Holdings’ 2015 Notes. In the fourth quarter of 2012, we repurchased principal of approximately $100 million of Genworth Holdings’ notes that were scheduled to mature in June 2014 for a loss of $4 million, net of taxes. In the fourth quarter of 2012, we also repurchased $20 million of non-recourse funding obligations resulting in a gain of approximately $3 million, net of taxes.
	In the third quarter of 2012, we completed a life block transaction resulting in a loss of $6 million, net of taxes. In January 2012, we also completed a life block transaction resulting in a loss of approximately $41 million, net of taxes.
	There were no infrequent or unusual items excluded from net operating income (loss) during the periods presented other than the following items. There was $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. Although no decisions have been made, we recognized a tax charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefit in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. Also, in the second quarter of 2013, we recorded a $13 million, net of taxes, expense related to restructuring costs.
	While some of these items may be significant components of net income (loss) available to Genworth Financial, Inc.’s common stockholders in accordance with U.S. GAAP, we believe that net operating income (loss), and measures that are derived from or incorporate net operating income (loss), are appropriate measures that are useful to investors because they identify the income (loss) attributable to the ongoing operations of the business. Management also uses net operating income (loss) as a basis for determining awards and compensation for senior management and to evaluate performance on a basis comparable to that used by analysts. However, the items excluded from net operating income (loss) have occurred in the past and could, and in some cases will, recur in the future. Net operating income (loss) is not a substitute for net income (loss) available to Genworth Financial, Inc.’s common stockholders determined in accordance with U.S. GAAP. In addition, our definition of net operating income (loss) may differ from the definitions used by other companies.
	Adjustments to reconcile net income attributable to Genworth Financial, Inc.’s common stockholders and net operating income assume a 35% tax rate and are net of the portion attributable to noncontrolling interests. Net investment gains (losses) are also adjusted for DAC and other intangible amortization and certain benefit reserves.
	The following is a summary of our segments and Corporate and Other activities as of or for the years ended December 31:
	2014	U.S. Life			International			U.S.			International			Runoff			Corporate			Total
		Insurance			Mortgage			Mortgage			Protection						and Other
					Insurance			Insurance
	(Amounts in millions)
	Premiums	$	3,169		$	950		$	578		$	731		$	3		$	—		$	5,431
	Net investment income		2,665			303			59			101			129			(15	)		3,242
	Net investment gains (losses)		41			1			—			—			(66	)		4			(20	)
	Insurance and investment product fees and other		712			(14	)		2			5			209			(2	)		912
	Total revenues		6,587			1,240			639			837			275			(13	)		9,565
	Benefits and other changes in policy reserves		5,820			204			357			202			37			—			6,620
	Interest credited		618			—			—			—			119			—			737
	Acquisition and operating expenses, net of deferrals		658			223			140			462			84			18			1,585
	Amortization of deferred acquisition costs and intangibles		345			59			7			118			39			3			571
	Goodwill impairment		849			—			—			—			—			—			849
	Interest expense		87			31			—			46			1			314			479
	Total benefits and expenses		8,377			517			504			828			280			335			10,841
	Income (loss) from continuing operations before income taxes		(1,790	)		723			135			9			(5	)		(348	)		(1,276	)
	Provision (benefit) for income taxes		(385	)		358			44			(107	)		(19	)		(119	)		(228	)
	Income (loss) from continuing operations		(1,405	)		365			91			116			14			(229	)		(1,048	)
	Income (loss) from discontinued operations, net of taxes		—			—			—			—			—			—			—
	Net income (loss)		(1,405	)		365			91			116			14			(229	)		(1,048	)
	Less: net income attributable to noncontrolling interests		—			196			—			—			—			—			196
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(1,405	)	$	169		$	91		$	116		$	14		$	(229	)	$	(1,244	)
	Total assets	$	82,906		$	8,815		$	2,324		$	1,833		$	12,971		$	2,509		$	111,358
					International			U.S.
	2013	U.S. Life			Mortgage			Mortgage			International			Runoff			Corporate			Total
		Insurance			Insurance			Insurance			Protection						and Other
	(Amounts in millions)
	Premiums	$	2,957		$	996		$	554		$	636		$	5		$	—		$	5,148
	Net investment income		2,621			333			60			119			139			(1	)		3,271
	Net investment gains (losses)		(3	)		32			—			27			(58	)		(35	)		(37	)
	Insurance and investment product fees and other		755			—			2			4			216			44			1,021
	Total revenues		6,330			1,361			616			786			302			8			9,403
	Benefits and other changes in policy reserves		3,975			317			412			159			32			—			4,895
	Interest credited		619			—			—			—			119			—			738
	Acquisition and operating expenses, net of deferrals		658			241			144			433			81			102			1,659
	Amortization of deferred acquisition costs and intangibles		384			60			6			106			6			7			569
	Interest expense		97			33			—			42			2			318			492
	Total benefits and expenses		5,733			651			562			740			240			427			8,353
	Income (loss) from continuing operations before income taxes		597			710			54			46			62			(419	)		1,050
	Provision (benefit) for income taxes		213			184			17			7			13			(110	)		324
	Income (loss) from continuing operations		384			526			37			39			49			(309	)		726
	Loss from discontinued operations, net of taxes		—			—			—			—			—			(12	)		(12	)
	Net income (loss)		384			526			37			39			49			(321	)		714
	Less: net income attributable to noncontrolling interests		—			154			—			—			—			—			154
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	384		$	372		$	37		$	39		$	49		$	(321	)	$	560
	Total assets	$	77,261		$	9,194		$	2,361		$	2,061		$	14,062		$	3,106		$	108,045
					International			U.S.
	2012	U.S. Life			Mortgage			Mortgage			International			Runoff			Corporate			Total
		Insurance			Insurance			Insurance			Protection						and Other
	(Amounts in millions)
	Premiums	$	2,789		$	1,016		$	549		$	682		$	5		$	—		$	5,041
Net investment income		2,594			375			68			131			145			30			3,343
Net investment gains (losses)		(8	)		16			36			6			24			(47	)		27
Insurance and investment product fees and other		875			1			23			3			207			120			1,229
Total revenues		6,250			1,408			676			822			381			103			9,640
Benefits and other changes in policy reserves		3,950			516			725			150			37			—			5,378
Interest credited		643			—			—			—			132			—			775
Acquisition and operating expenses, net of deferrals		677			55			143			483			79			157			1,594
Amortization of deferred acquisition costs and intangibles		477			64			5			113			51			12			722
Goodwill impairment		—			—			—			89			—			—			89
Interest expense		86			36			—			45			1			308			476
Total benefits and expenses		5,833			671			873			880			300			477			9,034
Income (loss) from continuing operations before income taxes		417			737			(197	)		(58	)		81			(374	)		606
Provision (benefit) for income taxes		143			188			(83	)		1			23			(134	)		138
Income (loss) from continuing operations		274			549			(114	)		(59	)		58			(240	)		468
Income from discontinued operations, net of taxes		—			—			—			—			—			57			57
Net income (loss)		274			549			(114	)		(59	)		58			(183	)		525
Less: net income attributable to noncontrolling interests		—			200			—			—			—			—			200
Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	274		$	349		$	(114	)	$	(59	)	$	58		$	(183	)	$	325
(b) Revenues of Major Product Groups
The following is a summary of revenues of major product groups for our segments and Corporate and Other activities for the years ended December 31:
(Amounts in millions)	2014			2013			2012
Revenues:
U.S. Life Insurance segment:
Long-term care insurance	$	3,523		$	3,316		$	3,207
Life insurance		1,981			1,982			1,926
Fixed annuities		1,083			1,032			1,117
U.S. Life Insurance segment’s revenues		6,587			6,330			6,250
International Mortgage Insurance segment:
Canada		669			760			786
Australia		537			555			567
Other Countries		34			46			55
International Mortgage Insurance segment’s revenues		1,240			1,361			1,408
U.S. Mortgage Insurance segment’s revenues		639			616			676
International Protection segment’s revenues		837			786			822
Runoff segment’s revenues		275			302			381
Corporate and Other’s revenues		(13	)		8			103
Total revenues	$	9,565		$	9,403		$	9,640
(c) Net Operating Income (Loss)
The following is a summary of net operating income (loss) for our segments and Corporate and Other activities for the years ended December 31:
(Amounts in millions)	2014			2013			2012
U.S. Life Insurance segment:
Long-term care insurance	$	(815	)	$	129		$	101
Life insurance		74			173			151
Fixed annuities		100			92			82
U.S. Life Insurance segment’s net operating income (loss)		(641	)		394			334
International Mortgage Insurance segment:
Canada		170			170			234
Australia		200			228			142
Other Countries		(25	)		(37	)		(34	)
International Mortgage Insurance segment’s net operating income		345			361			342
U.S. Mortgage Insurance segment’s net operating income (loss)		91			37			(138	)
International Protection segment’s net operating income		8			24			24
Runoff segment’s net operating income		48			66			46
Corporate and Other’s net operating loss		(232	)		(266	)		(205	)
Net operating income (loss)		(381	)		616			403
Net investment gains (losses), net		(4	)		(11	)		(1	)
Goodwill impairment, net		(791	)		—			(86	)
Gains (losses) on early extinguishment of debt, net		(2	)		(20	)		(1	)
Gains (losses) from life block transactions, net		—			—			(47	)
Tax impact from potential business portfolio changes		(66	)		—			—
Expenses related to restructuring, net		—			(13	)		—
Income (loss) from discontinued operations, net of taxes		—			(12	)		57
Net income (loss) available to Genworth Financial, Inc.’s common stockholders		(1,244	)		560			325
Add: net income attributable to noncontrolling interests		196			154			200
Net income (loss)	$	(1,048	)	$	714		$	525
(d) Geographic Segment Information
We conduct our operations in the following geographic regions: (1) United States (2) Canada (3) Australia and (4) Other Countries.
The following is a summary of geographic region activity as of or for the years ended December 31:
2014
(Amounts in millions)	United States			Canada			Australia			Other			Total
										Countries
Total revenues	$	7,488		$	669		$	537		$	871		$	9,565
Income (loss) from continuing operations	$	(1,529	)	$	307		$	83		$	91		$	(1,048	)
Net income (loss)	$	(1,529	)	$	307		$	83		$	91		$	(1,048	)
Total assets	$	100,710		$	4,922		$	3,495		$	2,231		$	111,358
2013
(Amounts in millions)	United States			Canada			Australia			Other			Total
										Countries
Total revenues	$	7,256		$	760		$	555		$	832		$	9,403
Income from continuing operations	$	161		$	336		$	227		$	2		$	726
Net income	$	149		$	336		$	227		$	2		$	714
Total assets	$	96,790		$	5,313		$	3,419		$	2,523		$	108,045
2012
(Amounts in millions)	United States			Canada			Australia			Other			Total
										Countries
Total revenues	$	7,410		$	786		$	567		$	877		$	9,640
Income (loss) from continuing operations	$	(22	)	$	439		$	140		$	(89	)	$	468
Net income (loss)	$	35		$	439		$	140		$	(89	)	$	525

Quarterly_Results_of_Operation

Quarterly Results of Operations (unaudited)	12 Months Ended
	Dec. 31, 2014
Quarterly Results of Operations (unaudited)	(21) Quarterly Results of Operations (unaudited)
	Our unaudited quarterly results of operations for the year ended December 31, 2014 are summarized in the table below.
			Three months ended
	(Amounts in millions, except per share amounts)		March 31,			June 30,		September 30,			December 31,
			2014			2014		2014			2014
	Total revenues		$	2,322		$	2,415	$	2,404		$	2,424
	Total benefits and expenses (1)		$	2,016		$	2,102	$	3,376		$	3,347
	Income (loss) from continuing operations (2)		$	219		$	228	$	(787	)	$	(708	)
	Net income (loss) (2)		$	219		$	228	$	(787	)	$	(708	)
	Net income attributable to noncontrolling interests		$	35		$	52	$	57		$	52
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders (2)		$	184		$	176	$	(844	)	$	(760	)
	Income (loss) from continuing operations available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Diluted		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Diluted		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Weighted-average common shares outstanding:
	Basic			495.8			496.6		496.6			496.7
	Diluted (3)			502.7			503.6		496.6			496.7
	(1)	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional expenses of $735 million. During the fourth quarter of 2014, we also recorded goodwill impairments of $299 million in our U.S. Life Insurance segment. In the fourth quarter of 2014, we recorded a correction of $49 million in our life insurance business related to reserves on a reinsurance transaction. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $67 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $43 million favorable refinement of assumptions for claim termination rates.
	(2)	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.
	(3)	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the three months ended September 30, 2014 and December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the three months ended September 30, 2014 and December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.4 million and 3.2 million, respectively, would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the three months ended September 30, 2014 and December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million and 499.9 million, respectively.
	Our unaudited quarterly results of operations for the year ended December 31, 2013 are summarized in the table below.
			Three months ended
	(Amounts in millions, except per share amounts)		March 31,			June 30,		September 30,			December 31,
			2013			2013		2013			2013
	Total revenues		$	2,303		$	2,371	$	2,317		$	2,412
	Total benefits and expenses		$	2,066		$	2,124	$	2,066		$	2,097
	Income from continuing operations		$	161		$	174	$	146		$	245
	Income (loss) from discontinued operations, net of taxes		$	(20	)	$	6	$	2		$	—
	Net income		$	141		$	180	$	148		$	245
	Net income attributable to noncontrolling interests		$	38		$	39	$	40		$	37
	Net income available to Genworth Financial, Inc.’s common stockholders		$	103		$	141	$	108		$	208
	Income from continuing operations available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.25		$	0.27	$	0.21		$	0.42
	Diluted		$	0.25		$	0.27	$	0.21		$	0.42
	Net income available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.21		$	0.29	$	0.22		$	0.42
	Diluted		$	0.21		$	0.28	$	0.22		$	0.41
	Weighted-average common shares outstanding:
	Basic			492.5			493.4		494			494.7
	Diluted			496.8			497.5		499.3			501.2

Commitments_and_Contingencies

Commitments and Contingencies	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies	(22) Commitments and Contingencies
	(a) Litigation and Regulatory Matters
	We face the risk of litigation and regulatory investigations and actions in the ordinary course of operating our businesses, including the risk of class action lawsuits. Our pending legal and regulatory actions include proceedings specific to us and others generally applicable to business practices in the industries in which we operate. In our insurance operations, we are, have been, or may become subject to class actions and individual suits alleging, among other things, issues relating to sales or underwriting practices, increases to in-force long-term care insurance premiums, payment of contingent or other sales commissions, claims payments and procedures, product design, product disclosure, administration, additional premium charges for premiums paid on a periodic basis, denial or delay of benefits, charging excessive or impermissible fees on products, recommending unsuitable products to customers, our pricing structures and business practices in our mortgage insurance businesses, such as captive reinsurance arrangements with lenders and contract underwriting services, violations of the Real Estate Settlement and Procedures Act of 1974 (“RESPA”) or related state anti-inducement laws, and mortgage insurance policy rescissions and curtailments, and breaching fiduciary or other duties to customers, including but not limited to breach of customer information. Plaintiffs in class action and other lawsuits against us may seek very large or indeterminate amounts which may remain unknown for substantial periods of time. In our investment-related operations, we are subject to litigation involving commercial disputes with counterparties. We are also subject to litigation arising out of our general business activities such as our contractual and employment relationships. In addition, we are also subject to various regulatory inquiries, such as information requests, subpoenas, books and record examinations and market conduct and financial examinations from state, federal and international regulators and other authorities. A substantial legal liability or a significant regulatory action against us could have an adverse effect on our business, financial condition and results of operations. Moreover, even if we ultimately prevail in the litigation, regulatory action or investigation, we could suffer significant reputational harm, which could have an adverse effect on our business, financial condition or results of operations.
	In August 2014, Genworth Financial, Inc., its current chief executive officer and its current chief financial officer were named in a putative class action lawsuit captioned Manuel Esguerra v. Genworth Financial, Inc., et al, in the United States District Court for the Southern District of New York. Plaintiff alleged securities law violations involving certain disclosures in 2013 and 2014 concerning Genworth’s long-term care insurance reserves. The lawsuit sought unspecified compensatory damages, costs and expenses, including counsel fees and expert fees. In October 2014, a putative class action lawsuit captioned City of Pontiac General Employees’ Retirement System v. Genworth Financial, Inc., et al, was filed in the United States District Court for the Eastern District of Virginia. This lawsuit names the same defendants, alleges the same securities law violations, seeks the same damages and covers the same class as the Esguerra lawsuit. Following the filing of the City of Pontiac lawsuit, the Esguerra lawsuit was voluntarily dismissed without prejudice allowing the City of Pontiac lawsuit to proceed. In the City of Pontiac lawsuit, the United States District Court for the Eastern District of Virginia appointed Her Majesty the Queen in Right of Alberta and Fresno County Employees’ Retirement Association as lead plaintiffs and designated the caption of the action as In re Genworth Financial, Inc. Securities Litigation. On December 22, 2014, the lead plaintiffs filed an amended complaint. On February 5, 2015, we filed a motion to dismiss plaintiffs’ amended complaint. We intend to vigorously defend this action.
	In April 2014, Genworth Financial, Inc., its former chief executive officer and its current chief financial officer were named in a putative class action lawsuit captioned City of Hialeah Employees’ Retirement System v. Genworth Financial, Inc., et al, in the United States District Court for the Southern District of New York. Plaintiff alleges securities law violations involving certain disclosures in 2012 concerning Genworth’s Australian mortgage insurance business, including our plans for an initial public offering of the business. The lawsuit seeks unspecified damages, costs and attorneys’ fees and such equitable/injunctive relief as the court may deem proper. The United States District Court for the Southern District of New York appointed City of Hialeah Employees’ Retirement System and New Bedford Contributory Retirement System as lead plaintiffs and designated the caption of the action as In re Genworth Financial, Inc. Securities Litigation. On October 3, 2014, the lead plaintiffs filed an amended complaint. On December 2, 2014, we filed a motion to dismiss plaintiffs’ amended complaint. On February 2, 2015, the plaintiffs filed a memorandum of law in opposition to our motion to dismiss. We intend to vigorously defend this action.
	In early 2006 as part of an industry-wide review, one of our U.S. mortgage insurance subsidiaries received an administrative subpoena from the Minnesota Department of Commerce, which has jurisdiction over insurance matters, with respect to our reinsurance arrangements, including captive reinsurance transactions with lender-affiliated reinsurers. Since 2006, the Minnesota Department of Commerce has periodically requested additional information. We are engaged in discussions with the Minnesota Department of Commerce to resolve the review and we will continue to cooperate as appropriate with respect to any follow-up requests or inquiries. Inquiries from other regulatory bodies with respect to the same subject matter have been resolved or dormant for a number of years.
	Beginning in December 2011 and continuing through January 2013, one of our U.S. mortgage insurance subsidiaries was named along with several other mortgage insurance participants and mortgage lenders as a defendant in twelve putative class action lawsuits alleging that certain “captive reinsurance arrangements” were in violation of RESPA. Those cases are captioned as follows: Samp, et al. v. JPMorgan Chase Bank, N.A., et al., United States District Court for the Central District of California; White, et al., v. The PNC Financial Services Group, Inc., et al., United States District Court for the Eastern District of Pennsylvania; Menichino, et al. v. Citibank NA, et al., United States District Court for the Western District of Pennsylvania; McCarn, et al. v. HSBC USA, Inc., et al., United States District Court for the Eastern District of California; Manners, et al., v. Fifth Third Bank, et al., United States District Court for the Western District of Pennsylvania; Riddle, et al. v. Bank of America Corporation, et al., United States District Court for the Eastern District of Pennsylvania; Rulison et al. v. ABN AMRO Mortgage Group, Inc. et al., United States District Court for the Southern District of New York; Barlee, et al. v. First Horizon National Corporation, et al., United States District Court for the Eastern District of Pennsylvania; Cunningham, et al. v. M&T Bank Corp., et al., United States District Court for the Middle District of Pennsylvania; Orange, et al. v. Wachovia Bank, N.A., et al., United States District Court for the Central District of California; Hill et al. v. Flagstar Bank, FSB, et al., United States District Court for the Eastern District of Pennsylvania; and Moriba Ba, et al. v. HSBC USA, Inc., et al., United States District Court for the Eastern District of Pennsylvania. Plaintiffs allege that “captive reinsurance arrangements” with providers of private mortgage insurance whereby a mortgage lender through captive reinsurance arrangements received a portion of the borrowers’ private mortgage insurance premiums were in violation of RESPA and unjustly enriched the defendants for which plaintiffs seek declaratory relief and unspecified monetary damages, including restitution. The McCarn case was dismissed by the court with prejudice as to our subsidiary and certain other defendants on November 9, 2012. On July 3, 2012, the Rulison case was voluntarily dismissed by the plaintiffs. The Barlee case was dismissed by the court with prejudice as to our subsidiary and certain other defendants on February 27, 2013. The Manners case was dismissed by voluntary stipulation in March 2013. In early May 2013, the Samp and Orange cases were dismissed with prejudice as to our subsidiary. Plaintiffs appealed both of those dismissals, but have since withdrawn those appeals. The White case was dismissed by the court without prejudice on June 20, 2013, and on July 5, 2013 plaintiffs filed a second amended complaint again naming our U.S. mortgage insurance subsidiary as a defendant. The Menichino case was dismissed by the court without prejudice as to our subsidiary and certain other defendants on July 19, 2013. Plaintiffs filed a second amended complaint again naming our U.S. mortgage insurance subsidiary as a defendant and we moved to dismiss the second amended complaint. In the Riddle, Hill, Ba and Cunningham cases, the defendants’ motions to dismiss were denied, but the court in the Riddle, Hill and Cunningham cases limited discovery to issues surrounding whether the case should be dismissed on statute of limitations grounds. In the Hill case, on December 17, 2013, we moved for summary judgment dismissing the complaint. The court granted our motion, and in July 2014, the Hill plaintiffs filed a notice of appeal with the Third Circuit Court of Appeals. In the Riddle case, in late November 2013, the United States District Court for the Eastern District of Pennsylvania granted our motion for summary judgment dismissing the case. Plaintiffs appealed the dismissal. In October 2014, the Third Circuit Court of Appeals upheld the dismissal of the Riddle action. On January 30, 2015, our U.S. mortgage insurance subsidiary and all named plantiffs in the cases still pending as of such date entered into a settlement agreement that we expect will result in the dismissal of all actions as to our subsidiary. This settlement will not have any impact on our financial position or results of operations.
	In December 2009, one of our former non-insurance subsidiaries, one of the former subsidiary’s officers and Genworth Financial, Inc. (now known as Genworth Holdings, Inc.) were named in a putative class action lawsuit captioned Michael J. Goodman and Linda Brown v. Genworth Financial Wealth Management, Inc. et al., in the United States District Court for the Eastern District of New York. Plaintiffs allege securities law and other violations involving the selection of mutual funds by our former subsidiary on behalf of certain of its Private Client Group clients. The lawsuit seeks unspecified monetary damages and other relief. In response to our motion to dismiss the complaint in its entirety, the court granted the motion to dismiss the state law fiduciary duty claim and denied the motion to dismiss the remaining federal claims. The District Court denied plaintiffs’ motion to certify a class on April 15, 2014. On April 29, 2014, plaintiffs filed a motion with the Second Circuit Court of Appeals for permission to appeal the District Court’s denial of their motion to certify a class, which we opposed. On July 9, 2014, the Second Circuit Court of Appeals denied plaintiffs’ motion. We will continue to vigorously defend this action.
	In April 2012, two of our U.S. mortgage insurance subsidiaries were named as respondents in two arbitrations, one brought by Bank of America, N.A. and one brought by Countrywide Home Loans, Inc. and Bank of America, N.A. as claimants. Claimants alleged breach of contract and breach of the covenant of good faith and fair dealing and sought a declaratory judgment relating to our denial, curtailment and rescission of mortgage insurance coverage. In June 2012, our U.S. mortgage insurance subsidiaries responded to the arbitration demands and asserted numerous counterclaims against the claimants. On December 31, 2013, the parties reached an agreement to resolve that portion of both arbitrations involving rescission practices, which settlement took effect in the second quarter of 2014. As a result, the arbitration demands and counterclaims related to that portion of both arbitrations involving rescission practices were dismissed in the third quarter of 2014. In October 2014, the parties executed a definitive settlement agreement to settle all remaining claims in the arbitrations. Implementation of the settlement to resolve the remaining claims was subject to the consent of the GSEs. The settlement provides that our U.S. mortgage insurance subsidiaries will remit a portion of the previously curtailed claim amounts to Bank of America, N.A. and will agree to certain limits on future curtailment activity for loans that are part of the settlement. The consents of the GSEs were obtained in January 2015, and therefore, the parties will move to dismiss all remaining matters in the arbitration.
	In addition to the negotiated settlement with Bank of America, N.A. discussed above, we have resolved a matter involving a second servicer’s dispute with us on loss mitigation. This second dispute did not involve any formal legal proceeding, as is the case with other discussions we have had from time to time with other lenders and servicers over disputed loss mitigation activities. During the third quarter of 2014, we recorded an aggregate increase in our claim reserves for our U.S. mortgage insurance business of $53 million principally to provide for the anticipated financial impact in connection with the settlement of the Bank of America, N.A. arbitration, as well as the second dispute, both of which were settled for amounts which in the aggregate were included within the claim reserve mentioned above.
	At this time, we cannot determine or predict the ultimate outcome of any of the pending legal and regulatory matters specifically identified above or the likelihood of potential future legal and regulatory matters against us. Except as disclosed above, we also are not able to provide an estimate or range of reasonably possible losses related to these matters. Therefore, we cannot ensure that the current investigations and proceedings will not have a material adverse effect on our business, financial condition or results of operations. In addition, it is possible that related investigations and proceedings may be commenced in the future, and we could become subject to additional unrelated investigations and lawsuits. Increased regulatory scrutiny and any resulting investigations or proceedings could result in new legal precedents and industry-wide regulations or practices that could adversely affect our business, financial condition and results of operations.
	(b) Commitments
	As of December 31, 2014, we were committed to fund $53 million in limited partnership investments, $128 million in U.S. commercial mortgage loan investments and $27 million in private placement investments.
	In connection with the issuance of non-recourse funding obligations by Rivermont I, Genworth entered into a liquidity commitment agreement with the third-party trusts in which the floating rate notes have been deposited. The liquidity agreement may require that Genworth issue to the trusts either a loan or a letter of credit (“LOC”), at maturity of the notes (2050), in the amount equal to the then market value of the assets supporting the notes held in the trust. Any loan or LOC issued is an obligation of the trust and shall accrue interest at LIBOR plus a margin. In consideration for entering into this agreement, Genworth received, from Rivermont I, a one-time commitment fee of approximately $2 million. The maximum potential amount of future obligation under this agreement is approximately $95 million.

Changes_In_Accumulated_Other_C

Changes In Accumulated Other Comprehensive Income (Loss)	12 Months Ended
	Dec. 31, 2014
Changes In Accumulated Other Comprehensive Income (Loss)	(23) Changes In Accumulated Other Comprehensive Income (Loss)
	The following tables show the changes in accumulated other comprehensive income (loss), net of taxes, by component as of and for the periods indicated:
	(Amounts in millions)		Net			Derivatives			Foreign			Total
			unrealized			qualifying as			currency
			investment			hedges (2)			translation
			gains						and other
			(losses) (1)						adjustments
	Balances as of January 1, 2014		$	926		$	1,319		$	297		$	2,542
	OCI before reclassifications			1,595			788			(537	)		1,846
	Amounts reclassified from (to) OCI			(12	)		(37	)		—			(49	)
	Current period OCI			1,583			751			(537	)		1,797
	Balances as of December 31, 2014 before noncontrolling interests			2,509			2,070			(240	)		4,339
	Less: change in OCI attributable to noncontrolling interests			56			—			(163	)		(107	)
	Balances as of December 31, 2014		$	2,453		$	2,070		$	(77	)	$	4,446
	(1)	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
	(Amounts in millions)		Net			Derivatives			Foreign			Total
			unrealized			qualifying as			currency
			investment			hedges  (2)			translation
			gains						and other
			(losses) (1)						adjustments
	Balances as of January 1, 2013		$	2,638		$	1,909		$	655		$	5,202
	OCI before reclassifications			(1,772	)		(561	)		(442	)		(2,775	)
	Amounts reclassified from (to) OCI			21			(29	)		—			(8	)
	Current period OCI			(1,751	)		(590	)		(442	)		(2,783	)
	Balances as of December 31, 2013 before noncontrolling interests			887			1,319			213			2,419
	Less: change in OCI attributable to noncontrolling interests			(39	)		—			(84	)		(123	)
	Balances as of December 31, 2013		$	926		$	1,319		$	297		$	2,542
	(1)	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
	(Amounts in millions)		Net			Derivatives			Foreign			Total
			unrealized			qualifying as			currency
			investment			hedges (2)			translation
			gains						and other
			(losses) (1)						adjustments
	Balances as of January 1, 2012		$	1,485		$	2,009		$	553		$	4,047
	OCI before reclassifications			1,106			(77	)		126			1,155
	Amounts reclassified from (to) OCI			50			(23	)		—			27
	Current period OCI			1,156			(100	)		126			1,182
	Balances as of December 31, 2012 before noncontrolling interests			2,641			1,909			679			5,229
	Less: change in OCI attributable to noncontrolling interests			3			—			24			27
	Balances as of December 31, 2012		$	2,638		$	1,909		$	655		$	5,202
	(1)	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
	The foreign currency translation and other adjustments balance included $37 million, $6 million and $26 million, respectively, net of taxes of $14 million, $1 million and $15 million, respectively, related to a net unrecognized postretirement benefit obligation as of December 31, 2014, 2013 and 2012. Amount also included taxes of $(10) million, $39 million and $58 million, respectively, related to foreign currency translation adjustments as of December 31, 2014, 2013 and 2012.
	The following table shows reclassifications out of accumulated other comprehensive income (loss), net of taxes, for the periods presented:
			Amount reclassified from accumulated									Affected line item in the
			other comprehensive income (loss)									consolidated statements
			Years ended December 31,									of income
	(Amounts in millions)		2014			2013			2012
	Net unrealized investment (gains) losses:
	Unrealized (gains) losses on investments (1)		$	(19	)	$	33		$	77		Net investment (gains) losses
	Provision for income taxes			7			(12	)		(27	)	Provision for income taxes
	Total		$	(12	)	$	21		$	50
	Derivatives qualifying as hedges:
	Interest rate swaps hedging assets		$	(63	)	$	(47	)	$	(40	)	Net investment income
	Interest rate swaps hedging assets			(2	)		(1	)		(2	)	Net investment (gains) losses
	Interest rate swaps hedging liabilities			(1	)		(2	)		(2	)	Interest expense
	Inflation indexed swaps			9			5			9		Net investment income
	Provision for income taxes			20			16			12		Provision for income taxes
	Total		$	(37	)	$	(29	)	$	(23	)
	(1)	Amounts exclude adjustments to DAC, PVFP, sales inducements and benefit reserves.

Noncontrolling_Interests

Noncontrolling Interests	12 Months Ended
	Dec. 31, 2014
Noncontrolling Interests	(24) Noncontrolling Interests
	Canada
	In July 2009, Genworth Canada, our indirect subsidiary, completed the IPO of its common shares and Brookfield Life Assurance Company Limited (“Brookfield”), our indirect wholly-owned subsidiary, beneficially owned 57.5% of the common shares of Genworth Canada.
	We currently hold approximately 57.3% of the outstanding common shares of Genworth Canada on a consolidated basis. In addition, Brookfield has the right, exercisable at its discretion, to purchase for cash these common shares of Genworth Canada from our U.S. mortgage insurance companies at the then-current market price. Brookfield also has a right of first refusal with respect to the transfer of these common shares of Genworth Canada by our U.S. mortgage insurance companies.
	During 2014, Genworth Canada repurchased 1.9 million shares for CAD$75 million through a Normal Course Issuer Bid (“NCIB”) authorized by its board for up to 4.7 million shares. We participated in the NCIB in order to maintain our overall ownership percentage at its current level and received $38 million in cash.
	During 2013, Genworth Canada repurchased 3.9 million shares for CAD$105 million through a NCIB authorized by its board for up to 4.9 million shares. We participated in the NCIB in order to maintain our overall ownership percentage at its then-current level and received $58 million in cash.
	In 2014, 2013 and 2012, dividends of $69 million, $52 million and $50 million, respectively, were paid to the noncontrolling interests of Genworth Canada.
	Australia
	On May 15, 2014, Genworth Australia, a holding company for Genworth’s Australian mortgage insurance business, priced its initial public offering of 220,000,000 of its ordinary shares at an initial public offering price of AUD$2.65 per ordinary share. The offering closed on May 21, 2014. Following completion of the offering, Genworth Financial beneficially owns 66.2% of the ordinary shares of Genworth Australia.
	The net proceeds of the offering were used by Genworth Australia to repay a portion of certain intercompany funding arrangements with our subsidiaries and those funds were then distributed to Genworth Holdings. The gross proceeds of the offering (before payment of fees and expenses) were approximately $541 million. Fees and expenses in connection with the offering were approximately $27 million, including approximately $3 million paid in 2013.
	Consistent with applicable accounting guidance, changes in noncontrolling interests that do not result in a change of control are accounted for as equity transactions. When there are changes in noncontrolling interests of a subsidiary that do not result in a change of control, any difference between carrying value and fair value related to the change in ownership is recorded as an adjustment to stockholders’ equity. A summary of the changes in ownership interests and the effect on stockholders’ equity as a result of the initial public offering of Genworth Australia was as follows for the year ended December 31:
	(Amounts in millions)	2014
	Net loss available to Genworth Financial, Inc.’s common stockholders	$	(1,244	)
	Transfers to the noncontrolling interests:
	Decrease in Genworth Financial, Inc.’s additional paid-in capital for initial sale of Genworth Australia shares to noncontrolling interests		(145	)
	Net transfers to noncontrolling interests		(145	)
	Change from net loss available to Genworth Financial, Inc.’s common stockholders and transfers to noncontrolling interests	$	(1,389	)
	In 2014, dividends of $6 million were paid to the noncontrolling interests of Genworth Australia.

Discontinued_Operations

Discontinued Operations	12 Months Ended
	Dec. 31, 2014
Discontinued Operations	(25) Discontinued Operations
	On March 27, 2013, we announced that we had agreed to sell our wealth management business to AqGen Liberty Acquisition, Inc., a subsidiary of AqGen Liberty Holdings LLC, a partnership of Aquiline Capital Partners and Genstar Capital. Historically, this business had been reported as a separate segment. As a result of the sale agreement, this business was accounted for as discontinued operations and its financial position, results of operations and cash flows were separately reported for all periods presented. Also included in discontinued operations was our tax and advisor unit, Genworth Financial Investment Services (“GFIS”), which was part of our wealth management business until the closing of its sale on April 2, 2012 as discussed below.
	Summary operating results of discontinued operations were as follows for the years ended December 31:
	(Amounts in millions)	2013			2012
	Revenues	$	211		$	387
	Income (loss) before income taxes	$	(5	)	$	110
	Provision for income taxes		7			53
	Income (loss) from discontinued operations, net of taxes	$	(12	)	$	57
	On December 31, 2010, we acquired the operating assets of Altegris Capital, LLC. (“Altegris”) as part of our wealth management business which provided a platform of alternative investments, including hedge funds and managed futures products. Under the terms of the agreement, we paid approximately $40 million at closing and we could have been obligated to pay additional performance-based payments of up to $88 million during the five-year period following closing. In 2012, we made a payment of $18 million related to the contingent consideration as a result of Altegris achieving certain performance targets.
	On August 29, 2008, we acquired Quantuvis Consulting, Inc. (“Quantuvis”), an investment advisor consulting business, as part of our wealth management business for $3 million plus potential contingent consideration of up to $3 million. Quantuvis was included in the sale of our wealth management business in 2013 as discussed below.
	On August 30, 2013, we completed the sale of our wealth management business for approximately $412 million with net proceeds of approximately $360 million. During the three months ended March 31, 2013, in connection with the agreement to sell the wealth management business, we recognized a goodwill impairment of $13 million as a result of the carrying value for the business exceeding fair value. Additionally, we agreed to settle our contingent consideration liability related to our purchase of Altegris for approximately $40 million, which resulted in a loss of approximately $5 million from the change in fair value of this liability. In accordance with the accounting guidance for groups of assets that are held-for-sale, we recorded an additional loss of approximately $9 million to record the carrying value of the business at its fair value less costs to sell. During the three months ended September 30, 2013, we recognized an additional after-tax loss on the sale of $2 million at closing, which was based on carrying value and working capital at close, as well as expenses associated with the sale.
	On April 2, 2012, we completed the sale of our tax and accounting financial advisor unit, GFIS, for approximately $79 million, plus contingent consideration, to Cetera Financial Group. The contingent consideration was recorded at fair value upon disposition and provides the opportunity for us to receive additional future payments of up to approximately $25 million based on achieving certain revenue goals. The fair value of this contingent consideration receivable was recorded in Corporate and Other activities and remains a component of continuing operations. We recognized an after-tax gain of $13 million related to the sale, which was included in income from discontinued operations, net of taxes.

Condensed_Consolidating_Financ

Condensed Consolidating Financial Information	12 Months Ended
	Dec. 31, 2014
Condensed Consolidating Financial Information	(26) Condensed Consolidating Financial Information
	Genworth Financial provides a full and unconditional guarantee to the trustee of Genworth Holdings’ outstanding senior notes and the holders of the senior notes, on an unsecured unsubordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, each outstanding series of senior notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the senior notes indenture in respect of such senior notes. Genworth Financial also provides a full and unconditional guarantee to the trustee of Genworth Holdings’ outstanding subordinated notes and the holders of the subordinated notes, on an unsecured subordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, the outstanding subordinated notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the subordinated notes indenture in respect of the subordinated notes.
	The following condensed consolidating financial information of Genworth Financial and its direct and indirect subsidiaries have been prepared pursuant to rules regarding the preparation of consolidating financial information of Regulation S-X. The condensed consolidating financial information has been prepared as if the guarantee had been in place during the periods presented herein.
	The condensed consolidating financial information presents the condensed consolidating balance sheet information as of December 31, 2014 and 2013 and the condensed consolidating income statement information, condensed consolidating comprehensive income statement information and condensed consolidating cash flow statement information for the years ended December 31, 2014, 2013 and 2012.
	The condensed consolidating financial information reflects Genworth Financial (“Parent Guarantor”), Genworth Holdings (“Issuer”) and each of Genworth Financial’s other direct and indirect subsidiaries (the “All Other Subsidiaries”) on a combined basis, none of which guarantee the senior notes or subordinated notes, as well as the eliminations necessary to present Genworth Financial’s financial information on a consolidated basis and total consolidated amounts.
	The accompanying condensed consolidating financial information is presented based on the equity method of accounting for all periods presented. Under this method, investments in subsidiaries are recorded at cost and adjusted for the subsidiaries’ cumulative results of operations, capital contributions and distributions, and other changes in equity. Elimination entries include consolidating and eliminating entries for investments in subsidiaries and intercompany activity.
	The following table presents the condensed consolidating balance sheet information as of December 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	150		$	62,497		$	(200	)	$	62,447
	Equity securities available-for-sale, at fair value		—			—			282			—			282
	Commercial mortgage loans		—			—			6,100			—			6,100
	Restricted commercial mortgage loans related to securitization entities		—			—			201			—			201
	Policy loans		—			—			1,501			—			1,501
	Other invested assets		—			14			2,287			(5	)		2,296
	Restricted other invested assets related to securitization entities, at fair value		—			—			411			—			411
	Investments in subsidiaries		14,895			15,003			—			(29,898	)		—
	Total investments		14,895			15,167			73,279			(30,103	)		73,238
	Cash and cash equivalents		—			953			3,965			—			4,918
	Accrued investment income		—			—			689			(4	)		685
	Deferred acquisition costs		—			—			5,042			—			5,042
	Intangible assets		—			—			272			—			272
	Goodwill		—			—			16			—			16
	Reinsurance recoverable		—			—			17,346			—			17,346
	Other assets		2			207			425			(1	)		633
	Intercompany notes receivable		9			267			395			(671	)		—
	Separate account assets		—			—			9,208			—			9,208
	Total assets	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
	Liabilities and stockholders’ equity
	Liabilities:
	Future policy benefits	$	—		$	—		$	35,915		$	—		$	35,915
	Policyholder account balances		—			—			26,043			—			26,043
	Liability for policy and contract claims		—			—			8,043			—			8,043
	Unearned premiums		—			—			3,986			—			3,986
	Other liabilities		3			251			3,361			(11	)		3,604
	Intercompany notes payable		—			604			267			(871	)		—
	Borrowings related to securitization entities		—			—			219			—			219
	Non-recourse funding obligations		—			—			1,996			—			1,996
	Long-term borrowings		—			4,151			488			—			4,639
	Deferred tax liability		(20	)		(970	)		1,898			—			908
	Separate account liabilities		—			—			9,208			—			9,208
	Total liabilities		(17	)		4,036			91,424			(882	)		94,561
	Stockholders’ equity:
	Common stock		1			—			—			—			1
	Additional paid-in capital		11,997			9,162			17,080			(26,242	)		11,997
	Accumulated other comprehensive income (loss)		4,446			4,449			4,459			(8,908	)		4,446
	Retained earnings		1,179			(1,053	)		(4,205	)		5,258			1,179
	Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
	Total Genworth Financial, Inc.’s stockholders’ equity		14,923			12,558			17,334			(29,892	)		14,923
	Noncontrolling interests		—			—			1,879			(5	)		1,874
	Total stockholders’ equity		14,923			12,558			19,213			(29,897	)		16,797
	Total liabilities and stockholders’ equity	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
	The following table presents the condensed consolidating balance sheet information as of December 31, 2013:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	150		$	58,679		$	(200	)	$	58,629
	Equity securities available-for-sale, at fair value		—			—			341			—			341
	Commercial mortgage loans		—			—			5,899			—			5,899
	Restricted commercial mortgage loans related to securitization entities		—			—			233			—			233
	Policy loans		—			—			1,434			—			1,434
Other invested assets		—			91			1,595			—			1,686
Restricted other invested assets related to securitization entities, at fair value		—			—			391			—			391
Investments in subsidiaries		14,358			14,929			—			(29,287	)		—
Total investments		14,358			15,170			68,572			(29,487	)		68,613
Cash and cash equivalents		—			1,219			2,995			—			4,214
Accrued investment income		—			—			682			(4	)		678
Deferred acquisition costs		—			—			5,278			—			5,278
Intangible assets		—			—			399			—			399
Goodwill		—			—			867			—			867
Reinsurance recoverable		—			—			17,219			—			17,219
Other assets		(2	)		276			367			(2	)		639
Intercompany notes receivable		8			248			393			(649	)		—
Separate account assets		—			—			10,138			—			10,138
Total assets	$	14,364		$	16,913		$	106,910		$	(30,142	)	$	108,045
Liabilities and stockholders’ equity
Liabilities:
Future policy benefits	$	—		$	—		$	33,705		$	—		$	33,705
Policyholder account balances		—			—			25,528			—			25,528
Liability for policy and contract claims		—			—			7,204			—			7,204
Unearned premiums		—			—			4,107			—			4,107
Other liabilities		(3	)		365			3,739			(5	)		4,096
Intercompany notes payable		—			601			248			(849	)		—
Borrowings related to securitization entities		—			—			242			—			242
Non-recourse funding obligations		—			—			2,038			—			2,038
Long-term borrowings		—			4,636			525			—			5,161
Deferred tax liability		(26	)		(796	)		1,028			—			206
Separate account liabilities		—			—			10,138			—			10,138
Total liabilities		(29	)		4,806			88,502			(854	)		92,425
Stockholders’ equity:
Common stock		1			—			—			—			1
Additional paid-in capital		12,127			9,297			17,215			(26,512	)		12,127
Accumulated other comprehensive income (loss)		2,542			2,507			2,512			(5,019	)		2,542
Retained earnings		2,423			303			(2,551	)		2,248			2,423
Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
Total Genworth Financial, Inc.’s stockholders’ equity		14,393			12,107			17,176			(29,283	)		14,393
Noncontrolling interests		—			—			1,232			(5	)		1,227
Total stockholders’ equity		14,393			12,107			18,408			(29,288	)		15,620
Total liabilities and stockholders’ equity	$	14,364		$	16,913		$	106,910		$	(30,142	)	$	108,045
The following table presents the condensed consolidating income statement information for the year ended December 31, 2014:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Revenues:
Premiums	$	—		$	—		$	5,431		$	—		$	5,431
Net investment income		(2	)		—			3,259			(15	)		3,242
Net investment gains (losses)		—			4			(24	)		—			(20	)
Insurance and investment product fees and other		—			(4	)		917			(1	)		912
Total revenues		(2	)		—			9,583			(16	)		9,565
Benefits and expenses:
Benefits and other changes in policy reserves		—			—			6,620			—			6,620
Interest credited		—			—			737			—			737
Acquisition and operating expenses, net of deferrals		21			—			1,564			—			1,585
Amortization of deferred acquisition costs and intangibles		—			—			571			—			571
Goodwill impairment		—			—			849			—			849
Interest expense		—			321			174			(16	)		479
Total benefits and expenses		21			321			10,515			(16	)		10,841
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries		(23	)		(321	)		(932	)		—			(1,276	)
Provision (benefit) for income taxes		(8	)		(112	)		(104	)		(4	)		(228	)
Equity in income (loss) of subsidiaries		(1,229	)		(1,147	)		—			2,376			—
Income (loss) from continuing operations		(1,244	)		(1,356	)		(828	)		2,380			(1,048	)
Income from discontinued operations, net of taxes		—			—			—			—			—
Net income (loss)		(1,244	)		(1,356	)		(828	)		2,380			(1,048	)
Less: net income attributable to noncontrolling interests		—			—			196			—			196
Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(1,244	)	$	(1,356	)	$	(1,024	)	$	2,380		$	(1,244	)
The following table presents the condensed consolidating income statement information for the year ended December 31, 2013:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Revenues:
Premiums	$	—		$	—		$	5,148		$	—		$	5,148
Net investment income		(1	)		1			3,286			(15	)		3,271
Net investment gains (losses)		—			6			(43	)		—			(37	)
Insurance and investment product fees and other		—			—			1,025			(4	)		1,021
Total revenues		(1	)		7			9,416			(19	)		9,403
Benefits and expenses:
Benefits and other changes in policy reserves		—			—			4,895			—			4,895
Interest credited		—			—			738			—			738
Acquisition and operating expenses, net of deferrals		33			32			1,594			—			1,659
Amortization of deferred acquisition costs and intangibles		—			—			569			—			569
Interest expense		—			322			189			(19	)		492
Total benefits and expenses		33			354			7,985			(19	)		8,353
Income (loss) from continuing operations before income taxes and equity in income of subsidiaries		(34	)		(347	)		1,431			—			1,050
Provision (benefit) for income taxes		13			(120	)		431			—			324
Equity in income of subsidiaries		607			796			—			(1,403	)		—
Income from continuing operations		560			569			1,000			(1,403	)		726
Income (loss) from discontinued operations, net of taxes		—			(29	)		17			—			(12	)
Net income		560			540			1,017			(1,403	)		714
Less: net income attributable to noncontrolling interests		—			—			154			—			154
Net income available to Genworth Financial, Inc.’s common stockholders	$	560		$	540		$	863		$	(1,403	)	$	560
The following table presents the condensed consolidating income statement information for the year ended December 31, 2012:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Revenues:
Premiums	$	—		$	—		$	5,041		$	—		$	5,041
Net investment income		—			1			3,357			(15	)		3,343
Net investment gains (losses)		—			(29	)		56			—			27
Insurance and investment product fees and other		—			(1	)		1,234			(4	)		1,229
Total revenues		—			(29	)		9,688			(19	)		9,640
Benefits and expenses:
Benefits and other changes in policy reserves		—			—			5,378			—			5,378
Interest credited		—			—			775			—			775
Acquisition and operating expenses, net of deferrals		7			8			1,579			—			1,594
Amortization of deferred acquisition costs and intangibles		—			—			722			—			722
Goodwill impairment		—			—			89			—			89
Interest expense		—			315			179			(18	)		476
Total benefits and expenses		7			323			8,722			(18	)		9,034
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries		(7	)		(352	)		966			(1	)		606
Provision (benefit) for income taxes		(3	)		(110	)		251			—			138
Equity in income (loss) of subsidiaries		329			636			(38	)		(927	)		—
Income from continuing operations		325			394			677			(928	)		468
Income from discontinued operations, net of taxes		—			—			57			—			57
Net income		325			394			734			(928	)		525
Less: net income attributable to noncontrolling interests		—			—			200			—			200
Net income available to Genworth Financial, Inc.’s common stockholders	$	325		$	394		$	534		$	(928	)	$	325
The following table presents the condensed consolidating comprehensive income statement information for the year ended December 31, 2014:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Net income (loss)	$	(1,244	)	$	(1,356	)	$	(828	)	$	2,380		$	(1,048	)
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired		1,539			1,510			1,573			(3,049	)		1,573
Net unrealized gains (losses) on other-than-temporarily impaired securities		10			11			10			(21	)		10
Derivatives qualifying as hedges		751			751			794			(1,545	)		751
Foreign currency translation and other adjustments		(339	)		(273	)		(537	)		612			(537	)
Total other comprehensive income (loss)		1,961			1,999			1,840			(4,003	)		1,797
Total comprehensive income (loss)		717			643			1,012			(1,623	)		749
Less: comprehensive income attributable to noncontrolling interests		—			—			32			—			32
Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	717		$	643		$	980		$	(1,623	)	$	717
The following table presents the condensed consolidating comprehensive income statement information for the year ended December 31, 2013:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Net income	$	560		$	540		$	1,017		$	(1,403	)	$	714
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired		(1,778	)		(1,733	)		(1,817	)		3,511			(1,817	)
Net unrealized gains (losses) on other-than- temporarily impaired securities		66			65			66			(131	)		66
Derivatives qualifying as hedges		(590	)		(590	)		(615	)		1,205			(590	)
Foreign currency translation and other adjustments		(358	)		(335	)		(442	)		693			(442	)
Total other comprehensive income (loss)		(2,660	)		(2,593	)		(2,808	)		5,278			(2,783	)
Total comprehensive income (loss)		(2,100	)		(2,053	)		(1,791	)		3,875			(2,069	)
Less: comprehensive income attributable to noncontrolling interests		—			—			31			—			31
Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(2,100	)	$	(2,053	)	$	(1,822	)	$	3,875		$	(2,100	)
The following table presents the condensed consolidating comprehensive income statement information for the year ended December 31, 2012:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Net income	$	325		$	394		$	734		$	(928	)	$	525
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired		1,075			1,046			1,078			(2,121	)		1,078
Net unrealized gains (losses) on other-than- temporarily impaired securities		78			78			78			(156	)		78
Derivatives qualifying as hedges		(100	)		(100	)		(98	)		198			(100	)
Foreign currency translation and other adjustments		102			81			126			(183	)		126
Total other comprehensive income (loss)		1,155			1,105			1,184			(2,262	)		1,182
Total comprehensive income (loss)		1,480			1,499			1,918			(3,190	)		1,707
Less: comprehensive income attributable to noncontrolling interests		—			—			227			—			227
Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	1,480		$	1,499		$	1,691		$	(3,190	)	$	1,480
The following table presents the condensed consolidating cash flow statement information for the year ended December 31, 2014:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Cash flows from operating activities:
Net income (loss)	$	(1,244	)	$	(1,356	)	$	(828	)	$	2,380		$	(1,048	)
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries		1,229			1,147			—			(2,376	)		—
Dividends from subsidiaries		—			630			(630	)		—			—
Amortization of fixed maturity discounts and premiums and limited partnerships		—			—			(97	)		—			(97	)
Net investment losses (gains)		—			(4	)		24			—			20
Charges assessed to policyholders		—			—			(777	)		—			(777	)
Acquisition costs deferred		—			—			(473	)		—			(473	)
Amortization of deferred acquisition costs and intangibles		—			—			571			—			571
Goodwill impairment		—			—			849			—			849
Deferred income taxes		4			(146	)		(341	)		(4	)		(487	)
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			1			205			—			206
Stock-based compensation expense		21			—			9			—			30
Change in certain assets and liabilities:
Accrued investment income and other assets		(4	)		(9	)		(117	)		1			(129	)
Insurance reserves		—			—			3,212			—			3,212
Current tax liabilities		(2	)		(77	)		(101	)		—			(180	)
Other liabilities, policy and contract claims and other policy-related balances		11			91			645			(6	)		741
Net cash from operating activities		15			277			2,151			(5	)		2,438
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			150			5,214			—			5,364
Commercial mortgage loans		—			—			765			—			765
Restricted commercial mortgage loans related to securitization entities		—			—			32			—			32
Proceeds from sales of investments:
Fixed maturity and equity securities		—			—			2,490			—			2,490
Purchases and originations of investments:
Fixed maturity and equity securities		—			(150	)		(9,342	)		—			(9,492	)
Commercial mortgage loans		—			—			(967	)		—			(967	)
Other invested assets, net		—			—			(45	)		5			(40	)
Policy loans, net		—			—			12			—			12
Intercompany notes receivable		(1	)		(19	)		(2	)		22			—
Capital contributions to subsidiaries		(12	)		—			12			—			—
Net cash from investing activities		(13	)		(19	)		(1,831	)		27			(1,836	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			2,993			—			2,993
Withdrawals from universal life and investment contracts		—			—			(2,588	)		—			(2,588	)
Redemption and repurchase of non-recourse funding obligations		—			—			(42	)		—			(42	)
Proceeds from the issuance of long-term debt		—			—			144			—			144
Repayment and repurchase of long-term debt		—			(485	)		(136	)		—			(621	)
Repayment of borrowings related to securitization entities		—			—			(32	)		—			(32	)
Proceeds from intercompany notes payable		—			3			19			(22	)		—
Repurchase of subsidiary shares		—			—			(28	)		—			(28	)
Dividends paid to noncontrolling interests		—			—			(75	)		—			(75	)
Dividends paid to parent		—			—			—			—			—
Proceeds from the sale of subsidiary shares to noncontrolling interests		—			—			517			—			517
Other, net		(2	)		(42	)		(19	)		—			(63	)
Net cash from financing activities		(2	)		(524	)		753			(22	)		205
Effect of exchange rate changes on cash and cash equivalents		—			—			(103	)		—			(103	)
Net change in cash and cash equivalents		—			(266	)		970			—			704
Cash and cash equivalents at beginning of period		—			1,219			2,995			—			4,214
Cash and cash equivalents at end of period	$	—		$	953		$	3,965		$	—		$	4,918
The following table presents the condensed consolidating cash flow statement information for the year ended December 31, 2013:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Cash flows from operating activities:
Net income	$	560		$	540		$	1,017		$	(1,403	)	$	714
Less (income) loss from discontinued operations, net of taxes		—			29			(17	)		—			12
Adjustments to reconcile net income to net cash from operating activities:
Equity in earnings from subsidiaries		(607	)		(796	)		—			1,403			—
Dividends from subsidiaries		535			376			(497	)		(414	)		—
Amortization of fixed maturity discounts and premiums and limited partnerships		—			—			(97	)		—			(97	)
Net investment losses (gains)		—			(6	)		43			—			37
Charges assessed to policyholders		—			—			(812	)		—			(812	)
Acquisition costs deferred		—			—			(457	)		—			(457	)
Amortization of deferred acquisition costs and intangibles		—			—			569			—			569
Deferred income taxes		24			(138	)		35			—			(79	)
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			1			(60	)		—			(59	)
Stock-based compensation expense		26			—			15			—			41
Change in certain assets and liabilities:
Accrued investment income and other assets		2			67			(112	)		—			(43	)
Insurance reserves		—			—			2,256			—			2,256
Current tax liabilities		3			45			240			—			288
Other liabilities, policy and contract claims and other policy-related balances		(4	)		(11	)		(1,024	)		—			(1,039	)
Cash from operating activities—discontinued operations		—			—			68			—			68
Net cash from operating activities		539			107			1,167			(414	)		1,399
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			—			5,040			—			5,040
Commercial mortgage loans		—			—			896			—			896
Restricted commercial mortgage loans related to securitization entities		—			—			60			—			60
Proceeds from sales of investments:
Fixed maturity and equity securities		—			150			4,286			—			4,436
Purchases and originations of investments:
Fixed maturity and equity securities		—			(150	)		(10,655	)		—			(10,805	)
Commercial mortgage loans		—			—			(873	)		—			(873	)
Other invested assets, net		—			—			89			—			89
Policy loans, net		—			—			242			—			242
Intercompany notes receivable		(8	)		(3	)		95			(84	)		—
Capital contributions to subsidiaries		(531	)		(1	)		532			—			—
Proceeds from sale of a subsidiary, net of cash transferred		—			425			(60	)		—			365
Cash from investing activities—discontinued operations		—			(30	)		—			—			(30	)
Net cash from investing activities		(539	)		391			(348	)		(84	)		(580	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			2,999			—			2,999
Withdrawals from universal life and investment contracts		—			—			(3,269	)		—			(3,269	)
Redemption and repurchase of non-recourse funding obligations		—			—			(28	)		—			(28	)
Proceeds from the issuance of long-term debt		—			793			—			—			793
Repayment and repurchase of long-term debt		—			(365	)		—			—			(365	)
Repayment of borrowings related to securitization entities		—			—			(108	)		—			(108	)
Proceeds from intercompany notes payable		—			(87	)		3			84			—
Repurchase of subsidiary shares		—			—			(43	)		—			(43	)
Dividends paid to noncontrolling interests		—			—			(52	)		—			(52	)
Dividends paid to parent		—			(414	)		—			414			—
Other, net		—			(49	)		(24	)		—			(73	)
Cash from financing activities—discontinued operations		—			—			(3	)		—			(3	)
Net cash from financing activities		—			(122	)		(525	)		498			(149	)
Effect of exchange rate changes on cash and cash equivalents		—			—			(109	)		—			(109	)
Net change in cash and cash equivalents		—			376			185			—			561
Cash and cash equivalents at beginning of period		—			843			2,810			—			3,653
Cash and cash equivalents at end of period		—			1,219			2,995			—			4,214
Less cash and cash equivalents of discontinued operations at end of period		—			—			—			—			—
Cash and cash equivalents of continuing operations at end of period	$	—		$	1,219		$	2,995		$	—		$	4,214
The following table presents the condensed consolidating cash flow statement information for the year ended December 31, 2012:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Cash flows from operating activities:
Net income	$	325		$	394		$	734		$	(928	)	$	525
Less income from discontinued operations, net of taxes		—			—			(57	)		—			(57	)
Adjustments to reconcile net income to net cash from operating activities:
Equity in (income) loss from subsidiaries		(329	)		(636	)		38			927			—
Dividends from subsidiaries		—			545			(545	)		—			—
Amortization of fixed maturity discounts and premiums and limited partnerships		—			—			(88	)		—			(88	)
Net investment losses (gains)		—			29			(56	)		—			(27	)
Charges assessed to policyholders		—			—			(801	)		—			(801	)
Acquisition costs deferred		—			—			(611	)		—			(611	)
Amortization of deferred acquisition costs and intangibles		—			—			722			—			722
Goodwill impairment		—			—			89			—			89
Deferred income taxes		(3	)		(274	)		359			—			82
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			(27	)		218			—			191
Stock-based compensation expense		7			16			3			—			26
Change in certain assets and liabilities:
Accrued investment income and other assets		—			53			(122	)		1			(68	)
Insurance reserves		—			—			2,330			—			2,330
Current tax liabilities		—			(43	)		(191	)		—			(234	)
Other liabilities, policy and contract claims and other policy-related balances		—			10			(1,181	)		5			(1,166	)
Cash from operating activities—discontinued operations		—			—			49			—			49
Net cash from operating activities		—			67			890			5			962
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			—			5,176			—			5,176
Commercial mortgage loans		—			—			891			—			891
Restricted commercial mortgage loans related to securitization entities		—			—			67			—			67
Proceeds from sales of investments:
Fixed maturity and equity securities		—			10			5,725			—			5,735
Purchases and originations of investments:
Fixed maturity and equity securities		—			(150	)		(12,172	)		—			(12,322	)
Commercial mortgage loans		—			—			(692	)		—			(692	)
Other invested assets, net		—			30			391			(5	)		416
Policy loans, net		—			—			(29	)		—			(29	)
Intercompany notes receivable		—			(31	)		(58	)		89			—
Capital contributions to subsidiaries		—			(20	)		20			—			—
Proceeds from sale of a subsidiary, net of cash transferred		—			—			77			—			77
Cash from investing activities—discontinued operations		—			(18	)		(23	)		—			(41	)
Net cash from investing activities		—			(179	)		(627	)		84			(722	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			2,810			—			2,810
Withdrawals from universal life and investment contracts		—			—			(2,781	)		—			(2,781	)
Redemption and repurchase of non-recourse funding obligations		—			—			(1,056	)		—			(1,056	)
Proceeds from the issuance of long-term debt		—			361			—			—			361
Repayment and repurchase of long-term debt		—			(322	)		—			—			(322	)
Repayment of borrowings related to securitization entities		—			—			(72	)		—			(72	)
Proceeds from intercompany notes payable		—			58			31			(89	)		—
Dividends paid to noncontrolling interests		—			—			(50	)		—			(50	)
Other, net		—			(49	)		103			—			54
Cash from financing activities—discontinued operations		—			—			(45	)		—			(45	)
Net cash from financing activities		—			48			(1,060	)		(89	)		(1,101	)
Effect of exchange rate changes on cash and cash equivalents		—			—			26			—			26
Net change in cash and cash equivalents		—			(64	)		(771	)		—			(835	)
Cash and cash equivalents at beginning of period		—			907			3,581			—			4,488
Cash and cash equivalents at end of period		—			843			2,810			—			3,653
Less cash and cash equivalents of discontinued operations at end of period		—			—			21			—			21
Cash and cash equivalents of continuing operations at end of period	$	—		$	843		$	2,789		$	—		$	3,632
For information on significant restrictions on dividends by, or loans or advances from, subsidiaries of Genworth Financial and Genworth Holdings, and the restricted net assets of those subsidiaries, see note 19.

Schedule_I_Genworth_Financial_

Schedule I Genworth Financial, Inc. Summary of investments-other than investments in related parties	12 Months Ended
	Dec. 31, 2014
Schedule I Genworth Financial, Inc. Summary of investments-other than investments in related parties	Schedule I
	Genworth Financial, Inc.
	Summary of Investments—Other Than Investments in Related Parties
	(Amounts in millions)
	As of December 31, 2014, the amortized cost or cost, fair value and carrying value of our invested assets were as follows:
	Type of investment		Amortized cost		Fair		Carrying
			or cost		value		value
	Fixed maturity securities:
	Bonds:
	U.S. government, agencies and authorities		$	5,006	$	6,000	$	6,000
	Tax-exempt			347		362		362
	Government—non-U.S.			1,952		2,106		2,106
	Public utilities			3,551		4,167		4,167
	All other corporate bonds			46,094		49,812		49,812
	Total fixed maturity securities			56,950		62,447		62,447
	Equity securities			253		282		282
	Commercial mortgage loans			6,100		xxxxx		6,100
	Restricted commercial mortgage loans related to securitization entities			201		xxxxx		201
	Policy loans			1,501		xxxxx		1,501
	Other invested assets (1)			1,132		xxxxx		2,296
	Restricted other invested assets related to securitization entities			411		xxxxx		411
	Total investments		$	66,548		xxxxx	$	73,238
	(1)	The amount shown in the consolidated balance sheet for other invested assets differs from amortized cost or cost presented, as other invested assets include certain assets with a carrying amount that differs from amortized cost or cost.
	See Accompanying Report of Independent Registered Public Accounting Firm

Schedule_II_Genworth_Financial

Schedule II Genworth Financial, Inc. (Parent Company Only)	12 Months Ended
	Dec. 31, 2014
Schedule II Genworth Financial, Inc. (Parent Company Only)	Schedule II
	Genworth Financial, Inc.
	(Parent Company Only)
	Balance Sheets
	(Amounts in millions)
		December 31,
		2014			2013
	Assets
	Investments in subsidiaries	$	14,895		$	14,358
	Deferred tax asset		20			26
	Other assets		2			7
	Intercompany notes receivable		9			8
	Total assets	$	14,926		$	14,399
	Liabilities and stockholders’ equity
	Liabilities:
	Other liabilities	$	3		$	6
	Total liabilities		3			6
	Commitments and contingencies
	Stockholders’ equity:
	Common stock		1			1
	Additional paid-in capital		11,997			12,127
	Accumulated other comprehensive income (loss):
	Net unrealized investment gains (losses):
	Net unrealized gains (losses) on securities not other-than-temporarily impaired		2,431			914
	Net unrealized gains (losses) on other-than-temporarily impaired securities		22			12
	Net unrealized investment gains (losses)		2,453			926
	Derivatives qualifying as hedges		2,070			1,319
	Foreign currency translation and other adjustments		(77	)		297
	Total accumulated other comprehensive income (loss)		4,446			2,542
	Retained earnings		1,179			2,423
	Treasury stock, at cost		(2,700	)		(2,700	)
	Total Genworth Financial, Inc.’s stockholders’ equity		14,923			14,393
	Total liabilities and stockholders’ equity	$	14,926		$	14,399
	See Notes to Schedule II
	See Accompanying Report of Independent Registered Public Accounting Firm
	Schedule II
	Genworth Financial, Inc.
	(Parent Company Only)
	Statements of Income
	(Amounts in millions)
		Years ended December 31,
		2014			2013			2012
	Revenues:
	Net investment income	$	(2	)	$	(1	)	$	—
	Total revenues		(2	)		(1	)		—
	Benefits and expenses:
	Acquisition and operating expenses, net of deferrals		21			33			7
	Total benefits and expenses		21			33			7
	Loss before income taxes and equity in income (loss) of subsidiaries		(23	)		(34	)		(7	)
	Provision (benefit) from income taxes		(8	)		13			(3	)
	Equity in income (loss) of subsidiaries		(1,229	)		607			329
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(1,244	)	$	560		$	325
	See Notes to Schedule II
	See Accompanying Report of Independent Registered Public Accounting Firm
	Schedule II
	Genworth Financial, Inc.
	(Parent Company Only)
	Statements of Comprehensive Income
	(Amounts in millions)
		Years ended December 31,
		2014			2013			2012
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(1,244	)	$	560		$	325
	Other comprehensive income (loss), net of taxes:
	Net unrealized gains (losses) on securities not other-than-temporarily impaired		1,539			(1,778	)		1,075
Net unrealized gains (losses) on other-than-temporarily impaired securities		10			66			78
Derivatives qualifying as hedges		751			(590	)		(100	)
Foreign currency translation and other adjustments		(339	)		(358	)		102
Total other comprehensive income (loss)		1,961			(2,660	)		1,155
Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	717		$	(2,100	)	$	1,480
See Notes to Schedule II
See Accompanying Report of Independent Registered Public Accounting Firm
Schedule II
Genworth Financial, Inc.
(Parent Company Only)
Statements of Cash Flows
(Amounts in millions)
	Years ended December 31,
	2014			2013			2012
Cash flows from operating activities:
Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(1,244	)	$	560		$	325
Adjustments to reconcile net income (loss) available to Genworth Financial, Inc.’s common stockholders to net cash from operating activities:
Equity in (income) loss from subsidiaries		1,229			(607	)		(329	)
Dividends from subsidiaries		—			535			—
Deferred income taxes		4			24			(3	)
Stock-based compensation expense		21			26			7
Change in certain assets and liabilities:
Accrued investment income and other assets		(4	)		2			—
Current tax liabilities		(2	)		3			—
Other liabilities and other policy-related balances		11			(4	)		—
Net cash from operating activities		15			539			—
Cash flows from investing activities:
Intercompany notes receivable		(1	)		(8	)		—
Capital contribution paid to subsidiaries		(12	)		(531	)		—
Net cash from investing activities		(13	)		(539	)		—
Cash flows from financing activities:
Other, net		(2	)		—			—
Net cash from financing activities		(2	)		—			—
Effect of exchange rate changes on cash and cash equivalents		—			—
Cash and cash equivalents at beginning of year		—			—			—
Cash and cash equivalents at end of year	$	—		$	—		$	—
See Notes to Schedule II
See Accompanying Report of Independent Registered Public Accounting Firm
Schedule II
Genworth Financial, Inc.
(Parent Company Only)
Notes to Schedule II
Years Ended December 31, 2014, 2013 and 2012
(1) Organization and Purpose
Genworth Holdings, Inc. (“Genworth Holdings”) (formerly known as Genworth Financial, Inc.) was incorporated in Delaware in 2003 in preparation for an initial public offering (“IPO”) of Genworth common stock, which was completed on May 28, 2004. On April 1, 2013, Genworth Holdings completed a holding company reorganization pursuant to which Genworth Holdings became a direct, 100% owned subsidiary of a new public holding company that it had formed. The new public holding company was incorporated in Delaware on December 5, 2012, in connection with the reorganization, under the name Sub XLVI, Inc., and was renamed Genworth Financial, Inc. (“Genworth Financial”) upon the completion of the reorganization.
To implement the reorganization, Genworth Holdings formed Genworth Financial and Genworth Financial, in turn, formed Sub XLII, Inc. (“Merger Sub”). The holding company structure was implemented pursuant to Section 251(g) of the General Corporation Law of the State of Delaware (“DGCL”) by the merger of Merger Sub with and into Genworth Holdings (the “Merger”). Genworth Holdings survived the Merger as a direct, 100% owned subsidiary of Genworth Financial and each share of Genworth Holdings Class A Common Stock, par value $0.001 per share (“Genworth Holdings Class A Common Stock”), issued and outstanding immediately prior to the Merger and each share of Genworth Holdings Class A Common Stock held in the treasury of Genworth Holdings immediately prior to the Merger converted into one issued and outstanding or treasury, as applicable, share of Genworth Financial Class A Common Stock, par value $0.001 per share, having the same designations, rights, powers and preferences and the qualifications, limitations and restrictions as the Genworth Holdings Class A Common Stock being converted.
Immediately after the consummation of the Merger, Genworth Financial had the same authorized, outstanding and treasury capital stock as Genworth Holdings immediately prior to the Merger. Each share of Genworth Financial common stock outstanding immediately prior to the Merger was cancelled. Effective upon the consummation of the Merger, Genworth Financial adopted an amended and restated certificate of incorporation and amended and restated bylaws that were identical to those of Genworth Holdings immediately prior to the consummation of the Merger (other than provisions regarding certain technical matters, as permitted by Section 251(g) of the DGCL). Genworth Financial’s directors and executive officers immediately after the consummation of the Merger were the same as the directors and executive officers of Genworth Holdings immediately prior to the consummation of the Merger. Immediately after the consummation of the Merger, Genworth Financial had, on a consolidated basis, the same assets, businesses and operations as Genworth Holdings had immediately prior to the consummation of the Merger.
On April 1, 2013, in connection with the reorganization, immediately following the consummation of the Merger, Genworth Holdings distributed to Genworth Financial (as its sole stockholder), through a dividend (the “Distribution”), the 84.6% membership interest in one of its subsidiaries (Genworth Mortgage Holdings, LLC (“GMHL”)) that it held directly, and 100% of the shares of another of its subsidiaries (Genworth Mortgage Holdings, Inc. (“GMHI”)), that held the remaining 15.4% of outstanding membership interests of GMHL. At the time of the Distribution, GMHL and GMHI together owned (directly or indirectly) 100% of the shares or other equity interests of all of the subsidiaries that conducted Genworth Holdings’ U.S. mortgage insurance business (these subsidiaries also owned the subsidiaries that conducted Genworth Holdings’ European mortgage insurance business). As part of the comprehensive U.S. mortgage insurance capital plan, on April 1, 2013, immediately prior to the Distribution, Genworth Holdings contributed $100 million to the U.S. mortgage insurance subsidiaries.
The financial information contained herein has been prepared as if the reorganization occurred on January 1, 2012.
Genworth Financial is a holding company whose subsidiaries provide long-term care, life and mortgage insurance, as well as annuities and other investment products.
(2) Commitments
Genworth Financial provides a full and unconditional guarantee to the trustee of Genworth Holdings’ outstanding senior notes and the holders of the senior notes, on an unsecured unsubordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, each outstanding series of senior notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the senior notes indenture in respect of such senior notes. Genworth Financial also provides a full and unconditional guarantee to the trustee of Genworth Holdings’ outstanding subordinated notes and the holders of the subordinated notes, on an unsecured subordinated basis, of the full and punctual payment of the principal of, premium, if any and interest on, and all other amounts payable under, the outstanding subordinated notes, and the full and punctual payment of all other amounts payable by Genworth Holdings under the subordinated notes indenture in respect of the subordinated notes. Genworth Financial also provides a full and unconditional guarantee of Genworth Holdings’ obligations associated with Rivermont Insurance Company and the Tax Matters Agreement.
The obligations under Genworth Holdings’ credit agreement are unsecured and payment of Genworth Holdings’ obligations is fully and unconditionally guaranteed by Genworth Financial.
(3) Income Taxes
As of December 31, 2014 and 2013, Genworth Financial had a deferred tax asset of $20 million and $26 million, respectively, primarily comprised of share-based compensation. These amounts are undiscounted pursuant to the applicable rules governing deferred taxes. Genworth Financial’s current income tax receivable was $3 million as of December 31, 2014 and current income tax payable was $6 million as of December 31, 2013. Net cash received for taxes was $23 million and $5 million for the years ended December 31, 2014 and 2013, respectively.

Schedule_III_Genworth_Financia

Schedule III Genworth Financial, Inc. Supplemental Insurance Information	12 Months Ended
	Dec. 31, 2014
Schedule III Genworth Financial, Inc. Supplemental Insurance Information	Schedule III
	Genworth Financial, Inc.
	Supplemental Insurance Information
	(Amounts in millions)
	Segment	Deferred		Future Policy			Policyholder		Liability for Policy		Unearned
		Acquisition Costs		Benefits			Account		and Contract Claims		Premiums
							Balances
	31-Dec-14
	U.S. Life Insurance	$	4,390	$	35,911		$	22,874	$	6,434	$	639
	International Mortgage Insurance		150		—			—		308		2,723
	U.S. Mortgage Insurance		16		—			—		1,180		178
	International Protection		193		—			11		106		439
	Runoff		293		4			3,158		15		7
	Corporate and Other		—		—			—		—		—
	Total	$	5,042	$	35,915		$	26,043	$	8,043	$	3,986
	31-Dec-13
	U.S. Life Insurance	$	4,537	$	33,700		$	22,210	$	5,216	$	632
	International Mortgage Insurance		152		—			—		378		2,815
	U.S. Mortgage Insurance		12		—			—		1,482		129
	International Protection		243		—			16		108		522
	Runoff		334		5			3,302		20		9
	Corporate and Other		—		—			—		—		—
	Total	$	5,278	$	33,705		$	25,528	$	7,204	$	4,107
	See Accompanying Report of Independent Registered Public Accounting Firm
	Schedule III—Continued
	Genworth Financial, Inc.
	Supplemental Insurance Information
	(Amounts in millions)
	Segment	Premium		Net			Interest Credited		Amortization		Other		Premiums
		Revenue		Investment			and Benefits and		of Deferred		Operating		Written
				Income			Other Changes in		Acquisition		Expenses
							Policy Reserves		Costs
	December 31, 2014
	U.S. Life Insurance	$	3,169	$	2,665		$	6,438	$	291	$	1,648	$	3,172
	International Mortgage Insurance		950		303			204		50		263		1,111
	U.S. Mortgage Insurance		578		59			357		5		142		628
	International Protection		731		101			202		110		516		709
	Runoff		3		129			156		37		87		2
	Corporate and Other		—		(15	)		—		—		335		—
	Total	$	5,431	$	3,242		$	7,357	$	493	$	2,991	$	5,622
	December 31, 2013
	U.S. Life Insurance	$	2,957	$	2,621		$	4,594	$	298	$	841	$	2,963
	International Mortgage Insurance		996		333			317		48		286		1,042
	U.S. Mortgage Insurance		554		60			412		4		146		567
	International Protection		636		119			159		97		484		608
	Runoff		5		139			151		4		85		4
	Corporate and Other		—		(1	)		—		—		427		—
	Total	$	5,148	$	3,271		$	5,633	$	451	$	2,269	$	5,184
	December 31, 2012
	U.S. Life Insurance	$	2,789	$	2,594		$	4,593	$	410	$	830	$	2,818
	International Mortgage Insurance		1,016		375			516		52		103		1,061
	U.S. Mortgage Insurance		549		68			725		3		145		554
	International Protection		682		131			150		106		624		619
	Runoff		5		145			169		47		84		5
	Corporate and Other		—		30			—		—		477		—
	Total	$	5,041	$	3,343		$	6,153	$	618	$	2,263	$	5,057
	See Accompanying Report of Independent Registered Public Accounting Firm

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2014
Premiums	a) Premiums
	For traditional long-duration insurance contracts, we report premiums as earned when due. For short-duration insurance contracts, we report premiums as revenue over the terms of the related insurance policies on a pro-rata basis or in proportion to expected claims.
	For single premium mortgage insurance contracts, we report premiums over the estimated policy life in accordance with the expected pattern of risk emergence as further described in our accounting policy for unearned premiums. In addition, we have a practice of refunding the post-delinquent premiums in our U.S. mortgage insurance business to the insured party if the delinquent loan goes to claim. We record a liability for premiums received on the delinquent loans where our practice is to refund post-delinquent premiums.
	Premiums received under annuity contracts without significant mortality risk and premiums received on investment and universal life insurance products are not reported as revenues but rather as deposits and are included in liabilities for policyholder account balances.
Net Investment Income and Net Investment Gains and Losses	b) Net Investment Income and Net Investment Gains and Losses
	Investment income is recognized when earned. Income or losses upon call or prepayment of available-for-sale fixed maturity securities is recognized in net investment income, except for hybrid securities where the income or loss upon call is recognized in net investment gains and losses. Investment gains and losses are calculated on the basis of specific identification.
	Investment income on mortgage-backed and asset-backed securities is initially based upon yield, cash flow and prepayment assumptions at the date of purchase. Subsequent revisions in those assumptions are recorded using the retrospective or prospective method. Under the retrospective method used for mortgage-backed and asset-backed securities of high credit quality (ratings equal to or greater than “AA” or that are backed by a U.S. agency) which cannot be contractually prepaid in such a manner that we would not recover a substantial portion of the initial investment, amortized cost of the security is adjusted to the amount that would have existed had the revised assumptions been in place at the date of purchase. The adjustments to amortized cost are recorded as a charge or credit to net investment income. Under the prospective method, which is used for all other mortgage-backed and asset-backed securities, future cash flows are estimated and interest income is recognized going forward using the new internal rate of return.
Insurance and Investment Product Fees and Other	c) Insurance and Investment Product Fees and Other
	Insurance and investment product fees and other consist primarily of insurance charges assessed on universal and term universal life insurance contracts and fees assessed against customer account values. For universal and term universal life insurance contracts, charges to policyholder accounts for cost of insurance are recognized as revenue when due. Variable product fees are charged to variable annuity contractholders and variable life insurance policyholders based upon the daily net assets of the contractholder’s and policyholder’s account values and are recognized as revenue when charged. Policy surrender fees are recognized as income when the policy is surrendered.
Investment Securities	d) Investment Securities
	At the time of purchase, we designate our investment securities as either available-for-sale or trading and report them in our consolidated balance sheets at fair value. Our portfolio of fixed maturity securities comprises primarily investment grade securities. Changes in the fair value of available-for-sale investments, net of the effect on deferred acquisition costs (“DAC”), present value of future profits (“PVFP”), benefit reserves and deferred income taxes, are reflected as unrealized investment gains or losses in a separate component of accumulated other comprehensive income (loss). Realized and unrealized gains and losses related to trading securities are reflected in net investment gains (losses). Trading securities are included in other invested assets in our consolidated balance sheets and primarily represent fixed maturity securities where we utilized the fair value option.
	Other-Than-Temporary Impairments On Available-For-Sale Securities
	As of each balance sheet date, we evaluate securities in an unrealized loss position for other-than-temporary impairments. For debt securities, we consider all available information relevant to the collectability of the security, including information about past events, current conditions, and reasonable and supportable forecasts, when developing the estimate of cash flows expected to be collected. More specifically for mortgage-backed and asset-backed securities, we also utilize performance indicators of the underlying assets including default or delinquency rates, loan to collateral value ratios, third-party credit enhancements, current levels of subordination, vintage and other relevant characteristics of the security or underlying assets to develop our estimate of cash flows. Estimating the cash flows expected to be collected is a quantitative and qualitative process that incorporates information received from third-party sources along with certain internal assumptions and judgments regarding the future performance of the underlying collateral. Where possible, this data is benchmarked against third-party sources.
	We recognize other-than-temporary impairments on debt securities in an unrealized loss position when one of the following circumstances exists:
		•	we do not expect full recovery of our amortized cost based on the estimate of cash flows expected to be collected,
		•	we intend to sell a security or
		•	it is more likely than not that we will be required to sell a security prior to recovery.
	For other-than-temporary impairments recognized during the period, we present the total other-than-temporary impairments, the portion of other-than-temporary impairments included in other comprehensive income (loss) (“OCI”) and the net other-than-temporary impairments as supplemental disclosure presented on the face of our consolidated statements of income.
	Total other-than-temporary impairments are calculated as the difference between the amortized cost and fair value that emerged in the current period. For other-than-temporarily impaired securities where we do not intend to sell the security and it is not more likely than not that we will be required to sell the security prior to recovery, total other-than-temporary impairments are adjusted by the portion of other-than-temporary impairments recognized in OCI (“non-credit”). Net other-than-temporary impairments recorded in net income (loss) represent the credit loss on the other-than-temporarily impaired securities with the offset recognized as an adjustment to the amortized cost to determine the new amortized cost basis of the securities.
	For securities that were deemed to be other-than-temporarily impaired and a non-credit loss was recorded in OCI, the amount recorded as an unrealized gain (loss) represents the difference between the current fair value and the new amortized cost for each period presented. The unrealized gain (loss) on an other-than-temporarily impaired security is recorded as a separate component in OCI until the security is sold or until we record an other-than-temporary impairment where we intend to sell the security or will be required to sell the security prior to recovery.
	To estimate the amount of other-than-temporary impairment attributed to credit losses on debt securities where we do not intend to sell the security and it is not more likely than not that we will be required to sell the security prior to recovery, we determine our best estimate of the present value of the cash flows expected to be collected from a security using the effective yield on the security prior to recording any other-than-temporary impairment. If the present value of the discounted cash flows is lower than the amortized cost of the security, the difference between the present value and amortized cost represents the credit loss associated with the security with the remaining difference between fair value and amortized cost recorded as a non-credit other-than-temporary impairment in OCI.
	The evaluation of other-than-temporary impairments is subject to risks and uncertainties and is intended to determine the appropriate amount and timing for recognizing an impairment charge. The assessment of whether such impairment has occurred is based on management’s best estimate of the cash flows expected to be collected at the individual security level. We regularly monitor our investment portfolio to ensure that securities that may be other-than-temporarily impaired are identified in a timely manner and that any impairment charge is recognized in the proper period.
	While the other-than-temporary impairment model for debt securities generally includes fixed maturity securities, there are certain hybrid securities that are classified as fixed maturity securities where the application of a debt impairment model depends on whether there has been any evidence of deterioration in credit of the issuer, such as a downgrade to below investment grade. Under certain circumstances, evidence of deterioration in credit of the issuer may result in the application of the equity securities impairment model.
	For equity securities, we recognize an impairment charge in the period in which we determine that the security will not recover to book value within a reasonable period. We determine what constitutes a reasonable period on a security-by-security basis based upon consideration of all the evidence available to us, including the magnitude of an unrealized loss and its duration. In any event, this period does not exceed 18 months for common equity securities. We measure other-than-temporary impairments based upon the difference between the amortized cost of a security and its fair value.
Fair Value Measurements	e) Fair Value Measurements
	Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. We have fixed maturity, equity and trading securities, derivatives, embedded derivatives, securities held as collateral, separate account assets and certain other financial instruments, which are carried at fair value.
	Fair value measurements are based upon observable and unobservable inputs. Observable inputs reflect market data obtained from independent sources, while unobservable inputs reflect our view of market assumptions in the absence of observable market information. We utilize valuation techniques that maximize the use of observable inputs and minimize the use of unobservable inputs. All assets and liabilities carried at fair value are classified and disclosed in one of the following three categories:
		•	Level 1—Quoted prices for identical instruments in active markets.
		•	Level 2—Quoted prices for similar instruments in active markets; quoted prices for identical or similar instruments in markets that are not active; and model-derived valuations whose inputs are observable or whose significant value drivers are observable.
		•	Level 3—Instruments whose significant value drivers are unobservable.
	Level 1 primarily consists of financial instruments whose value is based on quoted market prices such as exchange-traded derivatives and actively traded mutual fund investments.
	Level 2 includes those financial instruments that are valued using industry-standard pricing methodologies, models or other valuation methodologies. These models are primarily industry-standard models that consider various inputs, such as interest rate, credit spread and foreign exchange rates for the underlying financial instruments. All significant inputs are observable, or derived from observable, information in the marketplace or are supported by observable levels at which transactions are executed in the marketplace. Financial instruments in this category primarily include: certain public and private corporate fixed maturity and equity securities; government or agency securities; certain mortgage-backed and asset-backed securities; securities held as collateral; and certain non-exchange-traded derivatives such as interest rate or cross currency swaps.
	Level 3 comprises financial instruments whose fair value is estimated based on industry-standard pricing methodologies and internally developed models utilizing significant inputs not based on, nor corroborated by, readily available market information. In limited instances, this category may also utilize non-binding broker quotes. This category primarily consists of certain less liquid fixed maturity, equity and trading securities and certain derivative instruments or embedded derivatives where we cannot corroborate the significant valuation inputs with market observable data.
	As of each reporting period, all assets and liabilities recorded at fair value are classified in their entirety based on the lowest level of input that is significant to the fair value measurement. Our assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the asset or liability, such as the relative impact on the fair value as a result of including a particular input. We review the fair value hierarchy classifications each reporting period. Changes in the observability of the valuation attributes may result in a reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in and out of Level 3 at the beginning fair value for the reporting period in which the changes occur. See note 17 for additional information related to fair value measurements.
Commercial Mortgage Loans	f) Commercial Mortgage Loans
	The carrying value of commercial mortgage loans is stated at original cost, net of principal payments, amortization and allowance for loan losses. Interest on loans is recognized on an accrual basis at the applicable interest rate on the principal amount outstanding. Loan origination fees and direct costs, as well as premiums and discounts, are amortized as level yield adjustments over the respective loan terms. Unamortized net fees or costs are recognized upon early repayment of the loans. Loan commitment fees are deferred and amortized on an effective yield basis over the term of the loan. Commercial mortgage loans are considered past due when contractual payments have not been received from the borrower by the required payment date.
	“Impaired” loans are defined by U.S. GAAP as loans for which it is probable that the lender will be unable to collect all amounts due according to original contractual terms of the loan agreement. In determining whether it is probable that we will be unable to collect all amounts due, we consider current payment status, debt service coverage ratios, occupancy levels and current loan-to-value. Impaired loans are carried on a non-accrual status. Loans are placed on non-accrual status when, in management’s opinion, the collection of principal or interest is unlikely, or when the collection of principal or interest is 90 days or more past due. Income on impaired loans is not recognized until the loan is sold or the cash received exceeds the carrying amount recorded.
	We evaluate the impairment of commercial mortgage loans first on an individual loan basis. If an individual loan is not deemed impaired, then we evaluate the remaining loans collectively to determine whether an impairment should be recorded.
	For individually impaired loans, we record an impairment charge when it is probable that a loss has been incurred. The impairment is recorded as an increase in the allowance for loan losses. All losses of principal are charged to the allowance for loan losses in the period in which the loan is deemed to be uncollectible.
	For loans that are not individually impaired where we evaluate the loans collectively, the allowance for loan losses is maintained at a level that we determine is adequate to absorb estimated probable incurred losses in the loan portfolio. Our process to determine the adequacy of the allowance utilizes an analytical model based on historical loss experience adjusted for current events, trends and economic conditions that would result in a loss in the loan portfolio over the next 12 months. Key inputs into our evaluation include debt service coverage ratios, loan-to-value, property-type, occupancy levels, geographic region, and probability weighting of the scenarios generated by the model. The actual amounts realized could differ in the near term from the amounts assumed in arriving at the allowance for loan losses reported in the consolidated financial statements. Additions and reductions to the allowance through periodic provisions or benefits are recorded in net investment gains (losses).
	For commercial mortgage loans classified as held-for-sale, each loan is carried at the lower of cost or market and is included in commercial mortgage loans in our consolidated balance sheets. See note 4 for additional disclosures related to commercial mortgage loans.
Securities Lending Activity	g) Securities Lending Activity
	In the United States and Canada, we engage in certain securities lending transactions for the purpose of enhancing the yield on our investment securities portfolio. We maintain effective control over all loaned securities and, therefore, continue to report such securities as fixed maturity securities on the consolidated balance sheets. We are currently indemnified against counterparty credit risk by the intermediary.
	Under the securities lending program in the United States, the borrower is required to provide collateral, which can consist of cash or government securities, on a daily basis in amounts equal to or exceeding 102% of the applicable securities loaned. Currently, we only accept cash collateral from borrowers under the program. Cash collateral received by us on securities lending transactions is reflected in other invested assets with an offsetting liability recognized in other liabilities for the obligation to return the collateral. Any cash collateral received is reinvested by our custodian based upon the investment guidelines provided within our agreement. In the United States, the reinvested cash collateral is primarily invested in a money market fund approved by the National Association of Insurance Commissioners (“NAIC”), U.S. and foreign government securities, U.S. government agency securities, asset-backed securities and corporate debt securities. As of December 31, 2014 and 2013, the fair value of securities loaned under our securities lending program in the United States was $288 million and $191 million, respectively. As of December 31, 2014 and 2013, the fair value of collateral held under our securities lending program in the United States was $289 million and $187 million, respectively, and the offsetting obligation to return collateral of $299 million and $199 million, respectively, was included in other liabilities in the consolidated balance sheets. We did not have any non-cash collateral provided by the borrower in our securities lending program in the United States as of December 31, 2014 and 2013.
	Under our securities lending program in Canada, the borrower is required to provide collateral consisting of government securities on a daily basis in amounts equal to or exceeding 105% of the fair value of the applicable securities loaned. Securities received from counterparties as collateral are not recorded on our consolidated balance sheet given that the risk and rewards of ownership is not transferred from the counterparties to us in the course of such transactions. Additionally, there was no cash collateral as cash collateral is not permitted as an acceptable form of collateral under the program. In Canada, the lending institution must be included on the approved Securities Lending Borrowers List with the Canadian regulator and the intermediary must be rated at least “AA-” by Standard & Poor’s Financial Services LLC. As of December 31, 2014 and 2013, the fair value of securities loaned under our securities lending program in Canada was $371 million and $229 million, respectively.
Repurchase Agreements	h) Repurchase Agreements
	We have a repurchase program in which we sell an investment security at a specified price and agree to repurchase that security at another specified price at a later date. Repurchase agreements are treated as collateralized financing transactions and are carried at the amounts at which the securities will be subsequently reacquired, including accrued interest, as specified in the respective agreement. The market value of securities to be repurchased is monitored and collateral levels are adjusted where appropriate to protect the counterparty against credit exposure. Cash received is invested in fixed maturity securities. As of December 31, 2014 and 2013, the fair value of securities pledged under the repurchase program was $592 million and $890 million, respectively, and the repurchase obligation of $553 million and $919 million, respectively, was included in other liabilities in the consolidated balance sheets.
Cash and Cash Equivalents	i) Cash and Cash Equivalents
	Certificates of deposit, money market funds and other time deposits with original maturities of 90 days or less are considered cash equivalents in the consolidated balance sheets and consolidated statements of cash flows. Items with maturities greater than 90 days but less than one year at the time of acquisition are considered short-term investments.
Deferred Acquisition Costs	j) Deferred Acquisition Costs
	Acquisition costs include costs that are directly related to the successful acquisition of new or renewal insurance contracts. Acquisition costs are deferred and amortized to the extent they are recoverable from future profits.
	Long-Duration Contracts. Acquisition costs include commissions in excess of ultimate renewal commissions and for contracts issued, certain other costs such as underwriting, medical inspection and issuance expenses. DAC for traditional long-duration insurance contracts, including term life and long-term care insurance, is amortized as a level percentage of premiums based on assumptions, including, investment returns, health care experience (including type of care and cost of care), policyholder persistency or lapses (i.e., the probability that a policy or contract will remain in-force from one period to the next), insured life expectancy or longevity, insured morbidity (i.e., frequency and severity of claim, including claim termination rates and benefit utilization rates) and expenses, established when the contract is issued. Amortization is adjusted each period to reflect actual lapse or termination rates.
	Amortization for deferred annuity and universal life insurance contracts is based on expected gross profits. Expected gross profits are adjusted quarterly to reflect actual experience to date or for changes in underlying assumptions relating to future gross profits. Estimates of gross profits for DAC amortization are based on assumptions including interest rates, policyholder persistency or lapses, insured life expectancy or longevity and expenses.
	Short-Duration Contracts. Acquisition costs primarily consist of commissions and premium taxes and are amortized ratably over the terms of the underlying policies.
	We regularly review our assumptions and test DAC for recoverability at least annually. For deferred annuity and universal life insurance contracts, if the present value of expected future gross profits is less than the unamortized DAC for a line of business, a charge to income is recorded for additional DAC amortization. For traditional long-duration and short-duration contracts, if the benefit reserve plus anticipated future premiums and interest income for a line of business are less than the current estimate of future benefits and expenses (including any unamortized DAC), a charge to income is recorded for additional DAC amortization or for increased benefit reserves. See note 6 for additional information related to DAC including loss recognition and recoverability.
Intangible Assets	k) Intangible Assets
	Present Value of Future Profits. In conjunction with the acquisition of a block of insurance policies or investment contracts, a portion of the purchase price is assigned to the right to receive future gross profits arising from existing insurance and investment contracts. This intangible asset, called PVFP, represents the actuarially estimated present value of future cash flows from the acquired policies. PVFP is amortized, net of accreted interest, in a manner similar to the amortization of DAC.
	We regularly review our PVFP assumptions and periodically test PVFP for recoverability similar to our treatment of DAC. See note 7 for additional information related to PVFP including loss recognition and recoverability.
	Deferred Sales Inducements to Contractholders. We defer sales inducements to contractholders for features on variable annuities that entitle the contractholder to an incremental amount to be credited to the account value upon making a deposit, and for fixed annuities with crediting rates higher than the contract’s expected ongoing crediting rates for periods after the inducement. Deferred sales inducements to contractholders are reported as a separate intangible asset and amortized in benefits and other changes in policy reserves using the same methodology and assumptions used to amortize DAC.
	Other Intangible Assets. We amortize the costs of other intangibles over their estimated useful lives unless such lives are deemed indefinite. Amortizable intangible assets are tested for impairment based on undiscounted cash flows, which requires the use of estimates and judgment, and, if impaired, written down to fair value based on either discounted cash flows or appraised values. Intangible assets with indefinite lives are tested at least annually for impairment using a qualitative or quantitative assessment and are written down to fair value as required.
Goodwill	l) Goodwill
	Goodwill is not amortized but is tested for impairment annually or between annual tests if an event occurs or circumstances change that would more likely than not reduce the fair value of the reporting unit below its carrying value. We are permitted to utilize a qualitative impairment assessment if the fair value of the reporting unit is not more likely than not lower than its carrying value. If a qualitative impairment assessment is not performed, we are required to determine the fair value of the reporting unit. The determination of fair value requires the use of estimates and judgment, at the “reporting unit” level. A reporting unit is the operating segment, or a business, one level below that operating segment (the “component” level) if discrete financial information is prepared and regularly reviewed by management at the component level. If the reporting unit’s fair value is below its carrying value, we must determine the amount of implied goodwill that would be established if the reporting unit was hypothetically purchased on the impairment assessment date. We recognize an impairment charge for any amount by which the carrying amount of a reporting unit’s goodwill exceeds the amount of implied goodwill.
	The determination of fair value for our reporting units is primarily based on an income approach whereby we use discounted cash flows for each reporting unit. When available and as appropriate, we use market approaches or other valuation techniques to corroborate discounted cash flow results. The discounted cash flow model used for each reporting unit is based on either operating income or statutory distributable income, depending on the reporting unit being valued.
	The cash flows used to determine fair value are dependent on a number of significant management assumptions based on our historical experience, our expectations of future performance and expected economic environment. Our estimates are subject to change given the inherent uncertainty in predicting future performance and cash flows, which are impacted by such things as policyholder behavior, competitor pricing, new product introductions and specific industry and market conditions. Additionally, the discount rate used in our discounted cash flow approach is based on management’s judgment of the appropriate rate for each reporting unit based on the relative risk associated with the projected cash flows.
	See note 8 for additional information related to goodwill and impairments recorded.
Reinsurance	m) Reinsurance
	Premium revenue, benefits and acquisition and operating expenses, net of deferrals, are reported net of the amounts relating to reinsurance ceded to and assumed from other companies. Amounts due from reinsurers for incurred and estimated future claims are reflected in the reinsurance recoverable asset. Amounts received from reinsurers that represent recovery of acquisition costs are netted against DAC so that the net amount is capitalized. The cost of reinsurance is accounted for over the terms of the related treaties using assumptions consistent with those used to account for the underlying reinsured policies. Premium revenue, benefits and acquisition and operating expenses, net of deferrals, for reinsurance contracts that do not qualify for reinsurance accounting are accounted for under the deposit method of accounting.
Derivatives	n) Derivatives
	Derivative instruments are used to manage risk through one of four principal risk management strategies including: (i) liabilities; (ii) invested assets; (iii) portfolios of assets or liabilities; and (iv) forecasted transactions.
	On the date we enter into a derivative contract, management designates the derivative as a hedge of the identified exposure (fair value, cash flow or foreign currency). If a derivative does not qualify for hedge accounting, the changes in its fair value and all scheduled periodic settlement receipts and payments are reported in income.
	We formally document all relationships between hedging instruments and hedged items, as well as our risk management objective and strategy for undertaking various hedge transactions. In this documentation, we specifically identify the asset, liability or forecasted transaction that has been designated as a hedged item, state how the hedging instrument is expected to hedge the risks related to the hedged item, and set forth the method that will be used to retrospectively and prospectively assess the hedging instrument’s effectiveness and the method that will be used to measure hedge ineffectiveness. We generally determine hedge effectiveness based on total changes in fair value of the hedged item attributable to the hedged risk and the total changes in fair value of the derivative instrument.
	We discontinue hedge accounting prospectively when: (i) it is determined that the derivative is no longer effective in offsetting changes in the fair value or cash flows of a hedged item; (ii) the derivative expires or is sold, terminated or exercised; (iii) the derivative is de-designated as a hedge instrument; or (iv) it is no longer probable that the forecasted transaction will occur.
	For all qualifying and highly effective cash flow hedges, the effective portion of changes in fair value of the derivative instrument is reported as a component of OCI. The ineffective portion of changes in fair value of the derivative instrument is reported as a component of income. When hedge accounting is discontinued because it is probable that a forecasted transaction will not occur, the derivative continues to be carried in the consolidated balance sheets at its fair value, and gains and losses that were accumulated in OCI are recognized immediately in income. When the hedged forecasted transaction is no longer probable, but is reasonably possible, the accumulated gain or loss remains in OCI and is recognized when the transaction affects income; however, prospective hedge accounting for the transaction is terminated. In all other situations in which hedge accounting is discontinued on a cash flow hedge, amounts previously deferred in OCI are reclassified into income when income is impacted by the variability of the cash flow of the hedged item.
	For all qualifying and highly effective fair value hedges, the changes in fair value of the derivative instrument are reported in income. In addition, changes in fair value attributable to the hedged portion of the underlying instrument are reported in income. When hedge accounting is discontinued because it is determined that the derivative no longer qualifies as an effective fair value hedge, the derivative continues to be carried in the consolidated balance sheets at its fair value, but the hedged asset or liability will no longer be adjusted for changes in fair value. In all other situations in which hedge accounting is discontinued, the derivative is carried at its fair value in the consolidated balance sheets, with changes in its fair value recognized in current period income.
	We may enter into contracts that are not themselves derivative instruments but contain embedded derivatives. For each contract, we assess whether the economic characteristics of the embedded derivative are clearly and closely related to those of the host contract and determine whether a separate instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument.
	If it is determined that the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and that a separate instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract and accounted for as a stand-alone derivative. Such embedded derivatives are recorded in the consolidated balance sheets at fair value and are classified consistent with their host contract. Changes in their fair value are recognized in current period income. If we are unable to properly identify and measure an embedded derivative for separation from its host contract, the entire contract is carried in the consolidated balance sheets at fair value, with changes in fair value recognized in current period income.
	Changes in the fair value of non-qualifying derivatives, including embedded derivatives, changes in fair value of certain derivatives and related hedged items in fair value hedge relationships and hedge ineffectiveness on cash flow hedges are reported in net investment gains (losses).
	The majority of our derivative arrangements require the posting of collateral upon meeting certain net exposure thresholds. The amounts recognized for derivative counterparty collateral received by us was recorded in cash and cash equivalents with a corresponding amount recorded in other liabilities to represent our obligation to return the collateral retained by us. We also receive non-cash collateral that is not recognized in our balance sheet unless we exercise our right to sell or re-pledge the underlying asset. As of December 31, 2014 and 2013, the fair value of non-cash collateral received was $287 million and $70 million, respectively, and the underlying assets were not sold or re-pledged. Additionally, we have pledged $49 million and $394 million of fixed maturity securities as of December 31, 2014 and 2013, respectively. We have not pledged any cash as collateral to derivative counterparties. Fixed maturity securities that we pledge as collateral remain on our balance sheet within fixed maturity securities available-for-sale. Any cash collateral pledged to a derivative counterparty is derecognized with a receivable recorded in other assets for the right to receive our cash collateral back from the counterparty.
Separate Accounts and Related Insurance Obligations	o) Separate Accounts and Related Insurance Obligations
	Separate account assets represent funds for which the investment income and investment gains and losses accrue directly to the contractholders and are reflected in our consolidated balance sheets at fair value, reported as summary total separate account assets with an equivalent summary total reported for liabilities. Amounts assessed against the contractholders for mortality, administrative and other services are included in revenues. Changes in liabilities for minimum guarantees are included in benefits and other changes in policy reserves. Net investment income, net investment gains (losses) and the related liability changes associated with the separate account are offset within the same line item in the consolidated statements of income. There were no gains or losses on transfers of assets from the general account to the separate account.
	We offer certain minimum guarantees associated with our variable annuity contracts. Our variable annuity contracts usually contain a basic guaranteed minimum death benefit (“GMDB”) which provides a minimum benefit to be paid upon the annuitant’s death equal to the larger of account value and the return of net deposits. Some variable annuity contracts permit contractholders to purchase through riders, at an additional charge, enhanced death benefits such as the highest contract anniversary value (“ratchets”), accumulated net deposits at a stated rate (“rollups”), or combinations thereof.
	Additionally, some of our variable annuity contracts provide the contractholder with living benefits such as a guaranteed minimum withdrawal benefit (“GMWB”) or certain types of guaranteed annuitization benefits. The GMWB allows contractholders to withdraw a pre-defined percentage of account value or benefit base each year, either for a specified period of time or for life. The guaranteed annuitization benefit generally provides for a guaranteed minimum level of income upon annuitization accompanied by the potential for upside market participation.
	Most of our reserves for additional insurance and annuitization benefits are calculated by applying a benefit ratio to accumulated contractholder assessments, and then deducting accumulated paid claims. The benefit ratio is equal to the ratio of benefits to assessments, accumulated with interest and considering both past and anticipated future experience. The projections utilize stochastic scenarios of separate account returns incorporating reversion to the mean, as well as assumptions for mortality and lapses. Some of our minimum guarantees, mainly GMWBs, are accounted for as embedded derivatives; see notes 5 and 17 for additional information on these embedded derivatives and related fair value measurement disclosures.
Insurance Reserves	p) Insurance Reserves
	Future Policy Benefits
	The liability for future policy benefits is equal to the present value of expected benefits and expenses less the present value of expected future net premiums based on assumptions, including, investment returns, health care experience (including type of care and cost of care), policyholder persistency or lapses (i.e., the probability that a policy or contract will remain in-force from one period to the next), insured life expectancy or longevity, insured morbidity (i.e., frequency and severity of claim, including claim termination rates and benefit utilization rates) and expenses, all of which are locked-in at the time the policies are issued or acquired. Claim termination rates refer to the expected rates at which claims end. Benefit utilization rates estimate how much of the available policy benefits are expected to be used.
	The liability for future policy benefits is evaluated at least annually to determine if a premium deficiency exists. Loss recognition testing is generally performed at the line of business level, with acquired blocks and certain reinsured blocks tested separately. If the liability for future policy benefits plus the current present value of expected future premiums are less than the current present value of expected future benefits and expenses (including any unamortized DAC), a charge to income is recorded for accelerated DAC amortization and, if necessary, a premium deficiency reserve is established. If a charge is recorded, DAC amortization and the liability for future policy benefits are measured using updated assumptions, which become the new locked-in assumptions utilized going forward unless another premium deficiency charge is recorded. Our estimates of future premiums used in loss recognition testing for our long-term care insurance business include assumptions for significant premium rate increases that have been filed and approved or are anticipated to be approved. Beginning in the fourth quarter of 2014, estimates of future premiums also include significant anticipated (but not yet filed) future rate increases or benefit reductions. These anticipated future increases are based on our best estimate of the rate increases we expect to obtain, considering, among other factors, our historical experience from prior rate increase approvals and based on our best estimate of expected claim costs.
	We are also required to accrue additional future policy benefit reserves when the overall reserve is adequate, but profits are projected in earlier years followed by losses projected in later years. When this pattern of profits followed by losses exists, we increase reserves in the profitable years by the amounts necessary to offset losses in later years.
	For long-term care insurance products, benefit reductions are treated as partial lapse of coverage with the balance of our future policy benefits and deferred acquisition costs both reduced in proportion to the reduced coverage. For level premium term life insurance products, we floor the liability for future policy benefits on each policy at zero.
	Estimates and actuarial assumptions used for establishing the liability for future policy benefits and in loss recognition testing involve the exercise of significant judgment, and changes in assumptions or deviations of actual experience from assumptions can have material impacts on our liability for future policy benefits and net income (loss). Because these assumptions relate to factors that are not known in advance, change over time, are difficult to accurately predict and are inherently uncertain, we cannot determine with precision the ultimate amounts we will pay for actual claims or the timing of those payments. Small changes in assumptions or small deviations of actual experience from assumptions can have, and in the past have had, material impacts on our reserves, results of operations and financial condition. The risk that our claims experience may differ significantly from our pricing and valuation assumptions is particularly significant for our long-term care insurance products. Long-term care insurance policies provide for long-duration coverage and, therefore, our actual claims experience will emerge over many years after pricing and locked-in valuation assumptions have been established.
	Policyholder Account Balances
	The liability for policyholder account balances represents the contract value that has accrued to the benefit of the policyholder as of the balance sheet date for investment-type and universal life insurance contracts. We are also required to establish additional benefit reserves for guarantees or product features in addition to the contract value where the additional benefit reserves are calculated by applying a benefit ratio to accumulated contractholder assessments, and then deducting accumulated paid claims. The benefit ratio is equal to the ratio of benefits to assessments, accumulated with interest and considering both past and anticipated future experience.
	Investment-type contracts are broadly defined to include contracts without significant mortality or morbidity risk. Payments received from sales of investment contracts are recognized by providing a liability equal to the current account value of the policyholders’ contracts. Interest rates credited to investment contracts are guaranteed for the initial policy term with renewal rates determined as necessary by management.
Liability for Policy and Contract Claims	q) Liability for Policy and Contract Claims
	The liability for policy and contract claims, or claim reserves, represents the amount needed to provide for the estimated ultimate cost of settling claims relating to insured events that have occurred on or before the end of the respective reporting period. The estimated liability includes requirements for future payments of: (a) claims that have been reported to the insurer; (b) claims related to insured events that have occurred but that have not been reported to the insurer as of the date the liability is estimated; and (c) claim adjustment expenses. Claim adjustment expenses include costs incurred in the claim settlement process such as legal fees and costs to record, process and adjust claims.
	Our liability for policy and contract claims is reviewed regularly, with changes in our estimates of future claims recorded through net income (loss). Estimates and actuarial assumptions used for establishing the liability for policy and contract claims involve the exercise of significant judgment, and changes in assumptions or deviations of actual experience from assumptions can have material impacts on our liability for policy and contract claims and net income (loss). Because these assumptions relate to factors that are not known in advance, change over time, are difficult to accurately predict and are inherently uncertain, we cannot determine with precision the ultimate amounts we will pay for actual claims or the timing of those payments. Small changes in assumptions or small deviations of actual experience from assumptions can have, and in the past have had, material impacts on our reserves, results of operations and financial condition.
	The liability for policy and contract claims for our long-term care insurance products represents the present value of the amount needed to provide for the estimated ultimate cost of settling claims relating to insured events that have occurred on or before the end of the respective reporting period. Key assumptions include investment returns, health care experience (including type of care and cost of care), policyholder persistency or lapses (i.e., the probability that a policy or contract will remain in-force from one period to the next), insured life expectancy or longevity, insured morbidity (i.e., frequency and severity of claim, including claim termination rates and benefit utilization rates) and expenses. Claim termination rates refer to the expected rates at which claims end. Benefit utilization rates estimate how much of the available policy benefits are expected to be used. Both claim termination rates and benefit utilization rates are influenced by, among other things, gender, age at claim, diagnosis, type of care needed, benefit period, and daily benefit amount. Because these assumptions relate to factors that are not known in advance, change over time, are difficult to accurately predict and are inherently uncertain, we cannot determine with precision the ultimate amounts we will pay for actual claims or the timing of those payments. Small changes in assumptions or small deviations of actual experience from assumptions can have, and in the past have had, material impacts on our reserves, results of operations and financial condition.
	The liabilities for our mortgage insurance policies represent our best estimates of the liabilities at the time based on known facts, trends and other external factors, including economic conditions, housing prices and employment rates. For our mortgage insurance policies, reserves for losses and loss adjustment expenses are based on notices of mortgage loan defaults and estimates of defaults that have been incurred but have not been reported by loan servicers, using assumptions of claim rates for loans in default and the average amount paid for loans that result in a claim. As is common accounting practice in the mortgage insurance industry and in accordance with U.S. GAAP, we begin to provide for the ultimate claim payment relating to a potential claim on a defaulted loan when the status of that loan first goes delinquent. Over time, as the status of the underlying delinquent loans move toward foreclosure and the likelihood of the associated claim loss increases, the amount of the loss reserves associated with the potential claims may also increase.
	Management considers the liability for policy and contract claims provided to be satisfactory to cover the losses that have occurred. Management monitors actual experience, and where circumstances warrant, will revise its assumptions. The methods of determining such estimates and establishing the reserves are reviewed periodically and any adjustments are reflected in operations in the period in which they become known. Future developments may result in losses and loss expenses greater or less than the liability for policy and contract claims provided.
Unearned Premiums	r) Unearned Premiums
	For single premium insurance contracts, we recognize premiums over the policy life in accordance with the expected pattern of risk emergence. We recognize a portion of the revenue in premiums earned in the current period, while the remaining portion is deferred as unearned premiums and earned over time in accordance with the expected pattern of risk emergence. If single premium policies are cancelled and the premium is non-refundable, then the remaining unearned premium related to each cancelled policy is recognized to earned premiums upon notification of the cancellation. Expected pattern of risk emergence on which we base premium recognition is inherently judgmental and is based on actuarial analysis of historical experience. We periodically review our premium earnings recognition models with any adjustments to the estimates reflected in current period income. For the years ended December 31, 2014, 2013 and 2012, we updated our premium recognition factors for our international mortgage insurance business. These updates included the consideration of recent and projected loss experience, policy cancellation experience and refinement of actuarial methods. In 2014, 2013 and 2012, adjustments associated with this update resulted in an increase in earned premiums of $6 million, $12 million and $36 million, respectively.
Stock-Based Compensation	s) Stock-Based Compensation
	We determine a grant date fair value and recognize the related compensation expense, adjusted for expected forfeitures, through the income statement over the respective vesting period of the awards.
Employee Benefit Plans	t) Employee Benefit Plans
	We provide employees with a defined contribution pension plan and recognize expense throughout the year based on the employee’s age, service and eligible pay. We make an annual contribution to the plan. We also provide employees with defined contribution savings plans. We recognize expense for our contributions to the savings plans at the time employees make contributions to the plans.
	Some employees participate in defined benefit pension and postretirement benefit plans. We recognize expense for these plans based upon actuarial valuations performed by external experts. We estimate aggregate benefits by using assumptions for employee turnover, future compensation increases, rates of return on pension plan assets and future health care costs. We recognize an expense for differences between actual experience and estimates over the average future service period of participants. We recognize the overfunded or underfunded status of a defined benefit plan as an asset or liability in our consolidated balance sheets and recognize changes in that funded status in the year in which the changes occur through OCI.
Income Taxes	u) Income Taxes
	We determine deferred tax assets and/or liabilities by multiplying the differences between the financial reporting and tax reporting bases for assets and liabilities by the enacted tax rates expected to be in effect when such differences are recovered or settled if there is no change in law. The effect on deferred taxes of a change in tax rates is recognized in income in the period that includes the enactment date. Valuation allowances on deferred tax assets are estimated based on our assessment of the realizability of such amounts.
	We do not record U.S. deferred taxes on foreign income that we do not expect to remit or repatriate to U.S. corporations within our consolidated group. Under U.S. GAAP, we are generally required to record U.S. deferred taxes on the anticipated repatriation of foreign income as the income is recognized for financial reporting purposes. An exception under certain accounting guidance permits us not to record a U.S. deferred tax liability for foreign income that we expect to reinvest in our foreign operations and for which remittance will be postponed indefinitely. If it becomes apparent that we cannot positively assert that some or all undistributed income will be invested in the foreseeable future, the related deferred taxes are recorded in that period. In determining indefinite reinvestment, we regularly evaluate the capital needs of our domestic and foreign operations considering all available information, including operating and capital plans, regulatory capital requirements, parent company financing and cash flow needs, as well as the applicable tax laws to which our domestic and foreign subsidiaries are subject. Our estimates are based on our historical experience and our expectation of future performance. Our judgments and assumptions are subject to change given the inherent uncertainty in predicting future capital needs, which are impacted by such things as regulatory requirements, policyholder behavior, competitor pricing, new product introductions, and specific industry and market conditions.
	Effective with the period beginning January 1, 2011, our companies elected to file a single U.S. consolidated income tax return (the “life/non-life consolidated return”). The election was made with the filing of the first life/non-life consolidated return, which was filed in September 2012. All companies domesticated in the United States and our Bermuda and Guernsey subsidiaries which have elected to be taxed as U.S. domestic companies were included in the life/non-life consolidated return as allowed by the tax law and regulations. The tax sharing agreement previously applicable only to the U.S. life insurance entities was terminated with the filing of the life/non-life consolidated return and those entities adopted the tax sharing agreement previously applicable to only the non-life entities (hereinafter the “life/non-life tax sharing agreement”). The two agreements were identical in all material respects. The life/non-life tax sharing agreement was provided to the appropriate state insurance regulators for approval. Intercompany balances relating to the impacts of the life/non-life tax sharing agreement were settled with the insurance companies after approval was received from the insurance regulators. Intercompany balances under all agreements are settled at least annually. For years before 2011, our U.S. non-life insurance entities were included in the consolidated federal income tax return of Genworth and subject to a tax sharing arrangement that allocated tax on a separate company basis but provided benefit for current utilization of losses and credits. Also, our U.S. life insurance entities filed a consolidated life insurance federal income tax return, and were subject to a separate tax sharing agreement, as approved by state insurance regulators, which allocated taxes on a separate company basis but provided benefit for current utilization of losses and credits.
	Our subsidiaries based in Bermuda and Guernsey are treated as U.S. insurance companies under provisions of the U.S. Internal Revenue Code, are included in the life/non-life consolidated return, and have adopted the life-non/life tax sharing agreement. Jurisdictions outside the United States in which our various subsidiaries incur significant taxes include Australia, Canada and the United Kingdom.
Foreign Currency Translation	v) Foreign Currency Translation
	The determination of the functional currency is made based on the appropriate economic and management indicators. The assets and liabilities of foreign operations are translated into U.S. dollars at the exchange rates in effect at the balance sheet date. Translation adjustments are included as a separate component of accumulated other comprehensive income (loss). Revenues and expenses of the foreign operations are translated into U.S. dollars at the average rates of exchange during the period of the transaction. Gains and losses from foreign currency transactions are reported in income and have not been material in any years presented in our consolidated statements of income.
Variable Interest Entities	w) Variable Interest Entities
	We are involved in certain entities that are considered VIEs as defined under U.S. GAAP, and, accordingly, we evaluate the VIE to determine whether we are the primary beneficiary and are required to consolidate the assets and liabilities of the entity. The primary beneficiary of a VIE is the enterprise that has the power to direct the activities of a VIE that most significantly impacts the VIE’s economic performance and has the obligation to absorb losses or receive benefits that could potentially be significant to the VIE. The determination of the primary beneficiary for a VIE can be complex and requires management judgment regarding the expected results of the entity and how those results are absorbed by beneficial interest holders, as well as which party has the power to direct activities that most significantly impact the performance of the VIEs.
	Our primary involvement related to VIEs includes securitization transactions, certain investments and certain mortgage insurance policies.
	We have retained interests in VIEs where we are the servicer and transferor of certain assets that were sold to a newly created VIE. Additionally, for certain securitization transactions, we were the transferor of certain assets that were sold to a newly created VIE but did not retain any beneficial interest in the VIE other than acting as the servicer of the underlying assets.
	We hold investments in certain structures that are considered VIEs. Our investments represent beneficial interests that are primarily in the form of structured securities or alternative investments. Our involvement in these structures typically represent a passive investment in the returns generated by the VIE and typically do not result in having significant influence over the economic performance of the VIE.
	We also provide mortgage insurance on certain residential mortgage loans originated and securitized by third parties using VIEs to issue mortgage-backed securities. While we provide mortgage insurance on the underlying loans, we do not typically have any ongoing involvement with the VIE other than our mortgage insurance coverage and do not act in a servicing capacity for the underlying loans held by the VIE.
	See note 18 for additional information related to these consolidated entities.
Accounting Changes	x) Accounting Changes
	Investment Companies
	On January 1, 2014, we adopted new accounting guidance on the scope, measurement and disclosure requirements for investment companies. The new guidance clarified the characteristics of an investment company, provided comprehensive guidance for assessing whether an entity is an investment company, required investment companies to measure noncontrolling ownership interest in other investment companies at fair value rather than using the equity method of accounting and required additional disclosures. The adoption of this accounting guidance did not have any impact on our consolidated financial statements.
	Benchmarking Interest Rates Used When Applying Hedge Accounting
	In July 2013, we adopted new accounting guidance to provide additional flexibility in the benchmark interest rates used when applying hedge accounting. The new guidance permits the use of the Federal Funds Effective Swap Rate as a benchmark interest rate for hedge accounting purposes and removes certain restrictions on being able to apply hedge accounting for similar hedges using different benchmark interest rates. The adoption of this accounting guidance did not have a material impact on our consolidated financial statements.
	Offsetting Assets And Liabilities
	On January 1, 2013, we adopted new accounting guidance for disclosures about offsetting assets and liabilities. This guidance requires an entity to disclose information about offsetting and related arrangements to enable users to understand the effect of those arrangements on its financial position. The adoption of this accounting guidance impacted our disclosures only and did not impact our consolidated results.
	Reclassification Of Items Out Of Accumulated Other Comprehensive Income
	On January 1, 2013, we adopted new accounting guidance related to the presentation of the reclassification of items out of accumulated other comprehensive income into net income. The adoption of this accounting guidance impacted our disclosures only and did not impact our consolidated results.
	Testing Indefinite-Lived Intangible Assets For Impairment
	On October 1, 2012, we adopted new accounting guidance on testing indefinite-lived intangible assets for impairment. The new guidance permits the use of a qualitative assessment prior to, and potentially instead of, the quantitative impairment test for indefinite-lived intangible assets. The adoption of this accounting guidance did not have an impact on our consolidated financial statements.
	Fair Value Measurements
	On January 1, 2012, we adopted new accounting guidance related to fair value measurements. This new accounting guidance clarified existing fair value measurement requirements and changed certain fair value measurement principles and disclosure requirements. The adoption of this accounting guidance impacted our disclosures only and did not impact our consolidated results.
	Repurchase Agreements and Other Agreements
	On January 1, 2012, we adopted new accounting guidance related to repurchase agreements and other agreements that both entitle and obligate a transferor to repurchase or redeem financial assets before their maturity. The new guidance removed the requirement to consider a transferor’s ability to fulfill its contractual rights from the criteria used to determine effective control and was effective for us prospectively. The adoption of this accounting guidance did not have a material impact on our consolidated financial statements.
Accounting Pronouncements Not Yet Adopted	y) Accounting Pronouncements Not Yet Adopted
	In August 2014, the Financial Accounting Standards Board (the “FASB”) issued new accounting guidance related to measuring the financial assets and financial liabilities of a consolidated collateralized financing entity. The guidance is intended to address the accounting for the measurement difference between the fair value of financial assets and the fair value of financial liabilities of a collateralized financing entity. The new guidance provides an alternative whereby a reporting entity could measure the financial assets and financial liabilities of the collateralized financing entity in its consolidated financial statements using the more observable of the fair values. This guidance is effective for us on January 1, 2016, with early adoption permitted as of the beginning of an annual reporting period. We plan to early adopt this new guidance during the first quarter of 2015 and do not expect any impact on our consolidated financial statements.
	In June 2014, the FASB issued new accounting guidance related to the accounting for repurchase-to-maturity transactions and repurchase financings, and added disclosure requirements for all repurchase agreements, securities lending transactions and repurchase-to-maturity transactions. The new guidance changes the accounting for repurchase-to-maturity transactions and repurchase financing such that they will be consistent with secured borrowing accounting. In addition, the guidance requires new disclosures for all repurchase agreements and securities lending transactions. We do not have repurchase-to-maturity transactions, but have repurchase agreements and securities lending transactions that will be subject to additional disclosures. These new requirements will be effective for us on January 1, 2015 and early adoption is not permitted. This new guidance will only impact our disclosures.
	In May 2014, the FASB issued new accounting guidance related to revenue from contracts with customers. The key principle of the new guidance is that entities should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for such goods or services. The guidance also includes disclosure requirements that provide information about the nature, amount, timing and uncertainty of revenue and cash flows arising from contracts with customers. The guidance is effective for us on January 1, 2017 and early adoption is not permitted. Although insurance contracts are specifically excluded from this new guidance, we have minor services that may be subject to the new revenue recognition guidance. In addition, there is uncertainty whether mortgage insurance and investment contracts are subject to this new guidance, which could result in a significant change in revenue recognition for these contracts. As such, we are still in the process of evaluating the impact, if any, the guidance may have on our consolidated financial statements.
	In January 2014, the FASB issued new accounting guidance related to the accounting for investments in affordable housing projects that qualify for the low-income housing tax credit. The new guidance permits reporting entities to make an accounting policy election to account for investments in qualified affordable housing projects by amortizing the initial cost of the investment in proportion to the tax benefits received and recognize the net investment performance as a component of income tax expense (called the proportional amortization method) if certain conditions are met. The new guidance requires use of the equity method or cost method for investments in qualified affordable housing projects not accounted for using the proportional amortization method. This new guidance will be effective for us and we will adopt the guidance on January 1, 2015. We do not expect this new guidance to have a material impact on our consolidated financial statements.

Earnings_Loss_Per_Share_Tables

Earnings (Loss) Per Share (Tables)	12 Months Ended
	Dec. 31, 2014
Earnings (Loss) per Share	Basic and diluted earnings (loss) per share are calculated by dividing each income (loss) category presented below by the weighted-average basic and diluted common shares outstanding for the periods indicated:
	(Amounts in millions, except per share amounts)		2014			2013			2012
	Weighted-average common shares used in basic earnings (loss) per common share calculations			496.4			493.6			491.6
	Potentially dilutive securities:
	Stock options, restricted stock units and stock appreciation rights			—			5.1			2.8
	Weighted-average common shares used in diluted earnings (loss) per common share calculations (1)			496.4			498.7			494.4
	Income (loss) from continuing operations:
	Income (loss) from continuing operations		$	(1,048	)	$	726		$	468
	Less: income from continuing operations attributable to noncontrolling interests			196			154			200
	Income (loss) from continuing operations available to Genworth Financial, Inc.’s common stockholders		$	(1,244	)	$	572		$	268
	Basic per common share		$	(2.51	)	$	1.16		$	0.55
	Diluted per common share		$	(2.51	)	$	1.15		$	0.54
	Income (loss) from discontinued operations:
	Income (loss) from discontinued operations, net of taxes		$	—		$	(12	)	$	57
	Less: income from discontinued operations, net of taxes, attributable to noncontrolling interests			—			—			—
	Income (loss) from discontinued operations, net of taxes, available to Genworth Financial, Inc.’s common stockholders		$	—		$	(12	)	$	57
	Basic per common share		$	—		$	(0.02	)	$	0.12
	Diluted per common share		$	—		$	(0.02	)	$	0.12
	Net income (loss):
	Income (loss) from continuing operations		$	(1,048	)	$	726		$	468
	Income (loss) from discontinued operations, net of taxes			—			(12	)		57
	Net income (loss)			(1,048	)		714			525
	Less: net income attributable to noncontrolling interests			196			154			200
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders		$	(1,244	)	$	560		$	325
	Basic per common share		$	(2.51	)	$	1.13		$	0.66
	Diluted per common share		$	(2.51	)	$	1.12		$	0.66
	(1)	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the year ended December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the year ended December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.6 million would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the year ended December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million.

Investments_Tables

Investments (Tables)	12 Months Ended
	Dec. 31, 2014
Net Investment Income	Sources of net investment income were as follows for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Fixed maturity securities—taxable		$	2,631		$	2,642		$	2,666
	Fixed maturity securities—non-taxable			12			9			11
	Commercial mortgage loans			333			335			340
	Restricted commercial mortgage loans related to securitization entities (1)			14			23			32
	Equity securities			14			17			19
	Other invested assets (2)			174			185			206
	Restricted other invested assets related to securitization entities (1)			5			4			1
	Policy loans			129			129			123
	Cash, cash equivalents and short-term investments			24			20			35
	Gross investment income before expenses and fees			3,336			3,364			3,433
	Expenses and fees			(94	)		(93	)		(90	)
	Net investment income		$	3,242		$	3,271		$	3,343
	(1)	See note 18 for additional information related to consolidated securitization entities.
	(2)	Included in other invested assets was $8 million, $13 million and $21 million of net investment income related to trading securities for the years ended December 31, 2014, 2013 and 2012, respectively.
Net Investment Gains (Losses)	The following table sets forth net investment gains (losses) for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Available-for-sale securities:
	Realized gains		$	74		$	176		$	172
	Realized losses			(46	)		(184	)		(143	)
	Net realized gains (losses) on available-for-sale securities			28			(8	)		29
	Impairments:
	Total other-than-temporary impairments			(9	)		(16	)		(62	)
	Portion of other-than-temporary impairments included in other comprehensive income (loss)			—			(9	)		(44	)
	Net other-than-temporary impairments			(9	)		(25	)		(106	)
	Trading securities			39			(23	)		21
	Commercial mortgage loans			11			4			4
	Net gains (losses) related to securitization entities (1)			16			69			81
	Derivative instruments (2)			(103	)		(49	)		4
	Contingent consideration adjustment			(2	)		—			(6	)
	Other			—			(5	)		—
	Net investment gains (losses)		$	(20	)	$	(37	)	$	27
	(1)	See note 18 for additional information related to consolidated securitization entities.
	(2)	See note 5 for additional information on the impact of derivative instruments included in net investment gains (losses).
Credit Losses Recognized in Net Income (Loss)	The following represents the activity for credit losses recognized in net income (loss) on debt securities where an other-than-temporary impairment was identified and a portion of other-than-temporary impairments was included in OCI as of and for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Beginning balance		$	101		$	387		$	646
	Additions:
	Other-than-temporary impairments not previously recognized			1			4			16
	Increases related to other-than-temporary impairments previously recognized			1			11			55
	Reductions:
	Securities sold, paid down or disposed			(20	)		(301	)		(330	)
	Ending balance		$	83		$	101		$	387
Unrealized Investment Gains and Losses	Net unrealized gains and losses on available-for-sale investment securities reflected as a separate component of accumulated other comprehensive income (loss) were as follows as of December 31:
	(Amounts in millions)		2014			2013			2012
	Net unrealized gains (losses) on investment securities:
	Fixed maturity securities		$	5,560		$	2,346		$	6,086
	Equity securities			32			23			34
	Other invested assets			(2	)		(4	)		(8	)
	Subtotal			5,590			2,365			6,112
	Adjustments to DAC, PVFP, sales inducements and benefit reserves			(1,656	)		(869	)		(1,925	)
	Income taxes, net			(1,372	)		(517	)		(1,457	)
	Net unrealized investment gains (losses)			2,562			979			2,730
	Less: net unrealized investment gains (losses) attributable to noncontrolling interests			109			53			92
	Net unrealized investment gains (losses) attributable to Genworth Financial, Inc.		$	2,453		$	926		$	2,638
Change in Net Unrealized Gains (Losses) on Available-for-Sale Investment Securities Reported in Accumulated Other Comprehensive Income (Loss)	The change in net unrealized gains (losses) on available-for-sale investment securities reported in accumulated other comprehensive income (loss) was as follows as of and for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Beginning balance		$	926		$	2,638		$	1,485
	Unrealized gains (losses) arising during the period:
	Unrealized gains (losses) on investment securities			3,244			(3,780	)		2,318
	Adjustment to DAC			(172	)		248			(159	)
	Adjustment to PVFP			(66	)		95			(6	)
	Adjustment to sales inducements			(15	)		40			(33	)
	Adjustment to benefit reserves			(534	)		673			(424	)
	Provision for income taxes			(862	)		952			(590	)
	Change in unrealized gains (losses) on investment securities			1,595			(1,772	)		1,106
	Reclassification adjustments to net investment (gains) losses, net of taxes of $7, $(12) and $(27)			(12	)		21			50
	Change in net unrealized investment gains (losses)			1,583			(1,751	)		1,156
	Less: change in net unrealized investment gains (losses) attributable to noncontrolling interests			56			(39	)		3
	Ending balance		$	2,453		$	926		$	2,638
Fixed Maturity and Equity Securities	As of December 31, 2014, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
						Gross unrealized gains						Gross unrealized losses
	(Amounts in millions)		Amortized			Not other-			Other-			Not other-			Other-			Fair
			cost or			than-			than-			than-			than-			value
			cost			temporarily			temporarily			temporarily			temporarily
						impaired			impaired			impaired			impaired
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	5,006		$	995		$	—		$	(1	)	$	—		$	6,000
	Tax-exempt			347			29			—			(14	)		—			362
	Government—non-U.S.			1,952			156			—			(2	)		—			2,106
	U.S. corporate			24,251			3,017			20			(88	)		—			27,200
	Corporate—non-U.S.			14,214			1,015			—			(97	)		—			15,132
	Residential mortgage-backed			4,881			362			15			(17	)		(1	)		5,240
	Commercial mortgage-backed			2,564			143			4			(9	)		—			2,702
	Other asset-backed			3,735			23			1			(54	)		—			3,705
	Total fixed maturity securities			56,950			5,740			40			(282	)		(1	)		62,447
	Equity securities			253			36			—			(7	)		—			282
	Total available-for-sale securities		$	57,203		$	5,776		$	40		$	(289	)	$	(1	)	$	62,729
	As of December 31, 2013, the amortized cost or cost, gross unrealized gains (losses) and fair value of our fixed maturity and equity securities classified as available-for-sale were as follows:
						Gross unrealized gains						Gross unrealized losses
	(Amounts in millions)		Amortized			Not other-			Other-			Not other-			Other-			Fair
			cost or			than-			than-			than-			than-			value
			cost			temporarily			temporarily			temporarily			temporarily
						impaired			impaired			impaired			impaired
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	4,710		$	331		$	—		$	(231	)	$	—		$	4,810
	Tax-exempt			324			7			—			(36	)		—			295
	Government—non-U.S.			2,057			104			—			(15	)		—			2,146
	U.S. corporate			23,614			1,761			19			(359	)		—			25,035
	Corporate—non-U.S.			14,489			738			—			(156	)		—			15,071
	Residential mortgage-backed			5,058			232			9			(70	)		(4	)		5,225
	Commercial mortgage-backed			2,886			75			2			(62	)		(3	)		2,898
	Other asset-backed			3,171			35			—			(57	)		—			3,149
	Total fixed maturity securities			56,309			3,283			30			(986	)		(7	)		58,629
	Equity securities			318			36			—			(13	)		—			341
	Total available-for-sale securities		$	56,627		$	3,319		$	30		$	(999	)	$	(7	)	$	58,970
Gross Unrealized Losses and Fair Values of Investment Securities	The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of December 31, 2014:
			Less than 12 months									12 months or more									Total
	(Dollar amounts in millions)		Fair			Gross			Number			Fair			Gross			Number			Fair			Gross			Number
			value			unrealized			of			value			unrealized			of			value			unrealized			of
						losses			securities						losses (1)			securities						losses (1)			securities
	Description of Securities
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	—		$	—			—		$	75		$	(1	)		10		$	75		$	(1	)		10
	Tax-exempt			—			—			—			111			(14	)		10			111			(14	)		10
	Government—non-U.S.			67			(1	)		18			22			(1	)		4			89			(2	)		22
	U.S. corporate			1,656			(31	)		240			1,359			(57	)		210			3,015			(88	)		450
	Corporate—non-U.S.			1,568			(69	)		239			515			(28	)		70			2,083			(97	)		309
	Residential mortgage-backed			180			(1	)		24			254			(17	)		90			434			(18	)		114
	Commercial mortgage-backed			163			—			21			362			(9	)		49			525			(9	)		70
	Other asset-backed			1,551			(12	)		215			487			(42	)		55			2,038			(54	)		270
	Subtotal, fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
	Equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
	Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
	% Below cost—fixed maturity securities:
	<20% Below cost		$	5,148		$	(103	)		753		$	3,054		$	(115	)		477		$	8,202		$	(218	)		1,230
	20%-50% Below cost			37			(11	)		4			131			(53	)		15			168			(64	)		19
	>50% Below cost			—			—			—			—			(1	)		6			—			(1	)		6
	Total fixed maturity securities			5,185			(114	)		757			3,185			(169	)		498			8,370			(283	)		1,255
	% Below cost—equity securities:
	<20% Below cost			26			(2	)		40			48			(4	)		6			74			(6	)		46
	20%-50% Below cost			4			(1	)		6			—			—			—			4			(1	)		6
	Total equity securities			30			(3	)		46			48			(4	)		6			78			(7	)		52
	Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
	Investment grade		$	4,623		$	(75	)		675		$	2,936		$	(146	)		431		$	7,559		$	(221	)		1,106
	Below investment grade (2)			592			(42	)		128			297			(27	)		73			889			(69	)		201
	Total for securities in an unrealized loss position		$	5,215		$	(117	)		803		$	3,233		$	(173	)		504		$	8,448		$	(290	)		1,307
	(1)	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
	(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
	The following table presents the gross unrealized losses and fair values of our investment securities, aggregated by investment type and length of time that individual investment securities have been in a continuous unrealized loss position, as of December 31, 2013:
			Less than 12 months									12 months or more									Total
	(Dollar amounts in millions)		Fair			Gross			Number			Fair			Gross			Number			Fair			Gross			Number
			value			unrealized			of			value			unrealized			of			value			unrealized			of
						losses			securities						losses (1)			securities						losses (1)			securities
	Description of Securities
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	796		$	(109	)		32		$	335		$	(122	)		13		$	1,131		$	(231	)		45
	Tax-exempt			82			(3	)		26			97			(33	)		9			179			(36	)		35
	Government—non-U.S.			479			(15	)		60			—			—			—			479			(15	)		60
	U.S. corporate			4,774			(260	)		707			663			(99	)		82			5,437			(359	)		789
	Corporate—non-U.S.			3,005			(127	)		379			287			(29	)		34			3,292			(156	)		413
	Residential mortgage-backed			1,052			(55	)		139			157			(19	)		92			1,209			(74	)		231
	Commercial mortgage-backed			967			(42	)		107			370			(23	)		62			1,337			(65	)		169
	Other asset-backed			1,089			(17	)		133			145			(40	)		17			1,234			(57	)		150
	Subtotal, fixed maturity securities			12,244			(628	)		1,583			2,054			(365	)		309			14,298			(993	)		1,892
	Equity securities			95			(13	)		41			—			—			—			95			(13	)		41
	Total for securities in an unrealized loss position		$	12,339		$	(641	)		1,624		$	2,054		$	(365	)		309		$	14,393		$	(1,006	)		1,933
	% Below cost—fixed maturity securities:
	<20% Below cost		$	12,009		$	(547	)		1,571		$	1,575		$	(163	)		238		$	13,584		$	(710	)		1,809
	20%-50% Below cost			235			(81	)		12			466			(187	)		51			701			(268	)		63
	>50% Below cost			—			—			—			13			(15	)		20			13			(15	)		20
	Total fixed maturity securities			12,244			(628	)		1,583			2,054			(365	)		309			14,298			(993	)		1,892
	% Below cost—equity securities:
	<20% Below cost			87			(11	)		40			—			—			—			87			(11	)		40
	20%-50% Below cost			8			(2	)		1			—			—			—			8			(2	)		1
	Total equity securities			95			(13	)		41			—			—			—			95			(13	)		41
	Total for securities in an unrealized loss position		$	12,339		$	(641	)		1,624		$	2,054		$	(365	)		309		$	14,393		$	(1,006	)		1,933
	Investment grade		$	11,896		$	(616	)		1,515		$	1,631		$	(315	)		208		$	13,527		$	(931	)		1,723
	Below investment grade (2)			443			(25	)		109			423			(50	)		101			866			(75	)		210
	Total for securities in an unrealized loss position		$	12,339		$	(641	)		1,624		$	2,054		$	(365	)		309		$	14,393		$	(1,006	)		1,933
(1)	Amounts included $7 million of unrealized losses on other-than-temporarily impaired securities.
(2)	Amounts that have been in a continuous unrealized loss position for 12 months or more included $7 million of unrealized losses on other-than-temporarily impaired securities.
Fixed Maturity Securities More Than 20% Below Cost and in Continuous Loss Position for 12 Months or More by Asset Class	The following tables present the concentration of gross unrealized losses and fair values of fixed maturity securities that were more than 20% below cost and in a continuous unrealized loss position for 12 months or more by asset class as of December 31, 2014:
			Investment Grade
			20% to 50%												Greater than 50%
	(Dollar amounts in millions)		Fair			Gross			% of total			Number of			Fair			Gross			% of total			Number of
			value			unrealized			gross			securities			value			unrealized			gross			securities
						losses			unrealized									losses			unrealized
									losses												losses
	Fixed maturity securities:
	Tax-exempt		$	10		$	(3	)		1	%		1		$	—		$	—			—	%		—
	U.S. corporate			25			(10	)		3			1			—			—			—			—
	Structured securities:
	Residential mortgage-backed			5			(4	)		1			3			—			—			—			—
	Other asset-backed			71			(26	)		9			4			—			—			—			—
	Total structured securities			76			(30	)		10			7			—			—			—			—
	Total		$	111		$	(43	)		14	%		9		$	—		$	—			—	%		—
			Below Investment Grade
			20% to 50%												Greater than 50%
	(Dollar amounts in millions)		Fair			Gross			% of total			Number of			Fair			Gross			% of total			Number of
			value			unrealized			gross			securities			value			unrealized			gross			securities
						losses			unrealized									losses			unrealized
									losses												losses
	Fixed maturity securities:
	U.S. corporate		$	8		$	(2	)		1	%		1		$	—		$	—			—	%		—
	Corporate—non-U.S.			3			(2	)		1			1			—			—			—			—
	Structured securities:
	Residential mortgage-backed			—			—			—			—			—			(1	)		—			6
	Other asset-backed			9			(6	)		2			4			—			—			—			—
	Total structured securities			9			(6	)		2			4			—			(1	)		—			6
	Total		$	20		$	(10	)		4	%		6		$	—		$	(1	)		—	%		6
Maturity Distribution of Fixed Maturity Securities	The scheduled maturity distribution of fixed maturity securities as of December 31, 2014 is set forth below. Actual maturities may differ from contractual maturities because issuers of securities may have the right to call or prepay obligations with or without call or prepayment penalties.
	(Amounts in millions)		Amortized			Fair
			cost or			value
			cost
	Due one year or less		$	2,307		$	2,326
	Due after one year through five years			10,858			11,410
	Due after five years through ten years			11,888			12,496
	Due after ten years			20,717			24,568
	Subtotal			45,770			50,800
	Residential mortgage-backed			4,881			5,240
	Commercial mortgage-backed			2,564			2,702
	Other asset-backed			3,735			3,705
	Total		$	56,950		$	62,447
Commercial Mortgage Loans by Property Type	The following tables set forth the distribution across property type and geographic region for commercial mortgage loans as of December 31:
			2014						2013
	(Amounts in millions)		Carrying			% of			Carrying			% of
			value			total			value			total
	Property type:
	Retail		$	2,150			35	%	$	2,073			35	%
	Office			1,643			27			1,558			26
	Industrial			1,597			26			1,581			27
	Apartments			494			8			491			8
	Mixed use/other			239			4			229			4
	Subtotal			6,123			100	%		5,932			100	%
	Unamortized balance of loan origination fees and costs			(1	)					—
	Allowance for losses			(22	)					(33	)
	Total		$	6,100					$	5,899
Commercial Mortgage Loans by Geographic Region
			2014						2013
	(Amounts in millions)		Carrying			% of			Carrying			% of
			value			total			value			total
	Geographic region:
	South Atlantic		$	1,673			27	%	$	1,535			26	%
	Pacific			1,636			27			1,590			27
	Middle Atlantic			826			14			828			14
	Mountain			536			9			478			8
	East North Central			397			7			404			7
	West North Central			382			6			377			6
	West South Central			268			4			241			4
	New England			264			4			337			6
	East South Central			141			2			142			2
	Subtotal			6,123			100	%		5,932			100	%
	Unamortized balance of loan origination fees and costs			(1	)					—
	Allowance for losses			(22	)					(33	)
	Total		$	6,100					$	5,899
Aging of Past Due Commercial Mortgage Loans by Property Type	The following tables set forth the aging of past due commercial mortgage loans by property type as of December 31:
			2014
	(Amounts in millions)		31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
			past due			past due			90 days past			past due
									due
	Property type:
	Retail		$	—		$	—		$	—		$	—		$	2,150		$	2,150
	Office			—			—			6			6			1,637			1,643
	Industrial			—			—			2			2			1,595			1,597
	Apartments			—			—			—			—			494			494
	Mixed use/other			—			—			—			—			239			239
	Total recorded investment		$	—		$	—		$	8		$	8		$	6,115		$	6,123
	% of total commercial mortgage loans			—	%		—	%		—	%		—	%		100	%		100	%
			2013
	(Amounts in millions)		31 - 60 days			61 - 90 days			Greater than			Total			Current			Total
			past due			past due			90 days past			past due
									due
	Property type:
	Retail		$	—		$	—		$	10		$	10		$	2,063		$	2,073
	Office			—			—			6			6			1,552			1,558
	Industrial			2			2			16			20			1,561			1,581
	Apartments			—			—			—			—			491			491
	Mixed use/other			1			—			—			1			228			229
	Total recorded investment		$	3		$	2		$	32		$	37		$	5,895		$	5,932
	% of total commercial mortgage loans			—	%		—	%		1	%		1	%		99	%		100	%
Allowance for Credit Losses and Recorded Investment in Commercial Mortgage Loans	The following table sets forth the allowance for credit losses and recorded investment in commercial mortgage loans as of or for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Allowance for credit losses:
	Beginning balance		$	33		$	42		$	51
	Charge-offs			(1	)		(2	)		(2	)
	Recoveries			—			—			—
	Provision			(10	)		(7	)		(7	)
	Ending balance		$	22		$	33		$	42
	Ending allowance for individually impaired loans		$	—		$	—		$	—
	Ending allowance for loans not individually impaired that were evaluated collectively for impairment		$	22		$	33		$	42
	Recorded investment:
	Ending balance		$	6,123		$	5,932		$	5,912
	Ending balance of individually impaired loans		$	15		$	2		$	—
	Ending balance of loans not individually impaired that were evaluated collectively for impairment		$	6,108		$	5,930		$	5,912
Average Loan-to-Value of Commercial Mortgage Loans by Property Type	The following tables set forth the loan-to-value of commercial mortgage loans by property type as of December 31:
			2014
	(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
															than 100% (1)
	Property type:
	Retail		$	671		$	419		$	967		$	75		$	18		$	2,150
	Office			383			278			782			164			36			1,643
	Industrial			451			285			778			60			23			1,597
	Apartments			211			76			199			8			—			494
	Mixed use/other			45			43			145			6			—			239
	Total recorded investment		$	1,761		$	1,101		$	2,871		$	313		$	77		$	6,123
	% of total			29	%		18	%		47	%		5	%		1	%		100	%
	Weighted-average debt service coverage ratio			2.27			1.75			1.61			1.02			0.72			1.78
	(1)	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.
			2013
	(Amounts in millions)		0% - 50%			51% - 60%			61% - 75%			76% - 100%			Greater			Total
															than 100% (1)
	Property type:
	Retail		$	596		$	336		$	1,024		$	95		$	22		$	2,073
	Office			397			191			716			191			63			1,558
	Industrial			430			237			748			146			20			1,581
	Apartments			201			86			176			27			1			491
	Mixed use/other			71			36			110			12			—			229
	Total recorded investment		$	1,695		$	886		$	2,774		$	471		$	106		$	5,932
	% of total			28	%		15	%		47	%		8	%		2	%		100	%
	Weighted-average debt service coverage ratio			2.14			1.79			1.66			1.03			0.63			1.75
	(1)	Included $2 million of impaired loans, $5 million of loans past due and not individually impaired and $99 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 119%.
Debt Service Coverage Ratio for Fixed Rate Commercial Mortgage Loans by Property Type	The following tables set forth the debt service coverage ratio for fixed rate commercial mortgage loans by property type as of December 31:
			2014
	(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
															than 2.00
	Property type:
	Retail		$	80		$	253		$	524		$	870		$	423		$	2,150
	Office			119			101			247			780			389			1,636
	Industrial			158			142			246			706			343			1,595
	Apartments			1			48			88			186			171			494
	Mixed use/other			6			1			61			135			36			239
	Total recorded investment		$	364		$	545		$	1,166		$	2,677		$	1,362		$	6,114
	% of total			6	%		9	%		19	%		44	%		22	%		100	%
	Weighted-average loan-to-value			77	%		64	%		64	%		59	%		45	%		59	%
			2013
	(Amounts in millions)		Less than 1.00			1.00 - 1.25			1.26 - 1.50			1.51 - 2.00			Greater			Total
															than 2.00
	Property type:
	Retail		$	106		$	314		$	374		$	779		$	399		$	1,972
	Office			131			181			225			637			376			1,550
	Industrial			195			100			270			721			295			1,581
	Apartments			3			31			107			187			163			491
	Mixed use/other			16			9			32			106			66			229
	Total recorded investment		$	451		$	635		$	1,008		$	2,430		$	1,299		$	5,823
	% of total			8	%		11	%		17	%		42	%		22	%		100	%
	Weighted-average loan-to-value			80	%		68	%		63	%		60	%		43	%		59	%

Derivative_Instruments_Tables

Derivative Instruments (Tables)	12 Months Ended
	Dec. 31, 2014
Schedule Of Positions in Derivative Instruments	The following table sets forth our positions in derivative instruments as of December 31:
			Derivative assets										Derivative liabilities
			Balance sheet		Fair value								Balance sheet		Fair value
	(Amounts in millions)		classification		2014				2013				classification		2014				2013
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps		Other invested assets		$	639			$	121			Other liabilities		$	27			$	569
	Inflation indexed swaps		Other invested assets			—				—			Other liabilities			42				60
	Foreign currency swaps		Other invested assets			6				4			Other liabilities			—				2
	Forward bond purchase commitments		Other invested assets			—				—			Other liabilities			—				13
	Total cash flow hedges					645				125						69				644
	Fair value hedges:
	Interest rate swaps		Other invested assets			—				1			Other liabilities			—				—
	Total fair value hedges					—				1						—				—
	Total derivatives designated as hedges					645				126						69				644
	Derivatives not designated as hedges
	Interest rate swaps		Other invested assets			452				314			Other liabilities			177				6
	Interest rate swaps related to securitization entities (1)		Restricted other			—				—			Other liabilities			26				16
			invested assets
	Credit default swaps		Other invested assets			4				11			Other liabilities			—				—
	Credit default swaps related to securitization entities (1)		Restricted other			—				—			Other liabilities			17				32
			invested assets
	Foreign currency swaps		Other invested assets			—				—			Other liabilities			7				—
	Equity index options		Other invested assets			17				12			Other liabilities			—				—
	Financial futures		Other invested assets			—				—			Other liabilities			—				—
	Equity return swaps		Other invested assets			—				—			Other liabilities			1				1
	Other foreign currency contracts		Other invested assets			14				8			Other liabilities			13				4
	GMWB embedded derivatives		Reinsurance			13				(1	)		Policyholder			291				96
			recoverable (2)										account balances (3)
	Fixed index annuity embedded		Other assets			—				—			Policyholder			276				143
	derivatives												account balances (4)
	Indexed universal life embedded		Reinsurance			—				—			Policyholder			7				—
	derivatives		recoverable										account balances (5)
	Total derivatives not designated as hedges					500				344						815				298
	Total derivatives				$	1,145			$	470					$	884			$	942
	(1)	See note 18 for additional information related to consolidated securitization entities.
	(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
	(3)	Represents the embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
	(4)	Represents the embedded derivatives associated with our fixed index annuity liabilities.
	(5)	Represents the embedded derivatives associated with our indexed universal life liabilities.
Activity Associated with Derivative Instruments	The following tables represent activity associated with derivative instruments as of the dates indicated:
	(Notional in millions)		Measurement		December 31,				Additions				Maturities/				December 31,
					2013								terminations				2014
	Derivatives designated as hedges
	Cash flow hedges:
	Interest rate swaps		Notional		$	13,926			$	—			$	(1,965	)		$	11,961
	Inflation indexed swaps		Notional			561				15				(5	)			571
	Foreign currency swaps		Notional			35				—				—				35
	Forward bond purchase commitments		Notional			237				—				(237	)			—
	Total cash flow hedges					14,759				15				(2,207	)			12,567
	Fair value hedges:
	Interest rate swaps		Notional			6				—				(6	)			—
	Total fair value hedges					6				—				(6	)			—
	Total derivatives designated as hedges					14,765				15				(2,213	)			12,567
	Derivatives not designated as hedges
	Interest rate swaps		Notional			4,822				508				(256	)			5,074
	Interest rate swaps related to securitization entities (1)		Notional			91				—				(14	)			77
	Credit default swaps		Notional			639				5				(250	)			394
	Credit default swaps related to securitization entities (1)		Notional			312				—				—				312
	Equity index options		Notional			777				1,276				(1,059	)			994
	Financial futures		Notional			1,260				5,723				(5,652	)			1,331
	Equity return swaps		Notional			110				231				(233	)			108
	Foreign currency swaps		Notional			—				104				—				104
	Other foreign currency contracts		Notional			487				788				(850	)			425
	Total derivatives not designated as hedges					8,498				8,635				(8,314	)			8,819
	Total derivatives				$	23,263			$	8,650			$	(10,527	)		$	21,386
	(1)	See note 18 for additional information related to consolidated securitization entities.
	(Number of policies)		Measurement				December 31,				Additions				Maturities/				December 31,
							2013								terminations				2014
	Derivatives not designated as hedges
	GMWB embedded derivatives			Policies				42,045				—				(3,030	)			39,015
	Fixed index annuity embedded derivatives			Policies				7,705				6,436				(240	)			13,901
	Indexed universal life embedded derivatives			Policies				29				394				(2	)			421
Schedule of Pre-Tax Income (Loss) Effects of Cash Flow Hedges	The following table provides information about the pre-tax income (loss) effects of cash flow hedges for the year ended December 31, 2014:
	(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
			recognized				reclassified into				(loss) reclassified into		recognized in				(loss) recognized in
			in OCI				net income (loss)				net income (loss)		net income				net income (loss)
							from OCI						(loss) (1)
	Interest rate swaps hedging		$	1,229			$	63			Net investment		$	15			Net investment
	assets										income						gains (losses)
	Interest rate swaps hedging			—				2			Net investment			—			Net investment
	assets										gains (losses)						gains (losses)
	Interest rate swaps hedging			(69	)			1			Interest expense			—			Net investment
	liabilities																gains (losses)
	Inflation indexed swaps			17				(9	)		Net investment			—			Net investment
											income						gains (losses)
	Foreign currency swaps			4				—			Interest expense			—			Net investment
																	gains (losses)
	Forward bond purchase			34				—			Net investment			—			Net investment
	commitments										income						gains (losses)
	Total		$	1,215			$	57					$	15
	(1)	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.
	The following table provides information about the pre-tax income (loss) effects of cash flow hedges for the year ended December 31, 2013:
	(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
			recognized				reclassified into				(loss) reclassified into		recognized in				(loss) recognized in net
			in OCI				net income (loss)				net income (loss)		net income				income (loss)
							from OCI						(loss) (1)
	Interest rate swaps hedging assets		$	(892	)		$	47			Net investment income		$	(14	)		Net investment
																	gains (losses)
	Interest rate swaps hedging assets			—				1			Net investment gains (losses)			—			Net investment
																	gains (losses)
	Interest rate swaps hedging liabilities			42				2			Interest expense			—			Net investment
																	gains (losses)
	Inflation indexed swaps			45				(5	)		Net investment income			—			Net investment
																	gains (losses)
	Foreign currency swaps			(1	)			—			Interest expense			—			Net investment
																	gains (losses)
	Forward bond purchase commitments			(60	)			—			Net investment income			—			Net investment
																	gains (losses)
	Total		$	(866	)		$	45					$	(14	)
	(1)	Represents ineffective portion of cash flow hedges, as there were no amounts excluded from the measurement of effectiveness.
	The following table provides information about the pre-tax income (loss) effects of cash flow hedges for the year ended December 31, 2012:
	(Amounts in millions)		Gain (loss)				Gain (loss)				Classification of gain		Gain (loss)				Classification of gain
			recognized				reclassified into				(loss) reclassified		recognized in				(loss) recognized in
			in OCI				net income (loss)				into net income (loss)		net income				net income (loss)
							from OCI						(loss) (1)
	Interest rate swaps hedging assets		$	(74	)		$	40			Net investment income		$	(12	)		Net investment gains (losses)
	Interest rate swaps hedging assets			—				2			Net investment gains (losses)			—			Net investment gains (losses)
	Interest rate swaps hedging liabilities			—				2			Interest expense			—			Net investment gains (losses)
	Inflation indexed swaps			(58	)			(9	)		Net investment income			—			Net investment gains (losses)
	Foreign currency swaps			3				—			Interest expense			—			Net investment gains (losses)
	Forward bond purchase commitments			14				—			Net investment income			—			Net investment gains (losses)
	Total		$	(115	)		$	35					$	(12	)
	(1)	Represents ineffective portion of cash flow hedges, as there were no amounts excluded from the measurement of effectiveness.
Reconciliation of Current Period Changes, Net of Applicable Income Taxes, for Derivatives Qualifying as Hedges	The following table provides a reconciliation of current period changes, net of applicable income taxes, for these designated derivatives presented in the separate component of stockholders’ equity labeled “derivatives qualifying as hedges,” for the years ended December 31:
	(Amounts in millions)		2014				2013				2012
	Derivatives qualifying as effective accounting hedges as of January 1		$	1,319			$	1,909			$	2,009
	Current period increases (decreases) in fair value, net of deferred taxes of $(427), $305 and $38			788				(561	)			(77	)
	Reclassification to net (income) loss, net of deferred taxes of $20, $16 and $12			(37	)			(29	)			(23	)
	Derivatives qualifying as effective accounting hedges as of December 31		$	2,070			$	1,319			$	1,909
Schedule of Pre-Tax Income (Loss) Effects of Fair Value Hedges and Related Hedged Items	The following table provides information about the pre-tax income (loss) effects of fair value hedges and related hedged items for the year ended December 31, 2013:
			Derivative instrument												Hedged item
	(Amounts in millions)		Gain (loss)				Classification of		Other				Classification of		Gain (loss)				Classification of
			recognized				gain (losses)		impacts				other impacts to		recognized				gain (losses)
			in net				recognized in net		to net				net income (loss)		in net				recognized in net
			income				income (loss)		income						income				income (loss)
			(loss)						(loss)						(loss)
	Interest rate swaps hedging liabilities		$	(11	)		Net investment gains (losses)		$	13			Interest credited		$	11			Net investment gains (losses)
	Foreign currency swaps			(31	)		Net investment gains (losses)			—			Interest credited			31			Net investment gains (losses)
	Total		$	(42	)				$	13					$	42
	The following table provides information about the pre-tax income (loss) effects of fair value hedges and related hedged items for the year ended December 31, 2012:
			Derivative instrument												Hedged item
	(Amounts in millions)		Gain (loss)				Classification of		Other				Classification of		Gain (loss)				Classification of
			recognized				gain (losses)		impacts				other impacts to		recognized				gain (losses)
			in net				recognized in net		to net				net income (loss)		in net				recognized in net
			income				income (loss)		income						income				income (loss)
			(loss)						(loss)						(loss)
	Interest rate swaps hedging assets		$	1			Net investment gains (losses)		$	(4	)		Net investment income		$	(1	)		Net investment gains (losses)
	Interest rate swaps hedging liabilities			(30	)		Net investment gains (losses)			38			Interest credited			30			Net investment gains (losses)
	Foreign currency swaps			(1	)		Net investment gains (losses)			2			Interest credited			—			Net investment gains (losses)
	Total		$	(30	)				$	36					$	29
Schedule of Pre-Tax Gain (Loss) Recognized in Net Income (Loss) for Effects of Derivatives Not Designated as Hedges	The following table provides the pre-tax gain (loss) recognized in net income (loss) for the effects of derivatives not designated as hedges for the years ended December 31:
	(Amounts in millions)		2014				2013				2012				Classification of gain (loss) recognized
															in net income (loss)
	Interest rate swaps		$	1			$	(7	)		$	21			Net investment gains (losses)
	Interest rate swaps related to securitization entities (1)			(9	)			9				(4	)		Net investment gains (losses)
	Credit default swaps			1				14				57			Net investment gains (losses)
	Credit default swaps related to securitization entities (1)			19				77				76			Net investment gains (losses)
	Equity index options			(31	)			(43	)			(58	)		Net investment gains (losses)
	Financial futures			90				(232	)			(121	)		Net investment gains (losses)
	Equity return swaps			5				(33	)			(37	)		Net investment gains (losses)
	Other foreign currency contracts			(4	)			6				(19	)		Net investment gains (losses)
	Foreign currency swaps			(7	)			—				—			Net investment gains (losses)
	Reinsurance embedded derivatives			—				—				3			Net investment gains (losses)
	GMWB embedded derivatives			(147	)			277				170			Net investment gains (losses)
	Fixed index annuity embedded derivatives			(27	)			(18	)			(1	)		Net investment gains (losses)
	Indexed universal life embedded derivatives			(1	)			—				—			Net investment gains (losses)
	Total derivatives not designated as hedges		$	(110	)		$	50			$	87
	(1)	See note 18 for additional information related to consolidated securitization entities.
Derivative Assets and Liabilities Subject to Master Netting Arrangement	The following table presents additional information about derivative assets and liabilities subject to an enforceable master netting arrangement as of December 31:
			2014												2013
	(Amounts in millions)		Derivatives				Derivatives				Net				Derivatives				Derivatives			Net
			assets (1)				liabilities (2)				derivatives				assets (1)				liabilities (2)			derivatives
	Amounts presented in the balance sheet:
	Gross amounts recognized		$	1,157			$	273			$	884			$	496			$	662		$	(166	)
	Gross amounts offset in the balance sheet			—				—				—				—				—			—
	Net amounts presented in the balance sheet			1,157				273				884				496				662			(166	)
	Gross amounts not offset in the balance sheet:
	Financial instruments (3)			(227	)			(227	)			—				(286	)			(286	)		—
	Collateral received			(884	)			—				(884	)			(199	)			—			(199	)
	Collateral pledged			—				(49	)			49				—				(394	)		394
	Over collateralization			1				5				(4	)			16				23			(7	)
	Net amount		$	47			$	2			$	45			$	27			$	5		$	22
	(1)	Included $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of December 31, 2014 and 2013.
	(2)	Included $6 million and $7 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of December 31, 2014 and 2013, respectively.
	(3)	Amounts represent derivative assets and/or liabilities that are presented gross within the balance sheet but are held with the same counterparty where we have a master netting arrangement. This adjustment results in presenting the net asset and net liability position for each counterparty.
Schedule of Credit Default Swaps Where We Sell Protection on Single Name Reference Entities and Fair Values	The following table sets forth our credit default swaps where we sell protection on single name reference entities and the fair values as of the dates indicated:
			2014												2013
	(Amounts in millions)		Notional				Assets				Liabilities				Notional				Assets			Liabilities
			value												value
	Investment grade
	Matures in less than one year		$	—			$	—			$	—			$	—			$	—		$	—
	Matures after one year through five years			39				1				—				39				1			—
	Total credit default swaps on single name reference entities		$	39			$	1			$	—			$	39			$	1		$	—
Schedule of Credit Default Swaps Where We Sell Protection on Credit Default Swap Index Tranches and Fair Values	The following table sets forth our credit default swaps where we sell protection on credit default swap index tranches and the fair values as of December 31:
			2014												2013
	(Amounts in millions)		Notional				Assets				Liabilities				Notional				Assets			Liabilities
			value												value
	Original index tranche attachment/detachment point and maturity:
	7% - 15% matures after one year through five years (1)		$	100			$	1			$	—			$	100			$	3		$	—
	9% - 12% matures in less than one year (2)			250				2				—				—				—			—
	9% - 12% matures after one year through five years (2)			—				—				—				250				5			—
	10% - 15% matures in less than one year (3)			—				—				—				250				2			—
	Total credit default swap index tranches			350				3				—				600				10			—
	Customized credit default swap index tranches related to securitization entities:
	Portion backing third-party borrowings maturing			12				—				—				12				—			1
	2017 (4)
	Portion backing our interest maturing 2017 (5)			300				—				17				300				—			31
	Total customized credit default swap index tranches related to securitization entities			312				—				17				312				—			32
	Total credit default swaps on index tranches		$	662			$	3			$	17			$	912			$	10		$	32
	(1)	The current attachment/detachment as of December 31, 2014 and 2013 was 7% – 15%.
	(2)	The current attachment/detachment as of December 31, 2014 and 2013 was 9% – 12%.
	(3)	The current attachment/detachment as of December 31, 2014 and 2013 was 10% – 15%.
	(4)	Original notional value was $39 million.
	(5)	Original notional value was $300 million.

Deferred_Acquisition_Costs_Tab

Deferred Acquisition Costs (Tables)	12 Months Ended
	Dec. 31, 2014
Activity Impacting Deferred Acquisition Costs	The following table presents the activity impacting DAC as of and for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Unamortized balance as of January 1	$	5,454		$	5,460		$	5,458
	Impact of foreign currency translation		(44	)		(12	)		9
	Costs deferred		473			457			611
	Amortization, net of interest accretion		(493	)		(451	)		(618	)
	Unamortized balance as of December 31		5,390			5,454			5,460
	Accumulated effect of net unrealized investment (gains) losses		(348	)		(176	)		(424	)
	Balance as of December 31	$	5,042		$	5,278		$	5,036

Intangible_Assets_Tables

Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2014
Intangible Assets	The following table presents our intangible assets as of December 31:
		2014						2013
	(Amounts in millions)	Gross			Accumulated			Gross			Accumulated
		carrying			amortization			carrying			amortization
		amount						amount
	PVFP	$	1,995		$	(1,917	)	$	2,061		$	(1,900	)
	Capitalized software		736			(604	)		704			(545	)
	Deferred sales inducements to contractholders		209			(153	)		195			(123	)
	Other		55			(49	)		54			(47	)
	Total	$	2,995		$	(2,723	)	$	3,014		$	(2,615	)
Activity in Present Value of Future Profits	The following table presents the activity in PVFP as of and for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Unamortized balance as of January 1	$	246		$	297		$	339
	Interest accreted at 5.89%, 5.52% and 5.66%		14			15			18
	Amortization		(31	)		(66	)		(60	)
	Unamortized balance as of December 31		229			246			297
	Accumulated effect of net unrealized investment (gains) losses		(151	)		(85	)		(180	)
	Balance as of December 31	$	78		$	161		$	117
Percentage of Current PVFP Balance Estimated to be Amortized	The percentage of the December 31, 2014 PVFP balance net of interest accretion, before the effect of unrealized investment gains or losses, estimated to be amortized over each of the next five years is as follows:
	2015		9.1	%
	2016		11.1	%
	2017		9.5	%
	2018		7.7	%
	2019		6.2	%

Goodwill_And_Dispositions_Tabl

Goodwill And Dispositions (Tables)	12 Months Ended
	Dec. 31, 2014
Summary of Goodwill Balance by Segment and Corporate and Other Activities	The following is a summary of our goodwill balance by segment and Corporate and Other activities as of the dates indicated:
	(Amounts in millions)	U.S. Life			International			U.S.			International			Runoff			Corporate			Total
		Insurance			Mortgage			Mortgage			Protection						and Other
					Insurance			Insurance
	Balance as of December 31, 2012:
	Gross goodwill	$	1,034		$	19		$	22		$	89		$	70		$	29		$	1,263
	Accumulated impairment losses		(185	)		—			(22	)		(89	)		(70	)		(29	)		(395	)
	Goodwill		849			19			—			—			—			—			868
	Foreign exchange translation		—			(1	)		—			—			—			—			(1	)
	Balance as of December 31, 2013:
	Gross goodwill		1,034			18			22			89			70			—			1,233
	Accumulated impairment losses		(185	)		—			(22	)		(89	)		(70	)		—			(366	)
	Goodwill		849			18			—			—			—			—			867
	Impairment losses		(849	)		—			—			—			—			—			(849	)
	Foreign exchange translation		—			(2	)		—			—			—			—			(2	)
	Balance as of December 31, 2014:
	Gross goodwill		1,034			16			22			89			70			—			1,231
	Accumulated impairment losses		(1,034	)		—			(22	)		(89	)		(70	)		—			(1,215	)
	Goodwill	$	—		$	16		$	—		$	—		$	—		$	—		$	16

Reinsurance_Tables

Reinsurance (Tables)	12 Months Ended
	Dec. 31, 2014
Net Domestic Life Insurance In-Force	The following table sets forth net domestic life insurance in-force as of December 31:
	(Amounts in millions)		2014			2013			2012
	Direct life insurance in-force		$	701,797		$	708,271		$	730,016
	Amounts assumed from other companies			935			1,070			1,148
	Amounts ceded to other companies (1)			(393,244	)		(313,593	)		(331,909	)
	Net life insurance in-force		$	309,488		$	395,748		$	399,255
	Percentage of amount assumed to net			—	%		—	%		—	%
	(1)	Includes amounts accounted for under the deposit method.
Schedule of Effects of Reinsurance on Premiums Written and Earned	The following table sets forth the effects of reinsurance on premiums written and earned for the years ended December 31:
			Written									Earned
	(Amounts in millions)		2014			2013			2012			2014			2013			2012
	Direct:
	Life insurance		$	1,241		$	1,199		$	1,284		$	1,257		$	1,214		$	1,304
	Accident and health insurance			3,063			2,944			2,853			3,087			2,945			2,840
	Property and casualty insurance			108			97			95			97			85			84
	Mortgage insurance			1,814			1,682			1,720			1,588			1,608			1,645
	Total direct			6,226			5,922			5,952			6,029			5,852			5,873
	Assumed:
	Life insurance			45			9			9			39			8			7
	Accident and health insurance			568			403			419			559			414			440
	Property and casualty insurance			2			—			—			1			—			—
	Mortgage insurance			20			19			27			31			33			42
	Total assumed			635			431			455			630			455			489
	Ceded:
	Life insurance			(351	)		(342	)		(528	)		(351	)		(343	)		(527	)
	Accident and health insurance			(790	)		(735	)		(690	)		(783	)		(725	)		(672	)
	Property and casualty insurance			(3	)		—			—			(3	)		—			—
	Mortgage insurance			(95	)		(92	)		(132	)		(91	)		(91	)		(122	)
	Total ceded			(1,239	)		(1,169	)		(1,350	)		(1,228	)		(1,159	)		(1,321	)
	Net premiums		$	5,622		$	5,184		$	5,057		$	5,431		$	5,148		$	5,041
	Percentage of amount assumed to net												12	%		9	%		10	%

Insurance_Reserves_Tables

Insurance Reserves (Tables)	12 Months Ended
	Dec. 31, 2014
Recorded Liabilities and Major Assumptions Underlying Future Policy Benefits	The following table sets forth our recorded liabilities and the major assumptions underlying our future policy benefits as of December 31:
	(Amounts in millions)		Mortality/		Interest rate	2014		2013
			morbidity		assumption
			assumption
	Long-term care insurance contracts		(a)		3.75% - 7.50%	$	19,310	$	17,023
	Structured settlements with life contingencies		(b)		1.50% - 8.00%		9,133		9,267
	Annuity contracts with life contingencies		(b)		1.50% - 8.00%		4,470		4,425
	Traditional life insurance contracts		(c)		3.00% - 7.50%		2,733		2,736
	Supplementary contracts with life contingencies		(b)		1.50% - 8.00%		265		249
	Accident and health insurance contracts		(d)		3.50% - 7.00%		4		5
	Total future policy benefits					$	35,915	$	33,705
	(a)	The 1983 Individual Annuitant Mortality Table or 2000 U.S. Annuity Table, or 1983 Group Annuitant Mortality Table and the 1985 National Nursing Home Study and company experience.
	(b)	Assumptions for limited-payment contracts come from either the U.S. Population Table, 1983 Group Annuitant Mortality Table, 1983 Individual Annuitant Mortality Table or Annuity 2000 Mortality Table.
	(c)	Principally modifications based on company experience of the Society of Actuaries 1965-70 or 1975-80 Select and Ultimate Tables, 1941, 1958, 1980 and 2001 Commissioner’s Standard Ordinary Tables, 1980 Commissioner’s Extended Term table and (IA) Standard Table 1996 (modified).
	(d)	The 1958 and 1980 Commissioner’s Standard Ordinary Tables, or 2000 U.S. Annuity Table, or 1983 Group Annuitant Mortality.
Recorded Liabilities for Policyholder Account Balances	The following table sets forth our recorded liabilities for policyholder account balances as of December 31:
	(Amounts in millions)		2014			2013
	Annuity contracts		$	14,406		$	13,730
	GICs, funding agreements and FABNs			493			896
	Structured settlements without life contingencies			1,828			1,956
	Supplementary contracts without life contingencies			742			714
	Other			28			34
	Total investment contracts			17,497			17,330
	Universal life insurance contracts			8,546			8,198
	Total policyholder account balances		$	26,043		$	25,528
Information about Variable Annuity Products with Death and Living Benefit Guarantees	The following table sets forth information about our variable annuity products with death and living benefit guarantees as of December 31:
	(Dollar amounts in millions)		2014			2013
	Account values with death benefit guarantees (net of reinsurance):
	Standard death benefits (return of net deposits) account value		$	2,877		$	3,164
	Net amount at risk		$	5		$	6
	Average attained age of contractholders			72			72
	Enhanced death benefits (ratchet, rollup) account value		$	3,443		$	3,853
	Net amount at risk		$	119		$	114
	Average attained age of contractholders			73			72
	Account values with living benefit guarantees:
	GMWBs		$	3,675		$	4,054
	Guaranteed annuitization benefits		$	1,362		$	1,508
Account Balances of Variable Annuity Contract with Death or Living Benefit Guarantees Invested in Separate Account Investment Options	Account balances of variable annuity contracts with death or living benefit guarantees were invested in separate account investment options as follows as of December 31:
	(Amounts in millions)		2014			2013 (1)
	Balanced funds		$	3,848		$	4,187
	Equity funds			1,639			1,778
	Bond funds			707			897
	Money market funds			96			98
	Total		$	6,290		$	6,960
	(1)	The balances as of December 31, 2013 have been represented as a result of classification changes and to exclude fixed account assets from bond funds.

Liability_for_Policy_and_Contr1

Liability for Policy and Contract Claims (Tables)	12 Months Ended
	Dec. 31, 2014
Schedule of Liability for Policy and Contract Claims	The following table sets forth our recorded liability for policy and contract claims by business as of December 31:
	(Amounts in millions)	2014			2013
	Long-term care insurance	$	6,216		$	4,999
	U.S. mortgage insurance		1,180			1,482
	International mortgage insurance		308			378
	Life insurance		197			188
	Lifestyle protection insurance		106			108
	Fixed annuities		21			29
	Runoff		15			20
	Total liability for policy and contract claims	$	8,043		$	7,204
U.S. Mortgage Insurance
Changes in Liability for Policy and Contract Claims	The following table sets forth changes in the liability for policy and contract claims for our U.S. mortgage insurance business for the dates indicated:
	(Amounts in millions)	2014			2013			2012
	Beginning balance as of January 1	$	1,482		$	2,009		$	2,488
	Less reinsurance recoverables		(44	)		(80	)		(178	)
	Net balance as of January 1		1,438			1,929			2,310
	Incurred related to insured events of:
	Current year		328			476			717
	Prior years		29			(63	)		7
	Total incurred		357			413			724
	Paid related to insured events of:
	Current year		(21	)		(45	)		(92	)
	Prior years		(618	)		(859	)		(1,013	)
	Total paid		(639	)		(904	)		(1,105	)
	Net balance as of December 31		1,156			1,438			1,929
	Add reinsurance recoverables		24			44			80
	Ending balance as of December 31	$	1,180		$	1,482		$	2,009
Long-term Care Insurance
Changes in Liability for Policy and Contract Claims	The following table sets forth changes in the liability for policy and contract claims for our long-term care insurance business for the dates indicated:
	(Amounts in millions)	2014			2013			2012
	Beginning balance as of January 1	$	4,999		$	4,655		$	4,130
	Less reinsurance recoverables		(1,707	)		(1,574	)		(1,387	)
	Net balance as of January 1		3,292			3,081			2,743
	Incurred related to insured events of:
	Current year		1,474			1,323			1,271
	Prior years		726			3			93
	Total incurred		2,200			1,326			1,364
	Paid related to insured events of:
	Current year		(134	)		(131	)		(111	)
	Prior years		(1,263	)		(1,160	)		(1,068	)
	Total paid		(1,397	)		(1,291	)		(1,179	)
	Interest on liability for policy and contract claims		195			176			153
	Net balance as of December 31		4,290			3,292			3,081
	Add reinsurance recoverables		1,926			1,707			1,574
	Ending balance as of December 31	$	6,216		$	4,999		$	4,655

Borrowings_and_Other_Financing1

Borrowings and Other Financings (Tables)	12 Months Ended
	Dec. 31, 2014
Schedule of Long Term Borrowings	The following table sets forth total long-term borrowings as of December 31:
	(Amounts in millions)		2014		2013
	Genworth Holdings
	5.75% Senior Notes, due 2014		$	—	$	485
	8.625% Senior Notes, due 2016			300		300
	6.52% Senior Notes, due 2018			600		600
	7.70% Senior Notes, due 2020			400		400
	7.20% Senior Notes, due 2021			399		399
	7.625% Senior Notes, due 2021			758		759
	4.90% Senior Notes, due 2023			399		399
	4.80% Senior Notes, due 2024			400		400
	6.50% Senior Notes, due 2034			297		297
	6.15% Fixed-to-Floating Rate Junior Suboridinated Notes, due 2066			598		598
	Canada
	4.59% Senior Notes, due 2015			—		141
	5.68% Senior Notes, due 2020			236		258
	4.24% Senior Notes, due 2024			138		—
	Australia
	Floating Rate Junior Notes, due 2021			114		125
	Total		$	4,639	$	5,161
Schedule of Non-Recourse Funding Obligations of Special Purpose Consolidated Captive Insurance Subsidiaries	The following table sets forth the non-recourse funding obligations (surplus notes) of our wholly-owned, special purpose consolidated captive insurance subsidiaries as of December 31:
	(Amounts in millions)
	Issuance		2014		2013
	River Lake Insurance Company (a), due 2033		$	570	$	570
	River Lake Insurance Company (b), due 2033			435		461
	River Lake Insurance Company II (a), due 2035			192		192
	River Lake Insurance Company II (b), due 2035			484		500
	Rivermont Life Insurance Company I (a), due 2050			315		315
	Total		$	1,996	$	2,038
	(a)	Accrual of interest based on one-month LIBOR that resets every 28 days plus a fixed margin.
	(b)	Accrual of interest based on one-month LIBOR that resets on a specified date each month plus a contractual margin.
Principal Amounts of Long Term Debt Including Senior Notes and Non-Recourse Funding by Maturity	Principal amounts under our long-term borrowings (including senior notes) and non-recourse funding obligations by maturity were as follows as of December 31, 2014:
	(Amounts in millions)		Amount
	2015		$	—
	2016			300
	2017			—
	2018			600
	2019 and thereafter (1)			5,735
	Total		$	6,635
	(1)	Repayment of $2.0 billion of our non-recourse funding obligations requires regulatory approval.

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2014
Components of Income (Loss) before Income Taxes	Income (loss) from continuing operations before income taxes included the following components for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Domestic	$	(2,008	)	$	294		$	(73	)
	Foreign		732			756			679
	Income (loss) from continuing operations before income taxes	$	(1,276	)	$	1,050		$	606
Components of Income Tax (Benefit) Expense	The total provision (benefit) for income taxes was as follows for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Current federal income taxes	$	(3	)	$	(18	)	$	(68	)
	Deferred federal income taxes		(443	)		160			36
	Total federal income taxes		(446	)		142			(32	)
	Current state income taxes		4			(1	)		(16	)
	Deferred state income taxes		(4	)		(9	)		(9	)
	Total state income taxes		—			(10	)		(25	)
	Current foreign income taxes		258			422			138
	Deferred foreign income taxes		(40	)		(230	)		57
	Total foreign income taxes		218			192			195
	Total provision (benefit) for income taxes	$	(228	)	$	324		$	138
Reconciliation of Federal Statutory Tax Rate to Effective Income Tax Rate	The reconciliation of the federal statutory tax rate to the effective income tax rate was as follows for the years ended December 31:
	(Amounts in millions)	2014						2013					2012
	Pre-tax income (loss)	$	(1,276	)				$	1,050				$	606
	Statutory U.S. federal income tax rate		(447	)		35	%		368		35	%		212		35	%
	Increase (reduction) in rate resulting from:
	State income tax, net of federal income tax effect		—			—			(2	)	(0.2	)		(16	)	(2.7	)
	Benefit on tax favored investments		(18	)		1.4			(18	)	(1.7	)		(9	)	(1.4	)
	Effect of foreign operations		(69	)		5.4			(75	)	(7.1	)		(66	)	(10.9	)
	Change in indefinite reinvestment assertion		66			(5.2	)		—		—			—		—
	Interest on uncertain tax positions		(2	)		0.1			(1	)	(0.1	)		(3	)	(0.6	)
	Non-deductible expenses		4			(0.3	)		2		0.2			3		0.5
	Non-deductible goodwill		245			(19.2	)		—		—			19		3.1
	Valuation allowance		(6	)		0.5			16		1.5			—		—
	Stock-based compensation		4			(0.3	)		25		2.4			—		—
	Other, net		(5	)		0.5			9		0.9			(2	)	(0.2	)
	Effective rate	$	(228	)		17.9	%	$	324		30.9	%	$	138		22.8	%
Components of Net Deferred Income Tax Liability	The components of the net deferred income tax liability were as follows as of December 31:
	(Amounts in millions)	2014			2013
	Assets:
	Foreign tax credit carryforwards	$	666		$	432
	Accrued commission and general expenses		219			339
	State income taxes		275			278
	Net operating loss carryforwards		1,803			1,762
	Net unrealized losses on derivatives		—			160
	Other		37			41
	Gross deferred income tax assets		3,000			3,012
	Valuation allowance		(301	)		(312	)
	Total deferred income tax assets		2,699			2,700
	Liabilities:
	Investments	$	100		$	140
	Net unrealized gains on investment securities		1,283			454
	Net unrealized gains on derivatives		222			—
	Insurance reserves		544			1,034
	DAC		1,095			1,130
	PVFP and other intangibles		5			53
	Investment in foreign subsidiaries		310			13
	Other		48			82
	Total deferred income tax liabilities		3,607			2,906
	Net deferred income tax liability	$	908		$	206
Reconciliation of Unrecognized Tax Benefits	A reconciliation of the beginning and ending amount of unrecognized tax benefits was as follows:
	(Amounts in millions)	2014			2013			2012
	Balance as of January 1	$	41		$	55		$	226
	Tax positions related to the current period:
	Gross additions		7			3			14
	Gross reductions		(3	)		—			—
	Tax positions related to the prior years:
	Gross additions		17			4			—
	Gross reductions		(13	)		(21	)		(131	)
	Settlements		—			—			(54	)
	Balance as of December 31	$	49		$	41		$	55

StockBased_Compensation_Tables

Stock-Based Compensation (Tables)	12 Months Ended
	Dec. 31, 2014
Stock Option Weighted-Average Grant-Date Fair Value Information and Related Valuation Assumptions, Excluding Exchanged Grants and Performance-Accelerated Options	The following table contains the stock option and SAR weighted-average grant date fair value information and related valuation assumptions for the years ended December 31:
			Stock Options and SARs
			2014			2013						2012
			Black-Scholes			Black-Scholes			Monte-Carlo			Black-Scholes
			Model			Model			Simulation (1)			Model
	Awards granted (in thousands)			2,960			3,404			1,200			5,085
	Maximum share value at exercise of SARs		$	75		$	75		$	75		$	75
	Fair value per options and SARs		$	3.05		$	2.53		$	5.88		$	2.34
	Valuation assumptions:
	Expected term (years)			6			5.9			NA			6
	Expected volatility			100.2	%		100.7	%		102.5	%		100.7	%
	Expected dividend yield			0.5	%		0.5	%		0.5	%		0.5	%
	Risk-free interest rate			1.9	%		1.1	%		1.1	%		1.1	%
	(1)	For purposes of determining the fair value of 1.2 million shares of performance-accelerated SARs that were issued in January 2013, we used a Monte-Carlo Simulation technique. Monte-Carlo Simulation is a method used to simulate future stock price movements in order to determine the fair value due to unique vesting and exercising provisions. The performance-accelerated SARs have a derived service period of one year on average and have a grant price of $7.90. The performance-accelerated SARs vest on the third anniversary of the grant date but are subject to earlier vesting on or after the one year anniversary of the grant date based on the closing price of our Class A Common Stock exceeding certain specified amounts ($12.00, $16.00 and $20.00, respectively) for 45 consecutive trading days. Based on the closing price of our Class A Common Stock, the first tranche at $12.00 vested in January 2014 and the second tranche at $16.00 vested in June 2014.
Rollforward of Share-Based Compensation Arrangement by Share-Based Payment Award, Options, Outstanding	The following table summarizes stock option activity as of December 31, 2014 and 2013:
	(Shares in thousands)		Shares subject			Weighted-average
			to option			exercise price
	Balance as of January 1, 2013			6,109		$	11.77
	Granted			—		$	—
	Exercised			(1,440	)	$	6.2
	Forfeited			(359	)	$	17.26
	Expired			—		$	—
	Balance as of January 1, 2014			4,310		$	13.17
	Granted			—		$	—
	Exercised			(921	)	$	8.1
	Forfeited			(885	)	$	19.32
	Expired			—		$	—
	Balance as of December 31, 2014			2,504		$	12.86
	Exercisable as of December 31, 2014			2,501		$	12.86
Information about Stock Options Outstanding	The following table summarizes information about stock options outstanding as of December 31, 2014:
			Outstanding									Exercisable
	Exercise price range		Shares in			Average			Average			Shares in			Average			Average
			thousands			life (1)			exercise			thousands			life (1)			exercise
									price									price
	$2.00 - $2.46 (2)			394			4.07		$	2.44			394			4.07		$	2.44
	$7.36 - $7.80			547			2.42		$	7.8			547			2.42		$	7.8
	$9.10 - $14.18			1,228			4.87		$	14.15			1,225			4.86		$	14.15
	$14.92 - $22.80			123			3.26		$	21.96			123			3.26		$	21.96
	$30.52 - $34.13			212			1.4		$	32.56			212			1.4		$	32.55
				2,504					$	12.86			2,501					$	12.86
	(1)	Average contractual life remaining in years.
	(2)	These shares have an aggregate intrinsic value of $2 million each for total options outstanding and exercisable options.
Status of Our Other Equity-Based Awards	The following table summarizes the status of our other equity-based awards as of December 31, 2014 and 2013:
			RSUs						DSUs						SARs
	(Awards in thousands)		Number of			Weighted-			Number of			Weighted-			Number of			Weighted-
			awards			average grant			awards			average			awards			average grant
						date fair value						fair value						date fair value
	Balance as of January 1, 2013			2,280		$	12.97			690		$	8.74			10,359		$	4.44
	Granted			2,018		$	9.27			98		$	12.17			4,604		$	3.4
	Exercised			(985	)	$	14.75			(209	)	$	4.73			(1,618	)	$	5.97
	Terminated			(426	)	$	10.01			—		$	—			(980	)	$	2.91
	Balance as of January 1, 2014			2,887		$	10.21			579		$	9.43			12,365		$	4
	Granted			1,226		$	15			113		$	12.98			2,960		$	3.05
	Exercised			(938	)	$	10.06			(58	)	$	6.65			(1,353	)	$	3.88
	Terminated			(262	)	$	12.16			—		$	—			(1,905	)	$	5.23
	Balance as of December 31, 2014			2,913		$	12.09			634		$	9.96			12,067		$	3.62
Genworth Canada
Status of Our Other Equity-Based Awards	The following table summarizes the status of Genworth Canada’s stock option activity and other equity-based awards as of December 31, 2014 and 2013:
			Stock options			RSUs & PSUs			DSUs			Executive deferred
												stock units (“EDSUs”)
	(Shares and Awards in thousands)		Shares subject			Number of			Number of			Number of
			to option			awards			awards			awards
	Balance as of January 1, 2013			1,027			143			34			—
	Granted			100			106			11			20
	Exercised			(91	)		(66	)		—			—
	Terminated			(49	)		(6	)		—			—
	Balance as of January 1, 2014			987			177			45			20
	Granted			114			93			9			1
	Exercised			(93	)		(67	)		—			—
	Terminated			(6	)		—			—			—
	Balance as of December 31, 2014			1,002			203			54			21

Fair_Value_of_Financial_Instru1

Fair Value of Financial Instruments (Tables)	12 Months Ended
	Dec. 31, 2014
Fair Value Financial Instruments Not Required to be Carried at Fair Value	The following represents our estimated fair value of financial assets and liabilities that are not required to be carried at fair value as of December 31:
			2014
			Notional				Carrying			Fair value
	(Amounts in millions)		amount				amount			Total			Level 1			Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	6,100		$	6,573		$	—		$	—		$	6,573
	Restricted commercial mortgage loans (2)				(1)			201			228			—			—			228
	Other invested assets				(1)			374			385			—			300			85
	Liabilities:
	Long-term borrowings (3)				(1)			4,639			4,300			—			4,181			119
	Non-recourse funding obligations (3)				(1)			1,996			1,438			—			—			1,438
	Borrowings related to securitization entities (2)				(1)			134			146			—			146			—
	Investment contracts				(1)			17,497			18,023			—			7			18,016
	Other firm commitments:
	Commitments to fund limited partnerships			53				—			—			—			—			—
	Ordinary course of business lending commitments			155				—			—			—			—			—
			2013
			Notional				Carrying			Fair value
	(Amounts in millions)		amount				amount			Total			Level 1			Level 2			Level 3
	Assets:
	Commercial mortgage loans		$		(1)		$	5,899		$	6,137		$	—		$	—		$	6,137
	Restricted commercial mortgage loans (2)				(1)			233			258			—			—			258
	Other invested assets				(1)			307			311			—			221			90
	Liabilities:
	Long-term borrowings (3)				(1)			5,161			5,590			—			5,460			130
	Non-recourse funding obligations (3)				(1)			2,038			1,459			—			—			1,459
	Borrowings related to securitization entities (2)				(1)			167			182			—			182			—
	Investment contracts				(1)			17,330			17,827			—			86			17,741
	Other firm commitments:
	Commitments to fund limited partnerships			65				—			—			—			—			—
	Ordinary course of business lending commitments			138				—			—			—			—			—
	(1)	These financial instruments do not have notional amounts.
	(2)	See note 18 for additional information related to consolidated securitization entities.
	(3)	See note 13 for additional information related to borrowings.
Assets and Liabilities that are Measured at Fair Value on Recurring Basis	The following tables set forth our assets and liabilities by class of instrument that are measured at fair value on a recurring basis as of December 31:
			2014
	(Amounts in millions)		Total				Level 1			Level 2			Level 3
	Assets
	Investments:
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	6,000			$	—		$	5,996		$	4
	Tax-exempt			362				—			362			—
	Government—non-U.S.			2,106				—			2,099			7
	U.S. corporate			27,200				—			24,752			2,448
	Corporate—non-U.S.			15,132				—			13,327			1,805
	Residential mortgage-backed			5,240				—			5,165			75
	Commercial mortgage-backed			2,702				—			2,697			5
	Other asset-backed			3,705				—			2,285			1,420
	Total fixed maturity securities			62,447				—			56,683			5,764
	Equity securities			282				244			4			34
	Other invested assets:
	Trading securities			241				—			241			—
	Derivative assets:
	Interest rate swaps			1,091				—			1,091			—
	Foreign currency swaps			6				—			6			—
	Credit default swaps			4				—			1			3
	Equity index options			17				—			—			17
	Other foreign currency contracts			14				—			14			—
	Total derivative assets			1,132				—			1,112			20
	Securities lending collateral			289				—			289			—
	Total other invested assets			1,662				—			1,642			20
	Restricted other invested assets related to securitization entities (1)			411				—			181			230
	Reinsurance recoverable (2)			13				—			—			13
	Separate account assets			9,208				9,208			—			—
	Total assets		$	74,023			$	9,452		$	58,510		$	6,061
	Liabilities
	Policyholder account balances:
	GMWB embedded derivatives (3)		$	291			$	—		$	—		$	291
	Fixed index annuity embedded derivatives			276				—			—			276
	Indexed universal life embedded derivatives			7				—			—			7
	Total policyholder account balances			574				—			—			574
	Derivative liabilities:
	Interest rate swaps			204				—			204			—
	Interest rate swaps related to securitization entities (1)			26				—			26			—
	Inflation indexed swaps			42				—			42			—
	Foreign currency swaps			7				—			7			—
	Credit default swaps related to securitization entities (1)			17				—			—			17
	Equity return swaps			1				—			1			—
	Other foreign currency contracts			13				—			13			—
	Total derivative liabilities			310				—			293			17
	Borrowings related to securitization entities (1)			85				—			—			85
	Total liabilities		$	969			$	—		$	293		$	676
	-1	See note 18 for additional information related to consolidated securitization entities.
	-2	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
	-3	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
			2013
	(Amounts in millions)		Total				Level 1			Level 2			Level 3
	Assets
	Investments:
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	4,810			$	—		$	4,805		$	5
	Tax-exempt			295				—			295			—
	Government—non-U.S.			2,146				—			2,123			23
	U.S. corporate			25,035				—			22,635			2,400
	Corporate—non-U.S.			15,071				—			13,252			1,819
	Residential mortgage-backed			5,225				—			5,120			105
	Commercial mortgage-backed			2,898				—			2,892			6
	Other asset-backed			3,149				—			1,983			1,166
Total fixed maturity securities			58,629				—			53,105			5,524
Equity securities			341				256			7			78
Other invested assets:
Trading securities			239				—			205			34
Derivative assets:
Interest rate swaps			436				—			436			—
Foreign currency swaps			4				—			4			—
Credit default swaps			11				—			1			10
Equity index options			12				—			—			12
Other foreign currency contracts			8				—			5			3
Total derivative assets			471				—			446			25
Securities lending collateral			187				—			187			—
Derivatives counterparty collateral			70				—			70			—
Total other invested assets			967				—			908			59
Restricted other invested assets related to securitization entities (1)			391				—			180			211
Reinsurance recoverable (2)			(1	)			—			—			(1	)
Separate account assets			10,138				10,138			—			—
Total assets		$	70,465			$	10,394		$	54,200		$	5,871
Liabilities
Policyholder account balances:
GMWB embedded derivatives (3)		$	96			$	—		$	—		$	96
Fixed index annuity embedded derivatives			143				—			—			143
Total policyholder account balances			239				—			—			239
Derivative liabilities:
Interest rate swaps			575				—			575			—
Interest rate swaps related to securitization entities (1)			16				—			16			—
Inflation indexed swaps			60				—			60			—
Foreign currency swaps			2				—			2			—
Credit default swaps related to securitization entities (1)			32				—			—			32
Equity return swaps			1				—			1			—
Forward bond purchase commitments			13				—			13			—
Other foreign currency contracts			4				—			3			1
Total derivative liabilities			703				—			670			33
Borrowings related to securitization entities (1)			75				—			—			75
Total liabilities		$	1,017			$	—		$	670		$	347
(1)	See note 18 for additional information related to consolidated securitization entities.
(2)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(3)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
Assets Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value	The following tables present additional information about assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
	(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total gains
			balance				unrealized gains																	into		out of			balance			(losses)
			as of				(losses)																	Level 3		Level 3			as of			included in
			January 1,																										December 31,			net income
			2014																										2014			(loss)
																																attributable
																																to assets
							Included			Included																						still held
							in net			in OCI
							income
							(loss)
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	5			$	—		$	—		$	—		$	—		$	—	$	(1	)	$	—	$	—		$	4		$	—
	Government—non-U.S.			23				—			—			3			—			—		(2	)		—		(17	)		7			—
	U.S. corporate (1)			2,400				27			57			211			(60	)		—		(253	)		272		(206	)		2,448			12
	Corporate—non-U.S.			1,819				4			9			282			(123	)		—		(222	)		97		(61	)		1,805			2
	Residential mortgage-backed			105				—			(3	)		16			(23	)		—		(13	)		24		(31	)		75			—
	Commercial mortgage-backed			6				—			2			—			—			—		(2	)		7		(8	)		5			—
	Other asset-backed (1)			1,166				5			(3	)		298			(15	)		—		(181	)		244		(94	)		1,420			1
	Total fixed maturity securities			5,524				36			62			810			(221	)		—		(674	)		644		(417	)		5,764			15
	Equity securities			78				—			—			1			(38	)		—		—			—		(7	)		34			—
	Other invested assets:
	Trading securities			34				—			—			—			—			—		(3	)		—		(31	)		—			—
	Derivative assets:
	Credit default swaps			10				—			—			—			—			—		(7	)		—		—			3			—
	Equity index options			12				(31	)		—			36			—			—		—			—		—			17			(28	)
	Other foreign currency contracts			3				(2	)		—			—			(1	)		—		—			—		—			—			—
	Total derivative assets			25				(33	)		—			36			(1	)		—		(7	)		—		—			20			(28	)
	Total other invested assets			59				(33	)		—			36			(1	)		—		(10	)		—		(31	)		20			(28	)
	Restricted other invested assets related to securitization entities (2)			211				19			—			—			—			—		—			—		—			230			18
	Reinsurance recoverable (3)			(1	)			11			—			—			—			3		—			—		—			13			11
	Total Level 3 assets		$	5,871			$	33		$	62		$	847		$	(260	)	$	3	$	(684	)	$	644	$	(455	)	$	6,061		$	16
	(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
	(2)	See note 18 for additional information related to consolidated securitization entities.
	(3)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
	(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total gains
			balance				unrealized gains																	into		out of			balance			(losses)
			as of				(losses)																	Level 3		Level 3			as of			included in
			January 1,																										December 31,			net income
			2013																										2013			(loss)
																																attributable
																																to assets
							Included			Included																						still held
							in net			in OCI
							income
							(loss)
	Fixed maturity securities:
	U.S. government, agencies and government-sponsored enterprises		$	9			$	—		$	—		$	—		$	—		$	—	$	(4	)	$	—	$	—		$	5		$	—
	Government—non-U.S.			9				—			1			—			—			—		(3	)		16		—			23			—
	U.S. corporate (1)			2,683				18			(15	)		178			(151	)		—		(349	)		195		(159	)		2,400			13
	Corporate—non-U.S. (1)			1,983				4			(24	)		120			(33	)		—		(220	)		76		(87	)		1,819			2
	Residential mortgage-backed			157				(9	)		7			—			(8	)		—		(29	)		14		(27	)		105			—
	Commercial mortgage-backed			35				(5	)		(1	)		—			—			—		(32	)		11		(2	)		6			(4	)
	Other asset-backed (1)			864				4			10			200			(49	)		—		(89	)		246		(20	)		1,166			4
	Total fixed maturity securities			5,740				12			(22	)		498			(241	)		—		(726	)		558		(295	)		5,524			15
	Equity securities			99				2			—			1			(24	)		—		—			—		—			78			—
	Other invested assets:
	Trading securities			76				7			—			—			(40	)		—		(9	)		—		—			34			2
	Derivative assets:
	Interest rate swaps			2				(1	)		—			—			—			—		(1	)		—		—			—			(1	)
	Credit default swaps			7				12			—			—			—			—		(9	)		—		—			10			6
	Equity index options			25				(43	)		—			39			—			—		(9	)		—		—			12			(40	)
	Other foreign currency contracts			—				(1	)		—			4			—			—		—			—		—			3			(1	)
Total derivative assets			34				(33	)		—			43			—			—		(19	)		—		—			25			(36	)
Total other invested assets			110				(26	)		—			43			(40	)		—		(28	)		—		—			59			(34	)
Restricted other invested assets related to securitization entities (2)			194				(1	)		—			19			—			—		(20	)		19		—			211			(1	)
Other assets (3)			9				—			—			—			—			—		(9	)		—		—			—			—
Reinsurance recoverable (4)			10				(14	)		—			—			—			3		—			—		—			(1	)		(14	)
Total Level 3 assets		$	6,162			$	(27	)	$	(22	)	$	561		$	(305	)	$	3	$	(783	)	$	577	$	(295	)	$	5,871		$	(34	)
(1)	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
(2)	See note 18 for additional information related to consolidated securitization entities.
(3)	Represents contingent receivables associated with recent business dispositions.
(4)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total gains
		balance				unrealized gains																	into		out of			balance			(losses)
		as of				(losses)																	Level 3		Level 3			as of			included in
		January 1,																										December 31,			net income
		2012																										2012			(loss)
																															attributable
																															to assets
						Included			Included																						still held
						in net			in OCI
						income
						(loss)
Fixed maturity securities:
U.S. government, agencies and government-sponsored enterprises		$	13			$	—		$	—		$	—		$	—		$	—	$	—		$	9	$	(13	)	$	9		$	—
Government—non-U.S.			10				—			—			—			—			—		(1	)		—		—			9			—
U.S. corporate (1)			2,511				12			118			147			(122	)		—		(214	)		726		(495	)		2,683			14
Corporate—non-U.S. (1)			1,284				3			92			269			(29	)		—		(186	)		711		(161	)		1,983			2
Residential mortgage-backed (1)			95				(7	)		14			20			(17	)		—		(31	)		86		(3	)		157			(7	)
Commercial mortgage-backed			39				(2	)		5			—			(1	)		—		(2	)		3		(7	)		35			(1	)
Other asset-backed (1)			271				(2	)		45			350			(46	)		—		(94	)		369		(29	)		864			2
Total fixed maturity securities			4,223				4			274			786			(215	)		—		(528	)		1,904		(708	)		5,740			10
Equity securities			98				1			(2	)		10			(8	)		—		—			—		—			99			—
Other invested assets:
Trading securities			264				13			—			24			(72	)		—		(125	)		4		(32	)		76			15
Derivative assets:
Interest rate swaps			5				—			—			—			—			—		(3	)		—		—			2			—
Credit default swaps			—				12			—			—			—			—		(5	)		—		—			7			12
Equity index options			39				(59	)		—			55			—			—		(10	)		—		—			25			(42	)
Other foreign currency contracts			9				(11	)		—			3			—			—		(1	)		—		—			—			(11	)
Total derivative assets			53				(58	)		—			58			—			—		(19	)		—		—			34			(41	)
Total other invested assets			317				(45	)		—			82			(72	)		—		(144	)		4		(32	)		110			(26	)
Restricted other invested assets related to securitization entities (2)			176				18			—			100			(100	)		—		—			—		—			194			13
Other assets (3)			—				(7	)		—			—			—			16		—			—		—			9			(7	)
Reinsurance recoverable (4)			16				(9	)		—			—			—			3		—			—		—			10			(9	)
Total Level 3 assets		$	4,830			$	(38	)	$	272		$	978		$	(395	)	$	19	$	(672	)	$	1,908	$	(740	)	$	6,162		$	(19	)
(1)	The transfers into and out of Level 3 were primarily related to private fixed rate U.S. corporate and private fixed rate corporate—non-U.S. securities and resulted from a change in the observability of the additional premium to the public bond spread to adjust for the liquidity and other features of our private placements and resulted in unobservable inputs having a significant impact on certain valuations for transfers in or no longer having significant impact on certain valuations for transfers out. During the second quarter of 2012, we began classifying private securities without an external rating as Level 3, which resulted in a significant number of securities being transferred into Level 3. The transfers into Level 3 for structured securities primarily related to securities that were recently purchased and initially classified as Level 2 based on market data that existed at the time of purchase and subsequent valuation included significant unobservable inputs.
(2)	See note 18 for additional information related to consolidated securitization entities.
(3)	Represents contingent receivables associated with recent business dispositions.
(4)	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
Gains and Losses Included in Net Income (Loss) from Assets and Liabilities Recorded at Fair Value	The following table presents the gains and losses included in net income (loss) from assets measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the years ended December 31:
	(Amounts in millions)		2014				2013			2012
	Total realized and unrealized gains (losses) included in net income (loss):
	Net investment income		$	43			$	35		$	32
	Net investment gains (losses)			(10	)			(62	)		(70	)
	Total		$	33			$	(27	)	$	(38	)
	Total gains (losses) included in net income (loss) attributable to assets still held:
	Net investment income		$	19			$	33		$	25
	Net investment gains (losses)			(3	)			(67	)		(44	)
	Total		$	16			$	(34	)	$	(19	)
	The following table presents the gains and losses included in net (income) loss from liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value and the related income statement line item in which these gains and losses were presented for the years ended December 31:
	(Amounts in millions)		2014				2013			2012
	Total realized and unrealized (gains) losses included in net (income) loss:
	Net investment income		$	—			$	—		$	—
	Net investment (gains) losses			177				(339	)		(283	)
	Total		$	177			$	(339	)	$	(283	)
	Total (gains) losses included in net (income) loss attributable to liabilities still held:
	Net investment income		$	—			$	—		$	—
	Net investment (gains) losses			178				(337	)		(276	)
	Total		$	178			$	(337	)	$	(276	)
Liabilities Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value	The following tables present additional information about liabilities measured at fair value on a recurring basis and for which we have utilized significant unobservable (Level 3) inputs to determine fair value as of or for the dates indicated:
	(Amounts in millions)		Beginning				Total realized and						Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total (gains)
			balance				unrealized (gains)																	into		out of			balance			losses
			as of				losses																	Level 3		Level 3			as of			included in
			January 1,																										December 31,			net (income)
			2014																										2014			loss
																																attributable
																																to liabilities
							Included			Included																						still held
							in net			in OCI
							(income)
							loss
	Policyholder account balances:
	GMWB embedded derivatives (1)		$	96			$	158		$	—		$	—		$	—		$	37	$	—		$	—	$	—		$	291		$	160
	Fixed index annuity embedded derivatives			143				27			—			—			—			108		(2	)		—		—			276			27
	Indexed universal life embedded derivatives			—				1			—			—			—			6		—			—		—			7			1
	Total policyholder account balances			239				186			—			—			—			151		(2	)		—		—			574			188
	Derivative liabilities:
	Credit default swaps related to securitization entities (2)			32				(19	)		—			4			—			—		—			—		—			17			(19	)
	Other foreign currency contracts			1				1			—			—			(2	)		—		—			—		—			—			—
	Total derivative liabilities			33				(18	)		—			4			(2	)		—		—			—		—			17			(19	)
	Borrowings related to securitization entities (2)			75				9			—			—			—			1		—			—		—			85			9
	Total Level 3 liabilities		$	347			$	177		$	—		$	4		$	(2	)	$	152	$	(2	)	$	—	$	—		$	676		$	178
	(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
	(2)	See note 18 for additional information related to consolidated securitization entities.
	(Amounts in millions)		Beginning										Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total
			balance				Total realized and																	into		out of			balance			(gains)
			as of				unrealized (gains)																	Level 3		Level 3			as of			losses
			January 1,				losses																						December 31,			included in
			2013																										2013			net
																																(income)
																																loss
																																attributable
																																to liabilities
							Included			Included																						still held
							in net			in OCI
							(income)
							loss
	Policyholder account balances:
	GMWB embedded derivatives (1)		$	350			$	(291	)	$	—		$	—		$	—		$	37	$	—		$	—	$	—		$	96		$	(289	)
	Fixed index annuity embedded derivatives			27				18			—			—			—			98		—			—		—			143			18
	Total policyholder account balances			377				(273	)		—			—			—			135		—			—		—			239			(271	)
	Derivative liabilities:
	Credit default swaps			1				(1	)		—			—			—			—		—			—		—			—			(1	)
	Credit default swaps related to securitization entities (2)			104				(77	)		—			5			—			—		—			—		—			32			(77	)
	Equity index options			—				1			—			—			—			—		(1	)		—		—			—			1
	Other foreign currency contracts			—				(2	)		—			3			—			—		—			—		—			1			(2	)
	Total derivative liabilities			105				(79	)		—			8			—			—		(1	)		—		—			33			(79	)
	Borrowings related to securitization entities (2)			62				13			—			—			—			—		—			—		—			75			13
	Total Level 3 liabilities		$	544			$	(339	)	$	—		$	8		$	—		$	135	$	(1	)	$	—	$	—		$	347		$	(337	)
	(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
	(2)	See note 18 for additional information related to consolidated securitization entities.
	(Amounts in millions)		Beginning										Purchases			Sales			Issuances		Settlements			Transfer		Transfer			Ending			Total
			balance																					into		out of			balance as of			(gains)
			as of																					Level 3		Level 3			December 31,			losses
			January 1,																										2012			included in
			2012																													net
																																(income)
							Total realized																									loss
							and unrealized																									attributable
							(gains) losses																									to liabilities
							Included			Included																						still held
							in net			in OCI
							(income)
			loss
Policyholder account balances:
GMWB embedded derivatives (1)		$	492			$	(179	)	$	—		$	—		$	—		$	37	$	—		$	—	$	—		$	350		$	(175	)
Fixed index annuity embedded derivatives			4				1			—			—			—			22		—			—		—			27			1
Total policyholder account balances			496				(178	)		—			—			—			59		—			—		—			377			(174	)
Derivative liabilities:
Credit default swaps			57				(43	)		—			2			—			—		(15	)		—		—			1			(40	)
Credit default swaps related to securitization entities (2)			177				(76	)		—			3			—			—		—			—		—			104			(76	)
Total derivative liabilities			234				(119	)		—			5			—			—		(15	)		—		—			105			(116	)
Borrowings related to securitization entities (2)			48				14			—			—			—			—		—			—		—			62			14
Total Level 3 liabilities		$	778			$	(283	)	$	—		$	5		$	—		$	59	$	(15	)	$	—	$	—		$	544		$	(276	)
(1)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
(2)	See note 18 for additional information related to consolidated securitization entities.
Fair Value Inputs, Assets and Liabilities, Quantitative Information	The following table presents a summary of the significant unobservable inputs used for certain fair value measurements that are based on internal models and classified as Level 3 as of December 31, 2014:
	(Amounts in millions)		Valuation technique		Fair value				Unobservable input	Range
										(weighted-average)
	Assets
	Fixed maturity securities:
	U.S. corporate		Internal models		$	2,234			Credit spreads	76bps -463bps (197bps)
	Corporate—non-U.S.		Internal models			1,588			Credit spreads	81bps - 808bps (178bps)
	Derivative assets:
	Credit default swaps (1)		Discounted cash flows			3			Credit spreads	—bps - 25bps (7bps)
	Equity index options		Discounted cash flows			17			Equity index volatility	14% - 23% (20%)
	Liabilities
	Policyholder account balances:
									Withdrawal utilization rate	—  % - 98%
									Lapse rate	—  % - 15%
									Non-performance risk (credit spreads)	40bps - 85bps (70bps)
	GMWB embedded derivatives (2)		Stochastic cash flow model			291			Equity index volatility	17% - 24% (21%)
	Fixed index annuity embedded derivatives		Option budget method			276			Expected future	—  % - 3% (2%)
									interest credited
	Indexed universal life embedded derivatives		Option budget method			7			Expected future	3% - 9% (6%)
									interest credited
	(1)	Unobservable input valuation based on the current market credit default swap premium.
	(2)	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Variable_Interest_and_Securiti1

Variable Interest and Securitization Entities (Tables)	12 Months Ended
	Dec. 31, 2014
Schedule of Securitized Assets	The following table summarizes the total securitized assets as of December 31:
	(Amounts in millions)		2014			2013
	Receivables secured by:
	Other assets		$	142		$	147
	Total securitized assets not required to be consolidated			142			147
	Total securitized assets required to be consolidated			300			314
	Total securitized assets		$	442		$	461
Schedule of Variable Interest Entities	The following table shows the assets and liabilities that were recorded for the consolidated securitization entities as of December 31:
	(Amounts in millions)		2014			2013
	Assets
	Investments:
	Restricted commercial mortgage loans		$	201		$	233
	Restricted other invested assets:
	Trading securities			411			391
	Total restricted other invested assets			411			391
	Total investments			612			624
	Cash and cash equivalents			1			1
	Accrued investment income			1			1
	Total assets		$	614		$	626
	Liabilities
	Other liabilities:
	Derivative liabilities		$	43		$	48
	Other liabilities			2			2
	Total other liabilities			45			50
	Borrowings related to securitization entities			219			242
	Total liabilities		$	264		$	292
Schedule of Income Statement Activity Related to Variable Interest Entities	The following table shows the activity presented in our consolidated statement of income related to the consolidated securitization entities for the years ended December 31:
	(Amounts in millions)		2014			2013			2012
	Revenues:
	Net investment income:
	Restricted commercial mortgage loans		$	14		$	23		$	29
	Restricted other invested assets			5			4			4
	Total net investment income			19			27			33
	Net investment gains (losses):
	Trading securities			15			(4	)		23
	Derivatives			10			86			72
	Borrowings related to securitization entities recorded at fair value			(9	)		(13	)		(14	)
	Total net investment gains (losses)			16			69			81
	Other income			—			—			1
	Total revenues			35			96			115
	Expenses:
	Interest expense			10			16			21
	Acquisition and operating expenses			—			—			1
	Total expenses			10			16			22
	Income before income taxes			25			80			93
	Provision for income taxes			9			27			33
	Net income		$	16		$	53		$	60
Borrowings Related to Consolidated Securitization Entities	Borrowings related to securitization entities were as follows as of December 31:
			2014						2013
	(Amounts in millions)		Principal			Carrying			Principal			Carrying
			amount			value			amount			value
	GFCM LLC, due 2035, 5.2541%		$	21		$	21		$	54		$	54
	GFCM LLC, due 2035, 5.7426%			113			113			113			113
	Marvel Finance 2007-4 LLC, due 2017 (1), (2)			12			12			12			12
	Genworth Special Purpose Five, LLC, due 2040 (1), (2)			NA	(3)		73			NA	(3)		63
	Total		$	146		$	219		$	179		$	242
	(1)	Accrual of interest based on three-month LIBOR that resets every three months plus a fixed margin.
	(2)	Carrying value represents fair value as a result of electing fair value option for these liabilities.
	(3)	Principal amount not applicable. Notional balance was $115 million as of December 31, 2014 and 2013.

Insurance_Subsidiary_Financial1

Insurance Subsidiary Financial Information and Regulatory Matters (Tables)	12 Months Ended
	Dec. 31, 2014
Schedule of Combined Statutory Net Income (Loss)	The tables below include the combined statutory net income (loss) and statutory capital and surplus for our U.S. domiciled insurance subsidiaries:
		Years ended December 31,
	(Amounts in millions)	2014			2013			2012
	Combined statutory net income (loss):
	Life insurance subsidiaries, excluding captive life reinsurance subsidiaries	$	(179	)	$	359		$	378
	Mortgage insurance subsidiaries		198			85			(137	)
	Combined statutory net income (loss), excluding captive reinsurance subsidiaries		19			444			241
	Captive life insurance subsidiaries		(281	)		(102	)		(478	)
	Combined statutory net income (loss)	$	(262	)	$	342		$	(237	)
Schedule of Combined Statutory Capital and Surplus		As of December 31,
	(Amounts in millions)	2014			2013
	Combined statutory capital and surplus:
	Life insurance subsidiaries, excluding captive life reinsurance subsidiaries	$	2,560		$	2,777
	Mortgage insurance subsidiaries		1,792			1,226
	Combined statutory capital and surplus	$	4,352		$	4,003

Segment_Information_Tables

Segment Information (Tables)	12 Months Ended
	Dec. 31, 2014
Summary of Segments and Corporate and Other Activities	The following is a summary of our segments and Corporate and Other activities as of or for the years ended December 31:
	2014	U.S. Life			International			U.S.			International			Runoff			Corporate			Total
		Insurance			Mortgage			Mortgage			Protection						and Other
					Insurance			Insurance
	(Amounts in millions)
	Premiums	$	3,169		$	950		$	578		$	731		$	3		$	—		$	5,431
	Net investment income		2,665			303			59			101			129			(15	)		3,242
	Net investment gains (losses)		41			1			—			—			(66	)		4			(20	)
	Insurance and investment product fees and other		712			(14	)		2			5			209			(2	)		912
	Total revenues		6,587			1,240			639			837			275			(13	)		9,565
	Benefits and other changes in policy reserves		5,820			204			357			202			37			—			6,620
	Interest credited		618			—			—			—			119			—			737
	Acquisition and operating expenses, net of deferrals		658			223			140			462			84			18			1,585
	Amortization of deferred acquisition costs and intangibles		345			59			7			118			39			3			571
	Goodwill impairment		849			—			—			—			—			—			849
	Interest expense		87			31			—			46			1			314			479
	Total benefits and expenses		8,377			517			504			828			280			335			10,841
	Income (loss) from continuing operations before income taxes		(1,790	)		723			135			9			(5	)		(348	)		(1,276	)
	Provision (benefit) for income taxes		(385	)		358			44			(107	)		(19	)		(119	)		(228	)
	Income (loss) from continuing operations		(1,405	)		365			91			116			14			(229	)		(1,048	)
	Income (loss) from discontinued operations, net of taxes		—			—			—			—			—			—			—
	Net income (loss)		(1,405	)		365			91			116			14			(229	)		(1,048	)
	Less: net income attributable to noncontrolling interests		—			196			—			—			—			—			196
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(1,405	)	$	169		$	91		$	116		$	14		$	(229	)	$	(1,244	)
	Total assets	$	82,906		$	8,815		$	2,324		$	1,833		$	12,971		$	2,509		$	111,358
					International			U.S.
	2013	U.S. Life			Mortgage			Mortgage			International			Runoff			Corporate			Total
		Insurance			Insurance			Insurance			Protection						and Other
	(Amounts in millions)
	Premiums	$	2,957		$	996		$	554		$	636		$	5		$	—		$	5,148
	Net investment income		2,621			333			60			119			139			(1	)		3,271
	Net investment gains (losses)		(3	)		32			—			27			(58	)		(35	)		(37	)
	Insurance and investment product fees and other		755			—			2			4			216			44			1,021
	Total revenues		6,330			1,361			616			786			302			8			9,403
	Benefits and other changes in policy reserves		3,975			317			412			159			32			—			4,895
	Interest credited		619			—			—			—			119			—			738
	Acquisition and operating expenses, net of deferrals		658			241			144			433			81			102			1,659
	Amortization of deferred acquisition costs and intangibles		384			60			6			106			6			7			569
	Interest expense		97			33			—			42			2			318			492
	Total benefits and expenses		5,733			651			562			740			240			427			8,353
	Income (loss) from continuing operations before income taxes		597			710			54			46			62			(419	)		1,050
	Provision (benefit) for income taxes		213			184			17			7			13			(110	)		324
	Income (loss) from continuing operations		384			526			37			39			49			(309	)		726
	Loss from discontinued operations, net of taxes		—			—			—			—			—			(12	)		(12	)
	Net income (loss)		384			526			37			39			49			(321	)		714
	Less: net income attributable to noncontrolling interests		—			154			—			—			—			—			154
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	384		$	372		$	37		$	39		$	49		$	(321	)	$	560
	Total assets	$	77,261		$	9,194		$	2,361		$	2,061		$	14,062		$	3,106		$	108,045
					International			U.S.
	2012	U.S. Life			Mortgage			Mortgage			International			Runoff			Corporate			Total
		Insurance			Insurance			Insurance			Protection						and Other
	(Amounts in millions)
	Premiums	$	2,789		$	1,016		$	549		$	682		$	5		$	—		$	5,041
	Net investment income		2,594			375			68			131			145			30			3,343
	Net investment gains (losses)		(8	)		16			36			6			24			(47	)		27
	Insurance and investment product fees and other		875			1			23			3			207			120			1,229
	Total revenues		6,250			1,408			676			822			381			103			9,640
	Benefits and other changes in policy reserves		3,950			516			725			150			37			—			5,378
	Interest credited		643			—			—			—			132			—			775
	Acquisition and operating expenses, net of deferrals		677			55			143			483			79			157			1,594
	Amortization of deferred acquisition costs and intangibles		477			64			5			113			51			12			722
	Goodwill impairment		—			—			—			89			—			—			89
	Interest expense		86			36			—			45			1			308			476
	Total benefits and expenses		5,833			671			873			880			300			477			9,034
Income (loss) from continuing operations before income taxes		417			737			(197	)		(58	)		81			(374	)		606
Provision (benefit) for income taxes		143			188			(83	)		1			23			(134	)		138
Income (loss) from continuing operations		274			549			(114	)		(59	)		58			(240	)		468
Income from discontinued operations, net of taxes		—			—			—			—			—			57			57
Net income (loss)		274			549			(114	)		(59	)		58			(183	)		525
Less: net income attributable to noncontrolling interests		—			200			—			—			—			—			200
Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	274		$	349		$	(114	)	$	(59	)	$	58		$	(183	)	$	325
Summary of Revenues of Major Product Groups for Segments and Corporate and Other Activities	The following is a summary of revenues of major product groups for our segments and Corporate and Other activities for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	Revenues:
	U.S. Life Insurance segment:
	Long-term care insurance	$	3,523		$	3,316		$	3,207
	Life insurance		1,981			1,982			1,926
	Fixed annuities		1,083			1,032			1,117
	U.S. Life Insurance segment’s revenues		6,587			6,330			6,250
	International Mortgage Insurance segment:
	Canada		669			760			786
	Australia		537			555			567
	Other Countries		34			46			55
	International Mortgage Insurance segment’s revenues		1,240			1,361			1,408
	U.S. Mortgage Insurance segment’s revenues		639			616			676
	International Protection segment’s revenues		837			786			822
	Runoff segment’s revenues		275			302			381
	Corporate and Other’s revenues		(13	)		8			103
	Total revenues	$	9,565		$	9,403		$	9,640
Summary of Net Operating Income (Loss) Available to Company's Common Stockholders for Segments and Corporate and Other Activities	The following is a summary of net operating income (loss) for our segments and Corporate and Other activities for the years ended December 31:
	(Amounts in millions)	2014			2013			2012
	U.S. Life Insurance segment:
	Long-term care insurance	$	(815	)	$	129		$	101
	Life insurance		74			173			151
	Fixed annuities		100			92			82
	U.S. Life Insurance segment’s net operating income (loss)		(641	)		394			334
	International Mortgage Insurance segment:
	Canada		170			170			234
	Australia		200			228			142
	Other Countries		(25	)		(37	)		(34	)
	International Mortgage Insurance segment’s net operating income		345			361			342
	U.S. Mortgage Insurance segment’s net operating income (loss)		91			37			(138	)
	International Protection segment’s net operating income		8			24			24
	Runoff segment’s net operating income		48			66			46
	Corporate and Other’s net operating loss		(232	)		(266	)		(205	)
	Net operating income (loss)		(381	)		616			403
	Net investment gains (losses), net		(4	)		(11	)		(1	)
	Goodwill impairment, net		(791	)		—			(86	)
	Gains (losses) on early extinguishment of debt, net		(2	)		(20	)		(1	)
	Gains (losses) from life block transactions, net		—			—			(47	)
	Tax impact from potential business portfolio changes		(66	)		—			—
	Expenses related to restructuring, net		—			(13	)		—
	Income (loss) from discontinued operations, net of taxes		—			(12	)		57
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders		(1,244	)		560			325
	Add: net income attributable to noncontrolling interests		196			154			200
	Net income (loss)	$	(1,048	)	$	714		$	525
Schedule of Revenue, Net Income and Assets by Geographic Location	The following is a summary of geographic region activity as of or for the years ended December 31:
	2014
	(Amounts in millions)	United States			Canada			Australia			Other			Total
											Countries
	Total revenues	$	7,488		$	669		$	537		$	871		$	9,565
	Income (loss) from continuing operations	$	(1,529	)	$	307		$	83		$	91		$	(1,048	)
	Net income (loss)	$	(1,529	)	$	307		$	83		$	91		$	(1,048	)
	Total assets	$	100,710		$	4,922		$	3,495		$	2,231		$	111,358
	2013
	(Amounts in millions)	United States			Canada			Australia			Other			Total
											Countries
	Total revenues	$	7,256		$	760		$	555		$	832		$	9,403
	Income from continuing operations	$	161		$	336		$	227		$	2		$	726
	Net income	$	149		$	336		$	227		$	2		$	714
	Total assets	$	96,790		$	5,313		$	3,419		$	2,523		$	108,045
	2012
	(Amounts in millions)	United States			Canada			Australia			Other			Total
											Countries
	Total revenues	$	7,410		$	786		$	567		$	877		$	9,640
	Income (loss) from continuing operations	$	(22	)	$	439		$	140		$	(89	)	$	468
	Net income (loss)	$	35		$	439		$	140		$	(89	)	$	525

Quarterly_Results_of_Operation1

Quarterly Results of Operations (unaudited) (Tables)	12 Months Ended
	Dec. 31, 2014
Quarterly Results of Operations	Our unaudited quarterly results of operations for the year ended December 31, 2014 are summarized in the table below.
			Three months ended
	(Amounts in millions, except per share amounts)		March 31,			June 30,		September 30,			December 31,
			2014			2014		2014			2014
	Total revenues		$	2,322		$	2,415	$	2,404		$	2,424
	Total benefits and expenses (1)		$	2,016		$	2,102	$	3,376		$	3,347
	Income (loss) from continuing operations (2)		$	219		$	228	$	(787	)	$	(708	)
	Net income (loss) (2)		$	219		$	228	$	(787	)	$	(708	)
	Net income attributable to noncontrolling interests		$	35		$	52	$	57		$	52
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders (2)		$	184		$	176	$	(844	)	$	(760	)
	Income (loss) from continuing operations available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Diluted		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Diluted		$	0.37		$	0.35	$	(1.70	)	$	(1.53	)
	Weighted-average common shares outstanding:
	Basic			495.8			496.6		496.6			496.7
	Diluted (3)			502.7			503.6		496.6			496.7
	(1)	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional expenses of $735 million. During the fourth quarter of 2014, we also recorded goodwill impairments of $299 million in our U.S. Life Insurance segment. In the fourth quarter of 2014, we recorded a correction of $49 million in our life insurance business related to reserves on a reinsurance transaction. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $67 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $43 million favorable refinement of assumptions for claim termination rates.
	(2)	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.
	(3)	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the three months ended September 30, 2014 and December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the three months ended September 30, 2014 and December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.4 million and 3.2 million, respectively, would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.’s common stockholders and net loss available to Genworth Financial, Inc.’s common stockholders for the three months ended September 30, 2014 and December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million and 499.9 million, respectively.
	Our unaudited quarterly results of operations for the year ended December 31, 2013 are summarized in the table below.
			Three months ended
	(Amounts in millions, except per share amounts)		March 31,			June 30,		September 30,			December 31,
			2013			2013		2013			2013
	Total revenues		$	2,303		$	2,371	$	2,317		$	2,412
	Total benefits and expenses		$	2,066		$	2,124	$	2,066		$	2,097
	Income from continuing operations		$	161		$	174	$	146		$	245
	Income (loss) from discontinued operations, net of taxes		$	(20	)	$	6	$	2		$	—
	Net income		$	141		$	180	$	148		$	245
	Net income attributable to noncontrolling interests		$	38		$	39	$	40		$	37
	Net income available to Genworth Financial, Inc.’s common stockholders		$	103		$	141	$	108		$	208
	Income from continuing operations available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.25		$	0.27	$	0.21		$	0.42
	Diluted		$	0.25		$	0.27	$	0.21		$	0.42
	Net income available to Genworth Financial, Inc.’s common stockholders per common share:
	Basic		$	0.21		$	0.29	$	0.22		$	0.42
	Diluted		$	0.21		$	0.28	$	0.22		$	0.41
	Weighted-average common shares outstanding:
	Basic			492.5			493.4		494			494.7
	Diluted			496.8			497.5		499.3			501.2

Changes_In_Accumulated_Other_C1

Changes In Accumulated Other Comprehensive Income (Loss) (Tables)	12 Months Ended
	Dec. 31, 2014
Component of Changes in Accumulated Other Comprehensive Income (Loss), Net of Taxes	The following tables show the changes in accumulated other comprehensive income (loss), net of taxes, by component as of and for the periods indicated:
	(Amounts in millions)		Net			Derivatives			Foreign			Total
			unrealized			qualifying as			currency
			investment			hedges (2)			translation
			gains						and other
			(losses) (1)						adjustments
	Balances as of January 1, 2014		$	926		$	1,319		$	297		$	2,542
	OCI before reclassifications			1,595			788			(537	)		1,846
	Amounts reclassified from (to) OCI			(12	)		(37	)		—			(49	)
	Current period OCI			1,583			751			(537	)		1,797
	Balances as of December 31, 2014 before noncontrolling interests			2,509			2,070			(240	)		4,339
	Less: change in OCI attributable to noncontrolling interests			56			—			(163	)		(107	)
	Balances as of December 31, 2014		$	2,453		$	2,070		$	(77	)	$	4,446
	(1)	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
	(Amounts in millions)		Net			Derivatives			Foreign			Total
			unrealized			qualifying as			currency
			investment			hedges  (2)			translation
			gains						and other
			(losses) (1)						adjustments
	Balances as of January 1, 2013		$	2,638		$	1,909		$	655		$	5,202
	OCI before reclassifications			(1,772	)		(561	)		(442	)		(2,775	)
	Amounts reclassified from (to) OCI			21			(29	)		—			(8	)
	Current period OCI			(1,751	)		(590	)		(442	)		(2,783	)
	Balances as of December 31, 2013 before noncontrolling interests			887			1,319			213			2,419
	Less: change in OCI attributable to noncontrolling interests			(39	)		—			(84	)		(123	)
	Balances as of December 31, 2013		$	926		$	1,319		$	297		$	2,542
	(1)	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
	(Amounts in millions)		Net			Derivatives			Foreign			Total
			unrealized			qualifying as			currency
			investment			hedges (2)			translation
			gains						and other
			(losses) (1)						adjustments
	Balances as of January 1, 2012		$	1,485		$	2,009		$	553		$	4,047
	OCI before reclassifications			1,106			(77	)		126			1,155
	Amounts reclassified from (to) OCI			50			(23	)		—			27
	Current period OCI			1,156			(100	)		126			1,182
	Balances as of December 31, 2012 before noncontrolling interests			2,641			1,909			679			5,229
	Less: change in OCI attributable to noncontrolling interests			3			—			24			27
	Balances as of December 31, 2012		$	2,638		$	1,909		$	655		$	5,202
	(1)	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
	(2)	See note 5 for additional information.
Reclassifications out of Accumulated Other Comprehensive Income (Loss) net of Taxes	The following table shows reclassifications out of accumulated other comprehensive income (loss), net of taxes, for the periods presented:
			Amount reclassified from accumulated									Affected line item in the
			other comprehensive income (loss)									consolidated statements
			Years ended December 31,									of income
	(Amounts in millions)		2014			2013			2012
	Net unrealized investment (gains) losses:
	Unrealized (gains) losses on investments (1)		$	(19	)	$	33		$	77		Net investment (gains) losses
	Provision for income taxes			7			(12	)		(27	)	Provision for income taxes
	Total		$	(12	)	$	21		$	50
	Derivatives qualifying as hedges:
	Interest rate swaps hedging assets		$	(63	)	$	(47	)	$	(40	)	Net investment income
	Interest rate swaps hedging assets			(2	)		(1	)		(2	)	Net investment (gains) losses
	Interest rate swaps hedging liabilities			(1	)		(2	)		(2	)	Interest expense
	Inflation indexed swaps			9			5			9		Net investment income
	Provision for income taxes			20			16			12		Provision for income taxes
	Total		$	(37	)	$	(29	)	$	(23	)
	(1)	Amounts exclude adjustments to DAC, PVFP, sales inducements and benefit reserves.

Noncontrolling_Interests_Table

Noncontrolling Interests (Tables)	12 Months Ended
	Dec. 31, 2014
Changes in Ownership Interests and the Effect on Stockholders' Equity	A summary of the changes in ownership interests and the effect on stockholders’ equity as a result of the initial public offering of Genworth Australia was as follows for the year ended December 31:
	(Amounts in millions)	2014
	Net loss available to Genworth Financial, Inc.’s common stockholders	$	(1,244	)
	Transfers to the noncontrolling interests:
	Decrease in Genworth Financial, Inc.’s additional paid-in capital for initial sale of Genworth Australia shares to noncontrolling interests		(145	)
	Net transfers to noncontrolling interests		(145	)
	Change from net loss available to Genworth Financial, Inc.’s common stockholders and transfers to noncontrolling interests	$	(1,389	)

Discontinued_Operations_Tables

Discontinued Operations (Tables)	12 Months Ended
	Dec. 31, 2014
Summary of Operating Results of Discontinued Operations	Summary operating results of discontinued operations were as follows for the years ended December 31:
	(Amounts in millions)	2013			2012
	Revenues	$	211		$	387
	Income (loss) before income taxes	$	(5	)	$	110
	Provision for income taxes		7			53
	Income (loss) from discontinued operations, net of taxes	$	(12	)	$	57

Condensed_Consolidating_Financ1

Condensed Consolidating Financial Information (Tables)	12 Months Ended
	Dec. 31, 2014
Condensed Consolidating Balance Sheet	The following table presents the condensed consolidating balance sheet information as of December 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	150		$	62,497		$	(200	)	$	62,447
	Equity securities available-for-sale, at fair value		—			—			282			—			282
	Commercial mortgage loans		—			—			6,100			—			6,100
	Restricted commercial mortgage loans related to securitization entities		—			—			201			—			201
	Policy loans		—			—			1,501			—			1,501
	Other invested assets		—			14			2,287			(5	)		2,296
	Restricted other invested assets related to securitization entities, at fair value		—			—			411			—			411
	Investments in subsidiaries		14,895			15,003			—			(29,898	)		—
	Total investments		14,895			15,167			73,279			(30,103	)		73,238
	Cash and cash equivalents		—			953			3,965			—			4,918
	Accrued investment income		—			—			689			(4	)		685
	Deferred acquisition costs		—			—			5,042			—			5,042
	Intangible assets		—			—			272			—			272
	Goodwill		—			—			16			—			16
	Reinsurance recoverable		—			—			17,346			—			17,346
	Other assets		2			207			425			(1	)		633
	Intercompany notes receivable		9			267			395			(671	)		—
	Separate account assets		—			—			9,208			—			9,208
	Total assets	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
	Liabilities and stockholders’ equity
	Liabilities:
	Future policy benefits	$	—		$	—		$	35,915		$	—		$	35,915
	Policyholder account balances		—			—			26,043			—			26,043
	Liability for policy and contract claims		—			—			8,043			—			8,043
	Unearned premiums		—			—			3,986			—			3,986
	Other liabilities		3			251			3,361			(11	)		3,604
	Intercompany notes payable		—			604			267			(871	)		—
	Borrowings related to securitization entities		—			—			219			—			219
	Non-recourse funding obligations		—			—			1,996			—			1,996
	Long-term borrowings		—			4,151			488			—			4,639
	Deferred tax liability		(20	)		(970	)		1,898			—			908
	Separate account liabilities		—			—			9,208			—			9,208
	Total liabilities		(17	)		4,036			91,424			(882	)		94,561
	Stockholders’ equity:
	Common stock		1			—			—			—			1
	Additional paid-in capital		11,997			9,162			17,080			(26,242	)		11,997
	Accumulated other comprehensive income (loss)		4,446			4,449			4,459			(8,908	)		4,446
	Retained earnings		1,179			(1,053	)		(4,205	)		5,258			1,179
	Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
	Total Genworth Financial, Inc.’s stockholders’ equity		14,923			12,558			17,334			(29,892	)		14,923
	Noncontrolling interests		—			—			1,879			(5	)		1,874
	Total stockholders’ equity		14,923			12,558			19,213			(29,897	)		16,797
	Total liabilities and stockholders’ equity	$	14,906		$	16,594		$	110,637		$	(30,779	)	$	111,358
	The following table presents the condensed consolidating balance sheet information as of December 31, 2013:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Assets
	Investments:
	Fixed maturity securities available-for-sale, at fair value	$	—		$	150		$	58,679		$	(200	)	$	58,629
	Equity securities available-for-sale, at fair value		—			—			341			—			341
	Commercial mortgage loans		—			—			5,899			—			5,899
	Restricted commercial mortgage loans related to securitization entities		—			—			233			—			233
	Policy loans		—			—			1,434			—			1,434
	Other invested assets		—			91			1,595			—			1,686
	Restricted other invested assets related to securitization entities, at fair value		—			—			391			—			391
	Investments in subsidiaries		14,358			14,929			—			(29,287	)		—
	Total investments		14,358			15,170			68,572			(29,487	)		68,613
	Cash and cash equivalents		—			1,219			2,995			—			4,214
	Accrued investment income		—			—			682			(4	)		678
Deferred acquisition costs		—			—			5,278			—			5,278
Intangible assets		—			—			399			—			399
Goodwill		—			—			867			—			867
Reinsurance recoverable		—			—			17,219			—			17,219
Other assets		(2	)		276			367			(2	)		639
Intercompany notes receivable		8			248			393			(649	)		—
Separate account assets		—			—			10,138			—			10,138
Total assets	$	14,364		$	16,913		$	106,910		$	(30,142	)	$	108,045
Liabilities and stockholders’ equity
Liabilities:
Future policy benefits	$	—		$	—		$	33,705		$	—		$	33,705
Policyholder account balances		—			—			25,528			—			25,528
Liability for policy and contract claims		—			—			7,204			—			7,204
Unearned premiums		—			—			4,107			—			4,107
Other liabilities		(3	)		365			3,739			(5	)		4,096
Intercompany notes payable		—			601			248			(849	)		—
Borrowings related to securitization entities		—			—			242			—			242
Non-recourse funding obligations		—			—			2,038			—			2,038
Long-term borrowings		—			4,636			525			—			5,161
Deferred tax liability		(26	)		(796	)		1,028			—			206
Separate account liabilities		—			—			10,138			—			10,138
Total liabilities		(29	)		4,806			88,502			(854	)		92,425
Stockholders’ equity:
Common stock		1			—			—			—			1
Additional paid-in capital		12,127			9,297			17,215			(26,512	)		12,127
Accumulated other comprehensive income (loss)		2,542			2,507			2,512			(5,019	)		2,542
Retained earnings		2,423			303			(2,551	)		2,248			2,423
Treasury stock, at cost		(2,700	)		—			—			—			(2,700	)
Total Genworth Financial, Inc.’s stockholders’ equity		14,393			12,107			17,176			(29,283	)		14,393
Noncontrolling interests		—			—			1,232			(5	)		1,227
Total stockholders’ equity		14,393			12,107			18,408			(29,288	)		15,620
Total liabilities and stockholders’ equity	$	14,364		$	16,913		$	106,910		$	(30,142	)	$	108,045
Condensed Consolidating Income Statement	The following table presents the condensed consolidating income statement information for the year ended December 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Revenues:
	Premiums	$	—		$	—		$	5,431		$	—		$	5,431
	Net investment income		(2	)		—			3,259			(15	)		3,242
	Net investment gains (losses)		—			4			(24	)		—			(20	)
	Insurance and investment product fees and other		—			(4	)		917			(1	)		912
	Total revenues		(2	)		—			9,583			(16	)		9,565
	Benefits and expenses:
	Benefits and other changes in policy reserves		—			—			6,620			—			6,620
	Interest credited		—			—			737			—			737
	Acquisition and operating expenses, net of deferrals		21			—			1,564			—			1,585
	Amortization of deferred acquisition costs and intangibles		—			—			571			—			571
	Goodwill impairment		—			—			849			—			849
	Interest expense		—			321			174			(16	)		479
	Total benefits and expenses		21			321			10,515			(16	)		10,841
	Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries		(23	)		(321	)		(932	)		—			(1,276	)
	Provision (benefit) for income taxes		(8	)		(112	)		(104	)		(4	)		(228	)
	Equity in income (loss) of subsidiaries		(1,229	)		(1,147	)		—			2,376			—
	Income (loss) from continuing operations		(1,244	)		(1,356	)		(828	)		2,380			(1,048	)
	Income from discontinued operations, net of taxes		—			—			—			—			—
	Net income (loss)		(1,244	)		(1,356	)		(828	)		2,380			(1,048	)
	Less: net income attributable to noncontrolling interests		—			—			196			—			196
	Net income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(1,244	)	$	(1,356	)	$	(1,024	)	$	2,380		$	(1,244	)
	The following table presents the condensed consolidating income statement information for the year ended December 31, 2013:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Revenues:
	Premiums	$	—		$	—		$	5,148		$	—		$	5,148
	Net investment income		(1	)		1			3,286			(15	)		3,271
	Net investment gains (losses)		—			6			(43	)		—			(37	)
	Insurance and investment product fees and other		—			—			1,025			(4	)		1,021
	Total revenues		(1	)		7			9,416			(19	)		9,403
	Benefits and expenses:
	Benefits and other changes in policy reserves		—			—			4,895			—			4,895
	Interest credited		—			—			738			—			738
	Acquisition and operating expenses, net of deferrals		33			32			1,594			—			1,659
	Amortization of deferred acquisition costs and intangibles		—			—			569			—			569
	Interest expense		—			322			189			(19	)		492
	Total benefits and expenses		33			354			7,985			(19	)		8,353
	Income (loss) from continuing operations before income taxes and equity in income of subsidiaries		(34	)		(347	)		1,431			—			1,050
	Provision (benefit) for income taxes		13			(120	)		431			—			324
	Equity in income of subsidiaries		607			796			—			(1,403	)		—
	Income from continuing operations		560			569			1,000			(1,403	)		726
	Income (loss) from discontinued operations, net of taxes		—			(29	)		17			—			(12	)
	Net income		560			540			1,017			(1,403	)		714
	Less: net income attributable to noncontrolling interests		—			—			154			—			154
	Net income available to Genworth Financial, Inc.’s common stockholders	$	560		$	540		$	863		$	(1,403	)	$	560
	The following table presents the condensed consolidating income statement information for the year ended December 31, 2012:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Revenues:
	Premiums	$	—		$	—		$	5,041		$	—		$	5,041
	Net investment income		—			1			3,357			(15	)		3,343
	Net investment gains (losses)		—			(29	)		56			—			27
	Insurance and investment product fees and other		—			(1	)		1,234			(4	)		1,229
	Total revenues		—			(29	)		9,688			(19	)		9,640
	Benefits and expenses:
	Benefits and other changes in policy reserves		—			—			5,378			—			5,378
	Interest credited		—			—			775			—			775
	Acquisition and operating expenses, net of deferrals		7			8			1,579			—			1,594
	Amortization of deferred acquisition costs and intangibles		—			—			722			—			722
	Goodwill impairment		—			—			89			—			89
Interest expense		—			315			179			(18	)		476
Total benefits and expenses		7			323			8,722			(18	)		9,034
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries		(7	)		(352	)		966			(1	)		606
Provision (benefit) for income taxes		(3	)		(110	)		251			—			138
Equity in income (loss) of subsidiaries		329			636			(38	)		(927	)		—
Income from continuing operations		325			394			677			(928	)		468
Income from discontinued operations, net of taxes		—			—			57			—			57
Net income		325			394			734			(928	)		525
Less: net income attributable to noncontrolling interests		—			—			200			—			200
Net income available to Genworth Financial, Inc.’s common stockholders	$	325		$	394		$	534		$	(928	)	$	325
Condensed Consolidating Statement of Comprehensive Income	The following table presents the condensed consolidating comprehensive income statement information for the year ended December 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Net income (loss)	$	(1,244	)	$	(1,356	)	$	(828	)	$	2,380		$	(1,048	)
	Other comprehensive income (loss), net of taxes:
	Net unrealized gains (losses) on securities not other-than-temporarily impaired		1,539			1,510			1,573			(3,049	)		1,573
	Net unrealized gains (losses) on other-than-temporarily impaired securities		10			11			10			(21	)		10
	Derivatives qualifying as hedges		751			751			794			(1,545	)		751
	Foreign currency translation and other adjustments		(339	)		(273	)		(537	)		612			(537	)
	Total other comprehensive income (loss)		1,961			1,999			1,840			(4,003	)		1,797
	Total comprehensive income (loss)		717			643			1,012			(1,623	)		749
	Less: comprehensive income attributable to noncontrolling interests		—			—			32			—			32
	Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	717		$	643		$	980		$	(1,623	)	$	717
	The following table presents the condensed consolidating comprehensive income statement information for the year ended December 31, 2013:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Net income	$	560		$	540		$	1,017		$	(1,403	)	$	714
	Other comprehensive income (loss), net of taxes:
	Net unrealized gains (losses) on securities not other-than-temporarily impaired		(1,778	)		(1,733	)		(1,817	)		3,511			(1,817	)
	Net unrealized gains (losses) on other-than- temporarily impaired securities		66			65			66			(131	)		66
	Derivatives qualifying as hedges		(590	)		(590	)		(615	)		1,205			(590	)
	Foreign currency translation and other adjustments		(358	)		(335	)		(442	)		693			(442	)
	Total other comprehensive income (loss)		(2,660	)		(2,593	)		(2,808	)		5,278			(2,783	)
	Total comprehensive income (loss)		(2,100	)		(2,053	)		(1,791	)		3,875			(2,069	)
	Less: comprehensive income attributable to noncontrolling interests		—			—			31			—			31
	Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	(2,100	)	$	(2,053	)	$	(1,822	)	$	3,875		$	(2,100	)
	The following table presents the condensed consolidating comprehensive income statement information for the year ended December 31, 2012:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Net income	$	325		$	394		$	734		$	(928	)	$	525
	Other comprehensive income (loss), net of taxes:
	Net unrealized gains (losses) on securities not other-than-temporarily impaired		1,075			1,046			1,078			(2,121	)		1,078
	Net unrealized gains (losses) on other-than- temporarily impaired securities		78			78			78			(156	)		78
	Derivatives qualifying as hedges		(100	)		(100	)		(98	)		198			(100	)
	Foreign currency translation and other adjustments		102			81			126			(183	)		126
	Total other comprehensive income (loss)		1,155			1,105			1,184			(2,262	)		1,182
	Total comprehensive income (loss)		1,480			1,499			1,918			(3,190	)		1,707
	Less: comprehensive income attributable to noncontrolling interests		—			—			227			—			227
	Total comprehensive income (loss) available to Genworth Financial, Inc.’s common stockholders	$	1,480		$	1,499		$	1,691		$	(3,190	)	$	1,480
Condensed Consolidating Statement of Cash Flows	The following table presents the condensed consolidating cash flow statement information for the year ended December 31, 2014:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Cash flows from operating activities:
	Net income (loss)	$	(1,244	)	$	(1,356	)	$	(828	)	$	2,380		$	(1,048	)
	Adjustments to reconcile net income (loss) to net cash from operating activities:
	Equity in (income) loss from subsidiaries		1,229			1,147			—			(2,376	)		—
	Dividends from subsidiaries		—			630			(630	)		—			—
	Amortization of fixed maturity discounts and premiums and limited partnerships		—			—			(97	)		—			(97	)
	Net investment losses (gains)		—			(4	)		24			—			20
	Charges assessed to policyholders		—			—			(777	)		—			(777	)
	Acquisition costs deferred		—			—			(473	)		—			(473	)
	Amortization of deferred acquisition costs and intangibles		—			—			571			—			571
	Goodwill impairment		—			—			849			—			849
	Deferred income taxes		4			(146	)		(341	)		(4	)		(487	)
	Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			1			205			—			206
	Stock-based compensation expense		21			—			9			—			30
	Change in certain assets and liabilities:
	Accrued investment income and other assets		(4	)		(9	)		(117	)		1			(129	)
	Insurance reserves		—			—			3,212			—			3,212
	Current tax liabilities		(2	)		(77	)		(101	)		—			(180	)
	Other liabilities, policy and contract claims and other policy-related balances		11			91			645			(6	)		741
	Net cash from operating activities		15			277			2,151			(5	)		2,438
	Cash flows from investing activities:
	Proceeds from maturities and repayments of investments:
	Fixed maturity securities		—			150			5,214			—			5,364
	Commercial mortgage loans		—			—			765			—			765
	Restricted commercial mortgage loans related to securitization entities		—			—			32			—			32
	Proceeds from sales of investments:
	Fixed maturity and equity securities		—			—			2,490			—			2,490
	Purchases and originations of investments:
	Fixed maturity and equity securities		—			(150	)		(9,342	)		—			(9,492	)
	Commercial mortgage loans		—			—			(967	)		—			(967	)
	Other invested assets, net		—			—			(45	)		5			(40	)
	Policy loans, net		—			—			12			—			12
	Intercompany notes receivable		(1	)		(19	)		(2	)		22			—
	Capital contributions to subsidiaries		(12	)		—			12			—			—
	Net cash from investing activities		(13	)		(19	)		(1,831	)		27			(1,836	)
	Cash flows from financing activities:
	Deposits to universal life and investment contracts		—			—			2,993			—			2,993
	Withdrawals from universal life and investment contracts		—			—			(2,588	)		—			(2,588	)
	Redemption and repurchase of non-recourse funding obligations		—			—			(42	)		—			(42	)
	Proceeds from the issuance of long-term debt		—			—			144			—			144
	Repayment and repurchase of long-term debt		—			(485	)		(136	)		—			(621	)
	Repayment of borrowings related to securitization entities		—			—			(32	)		—			(32	)
	Proceeds from intercompany notes payable		—			3			19			(22	)		—
	Repurchase of subsidiary shares		—			—			(28	)		—			(28	)
	Dividends paid to noncontrolling interests		—			—			(75	)		—			(75	)
	Dividends paid to parent		—			—			—			—			—
	Proceeds from the sale of subsidiary shares to noncontrolling interests		—			—			517			—			517
	Other, net		(2	)		(42	)		(19	)		—			(63	)
	Net cash from financing activities		(2	)		(524	)		753			(22	)		205
	Effect of exchange rate changes on cash and cash equivalents		—			—			(103	)		—			(103	)
	Net change in cash and cash equivalents		—			(266	)		970			—			704
	Cash and cash equivalents at beginning of period		—			1,219			2,995			—			4,214
	Cash and cash equivalents at end of period	$	—		$	953		$	3,965		$	—		$	4,918
	The following table presents the condensed consolidating cash flow statement information for the year ended December 31, 2013:
	(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
		Guarantor						Subsidiaries
	Cash flows from operating activities:
	Net income	$	560		$	540		$	1,017		$	(1,403	)	$	714
	Less (income) loss from discontinued operations, net of taxes		—			29			(17	)		—			12
	Adjustments to reconcile net income to net cash from operating activities:
	Equity in earnings from subsidiaries		(607	)		(796	)		—			1,403			—
Dividends from subsidiaries		535			376			(497	)		(414	)		—
Amortization of fixed maturity discounts and premiums and limited partnerships		—			—			(97	)		—			(97	)
Net investment losses (gains)		—			(6	)		43			—			37
Charges assessed to policyholders		—			—			(812	)		—			(812	)
Acquisition costs deferred		—			—			(457	)		—			(457	)
Amortization of deferred acquisition costs and intangibles		—			—			569			—			569
Deferred income taxes		24			(138	)		35			—			(79	)
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			1			(60	)		—			(59	)
Stock-based compensation expense		26			—			15			—			41
Change in certain assets and liabilities:
Accrued investment income and other assets		2			67			(112	)		—			(43	)
Insurance reserves		—			—			2,256			—			2,256
Current tax liabilities		3			45			240			—			288
Other liabilities, policy and contract claims and other policy-related balances		(4	)		(11	)		(1,024	)		—			(1,039	)
Cash from operating activities—discontinued operations		—			—			68			—			68
Net cash from operating activities		539			107			1,167			(414	)		1,399
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			—			5,040			—			5,040
Commercial mortgage loans		—			—			896			—			896
Restricted commercial mortgage loans related to securitization entities		—			—			60			—			60
Proceeds from sales of investments:
Fixed maturity and equity securities		—			150			4,286			—			4,436
Purchases and originations of investments:
Fixed maturity and equity securities		—			(150	)		(10,655	)		—			(10,805	)
Commercial mortgage loans		—			—			(873	)		—			(873	)
Other invested assets, net		—			—			89			—			89
Policy loans, net		—			—			242			—			242
Intercompany notes receivable		(8	)		(3	)		95			(84	)		—
Capital contributions to subsidiaries		(531	)		(1	)		532			—			—
Proceeds from sale of a subsidiary, net of cash transferred		—			425			(60	)		—			365
Cash from investing activities—discontinued operations		—			(30	)		—			—			(30	)
Net cash from investing activities		(539	)		391			(348	)		(84	)		(580	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			2,999			—			2,999
Withdrawals from universal life and investment contracts		—			—			(3,269	)		—			(3,269	)
Redemption and repurchase of non-recourse funding obligations		—			—			(28	)		—			(28	)
Proceeds from the issuance of long-term debt		—			793			—			—			793
Repayment and repurchase of long-term debt		—			(365	)		—			—			(365	)
Repayment of borrowings related to securitization entities		—			—			(108	)		—			(108	)
Proceeds from intercompany notes payable		—			(87	)		3			84			—
Repurchase of subsidiary shares		—			—			(43	)		—			(43	)
Dividends paid to noncontrolling interests		—			—			(52	)		—			(52	)
Dividends paid to parent		—			(414	)		—			414			—
Other, net		—			(49	)		(24	)		—			(73	)
Cash from financing activities—discontinued operations		—			—			(3	)		—			(3	)
Net cash from financing activities		—			(122	)		(525	)		498			(149	)
Effect of exchange rate changes on cash and cash equivalents		—			—			(109	)		—			(109	)
Net change in cash and cash equivalents		—			376			185			—			561
Cash and cash equivalents at beginning of period		—			843			2,810			—			3,653
Cash and cash equivalents at end of period		—			1,219			2,995			—			4,214
Less cash and cash equivalents of discontinued operations at end of period		—			—			—			—			—
Cash and cash equivalents of continuing operations at end of period	$	—		$	1,219		$	2,995		$	—		$	4,214
The following table presents the condensed consolidating cash flow statement information for the year ended December 31, 2012:
(Amounts in millions)	Parent			Issuer			All Other			Eliminations			Consolidated
	Guarantor						Subsidiaries
Cash flows from operating activities:
Net income	$	325		$	394		$	734		$	(928	)	$	525
Less income from discontinued operations, net of taxes		—			—			(57	)		—			(57	)
Adjustments to reconcile net income to net cash from operating activities:
Equity in (income) loss from subsidiaries		(329	)		(636	)		38			927			—
Dividends from subsidiaries		—			545			(545	)		—			—
Amortization of fixed maturity discounts and premiums and limited partnerships		—			—			(88	)		—			(88	)
Net investment losses (gains)		—			29			(56	)		—			(27	)
Charges assessed to policyholders		—			—			(801	)		—			(801	)
Acquisition costs deferred		—			—			(611	)		—			(611	)
Amortization of deferred acquisition costs and intangibles		—			—			722			—			722
Goodwill impairment		—			—			89			—			89
Deferred income taxes		(3	)		(274	)		359			—			82
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments		—			(27	)		218			—			191
Stock-based compensation expense		7			16			3			—			26
Change in certain assets and liabilities:
Accrued investment income and other assets		—			53			(122	)		1			(68	)
Insurance reserves		—			—			2,330			—			2,330
Current tax liabilities		—			(43	)		(191	)		—			(234	)
Other liabilities, policy and contract claims and other policy-related balances		—			10			(1,181	)		5			(1,166	)
Cash from operating activities—discontinued operations		—			—			49			—			49
Net cash from operating activities		—			67			890			5			962
Cash flows from investing activities:
Proceeds from maturities and repayments of investments:
Fixed maturity securities		—			—			5,176			—			5,176
Commercial mortgage loans		—			—			891			—			891
Restricted commercial mortgage loans related to securitization entities		—			—			67			—			67
Proceeds from sales of investments:
Fixed maturity and equity securities		—			10			5,725			—			5,735
Purchases and originations of investments:
Fixed maturity and equity securities		—			(150	)		(12,172	)		—			(12,322	)
Commercial mortgage loans		—			—			(692	)		—			(692	)
Other invested assets, net		—			30			391			(5	)		416
Policy loans, net		—			—			(29	)		—			(29	)
Intercompany notes receivable		—			(31	)		(58	)		89			—
Capital contributions to subsidiaries		—			(20	)		20			—			—
Proceeds from sale of a subsidiary, net of cash transferred		—			—			77			—			77
Cash from investing activities—discontinued operations		—			(18	)		(23	)		—			(41	)
Net cash from investing activities		—			(179	)		(627	)		84			(722	)
Cash flows from financing activities:
Deposits to universal life and investment contracts		—			—			2,810			—			2,810
Withdrawals from universal life and investment contracts		—			—			(2,781	)		—			(2,781	)
Redemption and repurchase of non-recourse funding obligations		—			—			(1,056	)		—			(1,056	)
Proceeds from the issuance of long-term debt		—			361			—			—			361
Repayment and repurchase of long-term debt		—			(322	)		—			—			(322	)
Repayment of borrowings related to securitization entities		—			—			(72	)		—			(72	)
Proceeds from intercompany notes payable		—			58			31			(89	)		—
Dividends paid to noncontrolling interests		—			—			(50	)		—			(50	)
Other, net		—			(49	)		103			—			54
Cash from financing activities—discontinued operations		—			—			(45	)		—			(45	)
Net cash from financing activities		—			48			(1,060	)		(89	)		(1,101	)
Effect of exchange rate changes on cash and cash equivalents		—			—			26			—			26
Net change in cash and cash equivalents		—			(64	)		(771	)		—			(835	)
Cash and cash equivalents at beginning of period		—			907			3,581			—			4,488
Cash and cash equivalents at end of period		—			843			2,810			—			3,653
Less cash and cash equivalents of discontinued operations at end of period		—			—			21			—			21
Cash and cash equivalents of continuing operations at end of period	$	—		$	843		$	2,789		$	—		$	3,632

Formation_of_Genworth_and_Basi

Formation of Genworth and Basis of Presentation - Additional Information (Detail) (Genworth Holdings)	Apr. 02, 2013
Genworth Holdings
Percentage of subsidiary equity ownership	100.00%

Summary_of_Significant_Account2

Summary of Significant Accounting Policies - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Accounting Policies [Abstract]
Equity securities, impairment charge recognition within number of months	18 months
Non-accrual status of loans after number of days past due	90 days
Repurchase agreements, fair value of securities pledged	$592		$890
Repurchase agreements, fair value of repurchase obligation	553		919
Cash equivalents determination for original maturities of investments, maximum number of days	90 days
Short-term investments determination for original maturities of investments, minimum number of days	90 days
Unearned premiums, increase in earned premiums due to updated premium recognition factors for international mortgage insurance business	6		12		36
Subject to enforceable master netting arrangement
Accounting Policies [Abstract]
Fair value of non-cash collateral received	884		199
Derivative assets | Non-cash
Accounting Policies [Abstract]
Fair value of non-cash collateral received	287		70
Derivative assets | Subject to enforceable master netting arrangement
Accounting Policies [Abstract]
Fair value of non-cash collateral received	884	[1]	199	[1]
Derivative liabilities | Subject to enforceable master netting arrangement
Accounting Policies [Abstract]
Fair value of non-cash collateral pledged	49	[2]	394	[2]
United States
Accounting Policies [Abstract]
Cash and government securities collateral, minimum amount of the fair value of the applicable securities loaned	102.00%
Securities lending activity, fair value of securities loaned	288		191
Securities lending activity, fair value of collateral held	289		187
Securities lending activity, obligation to return collateral	299		199
Canada
Accounting Policies [Abstract]
Cash and government securities collateral, minimum amount of the fair value of the applicable securities loaned	105.00%
Securities lending activity, fair value of securities loaned	$371		$229
[1]	Included $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of December 31, 2014 and 2013.
[2]	Included $6 million and $7 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of December 31, 2014 and 2013, respectively.

Earnings_Loss_Per_Share_Detail

Earnings (Loss) Per Share (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Earnings (Loss) Per Share [Abstract]
Weighted-average common shares used in basic earnings (loss) per common share calculations	496.7		496.6		496.6		495.8		494.7	494	493.4	492.5	496.4		493.6		491.6
Stock options, restricted stock units and stock appreciation rights													0		5.1		2.8
Weighted-average common shares used in diluted earnings (loss) per common share calculations	496.7	[1]	496.6	[1]	503.6	[1]	502.7	[1]	501.2	499.3	497.5	496.8	496.4	[2]	498.7	[2]	494.4	[2]
Income (loss) from continuing operations:
Income (loss) from continuing operations	($708)	[3]	($787)	[3]	$228	[3]	$219	[3]	$245	$146	$174	$161	($1,048)		$726		$468
Less: income from continuing operations attributable to noncontrolling interests													196		154		200
Income (loss) from continuing operations available to Genworth Financial, Inc.'s common stockholders													-1,244		572		268
Basic per common share	($1.53)		($1.70)		$0.35		$0.37		$0.42	$0.21	$0.27	$0.25	($2.51)		$1.16		$0.55
Diluted per common share	($1.53)		($1.70)		$0.35		$0.37		$0.42	$0.21	$0.27	$0.25	($2.51)		$1.15		$0.54
Income (loss) from discontinued operations:
Income (loss) from discontinued operations, net of taxes									0	2	6	-20	0		-12		57
Less: income from discontinued operations, net of taxes, attributable to noncontrolling interests													0		0		0
Income (loss) from discontinued operations, net of taxes, available to Genworth Financial, Inc.'s common stockholders													0		-12		57
Basic per common share													$0		($0.02)		$0.12
Diluted per common share													$0		($0.02)		$0.12
Net income (loss):
Income (loss) from continuing operations	-708	[3]	-787	[3]	228	[3]	219	[3]	245	146	174	161	-1,048		726		468
Income (loss) from discontinued operations, net of taxes									0	2	6	-20	0		-12		57
Net income (loss)	-708	[3]	-787	[3]	228	[3]	219	[3]	245	148	180	141	-1,048		714		525
Less: net income attributable to noncontrolling interests	52		57		52		35		37	40	39	38	196		154		200
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	($760)	[3]	($844)	[3]	$176	[3]	$184	[3]	$208	$108	$141	$103	($1,244)		$560		$325
Basic per common share	($1.53)		($1.70)		$0.35		$0.37		$0.42	$0.22	$0.29	$0.21	($2.51)		$1.13		$0.66
Diluted per common share	($1.53)		($1.70)		$0.35		$0.37		$0.41	$0.22	$0.28	$0.21	($2.51)		$1.12		$0.66
[1]	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the three months ended September 30, 2014 and December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the three months ended September 30, 2014 and December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.4 million and 3.2 million, respectively, would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the three months ended September 30, 2014 and December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million and 499.9 million, respectively.
[2]	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the year ended December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the year ended December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.6 million would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the year ended December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million.
[3]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Earnings_Loss_Per_Share_Parent

Earnings (Loss) Per Share (Parenthetical) (Detail)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Sep. 30, 2014	Dec. 31, 2014
Earnings Per Share Disclosure [Line Items]
Weighted-average diluted common shares outstanding, antidilutive securities (stock options, RSUs and SARs)	3.2	5.4	5.6
Weighted-average number of diluted shares if not in a loss position	499.9	502	502

Net_Investment_Income_Detail

Net Investment Income (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Net Investment Income [Line Items]
Gross investment income before expenses and fees	$3,336		$3,364		$3,433
Expenses and fees	-94		-93		-90
Net investment income	3,242		3,271		3,343
Fixed maturity securities - taxable
Net Investment Income [Line Items]
Gross investment income before expenses and fees	2,631		2,642		2,666
Fixed maturity securities - non-taxable
Net Investment Income [Line Items]
Gross investment income before expenses and fees	12		9		11
Commercial mortgage loans
Net Investment Income [Line Items]
Gross investment income before expenses and fees	333		335		340
Restricted commercial mortgage loans related to securitization entities
Net Investment Income [Line Items]
Gross investment income before expenses and fees	14	[1]	23	[1]	32	[1]
Equity Securities
Net Investment Income [Line Items]
Gross investment income before expenses and fees	14		17		19
Other invested assets
Net Investment Income [Line Items]
Gross investment income before expenses and fees	174	[2]	185	[2]	206	[2]
Restricted other invested assets related to securitization entities
Net Investment Income [Line Items]
Gross investment income before expenses and fees	5	[1]	4	[1]	1	[1]
Policy Loans
Net Investment Income [Line Items]
Gross investment income before expenses and fees	129		129		123
Cash, cash equivalents and short-term investments
Net Investment Income [Line Items]
Gross investment income before expenses and fees	$24		$20		$35
[1]	See note 18 for additional information related to consolidated securitization entities.
[2]	Included in other invested assets was $8 million, $13 million and $21 million of net investment income related to trading securities for the years ended December 31, 2014, 2013 and 2012, respectively.

Net_Investment_Income_Parenthe

Net Investment Income (Parenthetical) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Net Investment Income [Line Items]
Gross investment income before expenses and fees	$3,336		$3,364		$3,433
Other invested assets
Net Investment Income [Line Items]
Gross investment income before expenses and fees	174	[1]	185	[1]	206	[1]
Other invested assets | Trading Securities
Net Investment Income [Line Items]
Gross investment income before expenses and fees	$8		$13		$21
[1]	Included in other invested assets was $8 million, $13 million and $21 million of net investment income related to trading securities for the years ended December 31, 2014, 2013 and 2012, respectively.

Net_Investment_Gains_Losses_De

Net Investment Gains (Losses) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Investments [Abstract]
Realized gains	$74		$176		$172
Realized losses	-46		-184		-143
Net realized gains (losses) on available-for-sale securities	28		-8		29
Total other-than-temporary impairments	-9		-16		-62
Portion of other-than-temporary impairments included in other comprehensive income (loss)	0		-9		-44
Net other-than-temporary impairments	-9		-25		-106
Trading securities	39		-23		21
Commercial mortgage loans	11		4		4
Net gains (losses) related to securitization entities	16	[1]	69	[1]	81	[1]
Derivative instruments	-103	[2]	-49	[2]	4	[2]
Contingent consideration adjustment	-2		0		-6
Other	0		-5		0
Net investment gains (losses)	($20)		($37)		$27
[1]	See note 18 for additional information related to consolidated securitization entities.
[2]	See note 5 for additional information on the impact of derivative instruments included in net investment gains (losses).

Investments_Additional_Informa

Investments - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
	Loan		Loan
Schedule of Investments [Line Items]
Aggregate fair value of securities sold	$873		$1,794		$1,491
Aggregate fair value of securities sold, percentage of book value	95.00%		91.00%		92.00%
12 months or more, Gross unrealized losses	173	[1]	365	[2]
Investments subject to call provisions	6,713
Percentage of investment portfolio by which no other industry group exceeded	10.00%
Percentage of stockholders' equity by which no single issuer of fixed maturity securities exceeded	10
Securities on deposit with various state or foreign government insurance departments	49		50
Commercial mortgage loans outstanding more than 90 days, interest accruing	0		0
Commercial mortgage loans on nonaccrual status, past due less than 90 days	0		0
Commercial mortgage loans modified or extended, number of loans	28		33
Commercial mortgage loans modified or extended, carrying value	254		165
Commercial mortgage loans, recorded investment	6,123		5,932
Floating rate commercial mortgage loans
Schedule of Investments [Line Items]
Commercial mortgage loans, recorded investment	9		109
Investment grade
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	146	[1]	315	[2]
Retail
Schedule of Investments [Line Items]
Individually impaired commercial mortgage loans			2
Impaired loans, unpaid principal balance			3
Individually impaired loans, charge-offs			1
Individually impaired loans, average recorded investment			2
Commercial mortgage loans, recorded investment	2,150		2,073
Industrial
Schedule of Investments [Line Items]
Individually impaired commercial mortgage loans	15
Impaired loans, unpaid principal balance	16
Individually impaired loans, charge-offs	1
Individually impaired loans, average recorded investment	15
Commercial mortgage loans, recorded investment	1,597		1,581
Less Than Twelve Months
Schedule of Investments [Line Items]
Average fair value percentage below cost for securities in a continuous loss position	2.00%
Less Than Twelve Months | Less Than 20 Percent Below Cost | Investment grade
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Fixed maturity securities
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	169	[1]	365	[2]
Fixed maturity securities | Utilities and energy
Schedule of Investments [Line Items]
Percent of investment portfolio, greater than 10%	24.00%
Fixed maturity securities | Finance and insurance
Schedule of Investments [Line Items]
Percent of investment portfolio, greater than 10%	19.00%
Fixed maturity securities | Consumer-non-cyclical
Schedule of Investments [Line Items]
Percent of investment portfolio, greater than 10%	12.00%
Fixed maturity securities | Less Than 20 Percent Below Cost
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	115	[1]	163	[2]
Fixed maturity securities | Less Than 20 Percent Below Cost | Investment grade
Schedule of Investments [Line Items]
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	86.00%
Fixed maturity securities | 12 Months Or More | Less Than 20 Percent Below Cost
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Average fair value percentage below cost for securities in a continuous loss position	4.00%
Fixed maturity securities | 12 Months Or More | More Than 20% Below Cost
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Structured Securities | More Than 20% Below Cost
Schedule of Investments [Line Items]
12 months or more, Gross unrealized losses	37
Structured Securities | 12 Months Or More | More Than 20% Below Cost
Schedule of Investments [Line Items]
Stated percentage below cost of securities in unrealized loss position	20.00%
Unrealized losses on other than temporarily impaired securities, portion recognized in OCI, securities in a loss position	$1
[1]	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
[2]	Amounts included $7 million of unrealized losses on other-than-temporarily impaired securities.

Credit_Losses_Recognized_in_Ne

Credit Losses Recognized in Net Income (Loss) on Debt Securities (Detail) (Debt Securities, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Debt Securities
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Cumulative credit losses, beginning balance	$101	$387	$646
Other-than-temporary impairments not previously recognized	1	4	16
Increases related to other-than-temporary impairments previously recognized	1	11	55
Securities sold, paid down or disposed	-20	-301	-330
Cumulative credit losses, ending balance	$83	$101	$387

Net_Unrealized_Gains_and_Losse

Net Unrealized Gains and Losses on Available-for-Sale Investment Securities Reflected as Separate Component of Accumulated Other Comprehensive Income (Loss) (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
In Millions, unless otherwise specified
Components of Net Unrealized Investment Gains Losses Included in Accumulated Other Comprehensive Income Loss [Line Items]
Adjustments to DAC, PVFP, sales inducements and benefit reserves	($1,656)		($869)		($1,925)
Income taxes, net	-1,372		-517		-1,457
Net unrealized investment gains (losses) including noncontrolling interests	2,562		979		2,730
Less: net unrealized investment gains (losses) attributable to noncontrolling interests	109		53		92
Net unrealized investment gains (losses)	2,453	[1]	926	[1]	2,638	[1]	1,485	[1]
Net Unrealized Gains (Losses) On Investment Securities
Components of Net Unrealized Investment Gains Losses Included in Accumulated Other Comprehensive Income Loss [Line Items]
Fixed maturity securities	5,560		2,346		6,086
Equity securities	32		23		34
Other invested assets	-2		-4		-8
Subtotal	$5,590		$2,365		$6,112
[1]	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.

Change_in_Net_Unrealized_Gains

Change in Net Unrealized Gains (Losses) on Available-for-Sale Securities Reported in Accumulated Other Comprehensive Income (Loss) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Investments [Abstract]
Net unrealized investment gains (losses), beginning of period	$926	[1]	$2,638	[1]	$1,485	[1]
Unrealized gains (losses) on investment securities	3,244		-3,780		2,318
Adjustment to DAC	-172		248		-159
Adjustment to PVFP	-66		95		-6
Adjustment to sales inducements	-15		40		-33
Adjustment to benefit reserves	-534		673		-424
Provision for income taxes	-862		952		-590
Change in unrealized gains (losses) on investment securities	1,595	[1]	-1,772	[1]	1,106	[1]
Reclassification adjustments to net investment (gains) losses, net of taxes	-12	[1]	21	[1]	50	[1]
Change in net unrealized investment gains (losses)	1,583	[1]	-1,751	[1]	1,156	[1]
Less: change in net unrealized investment gains (losses) attributable to noncontrolling interests	56	[1]	-39	[1]	3	[1]
Net unrealized investment gains (losses), end of period	$2,453	[1]	$926	[1]	$2,638	[1]
[1]	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.

Change_in_Net_Unrealized_Gains1

Change in Net Unrealized Gains (Losses) on Available-for-Sale Securities Reported in Accumulated Other Comprehensive Income (Loss) (Parenthetical) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Components of Net Unrealized Investment Gains Losses Included in Accumulated Other Comprehensive Income Loss [Line Items]
Reclassification adjustments to net investment (gains) losses, taxes	$7	($12)	($27)

Amortized_Cost_or_Cost_Gross_U

Amortized Cost or Cost, Gross Unrealized Gains (Losses) and Fair Value of Fixed Maturity and Equity Securities Classified as Available-for-Sale (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	$56,950	$56,309
Fair value, fixed maturity securities	62,447	58,629
Amortized cost or cost, equity securities	253	318
Fair value, equity securities	282	341
Amortized cost or cost, total	57,203	56,627
Fair value, total	62,729	58,970
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	5,006	4,710
Fair value, fixed maturity securities	6,000	4,810
Fixed maturity securities | Tax-exempt
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	347	324
Fair value, fixed maturity securities	362	295
Fixed maturity securities | Government - non-U.S.
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	1,952	2,057
Fair value, fixed maturity securities	2,106	2,146
Fixed maturity securities | U.S. corporate
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	24,251	23,614
Fair value, fixed maturity securities	27,200	25,035
Fixed maturity securities | Corporate - non-U.S.
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	14,214	14,489
Fair value, fixed maturity securities	15,132	15,071
Fixed maturity securities | Residential mortgage-backed
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	4,881	5,058
Fair value, fixed maturity securities	5,240	5,225
Fixed maturity securities | Commercial mortgage-backed
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	2,564	2,886
Fair value, fixed maturity securities	2,702	2,898
Fixed maturity securities | Other asset-backed
Schedule of Investments [Line Items]
Amortized cost or cost, fixed maturity securities	3,735	3,171
Fair value, fixed maturity securities	3,705	3,149
Not other-than-temporary impairments
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	5,740	3,283
Gross unrealized losses, fixed maturity securities	-282	-986
Gross unrealized gains, equity securities	36	36
Gross unrealized losses, equity securities	-7	-13
Gross unrealized gains	5,776	3,319
Gross unrealized losses	-289	-999
Not other-than-temporary impairments | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	995	331
Gross unrealized losses, fixed maturity securities	-1	-231
Not other-than-temporary impairments | Fixed maturity securities | Tax-exempt
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	29	7
Gross unrealized losses, fixed maturity securities	-14	-36
Not other-than-temporary impairments | Fixed maturity securities | Government - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	156	104
Gross unrealized losses, fixed maturity securities	-2	-15
Not other-than-temporary impairments | Fixed maturity securities | U.S. corporate
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	3,017	1,761
Gross unrealized losses, fixed maturity securities	-88	-359
Not other-than-temporary impairments | Fixed maturity securities | Corporate - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	1,015	738
Gross unrealized losses, fixed maturity securities	-97	-156
Not other-than-temporary impairments | Fixed maturity securities | Residential mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	362	232
Gross unrealized losses, fixed maturity securities	-17	-70
Not other-than-temporary impairments | Fixed maturity securities | Commercial mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	143	75
Gross unrealized losses, fixed maturity securities	-9	-62
Not other-than-temporary impairments | Fixed maturity securities | Other asset-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	23	35
Gross unrealized losses, fixed maturity securities	-54	-57
Other-than-temporary impairments
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	40	30
Gross unrealized losses, fixed maturity securities	-1	-7
Gross unrealized gains, equity securities	0	0
Gross unrealized losses, equity securities	0	0
Gross unrealized gains	40	30
Gross unrealized losses	-1	-7
Other-than-temporary impairments | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	0	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Tax-exempt
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	0	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Government - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	0	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | U.S. corporate
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	20	19
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Corporate - non-U.S.
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	0	0
Gross unrealized losses, fixed maturity securities	0	0
Other-than-temporary impairments | Fixed maturity securities | Residential mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	15	9
Gross unrealized losses, fixed maturity securities	-1	-4
Other-than-temporary impairments | Fixed maturity securities | Commercial mortgage-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	4	2
Gross unrealized losses, fixed maturity securities	0	-3
Other-than-temporary impairments | Fixed maturity securities | Other asset-backed
Schedule of Investments [Line Items]
Gross unrealized gains, fixed maturity securities	1	0
Gross unrealized losses, fixed maturity securities	$0	$0

Gross_Unrealized_Losses_and_Fa

Gross Unrealized Losses and Fair Value of Investment Securities (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified	Securities		Securities
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	$5,215		$12,339
Less than 12 months, Gross unrealized losses	-117		-641
Less than 12 months, Number of securities in a continuous loss position	803		1,624
12 months or more, Fair value	3,233		2,054
12 months or more, Gross unrealized losses	-173	[1]	-365	[2]
12 months or more, Number of securities in a continuous loss position	504		309
Fair value	8,448		14,393
Gross unrealized losses	-290	[1]	-1,006	[2]
Number of securities in a continuous loss position	1,307		1,933
Below investment grade
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	592	[3]	443	[4]
Less than 12 months, Gross unrealized losses	-42	[3]	-25	[4]
Less than 12 months, Number of securities in a continuous loss position	128	[3]	109	[4]
12 months or more, Fair value	297	[3]	423	[4]
12 months or more, Gross unrealized losses	-27	[1],[3]	-50	[2],[4]
12 months or more, Number of securities in a continuous loss position	73	[3]	101	[4]
Fair value	889	[3]	866	[4]
Gross unrealized losses	-69	[1],[3]	-75	[2],[4]
Number of securities in a continuous loss position	201	[3]	210	[4]
Investment grade
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	4,623		11,896
Less than 12 months, Gross unrealized losses	-75		-616
Less than 12 months, Number of securities in a continuous loss position	675		1,515
12 months or more, Fair value	2,936		1,631
12 months or more, Gross unrealized losses	-146	[1]	-315	[2]
12 months or more, Number of securities in a continuous loss position	431		208
Fair value	7,559		13,527
Gross unrealized losses	-221	[1]	-931	[2]
Number of securities in a continuous loss position	1,106		1,723
Fixed maturity securities
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	5,185		12,244
Less than 12 months, Gross unrealized losses	-114		-628
Less than 12 months, Number of securities in a continuous loss position	757		1,583
12 months or more, Fair value	3,185		2,054
12 months or more, Gross unrealized losses	-169	[1]	-365	[2]
12 months or more, Number of securities in a continuous loss position	498		309
Fair value	8,370		14,298
Gross unrealized losses	-283	[1]	-993	[2]
Number of securities in a continuous loss position	1,255		1,892
Fixed maturity securities | Less Than 20 Percent Below Cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	5,148		12,009
Less than 12 months, Gross unrealized losses	-103		-547
Less than 12 months, Number of securities in a continuous loss position	753		1,571
12 months or more, Fair value	3,054		1,575
12 months or more, Gross unrealized losses	-115	[1]	-163	[2]
12 months or more, Number of securities in a continuous loss position	477		238
Fair value	8,202		13,584
Gross unrealized losses	-218	[1]	-710	[2]
Number of securities in a continuous loss position	1,230		1,809
Fixed maturity securities | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	37		235
Less than 12 months, Gross unrealized losses	-11		-81
Less than 12 months, Number of securities in a continuous loss position	4		12
12 months or more, Fair value	131		466
12 months or more, Gross unrealized losses	-53	[1]	-187	[2]
12 months or more, Number of securities in a continuous loss position	15		51
Fair value	168		701
Gross unrealized losses	-64	[1]	-268	[2]
Number of securities in a continuous loss position	19		63
Fixed maturity securities | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	0		0
Less than 12 months, Gross unrealized losses	0		0
Less than 12 months, Number of securities in a continuous loss position	0		0
12 months or more, Fair value	0		13
12 months or more, Gross unrealized losses	-1	[1]	-15	[2]
12 months or more, Number of securities in a continuous loss position	6		20
Fair value	0		13
Gross unrealized losses	-1	[1]	-15	[2]
Number of securities in a continuous loss position	6		20
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	0		796
Less than 12 months, Gross unrealized losses	0		-109
Less than 12 months, Number of securities in a continuous loss position	0		32
12 months or more, Fair value	75		335
12 months or more, Gross unrealized losses	-1	[1]	-122	[2]
12 months or more, Number of securities in a continuous loss position	10		13
Fair value	75		1,131
Gross unrealized losses	-1	[1]	-231	[2]
Number of securities in a continuous loss position	10		45
Fixed maturity securities | Tax-exempt
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	0		82
Less than 12 months, Gross unrealized losses	0		-3
Less than 12 months, Number of securities in a continuous loss position	0		26
12 months or more, Fair value	111		97
12 months or more, Gross unrealized losses	-14	[1]	-33	[2]
12 months or more, Number of securities in a continuous loss position	10		9
Fair value	111		179
Gross unrealized losses	-14	[1]	-36	[2]
Number of securities in a continuous loss position	10		35
Fixed maturity securities | Government - non-U.S.
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	67		479
Less than 12 months, Gross unrealized losses	-1		-15
Less than 12 months, Number of securities in a continuous loss position	18		60
12 months or more, Fair value	22		0
12 months or more, Gross unrealized losses	-1	[1]	0	[2]
12 months or more, Number of securities in a continuous loss position	4		0
Fair value	89		479
Gross unrealized losses	-2	[1]	-15	[2]
Number of securities in a continuous loss position	22		60
Fixed maturity securities | U.S. corporate
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	1,656		4,774
Less than 12 months, Gross unrealized losses	-31		-260
Less than 12 months, Number of securities in a continuous loss position	240		707
12 months or more, Fair value	1,359		663
12 months or more, Gross unrealized losses	-57	[1]	-99	[2]
12 months or more, Number of securities in a continuous loss position	210		82
Fair value	3,015		5,437
Gross unrealized losses	-88	[1]	-359	[2]
Number of securities in a continuous loss position	450		789
Fixed maturity securities | Corporate - non-U.S.
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	1,568		3,005
Less than 12 months, Gross unrealized losses	-69		-127
Less than 12 months, Number of securities in a continuous loss position	239		379
12 months or more, Fair value	515		287
12 months or more, Gross unrealized losses	-28	[1]	-29	[2]
12 months or more, Number of securities in a continuous loss position	70		34
Fair value	2,083		3,292
Gross unrealized losses	-97	[1]	-156	[2]
Number of securities in a continuous loss position	309		413
Fixed maturity securities | Residential mortgage-backed
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	180		1,052
Less than 12 months, Gross unrealized losses	-1		-55
Less than 12 months, Number of securities in a continuous loss position	24		139
12 months or more, Fair value	254		157
12 months or more, Gross unrealized losses	-17	[1]	-19	[2]
12 months or more, Number of securities in a continuous loss position	90		92
Fair value	434		1,209
Gross unrealized losses	-18	[1]	-74	[2]
Number of securities in a continuous loss position	114		231
Fixed maturity securities | Commercial mortgage-backed
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	163		967
Less than 12 months, Gross unrealized losses	0		-42
Less than 12 months, Number of securities in a continuous loss position	21		107
12 months or more, Fair value	362		370
12 months or more, Gross unrealized losses	-9	[1]	-23	[2]
12 months or more, Number of securities in a continuous loss position	49		62
Fair value	525		1,337
Gross unrealized losses	-9	[1]	-65	[2]
Number of securities in a continuous loss position	70		169
Fixed maturity securities | Other asset-backed
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	1,551		1,089
Less than 12 months, Gross unrealized losses	-12		-17
Less than 12 months, Number of securities in a continuous loss position	215		133
12 months or more, Fair value	487		145
12 months or more, Gross unrealized losses	-42	[1]	-40	[2]
12 months or more, Number of securities in a continuous loss position	55		17
Fair value	2,038		1,234
Gross unrealized losses	-54	[1]	-57	[2]
Number of securities in a continuous loss position	270		150
Fixed maturity securities | Below investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	20
12 months or more, Gross unrealized losses	-10
12 months or more, Number of securities in a continuous loss position	6
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	4.00%
Fixed maturity securities | Below investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	-1
12 months or more, Number of securities in a continuous loss position	6
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Below investment grade | U.S. corporate | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	8
12 months or more, Gross unrealized losses	-2
12 months or more, Number of securities in a continuous loss position	1
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	1.00%
Fixed maturity securities | Below investment grade | U.S. corporate | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Below investment grade | Corporate - non-U.S. | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	3
12 months or more, Gross unrealized losses	-2
12 months or more, Number of securities in a continuous loss position	1
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	1.00%
Fixed maturity securities | Below investment grade | Corporate - non-U.S. | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Investment grade | Less Than 20 Percent Below Cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	86.00%
Fixed maturity securities | Investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	111
12 months or more, Gross unrealized losses	-43
12 months or more, Number of securities in a continuous loss position	9
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	14.00%
Fixed maturity securities | Investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Investment grade | Tax-exempt | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	10
12 months or more, Gross unrealized losses	-3
12 months or more, Number of securities in a continuous loss position	1
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	1.00%
Fixed maturity securities | Investment grade | Tax-exempt | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Fixed maturity securities | Investment grade | U.S. corporate | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	25
12 months or more, Gross unrealized losses	-10
12 months or more, Number of securities in a continuous loss position	1
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	3.00%
Fixed maturity securities | Investment grade | U.S. corporate | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Equity Securities
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	30		95
Less than 12 months, Gross unrealized losses	-3		-13
Less than 12 months, Number of securities in a continuous loss position	46		41
12 months or more, Fair value	48		0
12 months or more, Gross unrealized losses	-4	[1]	0	[2]
12 months or more, Number of securities in a continuous loss position	6		0
Fair value	78		95
Gross unrealized losses	-7	[1]	-13	[2]
Number of securities in a continuous loss position	52		41
Equity Securities | Less Than 20 Percent Below Cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	26		87
Less than 12 months, Gross unrealized losses	-2		-11
Less than 12 months, Number of securities in a continuous loss position	40		40
12 months or more, Fair value	48		0
12 months or more, Gross unrealized losses	-4	[1]	0	[2]
12 months or more, Number of securities in a continuous loss position	6		0
Fair value	74		87
Gross unrealized losses	-6	[1]	-11	[2]
Number of securities in a continuous loss position	46		40
Equity Securities | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
Less than 12 months, Fair value	4		8
Less than 12 months, Gross unrealized losses	-1		-2
Less than 12 months, Number of securities in a continuous loss position	6		1
12 months or more, Fair value	0		0
12 months or more, Gross unrealized losses	0	[1]	0	[2]
12 months or more, Number of securities in a continuous loss position	0		0
Fair value	4		8
Gross unrealized losses	-1	[1]	-2	[2]
Number of securities in a continuous loss position	6		1
Structured Securities | Below investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	9
12 months or more, Gross unrealized losses	-6
12 months or more, Number of securities in a continuous loss position	4
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	2.00%
Structured Securities | Below investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	-1
12 months or more, Number of securities in a continuous loss position	6
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Below investment grade | Residential mortgage-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Below investment grade | Residential mortgage-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	-1
12 months or more, Number of securities in a continuous loss position	6
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Below investment grade | Other asset-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	9
12 months or more, Gross unrealized losses	-6
12 months or more, Number of securities in a continuous loss position	4
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	2.00%
Structured Securities | Below investment grade | Other asset-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Investment grade | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	76
12 months or more, Gross unrealized losses	-30
12 months or more, Number of securities in a continuous loss position	7
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	10.00%
Structured Securities | Investment grade | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Investment grade | Residential mortgage-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	5
12 months or more, Gross unrealized losses	-4
12 months or more, Number of securities in a continuous loss position	3
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	1.00%
Structured Securities | Investment grade | Residential mortgage-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
Structured Securities | Investment grade | Other asset-backed | 20 To 50 percent below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	71
12 months or more, Gross unrealized losses	-26
12 months or more, Number of securities in a continuous loss position	4
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	9.00%
Structured Securities | Investment grade | Other asset-backed | Greater than 50% below cost
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Fair value	0
12 months or more, Gross unrealized losses	$0
12 months or more, Number of securities in a continuous loss position	0
12 months or more, Percentage of total gross unrealized losses for securities in a continuous loss position	0.00%
[1]	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
[2]	Amounts included $7 million of unrealized losses on other-than-temporarily impaired securities.
[3]	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
[4]	Amounts that have been in a continuous unrealized loss position for 12 months or more included $7 million of unrealized losses on other-than-temporarily impaired securities.

Gross_Unrealized_Losses_and_Fa1

Gross Unrealized Losses and Fair Value of Investment Securities (Parenthetical) (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	$173	[1]	$365	[2]
Gross unrealized losses	290	[1]	1,006	[2]
Other-than-temporary impairments
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	1		7
Gross unrealized losses	1		7
Below investment grade
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	27	[1],[3]	50	[2],[4]
Gross unrealized losses	69	[1],[3]	75	[2],[4]
Below investment grade | Other-than-temporary impairments
Available for Sale Securities Continuous Unrealized Loss Position [Line Items]
12 months or more, Gross unrealized losses	$1		$7
[1]	Amounts included $1 million of unrealized losses on other-than-temporarily impaired securities.
[2]	Amounts included $7 million of unrealized losses on other-than-temporarily impaired securities.
[3]	Amounts that have been in a continuous unrealized loss position for 12 months or more included $1 million of unrealized losses on other-than-temporarily impaired securities.
[4]	Amounts that have been in a continuous unrealized loss position for 12 months or more included $7 million of unrealized losses on other-than-temporarily impaired securities.

Scheduled_Maturity_Distributio

Scheduled Maturity Distribution of Fixed Maturity Securities (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Amortized cost or cost
Due one year or less	$2,307
Due after one year through five years	10,858
Due after five years through ten years	11,888
Due after ten years	20,717
Subtotal	45,770
Amortized cost or cost, fixed maturity securities	56,950	56,309
Fair value
Due one year or less	2,326
Due after one year through five years	11,410
Due after five years through ten years	12,496
Due after ten years	24,568
Subtotal	50,800
Fair value, fixed maturity securities	62,447	58,629
Residential mortgage-backed
Amortized cost or cost
Fixed maturity securities	4,881
Fair value
Fixed maturity securities	5,240
Commercial mortgage-backed
Amortized cost or cost
Fixed maturity securities	2,564
Fair value
Fixed maturity securities	2,702
Other asset-backed
Amortized cost or cost
Fixed maturity securities	3,735
Fair value
Fixed maturity securities	$3,705

Distribution_Across_Property_T

Distribution Across Property Type and Geographic Region for Commercial Mortgage Loans (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$6,123	$5,932
Unamortized balance of loan origination fees and costs	-1	0
% of total	100.00%	100.00%
Allowance for losses	-22	-33
Total	6,100	5,899
Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	6,123	5,932
Unamortized balance of loan origination fees and costs	-1	0
% of total	100.00%	100.00%
Allowance for losses	-22	-33
Total	6,100	5,899
South Atlantic | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,673	1,535
% of total	27.00%	26.00%
Pacific | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,636	1,590
% of total	27.00%	27.00%
Middle Atlantic | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	826	828
% of total	14.00%	14.00%
Mountain | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	536	478
% of total	9.00%	8.00%
East North Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	397	404
% of total	7.00%	7.00%
West North Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	382	377
% of total	6.00%	6.00%
West South Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	268	241
% of total	4.00%	4.00%
New England | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	264	337
% of total	4.00%	6.00%
East South Central | Commercial Mortgage Loan
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	141	142
% of total	2.00%	2.00%
Retail
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2,150	2,073
% of total	35.00%	35.00%
Office
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,643	1,558
% of total	27.00%	26.00%
Industrial
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,597	1,581
% of total	26.00%	27.00%
Apartments
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	494	491
% of total	8.00%	8.00%
Mixed use/other
Distribution of Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$239	$229
% of total	4.00%	4.00%

Aging_of_Past_Due_Commercial_M

Aging of Past Due Commercial Mortgage Loans by Property Type (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$6,123	$5,932
% of total	100.00%	100.00%
Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2,150	2,073
% of total	35.00%	35.00%
Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,643	1,558
% of total	27.00%	26.00%
Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,597	1,581
% of total	26.00%	27.00%
Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	494	491
% of total	8.00%	8.00%
Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	239	229
% of total	4.00%	4.00%
31-60 days past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	3
% of total	0.00%	0.00%
31-60 days past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
31-60 days past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
31-60 days past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	2
31-60 days past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
31-60 days past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	1
61-90 days past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	2
% of total	0.00%	0.00%
61-90 days past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	2
61-90 days past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
61-90 days past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Greater than 90 days past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	8	32
% of total	0.00%	1.00%
Greater than 90 days past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	10
Greater than 90 days past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	6	6
Greater than 90 days past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2	16
Greater than 90 days past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Greater than 90 days past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Total past due
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	8	37
% of total	0.00%	1.00%
Total past due | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	10
Total past due | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	6	6
Total past due | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2	20
Total past due | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	0
Total past due | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	0	1
Current
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	6,115	5,895
% of total	100.00%	99.00%
Current | Retail
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	2,150	2,063
Current | Office
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,637	1,552
Current | Industrial
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	1,595	1,561
Current | Apartments
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	494	491
Current | Mixed use/other
Aging of Past Due Commercial Mortgage Loans [Line Items]
Commercial mortgage loans, recorded investment	$239	$228

Allowance_for_Credit_Losses_an

Allowance for Credit Losses and Recorded Investment in Commercial Mortgage Loans (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Allowance for Credit Losses [Line Items]
Ending balance	$22	$33
Ending balance	6,123	5,932
Allowance for Credit Losses
Financing Receivable, Allowance for Credit Losses [Line Items]
Beginning balance	33	42	51
Charge-offs	-1	-2	-2
Recoveries	0	0	0
Provision	-10	-7	-7
Ending balance	22	33	42
Ending allowance for individually impaired loans	0	0	0
Ending allowance for loans not individually impaired that were evaluated collectively for impairment	22	33	42
Commercial Mortgage Loans Recorded Investment
Financing Receivable, Allowance for Credit Losses [Line Items]
Ending balance	6,123	5,932	5,912
Ending balance of individually impaired loans	15	2	0
Ending balance of loans not individually impaired that were evaluated collectively for impairment	$6,108	$5,930	$5,912

LoantoValue_of_Commercial_Mort

Loan-to-Value of Commercial Mortgage Loans by Property Type (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$6,123		$5,932
% of total	100.00%		100.00%
Weighted-average debt service coverage ratio	1.78		1.75
Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,150		2,073
% of total	35.00%		35.00%
Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,643		1,558
% of total	27.00%		26.00%
Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,597		1,581
% of total	26.00%		27.00%
Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	494		491
% of total	8.00%		8.00%
Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	239		229
% of total	4.00%		4.00%
Greater than 100%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	77	[1]	106	[2]
% of total	1.00%	[1]	2.00%	[2]
Weighted-average debt service coverage ratio	0.72	[1]	0.63	[2]
Greater than 100% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	18	[1]	22	[2]
Greater than 100% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	36	[1]	63	[2]
Greater than 100% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	23	[1]	20	[2]
Greater than 100% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	0	[1]	1	[2]
Greater than 100% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	0	[1]	0	[2]
0% - 50%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,761		1,695
% of total	29.00%		28.00%
Weighted-average debt service coverage ratio	2.27		2.14
0% - 50% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	671		596
0% - 50% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	383		397
0% - 50% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	451		430
0% - 50% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	211		201
0% - 50% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	45		71
51% - 60%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,101		886
% of total	18.00%		15.00%
Weighted-average debt service coverage ratio	1.75		1.79
51% - 60% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	419		336
51% - 60% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	278		191
51% - 60% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	285		237
51% - 60% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	76		86
51% - 60% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	43		36
61% - 75%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,871		2,774
% of total	47.00%		47.00%
Weighted-average debt service coverage ratio	1.61		1.66
61% - 75% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	967		1,024
61% - 75% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	782		716
61% - 75% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	778		748
61% - 75% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	199		176
61% - 75% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	145		110
76% - 100%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	313		471
% of total	5.00%		8.00%
Weighted-average debt service coverage ratio	1.02		1.03
76% - 100% | Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	75		95
76% - 100% | Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	164		191
76% - 100% | Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	60		146
76% - 100% | Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	8		27
76% - 100% | Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$6		$12
[1]	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.
[2]	Included $2 million of impaired loans, $5 million of loans past due and not individually impaired and $99 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 119%.

LoantoValue_of_Commercial_Mort1

Loan-to-Value of Commercial Mortgage Loans by Property Type (Parenthetical) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	6,123		5,932
Greater than 100%
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	77	[1]	106	[2]
Greater than 100% | Weighted Average Loan-To-Value
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Weighted-average loan-to-value	120.00%		119.00%
Greater than 100% | Impaired Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	15		2
Greater than 100% | Loans Past Due and Not Individually Impaired
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	6		5
Greater than 100% | Loans in Good Standing
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	56		99
[1]	Included $15 million of impaired loans, $6 million of loans past due and not individually impaired and $56 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 120%.
[2]	Included $2 million of impaired loans, $5 million of loans past due and not individually impaired and $99 million of loans in good standing, where borrowers continued to make timely payments, with a total weighted-average loan-to-value of 119%.

Debt_Service_Coverage_Ratio_fo

Debt Service Coverage Ratio for Fixed Rate Commercial Mortgage Loans by Property Type (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$6,123	$5,932
% of total	100.00%	100.00%
Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	6,114	5,823
% of total	100.00%	100.00%
Weighted-average loan-to-value	59.00%	59.00%
Retail
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,150	2,073
% of total	35.00%	35.00%
Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,150	1,972
Office
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,643	1,558
% of total	27.00%	26.00%
Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,636	1,550
Industrial
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,597	1,581
% of total	26.00%	27.00%
Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,595	1,581
Apartments
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	494	491
% of total	8.00%	8.00%
Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	494	491
Mixed use/other
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	239	229
% of total	4.00%	4.00%
Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	239	229
Less than 1.00 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	364	451
% of total	6.00%	8.00%
Weighted-average loan-to-value	77.00%	80.00%
Less than 1.00 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	80	106
Less than 1.00 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	119	131
Less than 1.00 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	158	195
Less than 1.00 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1	3
Less than 1.00 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	6	16
1.00 - 1.25 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	545	635
% of total	9.00%	11.00%
Weighted-average loan-to-value	64.00%	68.00%
1.00 - 1.25 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	253	314
1.00 - 1.25 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	101	181
1.00 - 1.25 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	142	100
1.00 - 1.25 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	48	31
1.00 - 1.25 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1	9
1.26 - 1.50 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,166	1,008
% of total	19.00%	17.00%
Weighted-average loan-to-value	64.00%	63.00%
1.26 - 1.50 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	524	374
1.26 - 1.50 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	247	225
1.26 - 1.50 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	246	270
1.26 - 1.50 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	88	107
1.26 - 1.50 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	61	32
1.51 - 2.00 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	2,677	2,430
% of total	44.00%	42.00%
Weighted-average loan-to-value	59.00%	60.00%
1.51 - 2.00 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	870	779
1.51 - 2.00 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	780	637
1.51 - 2.00 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	706	721
1.51 - 2.00 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	186	187
1.51 - 2.00 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	135	106
Greater than 2.00 | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	1,362	1,299
% of total	22.00%	22.00%
Weighted-average loan-to-value	45.00%	43.00%
Greater than 2.00 | Retail | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	423	399
Greater than 2.00 | Office | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	389	376
Greater than 2.00 | Industrial | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	343	295
Greater than 2.00 | Apartments | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	171	163
Greater than 2.00 | Mixed use/other | Fixed Rate Commercial Mortgage Loans
Commercial Mortgage Loans by Credit Quality Indicator [Line Items]
Commercial mortgage loans, recorded investment	$36	$66

Schedule_of_Positions_in_Deriv

Schedule of Positions in Derivative Instruments (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]
Derivative assets, fair value	$1,145		$470
Derivative liabilities, fair value	884		942
Designated As Hedging Instrument
Derivative [Line Items]
Derivative assets, fair value	645		126
Derivative liabilities, fair value	69		644
Designated As Hedging Instrument | Cash Flow Hedges
Derivative [Line Items]
Derivative assets, fair value	645		125
Derivative liabilities, fair value	69		644
Designated As Hedging Instrument | Cash Flow Hedges | Interest rate swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	27		569
Designated As Hedging Instrument | Cash Flow Hedges | Interest rate swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	639		121
Designated As Hedging Instrument | Cash Flow Hedges | Inflation indexed swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	42		60
Designated As Hedging Instrument | Cash Flow Hedges | Inflation indexed swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Designated As Hedging Instrument | Cash Flow Hedges | Foreign currency swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		2
Designated As Hedging Instrument | Cash Flow Hedges | Foreign currency swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	6		4
Designated As Hedging Instrument | Cash Flow Hedges | Forward bond purchase commitments | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		13
Designated As Hedging Instrument | Cash Flow Hedges | Forward bond purchase commitments | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Designated As Hedging Instrument | Fair value hedges
Derivative [Line Items]
Derivative assets, fair value	0		1
Derivative liabilities, fair value	0		0
Designated As Hedging Instrument | Fair value hedges | Interest rate swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Designated As Hedging Instrument | Fair value hedges | Interest rate swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		1
Derivatives not designated as hedges
Derivative [Line Items]
Derivative assets, fair value	500		344
Derivative liabilities, fair value	815		298
Derivatives not designated as hedges | Interest rate swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	177		6
Derivatives not designated as hedges | Interest rate swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	452		314
Derivatives not designated as hedges | Foreign currency swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	7		0
Derivatives not designated as hedges | Foreign currency swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Interest rate swaps related to securitization entities | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	26	[1]	16	[1]
Derivatives not designated as hedges | Interest rate swaps related to securitization entities | Restricted other invested assets
Derivative [Line Items]
Derivative assets, fair value	0	[1]	0	[1]
Derivatives not designated as hedges | Credit default swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Derivatives not designated as hedges | Credit default swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	4		11
Derivatives not designated as hedges | Credit default swaps related to securitization entities | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	17	[1]	32	[1]
Derivatives not designated as hedges | Credit default swaps related to securitization entities | Restricted other invested assets
Derivative [Line Items]
Derivative assets, fair value	0	[1]	0	[1]
Derivatives not designated as hedges | Equity index options | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Derivatives not designated as hedges | Equity index options | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	17		12
Derivatives not designated as hedges | Financial futures | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	0		0
Derivatives not designated as hedges | Financial futures | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Equity return swaps | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	1		1
Derivatives not designated as hedges | Equity return swaps | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Other foreign currency contracts | Other liabilities
Derivative [Line Items]
Derivative liabilities, fair value	13		4
Derivatives not designated as hedges | Other foreign currency contracts | Other invested assets
Derivative [Line Items]
Derivative assets, fair value	14		8
Derivatives not designated as hedges | GMWB embedded derivatives | Policyholder account balances
Derivative [Line Items]
Derivative liabilities, fair value	291	[2]	96	[2]
Derivatives not designated as hedges | GMWB embedded derivatives | Reinsurance recoverable
Derivative [Line Items]
Derivative assets, fair value	13	[3]	-1	[3]
Derivatives not designated as hedges | Fixed index annuity embedded derivatives | Policyholder account balances
Derivative [Line Items]
Derivative liabilities, fair value	276	[4]	143	[4]
Derivatives not designated as hedges | Fixed index annuity embedded derivatives | Other assets
Derivative [Line Items]
Derivative assets, fair value	0		0
Derivatives not designated as hedges | Indexed universal life embedded derivatives | Policyholder account balances
Derivative [Line Items]
Derivative liabilities, fair value	7	[5]	0	[5]
Derivatives not designated as hedges | Indexed universal life embedded derivatives | Reinsurance recoverable
Derivative [Line Items]
Derivative assets, fair value	$0		$0
[1]	See note 18 for additional information related to consolidated securitization entities.
[2]	Represents the embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
[3]	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
[4]	Represents the embedded derivatives associated with our fixed index annuity liabilities.
[5]	Represents the embedded derivatives associated with our indexed universal life liabilities.

Activity_Associated_with_Deriv

Activity Associated with Derivative Instruments (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
Derivative [Line Items]
Notional amount, beginning balance	$23,263
Additions	8,650
Maturities/ terminations	-10,527
Notional amount, ending balance	21,386
Derivatives Designated As Hedges
Derivative [Line Items]
Notional amount, beginning balance	14,765
Additions	15
Maturities/ terminations	-2,213
Notional amount, ending balance	12,567
Derivatives Designated As Hedges | Cash Flow Hedges
Derivative [Line Items]
Notional amount, beginning balance	14,759
Additions	15
Maturities/ terminations	-2,207
Notional amount, ending balance	12,567
Derivatives Designated As Hedges | Cash Flow Hedges | Interest rate swaps
Derivative [Line Items]
Notional amount, beginning balance	13,926
Additions	0
Maturities/ terminations	-1,965
Notional amount, ending balance	11,961
Derivatives Designated As Hedges | Cash Flow Hedges | Inflation indexed swaps
Derivative [Line Items]
Notional amount, beginning balance	561
Additions	15
Maturities/ terminations	-5
Notional amount, ending balance	571
Derivatives Designated As Hedges | Cash Flow Hedges | Foreign currency swaps
Derivative [Line Items]
Notional amount, beginning balance	35
Additions	0
Maturities/ terminations	0
Notional amount, ending balance	35
Derivatives Designated As Hedges | Cash Flow Hedges | Forward bond purchase commitments
Derivative [Line Items]
Notional amount, beginning balance	237
Additions	0
Maturities/ terminations	-237
Notional amount, ending balance	0
Derivatives Designated As Hedges | Fair value hedges
Derivative [Line Items]
Notional amount, beginning balance	6
Additions	0
Maturities/ terminations	-6
Notional amount, ending balance	0
Derivatives Designated As Hedges | Fair value hedges | Interest rate swaps
Derivative [Line Items]
Notional amount, beginning balance	6
Additions	0
Maturities/ terminations	-6
Notional amount, ending balance	0
Derivatives not designated as hedges
Derivative [Line Items]
Notional amount, beginning balance	8,498
Additions	8,635
Maturities/ terminations	-8,314
Notional amount, ending balance	8,819
Derivatives not designated as hedges | GMWB embedded derivatives
Derivative [Line Items]
Notional amount, beginning balance	42,045
Additions	0
Maturities/ terminations	-3,030
Notional amount, ending balance	39,015
Derivatives not designated as hedges | Fixed index annuity embedded derivatives
Derivative [Line Items]
Notional amount, beginning balance	7,705
Additions	6,436
Maturities/ terminations	-240
Notional amount, ending balance	13,901
Derivatives not designated as hedges | Indexed universal life embedded derivatives
Derivative [Line Items]
Notional amount, beginning balance	29
Additions	394
Maturities/ terminations	-2
Notional amount, ending balance	421
Derivatives not designated as hedges | Interest rate swaps
Derivative [Line Items]
Notional amount, beginning balance	4,822
Additions	508
Maturities/ terminations	-256
Notional amount, ending balance	5,074
Derivatives not designated as hedges | Foreign currency swaps
Derivative [Line Items]
Notional amount, beginning balance	0
Additions	104
Maturities/ terminations	0
Notional amount, ending balance	104
Derivatives not designated as hedges | Interest rate swaps related to securitization entities
Derivative [Line Items]
Notional amount, beginning balance	91	[1]
Additions	0	[1]
Maturities/ terminations	-14	[1]
Notional amount, ending balance	77	[1]
Derivatives not designated as hedges | Credit default swaps
Derivative [Line Items]
Notional amount, beginning balance	639
Additions	5
Maturities/ terminations	-250
Notional amount, ending balance	394
Derivatives not designated as hedges | Credit default swaps related to securitization entities
Derivative [Line Items]
Notional amount, beginning balance	312	[1]
Additions	0	[1]
Maturities/ terminations	0	[1]
Notional amount, ending balance	312	[1]
Derivatives not designated as hedges | Equity index options
Derivative [Line Items]
Notional amount, beginning balance	777
Additions	1,276
Maturities/ terminations	-1,059
Notional amount, ending balance	994
Derivatives not designated as hedges | Financial futures
Derivative [Line Items]
Notional amount, beginning balance	1,260
Additions	5,723
Maturities/ terminations	-5,652
Notional amount, ending balance	1,331
Derivatives not designated as hedges | Equity return swaps
Derivative [Line Items]
Notional amount, beginning balance	110
Additions	231
Maturities/ terminations	-233
Notional amount, ending balance	108
Derivatives not designated as hedges | Other foreign currency contracts
Derivative [Line Items]
Notional amount, beginning balance	487
Additions	788
Maturities/ terminations	-850
Notional amount, ending balance	$425
[1]	See note 18 for additional information related to consolidated securitization entities.

Schedule_of_PreTax_Income_Loss

Schedule of Pre-Tax Income (Loss) Effects of Cash Flow Hedges (Detail) (Cash Flow Hedges, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	$1,215		($866)		($115)
Gain (loss) reclassified into net income (loss) from OCI	57		45		35
Gain (loss) recognized in net income (loss)	15	[1]	-14	[1]	-12	[1]
Interest Rate Swaps Hedging Assets | Net Investment Income
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	1,229		-892		-74
Gain (loss) reclassified into net income (loss) from OCI	63		47		40
Interest Rate Swaps Hedging Assets | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	0		0		0
Gain (loss) reclassified into net income (loss) from OCI	2		1		2
Gain (loss) recognized in net income (loss)	15	[1]	-14	[1]	-12	[1]
Interest Rate Swaps Hedging Liabilities | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income (loss)	0	[1]	0	[1]	0	[1]
Interest Rate Swaps Hedging Liabilities | Interest Expense
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	-69		42		0
Gain (loss) reclassified into net income (loss) from OCI	1		2		2
Forward bond purchase commitments | Net Investment Income
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	34		-60		14
Gain (loss) reclassified into net income (loss) from OCI	0		0		0
Forward bond purchase commitments | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income (loss)	0	[1]	0	[1]	0	[1]
Inflation indexed swaps | Net Investment Income
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	17		45		-58
Gain (loss) reclassified into net income (loss) from OCI	-9		-5		-9
Inflation indexed swaps | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income (loss)	0	[1]	0	[1]	0	[1]
Foreign currency swaps | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income (loss)	0	[1]	0	[1]	0	[1]
Foreign currency swaps | Interest Expense
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in OCI	4		-1		3
Gain (loss) reclassified into net income (loss) from OCI	0		0		0
Gain Or Loss Recognized In Net Income | Interest Rate Swaps Hedging Assets | Net Investment Gains (Losses)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Gain (loss) recognized in net income (loss)	$0	[1]	$0	[1]	$0	[1]
[1]	Represents ineffective portion of cash flow hedges as there were no amounts excluded from the measurement of effectiveness.

Reconciliation_of_Current_Peri

Reconciliation of Current Period Changes, Net of Applicable Income Taxes, for Derivatives Qualifying as Hedges (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Derivative Instruments [Abstract]
Derivatives qualifying as effective accounting hedges, beginning of period	$1,319	[1]	$1,909	[1]	$2,009	[1]
Current period increases (decreases) in fair value, net of deferred taxes	788	[1]	-561	[1]	-77	[1]
Reclassification to net (income) loss, net of deferred taxes	-37	[1]	-29	[1]	-23	[1]
Derivatives qualifying as effective accounting hedges, end of period	$2,070	[1]	$1,319	[1]	$1,909	[1]
[1]	See note 5 for additional information.

Reconciliation_of_Current_Peri1

Reconciliation of Current Period Changes, Net of Applicable Income Taxes, for Derivatives Qualifying as Hedges (Parenthetical) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Current period increases (decreases) in fair value, deferred taxes	($427)	$305	$38
Reclassification to net (income) loss, deferred taxes	$20	$16	$12

Derivative_Instruments_Additio

Derivative Instruments - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Derivative [Line Items]
Derivatives designated as cash flow hedges gain (loss), amount expected to be reclassified to future net income (loss), net of tax	$2,070	[1]	$1,319	[1]	$1,909	[1]	$2,009	[1]
Year by which all forecasted transactions associated with qualifying cash flow hedges are expected to occur	2047
Derivatives designated as cash flow hedges gain (loss), amount expected to be reclassified to net income (loss) in the next 12 months, net of tax	57
Derivative assets | Subject to enforceable master netting arrangement
Derivative [Line Items]
Amount to claim from counterparties if the downgrade provisions had been triggered	47	[2]	27	[2]
Derivative liabilities | Subject to enforceable master netting arrangement
Derivative [Line Items]
Amount required for disbursement to counterparties if the downgrade provisions had been triggered	$2	[3]	$5	[3]
[1]	See note 5 for additional information.
[2]	Included $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of December 31, 2014 and 2013.
[3]	Included $6 million and $7 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of December 31, 2014 and 2013, respectively.

Schedule_of_PreTax_Income_Loss1

Schedule of Pre-Tax Income (Loss) Effects of Fair Value Hedges and Related Hedged Items (Detail) (Fair value hedges, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]
Gain (loss) recognized in net income (loss)	($42)	($30)
Hedged item, gain (loss) recognized in net income (loss)	42	29
Other impacts to net income (loss)	13	36
Interest Rate Swaps Hedging Assets | Net Investment Gains (Losses)
Derivative [Line Items]
Gain (loss) recognized in net income (loss)		1
Hedged item, gain (loss) recognized in net income (loss)		-1
Interest Rate Swaps Hedging Assets | Net Investment Income
Derivative [Line Items]
Other impacts to net income (loss)		-4
Interest Rate Swaps Hedging Liabilities | Interest credited
Derivative [Line Items]
Other impacts to net income (loss)	13	38
Interest Rate Swaps Hedging Liabilities | Net Investment Gains (Losses)
Derivative [Line Items]
Gain (loss) recognized in net income (loss)	-11	-30
Hedged item, gain (loss) recognized in net income (loss)	11	30
Foreign currency swaps | Interest credited
Derivative [Line Items]
Other impacts to net income (loss)	0	2
Foreign currency swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Gain (loss) recognized in net income (loss)	-31	-1
Hedged item, gain (loss) recognized in net income (loss)	$31	$0

Schedule_of_PreTax_Gain_Loss_R

Schedule of Pre-Tax Gain (Loss) Recognized in Net Income (Loss) for Effects of Derivatives not Designated as Hedges (Detail) (Derivatives not designated as hedges, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	($110)		$50		$87
Interest rate swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	1		-7		21
Interest rate swaps related to securitization entities | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-9	[1]	9	[1]	-4	[1]
Credit default swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	1		14		57
Credit default swaps related to securitization entities | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	19	[1]	77	[1]	76	[1]
Equity index options | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-31		-43		-58
Financial futures | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	90		-232		-121
Equity return swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	5		-33		-37
Other foreign currency contracts | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-4		6		-19
Foreign currency swaps | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-7		0		0
Reinsurance embedded derivatives | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	0		0		3
GMWB embedded derivatives | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-147		277		170
Fixed index annuity embedded derivatives | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	-27		-18		-1
Indexed universal life embedded derivatives | Net Investment Gains (Losses)
Derivative [Line Items]
Pre-tax gain (loss) recognized in net income (loss)	($1)		$0		$0
[1]	See note 18 for additional information related to consolidated securitization entities.

Additional_Information_about_D

Additional Information about Derivative Assets and Liabilities Subject to Enforceable Master Netting Arrangement (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]
Gross amounts recognized, derivatives assets	$1,145		$470
Gross amounts recognized, derivatives liabilities	884		942
Subject to enforceable master netting arrangement
Derivative [Line Items]
Collateral received	-884		-199
Over collateralization, derivatives assets	-4		-7
Gross amounts recognized, net derivatives	884		-166
Gross amounts offset in the balance sheet, net derivatives	0		0
Net amounts presented in the balance sheet, net derivatives	884		-166
Gross amounts not offset in the balance sheet, financial instruments, net derivatives	0	[1]	0	[1]
Collateral pledged	49		394
Net amount	45		22
Derivative assets | Subject to enforceable master netting arrangement
Derivative [Line Items]
Gross amounts recognized, derivatives assets	1,157	[2]	496	[2]
Gross amounts offset in the balance sheet, derivatives assets	0	[2]	0	[2]
Net amounts presented in the balance sheet, derivatives assets	1,157	[2]	496	[2]
Gross amounts not offset in the balance sheet, financial instruments, derivatives assets	-227	[1],[2]	-286	[1],[2]
Collateral received	-884	[2]	-199	[2]
Over collateralization, derivatives assets	1	[2]	16	[2]
Net amount, derivatives assets	47	[2]	27	[2]
Derivative liabilities | Subject to enforceable master netting arrangement
Derivative [Line Items]
Gross amounts recognized, derivatives liabilities	273	[3]	662	[3]
Gross amounts offset in the balance sheet, derivatives liabilities	0	[3]	0	[3]
Net amounts presented in the balance sheet, derivatives liabilities	273	[3]	662	[3]
Gross amounts not offset in the balance sheet, financial instruments, derivative liabilities	-227	[1],[3]	-286	[1],[3]
Collateral pledged	-49	[3]	-394	[3]
Over collateralization, derivatives liabilities	5	[3]	23	[3]
Net amount, derivatives liabilities	$2	[3]	$5	[3]
[1]	Amounts represent derivative assets and/or liabilities that are presented gross within the balance sheet but are held with the same counterparty where we have a master netting arrangement. This adjustment results in presenting the net asset and net liability position for each counterparty.
[2]	Included $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of December 31, 2014 and 2013.
[3]	Included $6 million and $7 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of December 31, 2014 and 2013, respectively.

Additional_Information_about_D1

Additional Information about Derivative Assets and Liabilities Subject to Enforceable Master Netting Arrangement (Parenthetical) (Detail) (Subject to enforceable master netting arrangement, USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative assets
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative assets	$1,157	[1]	$496	[1]
Derivative assets | Other assets
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative assets	25		25
Derivative liabilities
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative liabilities	273	[2]	662	[2]
Derivative liabilities | Other liabilities
Derivative [Line Items]
Net amounts presented in the balance sheet, accruals on derivative liabilities	$6		$7
[1]	Included $25 million of accruals on derivatives classified as other assets and does not include amounts related to embedded derivatives as of December 31, 2014 and 2013.
[2]	Included $6 million and $7 million of accruals on derivatives classified as other liabilities and does not include amounts related to embedded derivatives and derivatives related to securitization entities as of December 31, 2014 and 2013, respectively.

Derivative_Instruments_Schedul

Derivative Instruments Schedule of Credit Default Swaps where we Sell Protection on Single Name Reference Entities and Fair Values (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]
Notional value	$21,386	$23,263
Credit default swaps | Single Name Reference Entities
Derivative [Line Items]
Notional value	39	39
Assets	1	1
Liabilities	0	0
Credit default swaps | Single Name Reference Entities | Investment grade | Matures Less Than One Year
Derivative [Line Items]
Notional value	0	0
Assets	0	0
Liabilities	0	0
Credit default swaps | Single Name Reference Entities | Investment grade | Matures After One Year Through Five Years
Derivative [Line Items]
Notional value	39	39
Assets	1	1
Liabilities	$0	$0

Schedule_of_Credit_Default_Swa

Schedule of Credit Default Swaps where we Sell Protection on Credit Default Swap Index Tranches and Fair Values (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]
Notional value	$21,386		$23,263
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches
Derivative [Line Items]
Notional value	350		600
Assets	3		10
Liabilities	0		0
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches | Matures Less Than One Year | 9% - 12%
Derivative [Line Items]
Notional value	250	[1]	0	[1]
Assets	2	[1]	0	[1]
Liabilities	0	[1]	0	[1]
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches | Matures Less Than One Year | 10% - 15%
Derivative [Line Items]
Notional value	0	[2]	250	[2]
Assets	0	[2]	2	[2]
Liabilities	0	[2]	0	[2]
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches | Matures After One Year Through Five Years | 7% - 15%
Derivative [Line Items]
Notional value	100	[3]	100	[3]
Assets	1	[3]	3	[3]
Liabilities	0	[3]	0	[3]
Credit default swaps | Original Index Tranche Attachment/Detachment Point And Maturity | Index Tranches | Matures After One Year Through Five Years | 9% - 12%
Derivative [Line Items]
Notional value	0	[1]	250	[1]
Assets	0	[1]	5	[1]
Liabilities	0	[1]	0	[1]
Credit default swaps | Securitization Entities | Index Tranches
Derivative [Line Items]
Notional value	312		312
Assets	0		0
Liabilities	17		32
Credit default swaps | Securitization Entities | Index Tranches | Portion Backing Third-Party Borrowings Maturing 2017
Derivative [Line Items]
Notional value	12	[4]	12	[4]
Assets	0	[4]	0	[4]
Liabilities	0	[4]	1	[4]
Credit default swaps | Securitization Entities | Index Tranches | Portion Backing Interest Maturing 2017
Derivative [Line Items]
Notional value	300	[5]	300	[5]
Assets	0	[5]	0	[5]
Liabilities	17	[5]	31	[5]
Total Credit Default Swaps on Index Tranches
Derivative [Line Items]
Notional value	662		912
Assets	3		10
Liabilities	$17		$32
[1]	The current attachment/detachment as of December 31, 2014 and 2013 was 9% - 12%.
[2]	The current attachment/detachment as of December 31, 2014 and 2013 was 10% - 15%.
[3]	The current attachment/detachment as of December 31, 2014 and 2013 was 7% - 15%.
[4]	Original notional value was $39 million.
[5]	Original notional value was $300 million.

Schedule_of_Credit_Default_Swa1

Schedule of Credit Default Swaps where we Sell Protection on Credit Default Swap Index Tranches and Fair Values (Parenthetical) (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]
Notional value	$21,386		$23,263
Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Credit default swaps
Derivative [Line Items]
Notional value	350		600
Index Tranches | Securitization Entities | Credit default swaps
Derivative [Line Items]
Notional value	312		312
Index Tranches | Securitization Entities | Portion Backing Third-Party Borrowings Maturing 2017 | Credit default swaps
Derivative [Line Items]
Notional value	12	[1]	12	[1]
Index Tranches | Securitization Entities | Portion Backing Interest Maturing 2017 | Credit default swaps
Derivative [Line Items]
Notional value	300	[2]	300	[2]
7% - 15% | Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Matures After One Year Through Five Years | Credit default swaps
Derivative [Line Items]
Current attachment percentage	7.00%		7.00%
Current detachment percentage	15.00%		15.00%
Notional value	100	[3]	100	[3]
9% - 12% | Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Matures Less Than One Year | Credit default swaps
Derivative [Line Items]
Current attachment percentage	9.00%		9.00%
Current detachment percentage	12.00%		12.00%
Notional value	250	[4]	0	[4]
9% - 12% | Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Matures After One Year Through Five Years | Credit default swaps
Derivative [Line Items]
Current attachment percentage	9.00%		9.00%
Current detachment percentage	12.00%		12.00%
Notional value	0	[4]	250	[4]
10% - 15% | Index Tranches | Original Index Tranche Attachment/Detachment Point And Maturity | Matures Less Than One Year | Credit default swaps
Derivative [Line Items]
Current attachment percentage	10.00%		10.00%
Current detachment percentage	15.00%		15.00%
Notional value	0	[5]	250	[5]
Original Amount | Securitization Entities | Portion Backing Third-Party Borrowings Maturing 2017
Derivative [Line Items]
Notional value	39
Original Amount | Securitization Entities | Portion Backing Interest Maturing 2017
Derivative [Line Items]
Notional value	$300
[1]	Original notional value was $39 million.
[2]	Original notional value was $300 million.
[3]	The current attachment/detachment as of December 31, 2014 and 2013 was 7% - 15%.
[4]	The current attachment/detachment as of December 31, 2014 and 2013 was 9% - 12%.
[5]	The current attachment/detachment as of December 31, 2014 and 2013 was 10% - 15%.

Activity_Impacting_Deferred_Ac

Activity Impacting Deferred Acquisition Costs (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Unamortized balance as of January 1	$5,454	$5,460	$5,458
Impact of foreign currency translation	-44	-12	9
Costs deferred	473	457	611
Amortization, net of interest accretion	-493	-451	-618
Unamortized balance as of December 31	5,390	5,454	5,460
Accumulated effect of net unrealized investment (gains) losses	-348	-176	-424
Balance as of December 31	$5,042	$5,278	$5,036

Deferred_Acquisition_Costs_Add

Deferred Acquisition Costs - Additional Information (Detail) (USD $)	12 Months Ended			3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Sep. 30, 2012	Mar. 31, 2012
Deferred Policy Acquisition Costs [Line Items]
DAC Amortization expense	$493	$451	$618
Life Block Transaction | Loss Recognition Testing
Deferred Policy Acquisition Costs [Line Items]
DAC Amortization expense				39
Life Block Transaction | Term Life Reinsurance Write-Off
Deferred Policy Acquisition Costs [Line Items]
DAC Amortization expense					$142

Intangible_Assets_Detail

Intangible Assets (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	$2,995	$3,014
Accumulated amortization	-2,723	-2,615
Present Value Of Future Profits
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	1,995	2,061
Accumulated amortization	-1,917	-1,900
Capitalized Software
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	736	704
Accumulated amortization	-604	-545
Deferred Sales Inducements To Contractholders
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	209	195
Accumulated amortization	-153	-123
Other Intangible Assets
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	55	54
Accumulated amortization	($49)	($47)

Intangible_Assets_Additional_I

Intangible Assets - Additional Information (Detail) (USD $)	12 Months Ended			3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2014
Finite-Lived Intangible Assets [Line Items]
Amortization expense related to PVFP, capitalized software and other intangible assets	$78	$118	$104
Amortization expense related to deferred sales inducements	30	24	29
PVFP amortization expense	31	66	60
Long-term Care Insurance | Loss Recognition Testing | Acquired Block
Finite-Lived Intangible Assets [Line Items]
PVFP amortization expense				$6

Activity_in_Present_Value_of_F

Activity in Present Value of Future Profits (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Finite-Lived Intangible Assets [Line Items]
Unamortized balance as of January 1	$246	$297	$339
Interest accreted at 5.89%, 5.52% and 5.66%	14	15	18
Amortization	-31	-66	-60
Unamortized balance as of December 31	229	246	297
Accumulated effect of net unrealized investment (gains) losses	-151	-85	-180
Balance as of December 31	$78	$161	$117

Activity_in_Present_Value_of_F1

Activity in Present Value of Future Profits (Parenthetical) (Detail)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Finite-Lived Intangible Assets [Line Items]
Interest accreted percentage	5.89%	5.52%	5.66%

Percentage_of_PVFP_Balance_Net

Percentage of PVFP Balance Net of Interest Accretion, before Effect of Unrealized Investment Gains or Losses, Estimated to be Amortized Over Next Five years (Detail)	12 Months Ended
	Dec. 31, 2014
Finite-Lived Intangible Assets [Line Items]
2015	9.10%
2016	11.10%
2017	9.50%
2018	7.70%
2019	6.20%

Summary_of_Goodwill_Balance_by

Summary of Goodwill Balance by Segment and Corporate and Other Activities (Detail) (USD $)	12 Months Ended			3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2014	Sep. 30, 2012
Goodwill [Line Items]
Impairment losses	($849)	$0	($89)
Foreign exchange translation	-2	-1
Gross goodwill	1,231	1,233	1,263	1,231
Accumulated impairment losses	-1,215	-366	-395	-1,215
Goodwill	16	867	868	16
U.S. Life Insurance
Goodwill [Line Items]
Impairment losses	-849			-299
Foreign exchange translation	0	0
Gross goodwill	1,034	1,034	1,034	1,034
Accumulated impairment losses	-1,034	-185	-185	-1,034
Goodwill	0	849	849	0
International Mortgage Insurance
Goodwill [Line Items]
Impairment losses	0
Foreign exchange translation	-2	-1
Gross goodwill	16	18	19	16
Accumulated impairment losses	0	0	0	0
Goodwill	16	18	19	16
U.S. Mortgage Insurance
Goodwill [Line Items]
Impairment losses	0
Foreign exchange translation	0	0
Gross goodwill	22	22	22	22
Accumulated impairment losses	-22	-22	-22	-22
Goodwill	0	0	0	0
International Protection
Goodwill [Line Items]
Impairment losses	0				-89
Foreign exchange translation	0	0
Gross goodwill	89	89	89	89
Accumulated impairment losses	-89	-89	-89	-89
Goodwill	0	0	0	0
Runoff
Goodwill [Line Items]
Impairment losses	0
Foreign exchange translation	0	0
Gross goodwill	70	70	70	70
Accumulated impairment losses	-70	-70	-70	-70
Goodwill	0	0	0	0
Corporate and Other
Goodwill [Line Items]
Impairment losses	0
Foreign exchange translation	0	0
Gross goodwill	0	0	29	0
Accumulated impairment losses	0	0	-29	0
Goodwill	$0	$0	$0	$0

Goodwill_and_Dispositions_Addi

Goodwill and Dispositions - Addition Information (Detail) (USD $)	12 Months Ended			1 Months Ended	3 Months Ended		6 Months Ended	3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Apr. 02, 2013	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Sep. 30, 2012
Goodwill [Line Items]
Goodwill impairment	$849	$0	$89
Goodwill	16	867	868		16
Reverse Mortgage Business
Goodwill [Line Items]
Proceeds from sale of business				22
U.S. Life Insurance
Goodwill [Line Items]
Goodwill impairment	849				299
Goodwill	0	849	849		0
Life Insurance
Goodwill [Line Items]
Goodwill impairment	495				145	350
Goodwill						145
Long-term Care Insurance
Goodwill [Line Items]
Goodwill impairment	354				154	200
Goodwill						154
Overall long-term care insurance industry sales decline							30.00%
International Protection
Goodwill [Line Items]
Goodwill impairment	0							89
Goodwill	$0	$0	$0		$0

Reinsurance_Additional_Informa

Reinsurance - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Maximum amount of individual ordinary life insurance normally retained by us on any one individual life policy	$5
Reinsurance recoverable	17,346	17,219
Minimum amount of risk-based capital General Electric Capital Corporation agreed to maintain	150.00%
Reinsurance recoveries recognized as a reduction of benefits and other changes in reserves	2,872	2,645	2,951
U.S. Life Insurance Subsidiaries | Fixed maturity securities
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Assets pledged as collateral	8,737	7,823
U.S. Life Insurance Subsidiaries | Commercial Mortgage Loan
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Assets pledged as collateral	544	603
International Mortgage Insurance Subsidiaries | Other invested assets
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Assets pledged as collateral	33
Union Fidelity Life Insurance Company | Ceded Credit Risk
Reinsurance Premiums for Insurance Companies, by Product Segment [Line Items]
Reinsurance recoverable	$14,494	$14,622

Net_Domestic_Life_Insurance_In

Net Domestic Life Insurance In-Force (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Reinsurance [Abstract]
Direct life insurance in-force	$701,797		$708,271		$730,016
Amounts assumed from other companies	935		1,070		1,148
Amounts ceded to other companies	-393,244	[1]	-313,593	[1]	-331,909	[1]
Net life insurance in-force	$309,488		$395,748		$399,255
Percentage of amount assumed to net	0.00%		0.00%		0.00%
[1]	Includes amounts accounted for under the deposit method.

Effects_of_Reinsurance_on_Prem

Effects of Reinsurance on Premiums Written and Earned (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Reinsurance [Abstract]
Direct, Written	$6,226	$5,922	$5,952
Assumed, Written	635	431	455
Ceded, Written	-1,239	-1,169	-1,350
Net premiums, Written	5,622	5,184	5,057
Direct, Earned	6,029	5,852	5,873
Assumed, Earned	630	455	489
Ceded, Earned	-1,228	-1,159	-1,321
Net premiums, Earned	5,431	5,148	5,041
Percentage of amount assumed to net	12.00%	9.00%	10.00%
Life insurance
Reinsurance [Abstract]
Direct, Written	1,241	1,199	1,284
Assumed, Written	45	9	9
Ceded, Written	-351	-342	-528
Direct, Earned	1,257	1,214	1,304
Assumed, Earned	39	8	7
Ceded, Earned	-351	-343	-527
Accident and Health Insurance Product Line
Reinsurance [Abstract]
Direct, Written	3,063	2,944	2,853
Assumed, Written	568	403	419
Ceded, Written	-790	-735	-690
Direct, Earned	3,087	2,945	2,840
Assumed, Earned	559	414	440
Ceded, Earned	-783	-725	-672
Property, Liability and Casualty Insurance Product Line
Reinsurance [Abstract]
Direct, Written	108	97	95
Assumed, Written	2	0	0
Ceded, Written	-3	0	0
Direct, Earned	97	85	84
Assumed, Earned	1	0	0
Ceded, Earned	-3	0	0
Mortgage insurance
Reinsurance [Abstract]
Direct, Written	1,814	1,682	1,720
Assumed, Written	20	19	27
Ceded, Written	-95	-92	-132
Direct, Earned	1,588	1,608	1,645
Assumed, Earned	31	33	42
Ceded, Earned	($91)	($91)	($122)

Recorded_Liabilities_and_Major

Recorded Liabilities and Major Assumptions Underlying Future Policy Benefits (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Liability for Future Policy Benefit, by Product Segment [Line Items]
Future policy benefits	$35,915		$33,705
Long Term Care Insurance Contracts
Liability for Future Policy Benefit, by Product Segment [Line Items]
Liability for long-term care insurance contracts, Interest rate assumption, Low end	3.75%	[1]	3.75%	[1]
Liability for long-term care insurance contracts, Interest rate assumption, High end	7.50%	[1]	7.50%	[1]
Future policy benefits	19,310	[1]	17,023	[1]
Structured Settlements with Life Contingencies
Liability for Future Policy Benefit, by Product Segment [Line Items]
Structured settlements with life contingencies, Interest rate assumption, Lower limit	1.50%	[2]	1.50%	[2]
Structured settlements with life contingencies, Interest rate assumption, Upper limit	8.00%	[2]	8.00%	[2]
Future policy benefits	9,133	[2]	9,267	[2]
Annuity Contracts with Life Contingencies
Liability for Future Policy Benefit, by Product Segment [Line Items]
Liability for policyholder contract deposits, Interest rate, annuities, Low end	1.50%	[2]	1.50%	[2]
Liability for policyholder contract deposits, Interest rate, annuities, High end	8.00%	[2]	8.00%	[2]
Future policy benefits	4,470	[2]	4,425	[2]
Traditional Life Insurance Contracts
Liability for Future Policy Benefit, by Product Segment [Line Items]
Traditional life insurance contracts, Interest rate assumption, Lower limit	3.00%	[3]	3.00%	[3]
Traditional life insurance contracts, Interest rate assumption, Upper limit	7.50%	[3]	7.50%	[3]
Future policy benefits	2,733	[3]	2,736	[3]
Supplementary Contracts with Life Contingencies
Liability for Future Policy Benefit, by Product Segment [Line Items]
Supplementary contracts with life contingencies, Interest rate, Low end	1.50%	[2]	1.50%	[2]
Supplementary contracts with life contingencies, Interest rate, High end	8.00%	[2]	8.00%	[2]
Future policy benefits	265	[2]	249	[2]
Accident and Health Insurance Contracts
Liability for Future Policy Benefit, by Product Segment [Line Items]
Accident and health insurance contracts, Interest rate, Low end	3.50%	[4]	3.50%	[4]
Accident and health insurance contracts, Interest rate, High end	7.00%	[4]	7.00%	[4]
Future policy benefits	$4	[4]	$5	[4]
[1]	The 1983 Individual Annuitant Mortality Table or 2000 U.S. Annuity Table, or 1983 Group Annuitant Mortality Table and the 1985 National Nursing Home Study and company experience.
[2]	Assumptions for limited-payment contracts come from either the U.S. Population Table, 1983 Group Annuitant Mortality Table, 1983 Individual Annuitant Mortality Table or Annuity 2000 Mortality Table.
[3]	Principally modifications based on company experience of the Society of Actuaries 1965-70 or 1975-80 Select and Ultimate Tables, 1941, 1958, 1980 and 2001 Commissioner's Standard Ordinary Tables, 1980 Commissioner's Extended Term table and (IA) Standard Table 1996 (modified).
[4]	The 1958 and 1980 Commissioner's Standard Ordinary Tables, or 2000 U.S. Annuity Table, or 1983 Group Annuitant Mortality.

Insurance_Reserves_Additional_

Insurance Reserves - Additional Information (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Long-term Care Insurance | Loss Recognition Testing | Acquired Block
Insurance Reserves [Line Items]
Present value of future profits balance written off	$6
Increase in reserves from loss recognition testing	710
Federal Home Loan Bank
Insurance Reserves [Line Items]
Federal Home Loan Bank common stock held	33	70
Amount of funding agreements issued to the Federal Home Loan Bank	199	493
Letters of credit related to the Federal Home Loan Bank	583	583
Pledged assets for Federal Home Loan Bank at fair value	854	1,153
Variable Annuity | Nontraditional Long-Duration Contracts
Insurance Reserves [Line Items]
Nontraditional long-duration contracts liability	7,108	7,704
Guaranteed Minimum Death Benefit | Nontraditional Long-Duration Contracts | Annuity contracts
Insurance Reserves [Line Items]
Nontraditional long-duration contracts liability	55	39
Guaranteed Minimum Withdrawal And Guaranteed Annuitization Benefit Contracts
Insurance Reserves [Line Items]
Guaranteed annuitization benefit contracts	$532	$467

Recorded_Liabilities_for_Polic

Recorded Liabilities for Policyholder Account Balances (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Insurance Reserves [Line Items]
Policyholder account balances	$26,043	$25,528
Investment contracts
Insurance Reserves [Line Items]
Policyholder account balances	17,497	17,330
Investment contracts | Annuity contracts
Insurance Reserves [Line Items]
Policyholder account balances	14,406	13,730
Investment contracts | GICs, funding agreements and FABNs
Insurance Reserves [Line Items]
Policyholder account balances	493	896
Investment contracts | Structured settlements without life contingencies
Insurance Reserves [Line Items]
Policyholder account balances	1,828	1,956
Investment contracts | Supplementary contracts without life contingencies
Insurance Reserves [Line Items]
Policyholder account balances	742	714
Investment contracts | Other
Insurance Reserves [Line Items]
Policyholder account balances	28	34
Universal life insurance contracts
Insurance Reserves [Line Items]
Policyholder account balances	$8,546	$8,198

Information_about_Variable_Ann

Information about Variable Annuity Products Death and Living Benefit Guarantees (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Guaranteed minimum standard death benefit
Net Amount at Risk by Product and Guarantee [Line Items]
Death benefits account value	$2,877	$3,164
Net amount at risk	5	6
Average attained age of contractholders	72 years	72 years
Guaranteed minimum enhanced death benefit
Net Amount at Risk by Product and Guarantee [Line Items]
Death benefits account value	3,443	3,853
Net amount at risk	119	114
Average attained age of contractholders	73 years	72 years
Guaranteed minimum living benefit
Net Amount at Risk by Product and Guarantee [Line Items]
Living benefit guarantees	3,675	4,054
Guaranteed annuitization benefits
Net Amount at Risk by Product and Guarantee [Line Items]
Living benefit guarantees	$1,362	$1,508

Account_Balances_of_Variable_A

Account Balances of Variable Annuity Contract with Death or Living Benefit Guarantees Invested in Separate Account Investment Options (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Separate account investment	$6,290	$6,960	[1]
Balanced funds
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Separate account investment	3,848	4,187	[1]
Equity funds
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Separate account investment	1,639	1,778	[1]
Bond funds
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Separate account investment	707	897	[1]
Money market funds
Schedule of Fair Value of Separate Accounts by Major Category of Investment [Line Items]
Separate account investment	$96	$98	[1]
[1]	The balances as of December 31, 2013 have been represented as a result of classification changes and to exclude fixed account assets from bond funds.

Liability_for_Policy_and_Contr2

Liability for Policy and Contract Claims (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	$8,043	$7,204
Long-term Care Insurance
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	6,216	4,999	4,655	4,130
U.S. Mortgage Insurance
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	1,180	1,482	2,009	2,488
International Mortgage Insurance
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	308	378
Life Insurance
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	197	188
Lifestyle Protection Insurance
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	106	108
Fixed Annuities
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	21	29
Runoff
Liability for Claims and Claims Adjustment Expense [Line Items]
Total liability for policy and contract claims	$15	$20

Changes_in_Liability_for_Polic

Changes in Liability for Policy and Contract Claims (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Liability for Unpaid Claims and Claims Adjustment Expense [Roll Forward]
Ending balance as of December 31	$8,043	$7,204
Long-term Care Insurance
Liability for Unpaid Claims and Claims Adjustment Expense [Roll Forward]
Beginning balance	4,999	4,655	4,130
Less reinsurance recoverables	-1,707	-1,574	-1,387
Net balance as of January 1	3,292	3,081	2,743
Current year	1,474	1,323	1,271
Prior years	726	3	93
Total incurred	2,200	1,326	1,364
Current year	-134	-131	-111
Prior years	-1,263	-1,160	-1,068
Total paid	-1,397	-1,291	-1,179
Interest on liability for policy and contract claims	195	176	153
Net balance as of December 31	4,290	3,292	3,081
Add reinsurance recoverables	1,926	1,707	1,574
Ending balance as of December 31	6,216	4,999	4,655
U.S. Mortgage Insurance
Liability for Unpaid Claims and Claims Adjustment Expense [Roll Forward]
Beginning balance	1,482	2,009	2,488
Less reinsurance recoverables	-44	-80	-178
Net balance as of January 1	1,438	1,929	2,310
Current year	328	476	717
Prior years	29	-63	7
Total incurred	357	413	724
Current year	-21	-45	-92
Prior years	-618	-859	-1,013
Total paid	-639	-904	-1,105
Net balance as of December 31	1,156	1,438	1,929
Add reinsurance recoverables	24	44	80
Ending balance as of December 31	$1,180	$1,482	$2,009

Liability_for_Policy_and_Contr3

Liability for Policy and Contract Claims - Additional Information (Detail) (Long-term Care Insurance, USD $)	3 Months Ended	12 Months Ended	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2014	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Liability for Claims and Claims Adjustment Expense [Line Items]
Increase in reinsurance recoverable		$1,926	$1,926	$1,707	$1,574	$1,387
Reserve Correction
Liability for Claims and Claims Adjustment Expense [Line Items]
Increase (Decrease) in claim reserves	61	604
Changes in assumptions and methodologies
Liability for Claims and Claims Adjustment Expense [Line Items]
Increase in reinsurance recoverable		73	73
Correction to Claims Reserve
Liability for Claims and Claims Adjustment Expense [Line Items]
Increase (Decrease) in claim reserves			81
Revised Interest Rate Assumption
Liability for Claims and Claims Adjustment Expense [Line Items]
Increase (Decrease) in claim reserves			21
Refinement of Claim Termination Rate Assumptions
Liability for Claims and Claims Adjustment Expense [Line Items]
Increase (Decrease) in claim reserves			-49
Increase in reinsurance recoverable		$17	$17

Employee_Benefit_Plans_Additio

Employee Benefit Plans - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2009
Savings Plan
Defined Benefit Plan Disclosure [Line Items]
Costs associated with plan	$16	$17	$20
Maximum contribution to employees savings plans, revised plan	6.00%
Defined contribution plan required years of service to vest for employees hired on or after January 1, 2011	2 years
Deposits recorded by our life insurance subsidiaries	1	1
Defined Contribution Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Percentage funding of plan by Genworth	100.00%
Defined contribution pension plan required years of service to vest	3 years
Liability related to benefit plan	-13	-13
Defined Benefit Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Liability related to benefit plan	-71	-38
Change in other comprehensive income, increase (reduction)	-34	23
Defined Benefit Pension Plans | United Kingdom
Defined Benefit Plan Disclosure [Line Items]
Curtailment gain		4
Retiree Health and Life Insurance Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Liability related to benefit plan	-90	-79
Change in other comprehensive income, increase (reduction)	-10	11
Curtailment gain		1
Age for retirees receiving policy coverage	65 years
Number of years before retirement eligibility at which retiree medical benefits are available to employees				10 years
Pension and Retiree Health and Life Insurance Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Costs associated with plan	$21	$22	$28

Borrowings_and_Other_Financing2

Borrowings and Other Financings - Additional Information (Detail)

12 Months Ended

1 Months Ended

3 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

1 Months Ended

3 Months Ended

12 Months Ended

1 Months Ended

3 Months Ended

12 Months Ended

3 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

1 Months Ended

12 Months Ended

3 Months Ended

1 Months Ended

12 Months Ended

12 Months Ended

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2014

Dec. 31, 2013

31-May-14

Dec. 31, 2013

Apr. 02, 2013

Dec. 31, 2013

Jan. 31, 2012

Sep. 30, 2012

Mar. 31, 2012

Dec. 31, 2014

Dec. 31, 2013

Mar. 26, 2012

Dec. 31, 2014

Dec. 31, 2012

Jan. 31, 2012

Dec. 31, 2012

Sep. 30, 2012

Mar. 31, 2012

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2012

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2012

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2014

Dec. 31, 2013

Aug. 31, 2013

Dec. 31, 2014

Dec. 31, 2013

Aug. 31, 2013

Jun. 30, 2013

Mar. 31, 2012

Mar. 31, 2011

Dec. 31, 2012

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2013

Apr. 30, 2014

Dec. 31, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2011

Dec. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Feb. 28, 2009

Dec. 31, 2014

Sep. 30, 2013

Sep. 30, 2013

USD ($)

USD ($)

USD ($)

Debt Covenant

Genworth Holdings

Genworth Mortgage Insurance Corporation (GEMICO)

Genworth Mortgage Insurance Corporation (GEMICO)

Genworth Mortgage Insurance Corporation (GEMICO)

U.S. Mortgage Insurance

Life Block Transaction

Life Block Transaction

Life Block Transaction

River Lake Insurance Company II (a), Due 2035

River Lake Insurance Company II (a), Due 2035

River Lake IV

River Lake IV

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Non-Recourse Funding Obligations

Fixed Rate Senior Notes

Fixed Rate Senior Notes

Fixed Rate Senior Notes

5.75% Senior Notes, Due 2014

5.75% Senior Notes, Due 2014

5.75% Senior Notes, Due 2014

5.75% Senior Notes, Due 2014

4.80% Senior Notes, Due 2024

4.80% Senior Notes, Due 2024

4.80% Senior Notes, Due 2024

4.90% Senior Notes, Due 2023

4.90% Senior Notes, Due 2023

4.90% Senior Notes, Due 2023

4.95% Senior Notes, Due 2015

4.95% Senior Notes, Due 2015

7.625% Senior Notes, Due September 2021

7.625% Senior Notes, Due September 2021

5.65% Senior Notes, Due 2012

Junior Notes due Two Thousand and Sixty Six

5.68% Senior Notes, Due 2020

5.68% Senior Notes, Due 2020

4.24% Senior Notes, Due 2024

4.24% Senior Notes, Due 2024

4.24% Senior Notes, Due 2024

4.59% senior notes due December 2015

Floating Rate Junior Notes, Due 2021

Floating Rate Junior Notes, Due 2021

Floating Rate Junior Notes, Due 2021

Short-term borrowings

Short-term borrowings

Short-term borrowings

Short-term borrowings

Letter of Credit

Extension

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Class B Floating Rate Subordinated Notes Due 2028

Class B Floating Rate Subordinated Notes Due 2028

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Floating Rate Subordinated Notes Due in 2035

Floating Rate Subordinated Notes Due 2033

Floating Rate Subordinated Notes Due 2033

River Lake Insurance Company II (a), Due 2035

River Lake IV

River Lake IV

Genworth Holdings

Minimum

Maximum

Genworth Holdings

Genworth Holdings

Genworth Holdings

Maximum

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth Holdings

Genworth MI Canada Inc.

Genworth MI Canada Inc.

Genworth MI Canada Inc.

Genworth MI Canada Inc.

Genworth MI Canada Inc.

Genworth MI Canada Inc.

Genworth Financial Mortgage Insurance Pty Limited

Genworth Financial Mortgage Insurance Pty Limited

Genworth Financial Mortgage Insurance Pty Limited

Commercial Paper

Commercial Paper

Revolving Credit Facility Maturing September 2016

Revolving Credit Facility Maturing September 2016

Revolving Credit Facility Maturing September 2016

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Genworth Holdings

Genworth Holdings

USD ($)

USD ($)

USD ($)

Genworth Holdings

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

CAD

CAD

AUD

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Debt Instrument [Line Items]

Commercial paper program, terminated

$1,000,000,000

Commercial paper program, amount outstanding

0

0

Facility, maximum borrowing capacity

300,000,000

100,000,000

Line of credit facility, expiration date

30-Sep-16

Amount outstanding, credit facility

0

0

Extend maturity date

1 year

Number of extensions

2

Request to extend maturity date, commitments consent

50.00%

Priority Indebtness

7.50%

Financial covenants, maximum capitalization ratio

0.35

Financial covenants, consolidated net worth

8,900,000,000

Financial covenants, consolidated net income

50.00%

Credit facility covenant for regulatory proceedings

30 days

Customary events of default, cross-defaults with other material indebtedness, minimum

100,000,000

Interest rate

4.80%

8.63%

5.75%

5.75%

4.80%

4.80%

4.80%

4.90%

4.90%

4.90%

4.95%

7.63%

7.63%

5.65%

6.15%

5.68%

5.68%

4.24%

4.24%

4.24%

4.59%

Senior notes redemption option

100.00%

Debt instrument, redemption description

We have the option to redeem all or a portion of each series of senior notes at any time with notice to the noteholders at a price equal to the greater of 100% of principal or the sum of the present value of the remaining scheduled payments of principal and interest discounted at the then-current treasury rate plus an applicable spread.

Repayment of debt

485,000,000

222,000,000

Debt instrument, maturity month and year

2014-06

2012-06

2066-11

Issued notes, aggregate principal amount

400,000,000

400,000,000

400,000,000

400,000,000

400,000,000

598,000,000

160,000,000

140,000,000

Debt instrument, maturity year

2035

[1]

2035

[1]

2035

2033

2033

2014

2014

2024

2024

2024

2023

2023

2023

2015

2020

2020

2024

2024

2024

2021

2021

2021

Issued senior notes, net proceeds

397,000,000

396,000,000

358,000,000

Capital contributions

300,000,000

100,000,000

100,000,000

300,000,000

Early redemption of senior notes

346,000,000

150,000,000

Pre-tax make-whole expense on redemption of senior notes

30,000,000

Aggregate principal amount of notes repurchased

100,000,000

15,000,000

4,000,000

Debt tender offer

100,000,000

Pre-tax gain (loss) on repurchase of senior notes

4,000,000

-6,000,000

Debt Instrument, increase, additional borrowing

350,000,000

Public offering price

103.00%

Issued senior notes, effective interest rates

7.18%

Quarterly interest rate after November 15, 2016

Three-month London Interbank Offered Rate ("LIBOR") plus 2.0025%

Scheduled redemption date

15-Nov-36

Redemption date, subject to terms

15-Nov-16

Right to defer the payment of interest on the 2066 Notes during period, years

10 years

Early redemption fee

7,000,000

Interest paid

437,000,000

453,000,000

465,000,000

2,000,000

Subordinated floating rate notes, margin

4.75%

Repayment of secured debt

3,000,000

16,000,000

26,000,000

28,000,000

Repurchase of secured debt

475,000,000

20,000,000

176,000,000

20,000,000

235,000,000

270,000,000

Secured Debt

1,996,000,000

2,038,000,000

192,000,000

[1]

192,000,000

[1]

8,000,000

Maturity date

25-May-28

U.S. GAAP after-tax gain on repurchase transaction

52,000,000

21,000,000

Increase in amortization of DAC, due to loss recognition testing

25,000,000

Net U.S. GAAP after-tax loss

41,000,000

6,000,000

41,000,000

U.S. GAAP after-tax loss on reinsurance transaction

$93,000,000

Non-recourse funding obligations weighted-average interest rate

1.51%

1.50%

[1]

Accrual of interest based on one-month LIBOR that resets every 28 days plus a fixed margin.

Schedule_of_Long_Term_Borrowin

Schedule of Long Term Borrowings (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Debt Instrument [Line Items]
Long-term borrowings	$4,639	$5,161
Genworth Holdings | 5.75% Senior Notes, Due 2014
Debt Instrument [Line Items]
Long-term borrowings	0	485
Genworth Holdings | 8.625% Senior Notes, Due 2016
Debt Instrument [Line Items]
Long-term borrowings	300	300
Genworth Holdings | 6.52% Senior Notes, Due 2018
Debt Instrument [Line Items]
Long-term borrowings	600	600
Genworth Holdings | 7.70% Senior Notes, Due 2020
Debt Instrument [Line Items]
Long-term borrowings	400	400
Genworth Holdings | 7.20% Senior Notes, Due 2021
Debt Instrument [Line Items]
Long-term borrowings	399	399
Genworth Holdings | 7.625% Senior Notes, Due 2021
Debt Instrument [Line Items]
Long-term borrowings	758	759
Genworth Holdings | 4.90% Senior Notes, Due 2023
Debt Instrument [Line Items]
Long-term borrowings	399	399
Genworth Holdings | 4.80% Senior Notes, Due 2024
Debt Instrument [Line Items]
Long-term borrowings	400	400
Genworth Holdings | 6.50% Senior Notes, Due 2034
Debt Instrument [Line Items]
Long-term borrowings	297	297
Genworth Holdings | 6.15% Fixed-to-Floating Rate Junior Subordinated Notes, Due 2066
Debt Instrument [Line Items]
Long-term borrowings	598	598
Genworth MI Canada Inc. | 4.59% Senior Notes, Due 2015
Debt Instrument [Line Items]
Long-term borrowings	0	141
Genworth MI Canada Inc. | 5.68% Senior Notes, Due 2020
Debt Instrument [Line Items]
Long-term borrowings	236	258
Genworth MI Canada Inc. | 4.24% Senior Notes, Due 2024
Debt Instrument [Line Items]
Long-term borrowings	138	0
Genworth Financial Mortgage Insurance Pty Limited | Floating Rate Junior Notes, Due 2021
Debt Instrument [Line Items]
Long-term borrowings	$114	$125

Schedule_of_Long_Term_Borrowin1

Schedule of Long Term Borrowings (Parenthetical) (Detail)	12 Months Ended		1 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Aug. 31, 2013	Dec. 31, 2013	Apr. 30, 2014	Jun. 30, 2011
5.75% Senior Notes, Due 2014 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	5.75%	5.75%		5.75%
Debt instrument, maturity year	2014	2014
8.625% Senior Notes, Due 2016 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	8.63%	8.63%		8.63%
Debt instrument, maturity year	2016	2016
6.52% Senior Notes, Due 2018 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	6.52%	6.52%		6.52%
Debt instrument, maturity year	2018	2018
7.70% Senior Notes, Due 2020 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	7.70%	7.70%		7.70%
Debt instrument, maturity year	2020	2020
7.20% Senior Notes, Due 2021 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	7.20%	7.20%		7.20%
Debt instrument, maturity year	2021	2021
7.625% Senior Notes, Due 2021 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	7.63%	7.63%		7.63%
Debt instrument, maturity year	2021	2021
4.90% Senior Notes, Due 2023 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	4.90%	4.90%	4.90%	4.90%
Debt instrument, maturity year	2023	2023	2023
4.80% Senior Notes, Due 2024 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	4.80%	4.80%		4.80%
Debt instrument, maturity year	2024	2024		2024
6.50% Senior Notes, Due 2034 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	6.50%	6.50%		6.50%
Debt instrument, maturity year	2034	2034
6.15% Fixed-to-Floating Rate Junior Subordinated Notes, Due 2066 | Genworth Holdings
Debt Instrument [Line Items]
Interest rate	6.15%	6.15%		6.15%
Debt instrument, maturity year	2066	2066
4.59% Senior Notes, Due 2015 | Genworth MI Canada Inc.
Debt Instrument [Line Items]
Interest rate	4.59%	4.59%		4.59%
Debt instrument, maturity year	2015	2015
5.68% Senior Notes, Due 2020 | Genworth MI Canada Inc.
Debt Instrument [Line Items]
Interest rate	5.68%	5.68%		5.68%
Debt instrument, maturity year	2020	2020
4.24% Senior Notes, Due 2024 | Genworth MI Canada Inc.
Debt Instrument [Line Items]
Interest rate	4.24%	4.24%		4.24%	4.24%
Debt instrument, maturity year	2024	2024			2024
Floating Rate Junior Notes, Due 2021 | Genworth Financial Mortgage Insurance Pty Limited
Debt Instrument [Line Items]
Debt instrument, maturity year	2021	2021				2021

Schedule_of_Nonrecourse_Fundin

Schedule of Non-recourse Funding Obligations of Special Purpose Consolidated Captive Insurance Subsidiaries (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Nonrecourse Funding Obligations [Line Items]
Non-recourse funding obligations	$1,996		$2,038
River Lake Insurance Company (a), Due 2033
Nonrecourse Funding Obligations [Line Items]
Non-recourse funding obligations	570	[1]	570	[1]
River Lake Insurance Company (b), Due 2033
Nonrecourse Funding Obligations [Line Items]
Non-recourse funding obligations	435	[2]	461	[2]
River Lake Insurance Company II (a), Due 2035
Nonrecourse Funding Obligations [Line Items]
Non-recourse funding obligations	192	[1]	192	[1]
River Lake Insurance Company II (b), Due 2035
Nonrecourse Funding Obligations [Line Items]
Non-recourse funding obligations	484	[2]	500	[2]
Rivermont Life Insurance Company I (a), due 2050
Nonrecourse Funding Obligations [Line Items]
Non-recourse funding obligations	$315	[1]	$315	[1]
[1]	Accrual of interest based on one-month LIBOR that resets every 28 days plus a fixed margin.
[2]	Accrual of interest based on one-month LIBOR that resets on a specified date each month plus a contractual margin.

Schedule_of_Nonrecourse_Fundin1

Schedule of Non-recourse Funding Obligations of Special Purpose Consolidated Captive Insurance Subsidiaries (Parenthetical) (Detail)	12 Months Ended
	Dec. 31, 2014		Dec. 31, 2013
Nonrecourse Funding Obligations [Line Items]
Interest rate reset period, number of days	28 days		28 days
River Lake Insurance Company (a), Due 2033
Nonrecourse Funding Obligations [Line Items]
Debt instrument, maturity year	2033	[1]	2033	[1]
River Lake Insurance Company (b), Due 2033
Nonrecourse Funding Obligations [Line Items]
Debt instrument, maturity year	2033	[2]	2033	[2]
River Lake Insurance Company II (a), Due 2035
Nonrecourse Funding Obligations [Line Items]
Debt instrument, maturity year	2035	[1]	2035	[1]
River Lake Insurance Company II (b), Due 2035
Nonrecourse Funding Obligations [Line Items]
Debt instrument, maturity year	2035	[2]	2035	[2]
Rivermont Life Insurance Company I (a), due 2050
Nonrecourse Funding Obligations [Line Items]
Debt instrument, maturity year	2050	[1]	2050	[1]
[1]	Accrual of interest based on one-month LIBOR that resets every 28 days plus a fixed margin.
[2]	Accrual of interest based on one-month LIBOR that resets on a specified date each month plus a contractual margin.

Principal_Amounts_of_Long_Term

Principal Amounts of Long Term Debt Including Senior Notes and Non-recourse Funding by Maturity (Detail) (Long-term borrowings, USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Long-term borrowings
Principal Amounts Of Long Term Debt Including Senior Notes And Non Recourse Funding By Maturity [Line Items]
2015	$0
2016	300
2017	0
2018	600
2019 and thereafter	5,735	[1]
Total	$6,635
[1]	Repayment of $2.0 billion of our non-recourse funding obligations requires regulatory approval.

Principal_Amounts_of_Long_Term1

Principal Amounts of Long Term Debt Including Senior Notes and Non-recourse Funding by Maturity (Parenthetical) (Detail) (Repayments Requiring Regulatory Approval, USD $)	12 Months Ended
In Billions, unless otherwise specified	Dec. 31, 2014
Repayments Requiring Regulatory Approval
Principal Amounts Of Long Term Debt Including Senior Notes And Non Recourse Funding By Maturity [Line Items]
Repayment of secured debt	$2

Components_of_Income_Loss_befo

Components of Income (Loss) before Income Taxes (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Taxes [Abstract]
Domestic	($2,008)	$294	($73)
Foreign	732	756	679
Income (loss) from continuing operations before income taxes	($1,276)	$1,050	$606

Components_of_Income_Tax_Benef

Components of Income Tax (Benefit) Expense (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Taxes [Abstract]
Current federal income taxes	($3)	($18)	($68)
Deferred federal income taxes	-443	160	36
Total federal income taxes	-446	142	-32
Current state income taxes	4	-1	-16
Deferred state income taxes	-4	-9	-9
Total state income taxes	0	-10	-25
Current foreign income taxes	258	422	138
Deferred foreign income taxes	-40	-230	57
Total foreign income taxes	218	192	195
Total provision (benefit) for income taxes	($228)	$324	$138

Income_Taxes_Additional_Inform

Income Taxes - Additional Information (Detail) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Tax Examination [Line Items]
Current income tax receivable	$30	$30
Current income tax payable			132
Tax impact from potential business portfolio changes	66	66	0	0
Stock based compensation		4	25	0
Valuation allowances	301	301	312
NOL carryforwards	5,191	5,191
NOL carryforwards benefit recorded in APIC when realized	24	24
Foreign tax credit carryforwards	666	666	432
Net operating loss carryforwards, expiration date/(year)		2021
Foreign tax credit carryforwards, expiration year		2015
Unremitted foreign income that is considered permanently reinvested on which U.S. deferred income tax are not provided	1,642	1,642
International businesses cash and short-term investments related to the unremitted earnings of foreign operations	124	124
Unrecognized tax benefits	49	49	41	55	226
Unrecognized tax benefits, amount that if recognized would affect the effective rate on continuing operations	44	44
Unrecognized tax benefits, interest and penalties (expense)		3	1	5
Unrecognized tax benefits, accrued interest and penalties	0	0	3
Unrecognized tax benefits, amount that is reasonably possible that it will be recognized in 2015	14	14
Section 338 Election
Income Tax Examination [Line Items]
Remaining deferred tax assets related to Section 338 election deduction	599	599	599
Tax matters agreement obligation related to Section 338 election, period of repayment, years		9 years
Maximum deferred tax assets related to Section 338 election deduction	640	640
Percentage of tax savings associated with Section 338 deductions		80.00%
Additional paid-in capital
Income Tax Examination [Line Items]
Adjustment to deferred tax liability for unsupported balance		6	17	-36
Australia Mortgage Insurance
Income Tax Examination [Line Items]
Tax impact from potential business portfolio changes	174
Lifestyle Protection Insurance
Income Tax Examination [Line Items]
Tax impact from potential business portfolio changes	-108
Tax Matters Agreement
Income Tax Examination [Line Items]
Interest expense related to tax matters agreement		13	15	17
Accretion rate for tax matters agreement		5.72%	5.72%	5.72%
Liability for estimated present value of tax payments to former parent	216	216	245
Correction of prior years
Income Tax Examination [Line Items]
Stock based compensation			$13

Reconciliation_of_Federal_Stat

Reconciliation of Federal Statutory Tax Rate to Effective Income Tax Rate (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Tax Examination [Line Items]
Pre-tax income (loss)	($1,276)	$1,050	$606
Statutory U.S. federal income tax rate	-447	368	212
State income tax, net of federal income tax effect	0	-2	-16
Benefit on tax favored investments	-18	-18	-9
Effect of foreign operations	-69	-75	-66
Change in indefinite reinvestment assertion	66	0	0
Interest on uncertain tax positions	-2	-1	-3
Non-deductible expenses	4	2	3
Non-deductible goodwill	245	0	19
Valuation allowance	-6	16	0
Stock-based compensation	4	25	0
Other, net	-5	9	-2
Total provision (benefit) for income taxes	($228)	$324	$138
Statutory U.S. federal income tax rate	35.00%	35.00%	35.00%
State income tax, net of federal income tax effect	0.00%	-0.20%	-2.70%
Benefit on tax favored investments	1.40%	-1.70%	-1.40%
Effect of foreign operations	5.40%	-7.10%	-10.90%
Change in indefinite reinvestment assertion	-5.20%	0.00%	0.00%
Interest on uncertain tax positions	0.10%	-0.10%	-0.60%
Non-deductible expenses	-0.30%	0.20%	0.50%
Non-deductible goodwill	-19.20%	0.00%	3.10%
Valuation allowance	0.50%	1.50%	0.00%
Stock-based compensation	-0.30%	2.40%	0.00%
Other, net	0.50%	0.90%	-0.20%
Effective rate	17.90%	30.90%	22.80%

Components_of_Net_Deferred_Inc

Components of Net Deferred Income Tax Liability (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Income Taxes [Abstract]
Foreign tax credit carryforwards	$666	$432
Accrued commission and general expenses	219	339
State income taxes	275	278
Net operating loss carryforwards	1,803	1,762
Net unrealized losses on derivatives	0	160
Other	37	41
Gross deferred income tax assets	3,000	3,012
Valuation allowance	-301	-312
Total deferred income tax assets	2,699	2,700
Investments	100	140
Net unrealized gains on investment securities	1,283	454
Net unrealized gains on derivatives	222	0
Insurance reserves	544	1,034
DAC	1,095	1,130
PVFP and other intangibles	5	53
Investment in foreign subsidiaries	310	13
Other	48	82
Total deferred income tax liabilities	3,607	2,906
Net deferred income tax liability	$908	$206

Reconciliation_of_Unrecognized

Reconciliation of Unrecognized Tax Benefits (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Taxes [Abstract]
Balance as of January 1	$41	$55	$226
Gross additions, current period	7	3	14
Gross reductions, current period	-3	0	0
Gross additions, prior years	17	4	0
Gross reductions, prior years	-13	-21	-131
Settlements	0	0	-54
Balance as of December 31	$49	$41	$55

Supplemental_Cash_Flow_Informa1

Supplemental Cash Flow Information - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Supplemental Cash Flow Information [Abstract]
Net cash paid for taxes	$439	$146	$287
Cash paid for interest	$437	$453	$465

StockBased_Compensation_Additi

Stock-Based Compensation - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Share Based Employee Compensation [Line Items]
Stock-based compensation expense	$30	$41	$26
Stock options granted	0	0	0
Unrecognized stock-based compensation expense	35	30
Unrecognized stock-based compensation expense, expected weighted-average period of recognition (years)	2 years	2 years
Amounts received from option exercises	20	19
Tax benefit realized from the exercise of share based awards	11	10
Genworth Canada
Share Based Employee Compensation [Line Items]
Stock-based compensation expense	6	11	3
Unrecognized stock-based compensation expense	3	3	1
Genworth Australia
Share Based Employee Compensation [Line Items]
Stock-based compensation expense	2
Unrecognized stock-based compensation expense	5
Outstanding restricted share rights, outstanding	2,803,025
Vested restricted share rights	99,250
Unvested restricted share rights	2,703,775
Restricted share rights, exercised	4,901
Stock Appreciation Rights
Share Based Employee Compensation [Line Items]
Granted stock options, exercise price range, lower limit	$14.30	$7.90
Granted stock options, exercise price range, upper limit	$17.89	$9.06
Granted, number of awards	2,960,000	4,604,000
Granted stock options, fair value	$3.05	$3.40
Terminated, number of awards	1,905,000	980,000
Vested restricted share rights	1,353,000	1,618,000
Unvested restricted share rights	12,067,000	12,365,000	10,359,000
Stock Appreciation Rights Cap Price
Share Based Employee Compensation [Line Items]
Maximum share value at exercise of SARs	$75
Employee Stock Option and Stock Appreciation Rights
Share Based Employee Compensation [Line Items]
Granted stock options, exercise term (years)	10 years	10 years
Stock Appreciation Rights (SARs)
Share Based Employee Compensation [Line Items]
Average vesting period	4 years	4 years	4 years
Restricted Stock Units
Share Based Employee Compensation [Line Items]
Granted stock options, exercise price range, lower limit	$9.19	$7.90
Granted stock options, exercise price range, upper limit	$17.89	$15.40
Average vesting period	4 years	4 years
Granted, number of awards	1,226,000	2,018,000
Granted stock options, fair value	$15	$9.27
Terminated, number of awards	262,000	426,000
Vested restricted share rights	938,000	985,000
Unvested restricted share rights	2,913,000	2,887,000	2,280,000
Performance Stock Units ("PSUs")
Share Based Employee Compensation [Line Items]
Average vesting period	3 years
Granted, number of awards	343,000
Terminated, number of awards	39,000
Performance Stock Units ("PSUs") | Minimum
Share Based Employee Compensation [Line Items]
Granted stock options, fair value	$15.23
Performance Stock Units ("PSUs") | Maximum
Share Based Employee Compensation [Line Items]
Granted stock options, fair value	$17.89
Omnibus Incentive Plan
Share Based Employee Compensation [Line Items]
Equity awards, amount of shares authorized to grant			16,000,000	25,000,000
Stock-based compensation expense	$22	$30	$23

Stock_Option_and_SAR_WeightedA

Stock Option and SAR Weighted-Average Grant-Date Fair Value Information and Related Valuation Assumptions (Detail) (USD $)	12 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013		Dec. 31, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock options and SARs, granted	0	0		0
Black-Scholes Model
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (years)	6 years	5 years 10 months 24 days		6 years
Expected volatility	100.20%	100.70%		100.70%
Expected dividend yield	0.50%	0.50%		0.50%
Risk-free interest rate	1.90%	1.10%		1.10%
Black-Scholes Model | Stock Compensation Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock options and SARs, granted	2,960	3,404		5,085
Fair value per options and SARs	3.05	2.53		2.34
Black-Scholes Model | Stock Appreciation Rights (SARs)
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Maximum share value at exercise of SARs	75	75		75
Monte-Carlo Simulation
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected volatility		102.50%	[1]
Expected dividend yield		0.50%	[1]
Risk-free interest rate		1.10%	[1]
Monte-Carlo Simulation | Stock Compensation Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock options and SARs, granted		1,200	[1]
Fair value per options and SARs		5.88	[1]
Monte-Carlo Simulation | Stock Appreciation Rights (SARs)
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Maximum share value at exercise of SARs		75	[1]
[1]	For purposes of determining the fair value of 1.2 million shares of performance-accelerated SARs that were issued in January 2013, we used a Monte-Carlo Simulation technique. Monte-Carlo Simulation is a method used to simulate future stock price movements in order to determine the fair value due to unique vesting and exercising provisions. The performance-accelerated SARs have a derived service period of one year on average and have a grant price of $7.90. The performance-accelerated SARs vest on the third anniversary of the grant date but are subject to earlier vesting on or after the one year anniversary of the grant date based on the closing price of our Class A Common Stock exceeding certain specified amounts ($12.00, $16.00 and $20.00, respectively) for 45 consecutive trading days. Based on the closing price of our Class A Common Stock, the first tranche at $12.00 vested in January 2014 and the second tranche at $16.00 vested in June 2014.

Stock_Option_and_SAR_WeightedA1

Stock Option and SAR Weighted-Average Grant-Date Fair Value Information and Related Valuation Assumptions (Parenthetical) (Detail) (USD $)	1 Months Ended	12 Months Ended	1 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jan. 31, 2014	Dec. 31, 2014	Jun. 30, 2014	Jan. 31, 2013
Share Price One
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Performance-accelerated SARs subject to earlier vesting on or after one year anniversary of the grant date based on the closing price of our Class A Common Stock		$12
Vesting based on closing stock price	$12
Share Price Two
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Performance-accelerated SARs subject to earlier vesting on or after one year anniversary of the grant date based on the closing price of our Class A Common Stock		$16
Vesting based on closing stock price			$16
Share Price Three
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Performance-accelerated SARs subject to earlier vesting on or after one year anniversary of the grant date based on the closing price of our Class A Common Stock		$20
Early Vesting in One Third Increments
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of consecutive trading days exceeding certain specified amounts		45 days
Performance Accelerated Stock Appreciation Rights
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Omnibus Incentive Plan, shares issued				1.2
Options grant-date fair value				$7.90

Rollforward_of_ShareBased_Comp

Rollforward of Share-Based Compensation Arrangement by Share-Based Payment Award, Options, Outstanding (Detail) (USD $)	12 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Stock-Based Compensation [Abstract]
Beginning balance, shares subject to option	4,310	6,109
Granted, shares subject to option	0	0	0
Exercised, shares subject to option	-921	-1,440
Forfeited, shares subject to option	-885	-359
Expired, shares subject to option	0	0
Ending balance, shares subject to option	2,504	4,310	6,109
Beginning balance, weighted-average exercise price	$13.17	$11.77
Exercisable as of December 31, shares subject to option	2,501
Granted, weighted-average exercise price	$0	$0
Exercised, weighted-average exercise price	$8.10	$6.20
Forfeited, weighted-average exercise price	$19.32	$17.26
Expired, weighted-average exercise price	$0	$0
Ending balance, weighted-average exercise price	$12.86	$13.17	$11.77
Exercisable as of December 31, weighted-average exercise price	$12.86

Information_about_Stock_Option

Information about Stock Options Outstanding (Detail) (USD $)	12 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Dec. 31, 2014
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range [Line Items]
Outstanding, shares	2,504
Outstanding, average exercise price	$12.86
Exercisable, shares	2,501
Exercisable, average exercise price	$12.86
Exercise Price Range, $ 2.00 - $ 2.46
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range [Line Items]
Exercise price range, lower limit	$2
Exercise price range, upper limit	$2.46
Outstanding, shares	394	[1]
Outstanding, average life (years)	4 years 26 days	[1],[2]
Outstanding, average exercise price	$2.44	[1]
Exercisable, shares	394	[1]
Exercisable, average life (years)	4 years 26 days	[1],[2]
Exercisable, average exercise price	$2.44	[1]
Exercise Price Range, $ 7.36 - $ 7.80
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range [Line Items]
Exercise price range, lower limit	$7.36
Exercise price range, upper limit	$7.80
Outstanding, shares	547
Outstanding, average life (years)	2 years 5 months 1 day	[2]
Outstanding, average exercise price	$7.80
Exercisable, shares	547
Exercisable, average life (years)	2 years 5 months 1 day	[2]
Exercisable, average exercise price	$7.80
Exercise Price Range, $ 9.10 - $ 14.18
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range [Line Items]
Exercise price range, lower limit	$9.10
Exercise price range, upper limit	$14.18
Outstanding, shares	1,228
Outstanding, average life (years)	4 years 10 months 13 days	[2]
Outstanding, average exercise price	$14.15
Exercisable, shares	1,225
Exercisable, average life (years)	4 years 10 months 10 days	[2]
Exercisable, average exercise price	$14.15
Exercise Price Range, $14.92 - $22.80
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range [Line Items]
Exercise price range, lower limit	$14.92
Exercise price range, upper limit	$22.80
Outstanding, shares	123
Outstanding, average life (years)	3 years 3 months 4 days	[2]
Outstanding, average exercise price	$21.96
Exercisable, shares	123
Exercisable, average life (years)	3 years 3 months 4 days	[2]
Exercisable, average exercise price	$21.96
Exercise Price Range, $30.52 - $34.13
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range [Line Items]
Exercise price range, lower limit	$30.52
Exercise price range, upper limit	$34.13
Outstanding, shares	212
Outstanding, average life (years)	1 year 4 months 24 days	[2]
Outstanding, average exercise price	$32.56
Exercisable, shares	212
Exercisable, average life (years)	1 year 4 months 24 days	[2]
Exercisable, average exercise price	$32.55
[1]	These shares have an aggregate intrinsic value of $2 million each for total options outstanding and exercisable options.
[2]	Average contractual life remaining in years.

Information_about_Stock_Option1

Information about Stock Options Outstanding (Parenthetical) (Detail) (Exercise Price Range, $ 2.00 - $ 2.46, USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Exercise Price Range, $ 2.00 - $ 2.46
Share-based Compensation, Shares Authorized under Stock Option Plans, Exercise Price Range [Line Items]
Aggregate intrinsic value, total options outstanding	$2
Aggregate intrinsic value, exercisable options	$2

Stock_Option_Activity_and_Othe

Stock Option Activity and Other Equity-Based Awards (Detail) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Beginning balance, shares subject to option	4,310,000	6,109,000
Exercised, shares subject to option	-921,000	-1,440,000
Ending balance, shares subject to option	2,504,000	4,310,000
Deferred Stock Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Balance as of January 1, number of awards	579,000	690,000
Granted, number of awards	113,000	98,000
Exercised, number of awards	-58,000	-209,000
Terminated, number of awards	0	0
Balance as of December 31, number of awards	634,000	579,000
Balance as of January 1, weighted-average grant date fair value	9.43	8.74
Granted, weighted-average grant date fair value	12.98	12.17
Exercised, weighted-average grant date fair value	6.65	4.73
Terminated, weighted-average grant date fair value	0	0
Balance as of December 31, weighted-average grant date fair value	9.96	9.43
Restricted Stock Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Balance as of January 1, number of awards	2,887,000	2,280,000
Granted, number of awards	1,226,000	2,018,000
Exercised, number of awards	-938,000	-985,000
Terminated, number of awards	-262,000	-426,000
Balance as of December 31, number of awards	2,913,000	2,887,000
Balance as of January 1, weighted-average grant date fair value	10.21	12.97
Granted, weighted-average grant date fair value	15	9.27
Exercised, weighted-average grant date fair value	10.06	14.75
Terminated, weighted-average grant date fair value	12.16	10.01
Balance as of December 31, weighted-average grant date fair value	12.09	10.21
Stock Appreciation Rights
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Balance as of January 1, number of awards	12,365,000	10,359,000
Granted, number of awards	2,960,000	4,604,000
Exercised, number of awards	-1,353,000	-1,618,000
Terminated, number of awards	-1,905,000	-980,000
Balance as of December 31, number of awards	12,067,000	12,365,000
Balance as of January 1, weighted-average grant date fair value	4	4.44
Granted, weighted-average grant date fair value	3.05	3.4
Exercised, weighted-average grant date fair value	3.88	5.97
Terminated, weighted-average grant date fair value	5.23	2.91
Balance as of December 31, weighted-average grant date fair value	3.62	4
Genworth Canada
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Beginning balance, shares subject to option	987,000	1,027,000
Granted, shares subject to option	114,000	100,000
Exercised, shares subject to option	-93,000	-91,000
Terminated, shares subject to option	-6,000	-49,000
Ending balance, shares subject to option	1,002,000	987,000
Genworth Canada | Restricted Stock Units and Performance Stock Unit Awards
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Balance as of January 1, number of awards	177,000	143,000
Granted, number of awards	93,000	106,000
Exercised, number of awards	-67,000	-66,000
Terminated, number of awards	0	-6,000
Balance as of December 31, number of awards	203,000	177,000
Genworth Canada | Deferred Stock Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Balance as of January 1, number of awards	45,000	34,000
Granted, number of awards	9,000	11,000
Exercised, number of awards	0	0
Terminated, number of awards	0	0
Balance as of December 31, number of awards	54,000	45,000
Genworth Canada | Executive Deferred Stock Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Balance as of January 1, number of awards	20,000	0
Granted, number of awards	1,000	20,000
Exercised, number of awards	0	0
Terminated, number of awards	0	0
Balance as of December 31, number of awards	21,000	20,000

Fair_Value_Financial_Instrumen

Fair Value Financial Instruments Not Required to Be Carried at Fair Value (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	$6,100		$5,899
Restricted commercial mortgage loans	201		233
Other invested assets	2,296		1,686
Long-term borrowings	4,639		5,161
Non-recourse funding obligations	1,996		2,038
Notional amount
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	0	[1]	0	[1]
Restricted commercial mortgage loans	0	[1],[2]	0	[1],[2]
Other invested assets	0	[1]	0	[1]
Long-term borrowings	0	[1],[3]	0	[1],[3]
Non-recourse funding obligations	0	[1],[3]	0	[1],[3]
Borrowings related to securitization entities	0	[1],[2]	0	[1],[2]
Investment contracts	0	[1]	0	[1]
Commitments to fund limited partnerships	53		65
Ordinary course of business lending commitments	155		138
Carrying value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	6,100		5,899
Restricted commercial mortgage loans	201	[2]	233	[2]
Other invested assets	374		307
Long-term borrowings	4,639	[3]	5,161	[3]
Non-recourse funding obligations	1,996	[3]	2,038	[3]
Borrowings related to securitization entities	134	[2]	167	[2]
Investment contracts	17,497		17,330
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Fair value
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	6,573		6,137
Restricted commercial mortgage loans	228	[2]	258	[2]
Other invested assets	385		311
Long-term borrowings	4,300	[3]	5,590	[3]
Non-recourse funding obligations	1,438	[3]	1,459	[3]
Borrowings related to securitization entities	146	[2]	182	[2]
Investment contracts	18,023		17,827
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	0		0
Restricted commercial mortgage loans	0	[2]	0	[2]
Other invested assets	0		0
Long-term borrowings	0	[3]	0	[3]
Non-recourse funding obligations	0	[3]	0	[3]
Borrowings related to securitization entities	0	[2]	0	[2]
Investment contracts	0		0
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	0		0
Restricted commercial mortgage loans	0	[2]	0	[2]
Other invested assets	300		221
Long-term borrowings	4,181	[3]	5,460	[3]
Non-recourse funding obligations	0	[3]	0	[3]
Borrowings related to securitization entities	146	[2]	182	[2]
Investment contracts	7		86
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	0		0
Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Commercial mortgage loans	6,573		6,137
Restricted commercial mortgage loans	228	[2]	258	[2]
Other invested assets	85		90
Long-term borrowings	119	[3]	130	[3]
Non-recourse funding obligations	1,438	[3]	1,459	[3]
Borrowings related to securitization entities	0	[2]	0	[2]
Investment contracts	18,016		17,741
Commitments to fund limited partnerships	0		0
Ordinary course of business lending commitments	$0		$0
[1]	These financial instruments do not have notional amounts.
[2]	See note 18 for additional information related to consolidated securitization entities.
[3]	See note 13 for additional information related to borrowings.

Fair_Value_of_Financial_Instru2

Fair Value of Financial Instruments - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Fair Value of Financial Instruments [Line Items]
Period end valuation	0
GMWB non-performance risk impact	$74	$46
Minimum
Fair Value of Financial Instruments [Line Items]
Percentage of changes in fair value of fixed maturity, equity and trading securities each month	10.00%

Assets_and_Liabilities_that_ar

Assets and Liabilities that are Measured at Fair Value on Recurring Basis (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	$62,447		$58,629
Available-for-sale equity securities	282		341
Securities lending collateral	289		187
Derivatives counterparty collateral			70
Total other invested assets	1,662		967
Restricted other invested assets related to securitization entities	411	[1]	391	[1]
Reinsurance recoverable	13	[2]	-1	[2]
Separate account assets	9,208		10,138
Total assets	74,023		70,465
Policyholder account balances	26,043		25,528
Borrowings related to securitization entities	85	[1]	75	[1]
Total liabilities	969		1,017
Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	241		239
Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	62,447		58,629
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	6,000		4,810
Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	362		295
Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,106		2,146
Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	27,200		25,035
Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	15,132		15,071
Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5,240		5,225
Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,702		2,898
Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	3,705		3,149
Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	282		341
Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,132		471
Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,091		436
Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	6		4
Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	4		11
Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	17		12
Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	14		8
Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	574		239
Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	291	[3]	96	[3]
Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	276		143
Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	7
Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	310		703
Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	204		575
Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	7		2
Derivative liabilities | Forward bond purchase commitments
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities			13
Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	13		4
Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	26	[1]	16	[1]
Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	42		60
Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	17	[1]	32	[1]
Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	1		1
Level 1
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Securities lending collateral	0		0
Derivatives counterparty collateral			0
Total other invested assets	0		0
Restricted other invested assets related to securitization entities	0	[1]	0	[1]
Reinsurance recoverable	0	[2]	0	[2]
Separate account assets	9,208		10,138
Total assets	9,452		10,394
Borrowings related to securitization entities	0	[1]	0	[1]
Total liabilities	0		0
Level 1 | Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	0		0
Level 1 | Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 1 | Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	244		256
Level 1 | Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 1 | Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 1 | Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0	[3]	0	[3]
Level 1 | Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 1 | Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0
Level 1 | Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Forward bond purchase commitments
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities			0
Level 1 | Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0	[1]	0	[1]
Level 1 | Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 1 | Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0	[1]	0	[1]
Level 1 | Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 2
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Securities lending collateral	289		187
Derivatives counterparty collateral			70
Total other invested assets	1,642		908
Restricted other invested assets related to securitization entities	181	[1]	180	[1]
Reinsurance recoverable	0	[2]	0	[2]
Separate account assets	0		0
Total assets	58,510		54,200
Borrowings related to securitization entities	0	[1]	0	[1]
Total liabilities	293		670
Level 2 | Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	241		205
Level 2 | Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	56,683		53,105
Level 2 | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5,996		4,805
Level 2 | Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	362		295
Level 2 | Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,099		2,123
Level 2 | Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	24,752		22,635
Level 2 | Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	13,327		13,252
Level 2 | Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5,165		5,120
Level 2 | Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,697		2,892
Level 2 | Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,285		1,983
Level 2 | Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	4		7
Level 2 | Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,112		446
Level 2 | Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1,091		436
Level 2 | Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	6		4
Level 2 | Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	1		1
Level 2 | Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 2 | Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	14		5
Level 2 | Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 2 | Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0	[3]	0	[3]
Level 2 | Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0		0
Level 2 | Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	0
Level 2 | Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	293		670
Level 2 | Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	204		575
Level 2 | Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	7		2
Level 2 | Derivative liabilities | Forward bond purchase commitments
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities			13
Level 2 | Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	13		3
Level 2 | Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	26	[1]	16	[1]
Level 2 | Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	42		60
Level 2 | Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0	[1]	0	[1]
Level 2 | Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	1		1
Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Securities lending collateral	0		0
Derivatives counterparty collateral			0
Total other invested assets	20		59
Restricted other invested assets related to securitization entities	230	[1]	211	[1]
Reinsurance recoverable	13	[2]	-1	[2]
Separate account assets	0		0
Total assets	6,061		5,871
Borrowings related to securitization entities	85	[1]	75	[1]
Total liabilities	676		347
Level 3 | Trading Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Trading securities	0		34
Level 3 | Fixed maturity securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5,764		5,524
Level 3 | Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	4		5
Level 3 | Fixed maturity securities | Tax-exempt
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	0		0
Level 3 | Fixed maturity securities | Government - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	7		23
Level 3 | Fixed maturity securities | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	2,448		2,400
Level 3 | Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	1,805		1,819
Level 3 | Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	75		105
Level 3 | Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	5		6
Level 3 | Fixed maturity securities | Other asset-backed
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale debt securities	1,420		1,166
Level 3 | Equity Securities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Available-for-sale equity securities	34		78
Level 3 | Derivative assets
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	20		25
Level 3 | Derivative assets | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 3 | Derivative assets | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		0
Level 3 | Derivative assets | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	3		10
Level 3 | Derivative assets | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	17		12
Level 3 | Derivative assets | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Assets	0		3
Level 3 | Fair value
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	574		239
Level 3 | Fair value | GMWB embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	291	[3]	96	[3]
Level 3 | Fair value | Fixed index annuity embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	276		143
Level 3 | Fair value | Indexed universal life embedded derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Policyholder account balances	7
Level 3 | Derivative liabilities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	17		33
Level 3 | Derivative liabilities | Interest rate swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Foreign currency swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Forward bond purchase commitments
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities			0
Level 3 | Derivative liabilities | Other foreign currency contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		1
Level 3 | Derivative liabilities | Interest rate swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0	[1]	0	[1]
Level 3 | Derivative liabilities | Inflation indexed swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	0		0
Level 3 | Derivative liabilities | Credit default swaps related to securitization entities
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	17	[1]	32	[1]
Level 3 | Derivative liabilities | Equity return swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items]
Derivative Liabilities	$0		$0
[1]	See note 18 for additional information related to consolidated securitization entities.
[2]	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
[3]	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.

Assets_Measured_at_Fair_Value_

Assets Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	$5,871		$6,162		$4,830
Total realized and unrealized gains (losses), Included in net income (loss)	33		-27		-38
Total realized and unrealized gains (losses), Included in OCI	62		-22		272
Purchases	847		561		978
Sales	-260		-305		-395
Issuances	3		3		19
Settlements	-684		-783		-672
Transfer into Level 3	644		577		1,908
Transfer out of Level 3	-455		-295		-740
Ending balance	6,061		5,871		6,162
Total gains (losses) included in net income (loss) attributable to assets still held	16		-34		-19
Restricted other invested assets related to securitization entities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	211	[1]	194	[1]	176	[1]
Total realized and unrealized gains (losses), Included in net income (loss)	19	[1]	-1	[1]	18	[1]
Total realized and unrealized gains (losses), Included in OCI	0	[1]	0	[1]	0	[1]
Purchases	0	[1]	19	[1]	100	[1]
Sales	0	[1]	0	[1]	-100	[1]
Issuances	0	[1]	0	[1]	0	[1]
Settlements	0	[1]	-20	[1]	0	[1]
Transfer into Level 3	0	[1]	19	[1]	0	[1]
Transfer out of Level 3	0	[1]	0	[1]	0	[1]
Ending balance	230	[1]	211	[1]	194	[1]
Total gains (losses) included in net income (loss) attributable to assets still held	18	[1]	-1	[1]	13	[1]
Reinsurance recoverable
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	-1	[2]	10	[2]	16	[2]
Total realized and unrealized gains (losses), Included in net income (loss)	11	[2]	-14	[2]	-9	[2]
Total realized and unrealized gains (losses), Included in OCI	0	[2]	0	[2]	0	[2]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issuances	3	[2]	3	[2]	3	[2]
Settlements	0	[2]	0	[2]	0	[2]
Transfer into Level 3	0	[2]	0	[2]	0	[2]
Transfer out of Level 3	0	[2]	0	[2]	0	[2]
Ending balance	13	[2]	-1	[2]	10	[2]
Total gains (losses) included in net income (loss) attributable to assets still held	11	[2]	-14	[2]	-9	[2]
Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance			9	[3]	0	[3]
Total realized and unrealized gains (losses), Included in net income (loss)			0	[3]	-7	[3]
Total realized and unrealized gains (losses), Included in OCI			0	[3]	0	[3]
Purchases			0	[3]	0	[3]
Sales			0	[3]	0	[3]
Issuances			0	[3]	16	[3]
Settlements			-9	[3]	0	[3]
Transfer into Level 3			0	[3]	0	[3]
Transfer out of Level 3			0	[3]	0	[3]
Ending balance			0	[3]	9	[3]
Total gains (losses) included in net income (loss) attributable to assets still held			0	[3]	-7	[3]
Fixed maturity securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	5,524		5,740		4,223
Total realized and unrealized gains (losses), Included in net income (loss)	36		12		4
Total realized and unrealized gains (losses), Included in OCI	62		-22		274
Purchases	810		498		786
Sales	-221		-241		-215
Issuances	0		0		0
Settlements	-674		-726		-528
Transfer into Level 3	644		558		1,904
Transfer out of Level 3	-417		-295		-708
Ending balance	5,764		5,524		5,740
Total gains (losses) included in net income (loss) attributable to assets still held	15		15		10
Fixed maturity securities | U.S. government, agencies and government-sponsored enterprises
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	5		9		13
Total realized and unrealized gains (losses), Included in net income (loss)	0		0		0
Total realized and unrealized gains (losses), Included in OCI	0		0		0
Purchases	0		0		0
Sales	0		0		0
Issuances	0		0		0
Settlements	-1		-4		0
Transfer into Level 3	0		0		9
Transfer out of Level 3	0		0		-13
Ending balance	4		5		9
Total gains (losses) included in net income (loss) attributable to assets still held	0		0		0
Fixed maturity securities | Government - non-U.S.
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	23		9		10
Total realized and unrealized gains (losses), Included in net income (loss)	0		0		0
Total realized and unrealized gains (losses), Included in OCI	0		1		0
Purchases	3		0		0
Sales	0		0		0
Issuances	0		0		0
Settlements	-2		-3		-1
Transfer into Level 3	0		16		0
Transfer out of Level 3	-17		0		0
Ending balance	7		23		9
Total gains (losses) included in net income (loss) attributable to assets still held	0		0		0
Fixed maturity securities | U.S. corporate
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	2,400	[4]	2,683	[4],[5]	2,511	[5]
Total realized and unrealized gains (losses), Included in net income (loss)	27	[4]	18	[4]	12	[5]
Total realized and unrealized gains (losses), Included in OCI	57	[4]	-15	[4]	118	[5]
Purchases	211	[4]	178	[4]	147	[5]
Sales	-60	[4]	-151	[4]	-122	[5]
Issuances	0	[4]	0	[4]	0	[5]
Settlements	-253	[4]	-349	[4]	-214	[5]
Transfer into Level 3	272	[4]	195	[4]	726	[5]
Transfer out of Level 3	-206	[4]	-159	[4]	-495	[5]
Ending balance	2,448	[4]	2,400	[4]	2,683	[4],[5]
Total gains (losses) included in net income (loss) attributable to assets still held	12	[4]	13	[4]	14	[5]
Fixed maturity securities | Corporate - non-U.S.
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	1,819	[4]	1,983	[4],[5]	1,284	[5]
Total realized and unrealized gains (losses), Included in net income (loss)	4		4	[4]	3	[5]
Total realized and unrealized gains (losses), Included in OCI	9		-24	[4]	92	[5]
Purchases	282		120	[4]	269	[5]
Sales	-123		-33	[4]	-29	[5]
Issuances	0		0	[4]	0	[5]
Settlements	-222		-220	[4]	-186	[5]
Transfer into Level 3	97		76	[4]	711	[5]
Transfer out of Level 3	-61		-87	[4]	-161	[5]
Ending balance	1,805		1,819	[4]	1,983	[4],[5]
Total gains (losses) included in net income (loss) attributable to assets still held	2		2	[4]	2	[5]
Fixed maturity securities | Residential mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	105		157	[5]	95	[5]
Total realized and unrealized gains (losses), Included in net income (loss)	0		-9		-7	[5]
Total realized and unrealized gains (losses), Included in OCI	-3		7		14	[5]
Purchases	16		0		20	[5]
Sales	-23		-8		-17	[5]
Issuances	0		0		0	[5]
Settlements	-13		-29		-31	[5]
Transfer into Level 3	24		14		86	[5]
Transfer out of Level 3	-31		-27		-3	[5]
Ending balance	75		105		157	[5]
Total gains (losses) included in net income (loss) attributable to assets still held	0		0		-7	[5]
Fixed maturity securities | Commercial mortgage-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	6		35		39
Total realized and unrealized gains (losses), Included in net income (loss)	0		-5		-2
Total realized and unrealized gains (losses), Included in OCI	2		-1		5
Purchases	0		0		0
Sales	0		0		-1
Issuances	0		0		0
Settlements	-2		-32		-2
Transfer into Level 3	7		11		3
Transfer out of Level 3	-8		-2		-7
Ending balance	5		6		35
Total gains (losses) included in net income (loss) attributable to assets still held	0		-4		-1
Fixed maturity securities | Other asset-backed
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	1,166	[4]	864	[4],[5]	271	[5]
Total realized and unrealized gains (losses), Included in net income (loss)	5	[4]	4	[4]	-2	[5]
Total realized and unrealized gains (losses), Included in OCI	-3	[4]	10	[4]	45	[5]
Purchases	298	[4]	200	[4]	350	[5]
Sales	-15	[4]	-49	[4]	-46	[5]
Issuances	0	[4]	0	[4]	0	[5]
Settlements	-181	[4]	-89	[4]	-94	[5]
Transfer into Level 3	244	[4]	246	[4]	369	[5]
Transfer out of Level 3	-94	[4]	-20	[4]	-29	[5]
Ending balance	1,420	[4]	1,166	[4]	864	[4],[5]
Total gains (losses) included in net income (loss) attributable to assets still held	1	[4]	4	[4]	2	[5]
Equity Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	78		99		98
Total realized and unrealized gains (losses), Included in net income (loss)	0		2		1
Total realized and unrealized gains (losses), Included in OCI	0		0		-2
Purchases	1		1		10
Sales	-38		-24		-8
Issuances	0		0		0
Settlements	0		0		0
Transfer into Level 3	0		0		0
Transfer out of Level 3	-7		0		0
Ending balance	34		78		99
Total gains (losses) included in net income (loss) attributable to assets still held	0		0		0
Other invested assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	59		110		317
Total realized and unrealized gains (losses), Included in net income (loss)	-33		-26		-45
Total realized and unrealized gains (losses), Included in OCI	0		0		0
Purchases	36		43		82
Sales	-1		-40		-72
Issuances	0		0		0
Settlements	-10		-28		-144
Transfer into Level 3	0		0		4
Transfer out of Level 3	-31		0		-32
Ending balance	20		59		110
Total gains (losses) included in net income (loss) attributable to assets still held	-28		-34		-26
Other invested assets | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	25		34		53
Total realized and unrealized gains (losses), Included in net income (loss)	-33		-33		-58
Total realized and unrealized gains (losses), Included in OCI	0		0		0
Purchases	36		43		58
Sales	-1		0		0
Issuances	0		0		0
Settlements	-7		-19		-19
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	20		25		34
Total gains (losses) included in net income (loss) attributable to assets still held	-28		-36		-41
Other invested assets | Trading Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	34		76		264
Total realized and unrealized gains (losses), Included in net income (loss)	0		7		13
Total realized and unrealized gains (losses), Included in OCI	0		0		0
Purchases	0		0		24
Sales	0		-40		-72
Issuances	0		0		0
Settlements	-3		-9		-125
Transfer into Level 3	0		0		4
Transfer out of Level 3	-31		0		-32
Ending balance	0		34		76
Total gains (losses) included in net income (loss) attributable to assets still held	0		2		15
Other invested assets | Credit default swaps | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	10		7		0
Total realized and unrealized gains (losses), Included in net income (loss)	0		12		12
Total realized and unrealized gains (losses), Included in OCI	0		0		0
Purchases	0		0		0
Sales	0		0		0
Issuances	0		0		0
Settlements	-7		-9		-5
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	3		10		7
Total gains (losses) included in net income (loss) attributable to assets still held	0		6		12
Other invested assets | Equity index options | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	12		25		39
Total realized and unrealized gains (losses), Included in net income (loss)	-31		-43		-59
Total realized and unrealized gains (losses), Included in OCI	0		0		0
Purchases	36		39		55
Sales	0		0		0
Issuances	0		0		0
Settlements	0		-9		-10
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	17		12		25
Total gains (losses) included in net income (loss) attributable to assets still held	-28		-40		-42
Other invested assets | Other foreign currency contracts | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	3		0		9
Total realized and unrealized gains (losses), Included in net income (loss)	-2		-1		-11
Total realized and unrealized gains (losses), Included in OCI	0		0		0
Purchases	0		4		3
Sales	-1		0		0
Issuances	0		0		0
Settlements	0		0		-1
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	0		3		0
Total gains (losses) included in net income (loss) attributable to assets still held	0		-1		-11
Other invested assets | Interest rate swaps | Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance			2		5
Total realized and unrealized gains (losses), Included in net income (loss)			-1		0
Total realized and unrealized gains (losses), Included in OCI			0		0
Purchases			0		0
Sales			0		0
Issuances			0		0
Settlements			-1		-3
Transfer into Level 3			0		0
Transfer out of Level 3			0		0
Ending balance			0		2
Total gains (losses) included in net income (loss) attributable to assets still held			($1)		$0
[1]	See note 18 for additional information related to consolidated securitization entities.
[2]	Represents embedded derivatives associated with the reinsured portion of our GMWB liabilities.
[3]	Represents contingent receivables associated with recent business dispositions.
[4]	The transfers into and out of Level 3 for fixed maturity securities were related to changes in the primary pricing source and changes in the observability of external information used in determining the fair value, such as external ratings or credit spreads.
[5]	The transfers into and out of Level 3 were primarily related to private fixed rate U.S. corporate and private fixed rate corporate-non-U.S. securities and resulted from a change in the observability of the additional premium to the public bond spread to adjust for the liquidity and other features of our private placements and resulted in unobservable inputs having a significant impact on certain valuations for transfers in or no longer having significant impact on certain valuations for transfers out. During the second quarter of 2012, we began classifying private securities without an external rating as Level 3, which resulted in a significant number of securities being transferred into Level 3. The transfers into Level 3 for structured securities primarily related to securities that were recently purchased and initially classified as Level 2 based on market data that existed at the time of purchase and subsequent valuation included significant unobservable inputs.

Gains_and_Losses_Included_in_N

Gains and Losses Included in Net Income (Loss) from Assets and Liabilities Recorded at Fair Value (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Fair value of financial instruments [Abstract]
Total realized and unrealized gains (losses) included in net income (loss), assets	$33	($27)	($38)
Total gains (losses) included in net income (loss) attributable to assets still held, assets	16	-34	-19
Total realized and unrealized (gains) losses included in net (income) loss, liabilities	177	-339	-283
Total (gains) losses included in net (income) loss attributable to liabilities still held, liabilities	178	-337	-276
Net Investment Income
Fair value of financial instruments [Abstract]
Total realized and unrealized gains (losses) included in net income (loss), assets	43	35	32
Total gains (losses) included in net income (loss) attributable to assets still held, assets	19	33	25
Total realized and unrealized (gains) losses included in net (income) loss, liabilities	0	0	0
Total (gains) losses included in net (income) loss attributable to liabilities still held, liabilities	0	0	0
Net Investment Gains (Losses)
Fair value of financial instruments [Abstract]
Total realized and unrealized gains (losses) included in net income (loss), assets	-10	-62	-70
Total gains (losses) included in net income (loss) attributable to assets still held, assets	-3	-67	-44
Total realized and unrealized (gains) losses included in net (income) loss, liabilities	177	-339	-283
Total (gains) losses included in net (income) loss attributable to liabilities still held, liabilities	$178	($337)	($276)

Liabilities_Measured_at_Fair_V

Liabilities Measured at Fair Value on Recurring Basis and Utilized Significant Unobservable (Level 3) Inputs to Determine Fair Value (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	$347		$544		$778
Total realized and unrealized (gains) losses included in net (income) loss	177		-339		-283
Total realized and unrealized (gains) losses included in OCI	0		0		0
Purchases	4		8		5
Sales	-2		0		0
Issuances	152		135		59
Settlements	-2		-1		-15
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	676		347		544
Total (gains) losses included in net (income) loss attributable to liabilities still held	178		-337		-276
Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	33		105		234
Total realized and unrealized (gains) losses included in net (income) loss	-18		-79		-119
Total realized and unrealized (gains) losses included in OCI	0		0		0
Purchases	4		8		5
Sales	-2		0		0
Issuances	0		0		0
Settlements	0		-1		-15
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	17		33		105
Total (gains) losses included in net (income) loss attributable to liabilities still held	-19		-79		-116
Policyholder account balances
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	239		377		496
Total realized and unrealized (gains) losses included in net (income) loss	186		-273		-178
Total realized and unrealized (gains) losses included in OCI	0		0		0
Purchases	0		0		0
Sales	0		0		0
Issuances	151		135		59
Settlements	-2		0		0
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	574		239		377
Total (gains) losses included in net (income) loss attributable to liabilities still held	188		-271		-174
Policyholder account balances | GMWB embedded derivatives
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	96	[1]	350	[1]	492	[1]
Total realized and unrealized (gains) losses included in net (income) loss	158	[1]	-291	[1]	-179	[1]
Total realized and unrealized (gains) losses included in OCI	0	[1]	0	[1]	0	[1]
Purchases	0	[1]	0	[1]	0	[1]
Sales	0	[1]	0	[1]	0	[1]
Issuances	37	[1]	37	[1]	37	[1]
Settlements	0	[1]	0	[1]	0	[1]
Transfer into Level 3	0	[1]	0	[1]	0	[1]
Transfer out of Level 3	0	[1]	0	[1]	0	[1]
Ending balance	291	[1]	96	[1]	350	[1]
Total (gains) losses included in net (income) loss attributable to liabilities still held	160	[1]	-289	[1]	-175	[1]
Policyholder account balances | Fixed index annuity embedded derivatives
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	143		27		4
Total realized and unrealized (gains) losses included in net (income) loss	27		18		1
Total realized and unrealized (gains) losses included in OCI	0		0		0
Purchases	0		0		0
Sales	0		0		0
Issuances	108		98		22
Settlements	-2		0		0
Transfer into Level 3	0		0		0
Transfer out of Level 3	0		0		0
Ending balance	276		143		27
Total (gains) losses included in net (income) loss attributable to liabilities still held	27		18		1
Policyholder account balances | Indexed universal life embedded derivatives
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	0
Total realized and unrealized (gains) losses included in net (income) loss	1
Total realized and unrealized (gains) losses included in OCI	0
Purchases	0
Sales	0
Issuances	6
Settlements	0
Transfer into Level 3	0
Transfer out of Level 3	0
Ending balance	7
Total (gains) losses included in net (income) loss attributable to liabilities still held	1
Credit default swaps related to securitization entities | Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	32	[2]	104	[2]	177	[2]
Total realized and unrealized (gains) losses included in net (income) loss	-19	[2]	-77	[2]	-76	[2]
Total realized and unrealized (gains) losses included in OCI	0	[2]	0	[2]	0	[2]
Purchases	4	[2]	5	[2]	3	[2]
Sales	0	[2]	0	[2]	0	[2]
Issuances	0	[2]	0	[2]	0	[2]
Settlements	0	[2]	0	[2]	0	[2]
Transfer into Level 3	0	[2]	0	[2]	0	[2]
Transfer out of Level 3	0	[2]	0	[2]	0	[2]
Ending balance	17	[2]	32	[2]	104	[2]
Total (gains) losses included in net (income) loss attributable to liabilities still held	-19	[2]	-77	[2]	-76	[2]
Other foreign currency contracts | Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	1		0
Total realized and unrealized (gains) losses included in net (income) loss	1		-2
Total realized and unrealized (gains) losses included in OCI	0		0
Purchases	0		3
Sales	-2		0
Issuances	0		0
Settlements	0		0
Transfer into Level 3	0		0
Transfer out of Level 3	0		0
Ending balance	0		1
Total (gains) losses included in net (income) loss attributable to liabilities still held	0		-2
Borrowings related to securitization entities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance	75	[2]	62	[2]	48	[2]
Total realized and unrealized (gains) losses included in net (income) loss	9	[2]	13	[2]	14	[2]
Total realized and unrealized (gains) losses included in OCI	0	[2]	0	[2]	0	[2]
Purchases	0	[2]	0	[2]	0	[2]
Sales	0	[2]	0	[2]	0	[2]
Issuances	1	[2]	0	[2]	0	[2]
Settlements	0	[2]	0	[2]	0	[2]
Transfer into Level 3	0	[2]	0	[2]	0	[2]
Transfer out of Level 3	0	[2]	0	[2]	0	[2]
Ending balance	85	[2]	75	[2]	62	[2]
Total (gains) losses included in net (income) loss attributable to liabilities still held	9	[2]	13	[2]	14	[2]
Equity index options | Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance			0
Total realized and unrealized (gains) losses included in net (income) loss			1
Total realized and unrealized (gains) losses included in OCI			0
Purchases			0
Sales			0
Issuances			0
Settlements			-1
Transfer into Level 3			0
Transfer out of Level 3			0
Ending balance			0
Total (gains) losses included in net (income) loss attributable to liabilities still held			1
Credit default swaps | Derivative liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning balance			1		57
Total realized and unrealized (gains) losses included in net (income) loss			-1		-43
Total realized and unrealized (gains) losses included in OCI			0		0
Purchases			0		2
Sales			0		0
Issuances			0		0
Settlements			0		-15
Transfer into Level 3			0		0
Transfer out of Level 3			0		0
Ending balance			0		1
Total (gains) losses included in net (income) loss attributable to liabilities still held			($1)		($40)
[1]	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
[2]	See note 18 for additional information related to consolidated securitization entities.

Summary_of_Significant_Unobser

Summary of Significant Unobservable Inputs Used for Fair Value Measurements Classified As Level 3 (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fixed maturity securities available-for-sale, at fair value	$62,447		$58,629
Policyholder account balances	26,043		25,528
Level 3 | GMWB embedded derivatives | Policyholder account balances
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Fair value, withdrawal utilization rate, lower limit	0.00%
Valuation technique	Stochastic cash flow model	[1]
Fair value, withdrawal utilization rate, upper limit	98.00%
Policyholder account balances	291	[1]
Fair value, lapse rate, lower limit	0.00%
Fair value, lapse rate, upper limit	15.00%
Fair value input, credit spreads, lower limit	0.40%
Fair value input, credit spreads, upper limit	0.85%
Fair value input, credit spreads, weighted-average	0.70%
Fair value input, equity index volatility, lower limit	17.00%	[1]
Fair value input, equity index volatility, upper limit	24.00%	[1]
Fair value input, equity index volatility, weighted-average	21.00%	[1]
Level 3 | Fixed index annuity embedded derivatives | Policyholder account balances
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Option budget method
Policyholder account balances	276
Fair value, expected future interest credited, lower limit	0.00%
Fair value, expected future interest credited, upper limit	3.00%
Fair value, expected future interest credited, weighted-average	2.00%
Level 3 | Indexed universal life embedded derivatives | Policyholder account balances
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Option budget method
Policyholder account balances	7
Fair value, expected future interest credited, lower limit	3.00%
Fair value, expected future interest credited, upper limit	9.00%
Fair value, expected future interest credited, weighted-average	6.00%
Derivative assets | Level 3 | Credit default swaps
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Discounted cash flows	[2]
Derivative assets, fair value	3	[2]
Fair value input, credit spreads, lower limit	0.00%	[2]
Fair value input, credit spreads, upper limit	0.25%	[2]
Fair value input, credit spreads, weighted-average	0.07%	[2]
Derivative assets | Level 3 | Equity index options
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Discounted cash flows
Derivative assets, fair value	17
Fair value input, equity index volatility, lower limit	14.00%
Fair value input, equity index volatility, upper limit	23.00%
Fair value input, equity index volatility, weighted-average	20.00%
Internal Models | Level 3 | U.S. corporate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Internal models
Fixed maturity securities available-for-sale, at fair value	2,234
Fair value input, credit spreads, lower limit	0.76%
Fair value input, credit spreads, upper limit	4.63%
Fair value input, credit spreads, weighted-average	1.97%
Internal Models | Level 3 | Corporate - non-U.S.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Valuation technique	Internal models
Fixed maturity securities available-for-sale, at fair value	$1,588
Fair value input, credit spreads, lower limit	0.81%
Fair value input, credit spreads, upper limit	8.08%
Fair value input, credit spreads, weighted-average	1.78%
[1]	Represents embedded derivatives associated with our GMWB liabilities, excluding the impact of reinsurance.
[2]	Unobservable input valuation based on the current market credit default swap premium.

Schedule_of_Securitized_Assets

Schedule of Securitized Assets (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Total assets	$111,358	$108,045
Securitized assets not required to be consolidated
Variable Interest Entity [Line Items]
Total assets	142	147
Securitized assets required to be consolidated
Variable Interest Entity [Line Items]
Total assets	300	314
Total securitized assets
Variable Interest Entity [Line Items]
Total assets	442	461
Other assets | Securitized assets not required to be consolidated
Variable Interest Entity [Line Items]
Total assets	$142	$147

Assets_and_Liabilities_Recorde

Assets and Liabilities Recorded for Consolidated Securitization Entities (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Restricted commercial mortgage loans	$201	$233
Total restricted other invested assets	411	391
Total investments	73,238	68,613
Cash and cash equivalents	4,918	4,214	3,632
Accrued investment income	685	678
Borrowings related to securitization entities	219	242
Securitization entities
Variable Interest Entity [Line Items]
Restricted commercial mortgage loans	201	233
Trading securities	411	391
Total restricted other invested assets	411	391
Total investments	612	624
Cash and cash equivalents	1	1
Accrued investment income	1	1
Total assets	614	626
Derivative liabilities	43	48
Other liabilities	2	2
Total other liabilities	45	50
Borrowings related to securitization entities	219	242
Total liabilities	$264	$292

Activity_Presented_in_Consolid

Activity Presented in Consolidated Statement of Income Related to Consolidated Securitization Entities (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Variable Interest Entity [Line Items]
Net investment income													$3,242		$3,271		$3,343
Derivatives													-103	[1]	-49	[1]	4	[1]
Total net investment gains (losses)													16	[2]	69	[2]	81	[2]
Total revenues	2,424		2,404		2,415		2,322		2,412	2,317	2,371	2,303	9,565		9,403		9,640
Interest expense													479		492		476
Acquisition and operating expenses													1,585		1,659		1,594
Income before income taxes													-1,276		1,050		606
Provision for income taxes													-228		324		138
Net income	-708	[3]	-787	[3]	228	[3]	219	[3]	245	148	180	141	-1,048		714		525
Securitization entities
Variable Interest Entity [Line Items]
Restricted commercial mortgage loans													14		23		29
Restricted other invested assets													5		4		4
Net investment income													19		27		33
Trading securities													15		-4		23
Derivatives													10		86		72
Borrowings related to securitization entities recorded at fair value													-9		-13		-14
Total net investment gains (losses)													16		69		81
Other income													0		0		1
Total revenues													35		96		115
Interest expense													10		16		21
Acquisition and operating expenses													0		0		1
Total expenses													10		16		22
Income before income taxes													25		80		93
Provision for income taxes													9		27		33
Net income													$16		$53		$60
[1]	See note 5 for additional information on the impact of derivative instruments included in net investment gains (losses).
[2]	See note 18 for additional information related to consolidated securitization entities.
[3]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Borrowings_Related_to_Securiti

Borrowings Related to Securitization Entities (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Principal amount	$146		$179
Borrowings related to securitization entities	219		242
GFCM LLC, due 2035, 5.2541%
Variable Interest Entity [Line Items]
Principal amount	21		54
Borrowings related to securitization entities	21		54
GFCM LLC, due 2035, 5.7426%
Variable Interest Entity [Line Items]
Principal amount	113		113
Borrowings related to securitization entities	113		113
Marvel Finance 2007-4 LLC, due 2017
Variable Interest Entity [Line Items]
Principal amount	12	[1],[2]	12	[1],[2]
Borrowings related to securitization entities	12	[1],[2]	12	[1],[2]
Genworth Special Purpose Five, LLC, due 2040
Variable Interest Entity [Line Items]
Principal amount		[1],[2],[3]		[1],[2],[3]
Borrowings related to securitization entities	$73	[1],[2]	$63	[1],[2]
[1]	Accrual of interest based on three-month LIBOR that resets every three months plus a fixed margin.
[2]	Carrying value represents fair value as a result of electing fair value option for these liabilities.
[3]	Principal amount not applicable. Notional balance was $115 million as of December 31, 2014 and 2013.

Borrowings_Related_to_Securiti1

Borrowings Related to Securitization Entities (Parenthetical) (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Variable Interest Entity [Line Items]
Notional balance	$115	$115

Insurance_Subsidiary_Financial2

Insurance Subsidiary Financial Information and Regulatory Matters - Additional Information (Detail) (USD $)	12 Months Ended			1 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	31-May-14	Dec. 31, 2013	Apr. 02, 2013	Jan. 31, 2013
Statutory Accounting Practices [Line Items]
Amount of dividend our subsidiaries could pay in 2015 without obtaining regulatory approval	$500,000,000
Dividends received from insurance subsidiaries	0	0	0
Additional statutory reserves	70,000,000	80,000,000			80,000,000
Statutory contingency reserve, annual additions, percentage of earned premiums, minimum	50.00%
Minimum loss ratio requirement to hold statutory contingency reserve	35.00%
Period of time when statutory contingency reserve has to be held, in years	10 years
Statutory contingency reserve	193,000,000	59,000,000			59,000,000
Genworth Financial's Subsidiaries
Statutory Accounting Practices [Line Items]
Restricted net assets	14,400,000,000
Genworth Holdings' Subsidiaries
Statutory Accounting Practices [Line Items]
Restricted net assets	14,500,000,000
Genworth Mortgage Insurance Corporation (GEMICO)
Statutory Accounting Practices [Line Items]
Capital contribution				300,000,000	100,000,000	100,000,000
Genworth Mortgage Holdings, LLC
Statutory Accounting Practices [Line Items]
Capital contribution					300,000,000
Genworth Holdings
Statutory Accounting Practices [Line Items]
Issued notes, aggregate principal amount		400,000,000			400,000,000
Rivermont Insurance Company I
Statutory Accounting Practices [Line Items]
Maximum potential amount of future obligation	95,000,000
Limited Guarantee Provided to a subsidiary accounted for as a derivative	5,000,000	0			0
U.S. Mortgage Insurance subsidiaries
Statutory Accounting Practices [Line Items]
Maximum risk-to-capital ratio	25
Number of states with risk-to-capital requirements	15
Private mortgage insurance eligibility requirements guidelines, transition period, years	2 years
Amount of subsidiary common shares distributed as a capital contribution							230,000,000
U.S. Mortgage Insurance subsidiaries | Genworth Mortgage Insurance Corporation (GEMICO)
Statutory Accounting Practices [Line Items]
Risk-to-capital ratio	14.3	19.3			19.3
Long-term Care Insurance | Brookfield Life and Annuity Insurance Company Limited ("BLAIC")
Statutory Accounting Practices [Line Items]
Percent of in-force long-term care insurance business, reinsured	50.00%
Australian Mortgage Insurance Subsidiaries | Brookfield Life and Annuity Insurance Company Limited ("BLAIC")
Statutory Accounting Practices [Line Items]
Ownership percentage	66.20%
Canadian Mortgage Insurance Subsidiaries | Brookfield Life and Annuity Insurance Company Limited ("BLAIC")
Statutory Accounting Practices [Line Items]
Ownership percentage	40.60%
Lifestyle Protection Insurance | Brookfield Life and Annuity Insurance Company Limited ("BLAIC")
Statutory Accounting Practices [Line Items]
Ownership percentage	100.00%
Domestic insurance subsidiaries
Statutory Accounting Practices [Line Items]
Dividends received from insurance subsidiaries	108,000,000	418,000,000	374,000,000
Domestic insurance subsidiaries | Extraordinary Dividend
Statutory Accounting Practices [Line Items]
Dividends received from insurance subsidiaries	0	0	175,000,000
International insurance subsidiaries
Statutory Accounting Practices [Line Items]
Dividends received from insurance subsidiaries	630,000,000	317,000,000	240,000,000
Combined statutory capital and surplus	6,968,000,000	8,248,000,000			8,248,000,000
Capital contribution							21,000,000
Combined statutory net income (loss)	-65,000,000	605,000,000	1,190,000,000
Statutory capital and surplus required	2,506,000,000	3,435,000,000			3,435,000,000
Increase (decrease) in statutory capital	205,000,000	359,000,000
U.S. domiciled life insurance subsidiaries
Statutory Accounting Practices [Line Items]
Impact of permitted practices on combined statutory capital and surplus	365,000,000	450,000,000
Consolidated RBC ratio	435.00%	485.00%			485.00%
Domestic subsidiaries
Statutory Accounting Practices [Line Items]
Combined statutory capital and surplus	4,352,000,000	4,003,000,000			4,003,000,000
Combined statutory net income (loss)	-262,000,000	342,000,000	-237,000,000
Domestic subsidiaries | Captive life reinsurance subsidiaries
Statutory Accounting Practices [Line Items]
Combined statutory capital and surplus	1,057,000,000	1,101,000,000			1,101,000,000
Combined statutory net income (loss)	-281,000,000	-102,000,000	-478,000,000
Insurance Subsidiary | NEW YORK
Statutory Accounting Practices [Line Items]
Additional statutory reserves	39,000,000
Insurance Subsidiary | NEW YORK | To be recoreded over the next four years
Statutory Accounting Practices [Line Items]
Additional statutory reserves	156,000,000
Guarantees provided to third parties
Statutory Accounting Practices [Line Items]
Maximum potential amount of future obligation	$28,000,000	$30,000,000			$30,000,000

Schedule_of_Statutory_Accounti

Schedule of Statutory Accounting Practices (Detail) (Domestic subsidiaries, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Statutory Accounting Practices [Line Items]
Combined statutory net income (loss)	($262)	$342	($237)
Combined statutory capital and surplus	4,352	4,003
Life insurance subsidiaries, excluding captive life reinsurance subsidiaries
Statutory Accounting Practices [Line Items]
Combined statutory net income (loss)	-179	359	378
Combined statutory capital and surplus	2,560	2,777
Mortgage insurance subsidiaries
Statutory Accounting Practices [Line Items]
Combined statutory net income (loss)	198	85	-137
Combined statutory capital and surplus	1,792	1,226
Combined statutory net income (loss), excluding captive reinsurance subsidiaries
Statutory Accounting Practices [Line Items]
Combined statutory net income (loss)	19	444	241
Captive life reinsurance subsidiaries
Statutory Accounting Practices [Line Items]
Combined statutory net income (loss)	-281	-102	-478
Combined statutory capital and surplus	$1,057	$1,101

Segment_Information_Additional

Segment Information - Additional Information (Detail) (USD $)

3 Months Ended

12 Months Ended

3 Months Ended

1 Months Ended

3 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2014

Jun. 30, 2013

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2012

Jan. 31, 2012

Mar. 31, 2012

Dec. 31, 2012

Jun. 30, 2014

Sep. 30, 2013

Segment

Segment Reporting Information [Line Items]

Number of operating segments

5

Goodwill impairment, net

$791

$0

$86

Gains (losses) on early extinguishment of debt, net

-2

-20

-1

Tax impact from potential business portfolio changes

66

66

0

0

Expenses related to reorganization, net

13

0

13

0

Assumed tax rate on adjustments to net operating income

35.00%

Long-term Care Insurance

Segment Reporting Information [Line Items]

Goodwill impairment, net

129

167

Life Insurance

Segment Reporting Information [Line Items]

Goodwill impairment, net

145

350

Lifestyle Protection Insurance

Segment Reporting Information [Line Items]

Goodwill impairment, net

86

Tax impact from potential business portfolio changes

-108

Australia Mortgage Insurance

Segment Reporting Information [Line Items]

Tax impact from potential business portfolio changes

174

Life Block Transaction

Segment Reporting Information [Line Items]

Net U.S. GAAP after-tax loss

6

41

41

Non-Recourse Funding Obligations

Segment Reporting Information [Line Items]

Gains (losses) on early extinguishment of debt, net

3

Repurchase of secured debt

475

176

20

Genworth Canada | 4.59% senior notes due December 2015

Segment Reporting Information [Line Items]

Gains (losses) on early extinguishment of debt, net

-2

Genworth Holdings | 4.95% Senior Notes, Due 2015

Segment Reporting Information [Line Items]

Gains (losses) on early extinguishment of debt, net

-20

Repurchase of senior notes

4

Genworth Holdings | 5.75% Senior Notes, Due 2014

Segment Reporting Information [Line Items]

Gains (losses) on early extinguishment of debt, net

-4

Repurchase of senior notes

$15

$100

$100

Summary_of_Segments_and_Corpor

Summary of Segments and Corporate and Other Activities (Detail) (USD $)	3 Months Ended												12 Months Ended			3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Sep. 30, 2012
Segment Reporting Information [Line Items]
Premiums													$5,431	$5,148	$5,041
Net investment income													3,242	3,271	3,343
Net investment gains (losses)													-20	-37	27
Insurance and investment product fees and other													912	1,021	1,229
Total revenues	2,424		2,404		2,415		2,322		2,412	2,317	2,371	2,303	9,565	9,403	9,640
Benefits and other changes in policy reserves													6,620	4,895	5,378
Interest credited													737	738	775
Acquisition and operating expenses, net of deferrals													1,585	1,659	1,594
Amortization of deferred acquisition costs and intangibles													571	569	722
Goodwill impairment													849	0	89
Interest expense													479	492	476
Total benefits and expenses	3,347	[1]	3,376	[1]	2,102	[1]	2,016	[1]	2,097	2,066	2,124	2,066	10,841	8,353	9,034
Income (loss) from continuing operations before income taxes													-1,276	1,050	606
Provision (benefit) for income taxes													-228	324	138
Income (loss) from continuing operations	-708	[2]	-787	[2]	228	[2]	219	[2]	245	146	174	161	-1,048	726	468
Income (loss) from discontinued operations, net of taxes									0	2	6	-20	0	-12	57
Net income (loss)	-708	[2]	-787	[2]	228	[2]	219	[2]	245	148	180	141	-1,048	714	525
Less: net income attributable to noncontrolling interests	52		57		52		35		37	40	39	38	196	154	200
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	-760	[2]	-844	[2]	176	[2]	184	[2]	208	108	141	103	-1,244	560	325
Total assets	111,358								108,045				111,358	108,045
U.S. Life Insurance
Segment Reporting Information [Line Items]
Total revenues													6,587	6,330	6,250
Goodwill impairment	299												849
U.S. Life Insurance | Segment, Continuing Operations
Segment Reporting Information [Line Items]
Premiums													3,169	2,957	2,789
Net investment income													2,665	2,621	2,594
Net investment gains (losses)													41	-3	-8
Insurance and investment product fees and other													712	755	875
Total revenues													6,587	6,330	6,250
Benefits and other changes in policy reserves													5,820	3,975	3,950
Interest credited													618	619	643
Acquisition and operating expenses, net of deferrals													658	658	677
Amortization of deferred acquisition costs and intangibles													345	384	477
Goodwill impairment													849		0
Interest expense													87	97	86
Total benefits and expenses													8,377	5,733	5,833
Income (loss) from continuing operations before income taxes													-1,790	597	417
Provision (benefit) for income taxes													-385	213	143
Income (loss) from continuing operations													-1,405	384	274
Income (loss) from discontinued operations, net of taxes													0	0	0
Net income (loss)													-1,405	384	274
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													-1,405	384	274
Total assets	82,906								77,261				82,906	77,261
International Mortgage Insurance
Segment Reporting Information [Line Items]
Total revenues													1,240	1,361	1,408
Goodwill impairment													0
International Mortgage Insurance | Segment, Continuing Operations
Segment Reporting Information [Line Items]
Premiums													950	996	1,016
Net investment income													303	333	375
Net investment gains (losses)													1	32	16
Insurance and investment product fees and other													-14	0	1
Total revenues													1,240	1,361	1,408
Benefits and other changes in policy reserves													204	317	516
Interest credited													0	0	0
Acquisition and operating expenses, net of deferrals													223	241	55
Amortization of deferred acquisition costs and intangibles													59	60	64
Goodwill impairment													0		0
Interest expense													31	33	36
Total benefits and expenses													517	651	671
Income (loss) from continuing operations before income taxes													723	710	737
Provision (benefit) for income taxes													358	184	188
Income (loss) from continuing operations													365	526	549
Income (loss) from discontinued operations, net of taxes													0	0	0
Net income (loss)													365	526	549
Less: net income attributable to noncontrolling interests													196	154	200
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													169	372	349
Total assets	8,815								9,194				8,815	9,194
U.S. Mortgage Insurance
Segment Reporting Information [Line Items]
Total revenues													639	616	676
Goodwill impairment													0
U.S. Mortgage Insurance | Segment, Continuing Operations
Segment Reporting Information [Line Items]
Premiums													578	554	549
Net investment income													59	60	68
Net investment gains (losses)													0	0	36
Insurance and investment product fees and other													2	2	23
Total revenues													639	616	676
Benefits and other changes in policy reserves													357	412	725
Interest credited													0	0	0
Acquisition and operating expenses, net of deferrals													140	144	143
Amortization of deferred acquisition costs and intangibles													7	6	5
Goodwill impairment													0		0
Interest expense													0	0	0
Total benefits and expenses													504	562	873
Income (loss) from continuing operations before income taxes													135	54	-197
Provision (benefit) for income taxes													44	17	-83
Income (loss) from continuing operations													91	37	-114
Income (loss) from discontinued operations, net of taxes													0	0	0
Net income (loss)													91	37	-114
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													91	37	-114
Total assets	2,324								2,361				2,324	2,361
International Protection
Segment Reporting Information [Line Items]
Total revenues													837	786	822
Goodwill impairment													0			89
International Protection | Segment, Continuing Operations
Segment Reporting Information [Line Items]
Premiums													731	636	682
Net investment income													101	119	131
Net investment gains (losses)													0	27	6
Insurance and investment product fees and other													5	4	3
Total revenues													837	786	822
Benefits and other changes in policy reserves													202	159	150
Interest credited													0	0	0
Acquisition and operating expenses, net of deferrals													462	433	483
Amortization of deferred acquisition costs and intangibles													118	106	113
Goodwill impairment													0		89
Interest expense													46	42	45
Total benefits and expenses													828	740	880
Income (loss) from continuing operations before income taxes													9	46	-58
Provision (benefit) for income taxes													-107	7	1
Income (loss) from continuing operations													116	39	-59
Income (loss) from discontinued operations, net of taxes													0	0	0
Net income (loss)													116	39	-59
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													116	39	-59
Total assets	1,833								2,061				1,833	2,061
Runoff
Segment Reporting Information [Line Items]
Total revenues													275	302	381
Goodwill impairment													0
Runoff | Segment, Continuing Operations
Segment Reporting Information [Line Items]
Premiums													3	5	5
Net investment income													129	139	145
Net investment gains (losses)													-66	-58	24
Insurance and investment product fees and other													209	216	207
Total revenues													275	302	381
Benefits and other changes in policy reserves													37	32	37
Interest credited													119	119	132
Acquisition and operating expenses, net of deferrals													84	81	79
Amortization of deferred acquisition costs and intangibles													39	6	51
Goodwill impairment													0		0
Interest expense													1	2	1
Total benefits and expenses													280	240	300
Income (loss) from continuing operations before income taxes													-5	62	81
Provision (benefit) for income taxes													-19	13	23
Income (loss) from continuing operations													14	49	58
Income (loss) from discontinued operations, net of taxes													0	0	0
Net income (loss)													14	49	58
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													14	49	58
Total assets	12,971								14,062				12,971	14,062
Corporate and Other
Segment Reporting Information [Line Items]
Total revenues													-13	8	103
Goodwill impairment													0
Corporate and Other | Segment, Continuing Operations
Segment Reporting Information [Line Items]
Premiums													0	0	0
Net investment income													-15	-1	30
Net investment gains (losses)													4	-35	-47
Insurance and investment product fees and other													-2	44	120
Total revenues													-13	8	103
Benefits and other changes in policy reserves													0	0	0
Interest credited													0	0	0
Acquisition and operating expenses, net of deferrals													18	102	157
Amortization of deferred acquisition costs and intangibles													3	7	12
Goodwill impairment													0		0
Interest expense													314	318	308
Total benefits and expenses													335	427	477
Income (loss) from continuing operations before income taxes													-348	-419	-374
Provision (benefit) for income taxes													-119	-110	-134
Income (loss) from continuing operations													-229	-309	-240
Income (loss) from discontinued operations, net of taxes													0	-12	57
Net income (loss)													-229	-321	-183
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													-229	-321	-183
Total assets	$2,509								$3,106				$2,509	$3,106
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional expenses of $735 million. During the fourth quarter of 2014, we also recorded goodwill impairments of $299 million in our U.S. Life Insurance segment. In the fourth quarter of 2014, we recorded a correction of $49 million in our life insurance business related to reserves on a reinsurance transaction. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $67 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $43 million favorable refinement of assumptions for claim termination rates.
[2]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Summary_of_Revenues_for_Segmen

Summary of Revenues for Segments and Corporate and Other Activities (Detail) (USD $)	3 Months Ended								12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Segment Reporting Information [Line Items]
Revenues	$2,424	$2,404	$2,415	$2,322	$2,412	$2,317	$2,371	$2,303	$9,565	$9,403	$9,640
Long-term Care Insurance
Segment Reporting Information [Line Items]
Revenues									3,523	3,316	3,207
Life Insurance
Segment Reporting Information [Line Items]
Revenues									1,981	1,982	1,926
Fixed Annuities
Segment Reporting Information [Line Items]
Revenues									1,083	1,032	1,117
U.S. Life Insurance
Segment Reporting Information [Line Items]
Revenues									6,587	6,330	6,250
Canada Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues									669	760	786
Australia Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues									537	555	567
Other Countries Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues									34	46	55
International Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues									1,240	1,361	1,408
U.S. Mortgage Insurance
Segment Reporting Information [Line Items]
Revenues									639	616	676
International Protection
Segment Reporting Information [Line Items]
Revenues									837	786	822
Runoff
Segment Reporting Information [Line Items]
Revenues									275	302	381
Corporate and Other
Segment Reporting Information [Line Items]
Revenues									($13)	$8	$103

Summary_of_Net_Operating_Incom

Summary of Net Operating Income (Loss) for Segments and Corporate and Other Activities (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Segment Reporting Information [Line Items]
Net operating income (loss)													($381)	$616	$403
Net investment gains (losses), net													-4	-11	-1
Goodwill impairment, net													-791	0	-86
Gains (losses) on early extinguishment of debt, net													-2	-20	-1
Gains (losses) from life block transactions, net													0	0	-47
Tax Impact From Potential Business Portfolio Changes	-66												-66	0	0
Expenses related to restructuring, net											-13		0	-13	0
Income (loss) from discontinued operations, net of taxes									0	2	6	-20	0	-12	57
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	-760	[1]	-844	[1]	176	[1]	184	[1]	208	108	141	103	-1,244	560	325
Add: net income attributable to noncontrolling interests	52		57		52		35		37	40	39	38	196	154	200
Net income (loss)	-708	[1]	-787	[1]	228	[1]	219	[1]	245	148	180	141	-1,048	714	525
Long-term Care Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													-815	129	101
Goodwill impairment, net	-129		-167
Life Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													74	173	151
Goodwill impairment, net	-145		-350
Fixed Annuities
Segment Reporting Information [Line Items]
Net operating income (loss)													100	92	82
U.S. Life Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													-641	394	334
Goodwill impairment, net	-274
Canada Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													170	170	234
Australia Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													200	228	142
Tax Impact From Potential Business Portfolio Changes	-174
Other Countries Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													-25	-37	-34
International Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													345	361	342
U.S. Mortgage Insurance
Segment Reporting Information [Line Items]
Net operating income (loss)													91	37	-138
International Protection
Segment Reporting Information [Line Items]
Net operating income (loss)													8	24	24
Runoff
Segment Reporting Information [Line Items]
Net operating income (loss)													48	66	46
Corporate and Other
Segment Reporting Information [Line Items]
Net operating income (loss)													($232)	($266)	($205)
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Schedule_of_Revenue_Net_Income

Schedule of Revenue, Net Income and Assets by Geographic Location (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Segment Reporting Information [Line Items]
Total revenues	$2,424		$2,404		$2,415		$2,322		$2,412	$2,317	$2,371	$2,303	$9,565	$9,403	$9,640
Income (loss) from continuing operations	-708	[1]	-787	[1]	228	[1]	219	[1]	245	146	174	161	-1,048	726	468
Net income (loss)	-708	[1]	-787	[1]	228	[1]	219	[1]	245	148	180	141	-1,048	714	525
Total assets	111,358								108,045				111,358	108,045
United States
Segment Reporting Information [Line Items]
Total revenues													7,488	7,256	7,410
Income (loss) from continuing operations													-1,529	161	-22
Net income (loss)													-1,529	149	35
Total assets	100,710								96,790				100,710	96,790
Canada
Segment Reporting Information [Line Items]
Total revenues													669	760	786
Income (loss) from continuing operations													307	336	439
Net income (loss)													307	336	439
Total assets	4,922								5,313				4,922	5,313
Australia
Segment Reporting Information [Line Items]
Total revenues													537	555	567
Income (loss) from continuing operations													83	227	140
Net income (loss)													83	227	140
Total assets	3,495								3,419				3,495	3,419
Other Countries
Segment Reporting Information [Line Items]
Total revenues													871	832	877
Income (loss) from continuing operations													91	2	-89
Net income (loss)													91	2	-89
Total assets	$2,231								$2,523				$2,231	$2,523
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Quarterly_Results_of_Operation2

Quarterly Results of Operations (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Quarterly Results Of Operations [Abstract]
Total revenues	$2,424		$2,404		$2,415		$2,322		$2,412	$2,317	$2,371	$2,303	$9,565		$9,403		$9,640
Total benefits and expenses	3,347	[1]	3,376	[1]	2,102	[1]	2,016	[1]	2,097	2,066	2,124	2,066	10,841		8,353		9,034
Income (loss) from continuing operations	-708	[2]	-787	[2]	228	[2]	219	[2]	245	146	174	161	-1,048		726		468
Net income	-708	[2]	-787	[2]	228	[2]	219	[2]	245	148	180	141	-1,048		714		525
Net income attributable to noncontrolling interests	52		57		52		35		37	40	39	38	196		154		200
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	-760	[2]	-844	[2]	176	[2]	184	[2]	208	108	141	103	-1,244		560		325
Income (loss) from continuing operations available to Genworth Financial, Inc.'s common stockholders per common share:
Basic	($1.53)		($1.70)		$0.35		$0.37		$0.42	$0.21	$0.27	$0.25	($2.51)		$1.16		$0.55
Diluted	($1.53)		($1.70)		$0.35		$0.37		$0.42	$0.21	$0.27	$0.25	($2.51)		$1.15		$0.54
Net income (loss) available to Genworth Financial, Inc.'s common stockholders per common share:
Basic	($1.53)		($1.70)		$0.35		$0.37		$0.42	$0.22	$0.29	$0.21	($2.51)		$1.13		$0.66
Diluted	($1.53)		($1.70)		$0.35		$0.37		$0.41	$0.22	$0.28	$0.21	($2.51)		$1.12		$0.66
Weighted-average common shares outstanding:
Basic	496.7		496.6		496.6		495.8		494.7	494	493.4	492.5	496.4		493.6		491.6
Diluted	496.7	[3]	496.6	[3]	503.6	[3]	502.7	[3]	501.2	499.3	497.5	496.8	496.4	[4]	498.7	[4]	494.4	[4]
Income (loss) from discontinued operations, net of taxes									$0	$2	$6	($20)	$0		($12)		$57
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional expenses of $735 million. During the fourth quarter of 2014, we also recorded goodwill impairments of $299 million in our U.S. Life Insurance segment. In the fourth quarter of 2014, we recorded a correction of $49 million in our life insurance business related to reserves on a reinsurance transaction. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $67 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $43 million favorable refinement of assumptions for claim termination rates.
[2]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.
[3]	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the three months ended September 30, 2014 and December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the three months ended September 30, 2014 and December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.4 million and 3.2 million, respectively, would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the three months ended September 30, 2014 and December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million and 499.9 million, respectively.
[4]	Under applicable accounting guidance, companies in a loss position are required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share. Therefore, as a result of our loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the year ended December 31, 2014, we were required to use basic weighted-average common shares outstanding in the calculation of diluted loss per share for the year ended December 31, 2014, as the inclusion of shares for stock options, restricted stock units and stock appreciation rights of 5.6 million would have been antidilutive to the calculation. If we had not incurred a loss from continuing operations available to Genworth Financial, Inc.'s common stockholders and net loss available to Genworth Financial, Inc.'s common stockholders for the year ended December 31, 2014, dilutive potential weighted-average common shares outstanding would have been 502.0 million.

Quarterly_Results_of_Operation3

Quarterly Results of Operations (Parenthetical) (Detail) (USD $)	3 Months Ended		12 Months Ended			3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Sep. 30, 2014	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Sep. 30, 2012
Quarterly Financial Information [Line Items]
Goodwill impairment			$849	$0	$89
Goodwill impairment, net			791	0	86
Tax impact from business portfolio changes	66		66	0	0
Weighted-average diluted common shares outstanding, antidilutive securities (stock options, RSUs and SARs)	3.2	5.4	5.6
Weighted-average number of diluted shares if not in a loss position	499.9	502	502
Long-term Care Insurance
Quarterly Financial Information [Line Items]
Additional expenses	735
Goodwill impairment	154	200	354
Additional expenses, net of taxes	478
Goodwill impairment, net	129	167
U.S. Life Insurance
Quarterly Financial Information [Line Items]
Goodwill impairment	299		849
Goodwill impairment, net	274
Life Insurance
Quarterly Financial Information [Line Items]
Goodwill impairment	145	350	495
Goodwill impairment, net	145	350
Australia Mortgage Insurance
Quarterly Financial Information [Line Items]
Tax impact from business portfolio changes	174
Lifestyle Protection Insurance
Quarterly Financial Information [Line Items]
Goodwill impairment, net						86
Tax impact from business portfolio changes	-108
Reserve Correction | Life Insurance
Quarterly Financial Information [Line Items]
Correction to reserves on a reinsurance transaction	49
Correction to reserves on a reinsurance transaction, net of taxes	32
Claim Reserve Correction | Long-term Care Insurance
Quarterly Financial Information [Line Items]
Adjustment made to the claim reserves, net of reinsurance	67
Adjustment made to the claim reserves, net of reinsurance and taxes	44
Claim Reserve Refinement | Long-term Care Insurance
Quarterly Financial Information [Line Items]
Adjustment made to the claim reserves, net of reinsurance	43
Adjustment made to the claim reserves, net of reinsurance and taxes	$28

Commitments_and_Contingencies_

Commitments and Contingencies - Additional Information (Detail) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Commitments and Contingencies Disclosure [Line Items]
Commitment to fund limited partnership investments	$53
Commitment to fund U.S. commercial mortgage loan investments	128
Commitment to fund private placement investments	27
Rivermont Insurance Company I
Commitments and Contingencies Disclosure [Line Items]
One time commitment fee	2
Maximum potential amount of future obligation	95
U.S. Mortgage Insurance
Commitments and Contingencies Disclosure [Line Items]
Arbitration settlement	$53

Component_of_Changes_In_Accumu

Component of Changes In Accumulated Other Comprehensive Income (Loss), Net of Taxes (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), beginning of period	$926	[1]	$2,638	[1]	$1,485	[1]
Net unrealized investment gains (losses), OCI before reclassifications	1,595	[1]	-1,772	[1]	1,106	[1]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI	-12	[1]	21	[1]	50	[1]
Net unrealized investment gains (losses), current period OCI	1,583	[1]	-1,751	[1]	1,156	[1]
Net unrealized investment gains (losses), before noncontrolling interest	2,509	[1]	887	[1]	2,641	[1]
Less: Net unrealized investment gains (losses), change in OCI attributable to noncontrolling interests	56	[1]	-39	[1]	3	[1]
Net unrealized investment gains (losses), end of period	2,453	[1]	926	[1]	2,638	[1]
Derivatives qualifying as effective accounting hedges, beginning of period	1,319	[2]	1,909	[2]	2,009	[2]
Derivatives qualifying as hedges, OCI before reclassifications	788	[2]	-561	[2]	-77	[2]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-37	[2]	-29	[2]	-23	[2]
Derivatives qualifying as hedges, current period OCI	751	[2]	-590	[2]	-100	[2]
Derivatives qualifying as hedges, before noncontrolling interests	2,070	[2]	1,319	[2]	1,909	[2]
Less: Derivatives qualifying as hedges, change in OCI attributable to noncontrolling interests	0	[2]	0	[2]	0	[2]
Derivatives qualifying as effective accounting hedges, end of period	2,070	[2]	1,319	[2]	1,909	[2]
Foreign currency translation and other adjustments, beginning balances	297		655		553
Foreign currency translation and other adjustments, OCI before reclassifications	-537		-442		126
Foreign currency translation and other adjustments, amounts reclassified from (to) OCI	0		0		0
Foreign currency translation and other adjustments, current period OCI	-537		-442		126
Foreign currency translation and other adjustments, before noncontrolling interests	-240		213		679
Less: Foreign currency translation and other adjustments, change in OCI attributable to noncontrolling interests	-163		-84		24
Foreign currency translation and other adjustments, ending balances	-77		297		655
Accumulated other comprehensive income (loss), beginning balances	2,542		5,202		4,047
OCI before reclassifications	1,846		-2,775		1,155
Amounts reclassified from (to) OCI	-49		-8		27
Total other comprehensive income (loss)	1,797		-2,783		1,182
Accumulated other comprehensive income (loss), before noncontrolling interests	4,339		2,419		5,229
Less: change in OCI attributable to noncontrolling interests	-107		-123		27
Accumulated other comprehensive income (loss), ending balances	$4,446		$2,542		$5,202
[1]	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
[2]	See note 5 for additional information.

Changes_In_Accumulated_Other_C2

Changes In Accumulated Other Comprehensive Income (Loss) - Additional Information (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Unrecognized postretirement benefit obligation, current period OCI	$37	$6	$26
Unrecognized postretirement benefit obligation, current period OCI, tax	14	1	15
Foreign currency translation and other adjustments, current period OCI, tax	($10)	$39	$58

Reclassifications_Out_of_Accum

Reclassifications Out of Accumulated Other Comprehensive Income (Loss) Net of Taxes (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI, provision for income taxes	$7		($12)		($27)
Net unrealized investment gains (losses), amounts reclassified from (to) OCI	-12	[1]	21	[1]	50	[1]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-37	[2]	-29	[2]	-23	[2]
Unrealized gains (losses) on investment | Net Investment Gains (Losses)
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI, before tax	-19	[3]	33	[3]	77	[3]
Provision for income taxes
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Net unrealized investment gains (losses), amounts reclassified from (to) OCI, provision for income taxes	7		-12		-27
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	20		16		12
Interest Rate Swaps Hedging Assets | Net Investment Gains (Losses)
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-2		-1		-2
Interest Rate Swaps Hedging Assets | Net Investment Income
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-63		-47		-40
Interest Rate Swaps Hedging Liabilities | Interest Expense
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	-1		-2		-2
Inflation indexed swaps | Net Investment Income
Accumulated Other Comprehensive Income Loss Net Of Tax [Line Items]
Derivatives qualifying as hedges, amounts reclassified from (to) OCI	$9		$5		$9
[1]	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
[2]	See note 5 for additional information.
[3]	Amounts exclude adjustments to DAC, PVFP, sales inducements and benefit reserves.

Noncontrolling_Interests_Addit

Noncontrolling Interests - Additional Information (Detail)

12 Months Ended

0 Months Ended

12 Months Ended

12 Months Ended

In Millions, except Share data, unless otherwise specified

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

15-May-14

Dec. 31, 2014

Dec. 31, 2013

21-May-14

15-May-14

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Jul. 31, 2009

USD ($)

USD ($)

USD ($)

Genworth Australia

Genworth Australia

Genworth Australia

Genworth Australia

Genworth Australia

Genworth Canada

Genworth Canada

Genworth Canada

Genworth Canada

Genworth Canada

Genworth Canada IPO

USD ($)

USD ($)

AUD

USD ($)

CAD

USD ($)

CAD

USD ($)

Noncontrolling Interest [Line Items]

Beneficial ownership percentage of ordinary shares

66.20%

66.20%

57.30%

57.30%

57.50%

Repurchase of subsidiary shares through issuer bid, number of shares

1,900,000

1,900,000

3,900,000

3,900,000

Common shares repurchased, value

75

105

Shares authorized to be repurchased

4,700,000

4,700,000

4,900,000

4,900,000

Amount received as a result of participation in Issuer Bid

38

58

Dividend paid to noncontrolling interests

75

52

50

6

69

52

50

Common shares of Genworth Australia sold in initial public offering

220,000,000

Offering price per ordinary share

2.65

Gross proceeds of the Offer

541

Fees and expenses in connection with the Offer

$27

$3

Changes_in_Ownership_Interests

Changes in Ownership Interests and Effect on Stockholders' Equity (Detail) (USD $)

3 Months Ended

12 Months Ended

In Millions, unless otherwise specified

Dec. 31, 2014

Sep. 30, 2014

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Consolidation, Less than Wholly Owned Subsidiary, Parent Ownership Interest, Effects of Changes, Net [Line Items]

Net loss available to Genworth Financial, Inc.'s common stockholders

($760)

[1]

($844)

[1]

$176

[1]

$184

[1]

$208

$108

$141

$103

($1,244)

$560

$325

Transfers to the noncontrolling interests:

Decrease in Genworth Financial, Inc.'s additional paid-in capital for initial sale of Genworth Australia shares to noncontrolling interests

-145

Net transfers to noncontrolling interests

-145

Change from net loss available to Genworth Financial, Inc.'s common stockholders and transfers to noncontrolling interests

($1,389)

[1]

During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Summary_Operating_Results_of_D

Summary Operating Results of Discontinued Operations (Detail) (USD $)	3 Months Ended				12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Revenues						$211	$387
Income (loss) before income taxes						-5	110
Provision for income taxes						7	53
Income (loss) from discontinued operations, net of taxes	$0	$2	$6	($20)	$0	($12)	$57

Discontinued_Operations_Additi

Discontinued Operations - Additional Information (Detail) (USD $)	12 Months Ended		0 Months Ended		3 Months Ended		0 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2012	Dec. 31, 2010	Aug. 29, 2008	Aug. 30, 2013	Mar. 31, 2013	Sep. 30, 2013	Apr. 02, 2012
Altegris Capital Llc
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Acquisition of businesses, approximate amount paid		$40
Additional performance-based payments, maximum		88
Contingent consideration	18
Quantuvis Consulting Inc
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Acquisition of businesses, approximate amount paid			3
Additional performance-based payments, maximum			3
Wealth Management Business
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Proceeds from sale of business				412
Net proceeds from sale of business				360
Wealth Management Business | Contingent Consideration Liability
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loss on sale of discontinued operations, net of taxes					-5
Business acquisition contingent consideration liability					40
Wealth Management Business | Fair Value Less Costs to Sell Adjustment
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loss on sale of discontinued operations, net of taxes					-9
Wealth Management Business | Closing
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loss on sale of discontinued operations, net of taxes						-2
Wealth Management Business | Goodwill Impairment Loss
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Loss on sale of discontinued operations, net of taxes					-13
Genworth Financial Investment Services
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]
Proceeds from sale of business							79
Contingent consideration to be received							25
Gain on sale of discontinued operations							$13

Condensed_Consolidating_Balanc

Condensed Consolidating Balance Sheet (Detail) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Assets
Fixed maturity securities available-for-sale, at fair value	$62,447	$58,629
Equity securities available-for-sale, at fair value	282	341
Commercial mortgage loans	6,100	5,899
Restricted commercial mortgage loans related to securitization entities	201	233
Policy loans	1,501	1,434
Other invested assets	2,296	1,686
Restricted other invested assets related to securitization entities, at fair value	411	391
Investments in subsidiaries	0	0
Total investments	73,238	68,613
Cash and cash equivalents	4,918	4,214	3,632
Accrued investment income	685	678
Deferred acquisition costs	5,042	5,278	5,036
Intangible assets	272	399
Goodwill	16	867	868
Reinsurance recoverable	17,346	17,219
Other assets	633	639
Intercompany notes receivable	0	0
Separate account assets	9,208	10,138
Total assets	111,358	108,045
Liabilities and stockholders' equity
Future policy benefits	35,915	33,705
Policyholder account balances	26,043	25,528
Liability for policy and contract claims	8,043	7,204
Unearned premiums	3,986	4,107
Other liabilities	3,604	4,096
Intercompany notes payable	0	0
Borrowings related to securitization entities	219	242
Non-recourse funding obligations	1,996	2,038
Long-term borrowings	4,639	5,161
Deferred tax liability	908	206
Separate account liabilities	9,208	10,138
Total liabilities	94,561	92,425
Stockholders' equity:
Common stock	1	1
Additional paid-in capital	11,997	12,127
Accumulated other comprehensive income (loss)	4,446	2,542	5,202	4,047
Retained earnings	1,179	2,423
Treasury stock, at cost	-2,700	-2,700
Total Genworth Financial, Inc.'s stockholders' equity	14,923	14,393
Noncontrolling interests	1,874	1,227
Total stockholders' equity	16,797	15,620	17,781	16,132
Total liabilities and stockholders' equity	111,358	108,045
Parent Guarantor
Assets
Fixed maturity securities available-for-sale, at fair value	0	0
Equity securities available-for-sale, at fair value	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Policy loans	0	0
Other invested assets	0	0
Restricted other invested assets related to securitization entities, at fair value	0	0
Investments in subsidiaries	14,895	14,358
Total investments	14,895	14,358
Cash and cash equivalents	0	0	0
Accrued investment income	0	0
Deferred acquisition costs	0	0
Intangible assets	0	0
Goodwill	0	0
Reinsurance recoverable	0	0
Other assets	2	-2
Intercompany notes receivable	9	8
Separate account assets	0	0
Total assets	14,906	14,364
Liabilities and stockholders' equity
Future policy benefits	0	0
Policyholder account balances	0	0
Liability for policy and contract claims	0	0
Unearned premiums	0	0
Other liabilities	3	-3
Intercompany notes payable	0	0
Borrowings related to securitization entities	0	0
Non-recourse funding obligations	0	0
Long-term borrowings	0	0
Deferred tax liability	-20	-26
Separate account liabilities	0	0
Total liabilities	-17	-29
Stockholders' equity:
Common stock	1	1
Additional paid-in capital	11,997	12,127
Accumulated other comprehensive income (loss)	4,446	2,542
Retained earnings	1,179	2,423
Treasury stock, at cost	-2,700	-2,700
Total Genworth Financial, Inc.'s stockholders' equity	14,923	14,393
Noncontrolling interests	0	0
Total stockholders' equity	14,923	14,393
Total liabilities and stockholders' equity	14,906	14,364
Issuer
Assets
Fixed maturity securities available-for-sale, at fair value	150	150
Equity securities available-for-sale, at fair value	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Policy loans	0	0
Other invested assets	14	91
Restricted other invested assets related to securitization entities, at fair value	0	0
Investments in subsidiaries	15,003	14,929
Total investments	15,167	15,170
Cash and cash equivalents	953	1,219	843
Accrued investment income	0	0
Deferred acquisition costs	0	0
Intangible assets	0	0
Goodwill	0	0
Reinsurance recoverable	0	0
Other assets	207	276
Intercompany notes receivable	267	248
Separate account assets	0	0
Total assets	16,594	16,913
Liabilities and stockholders' equity
Future policy benefits	0	0
Policyholder account balances	0	0
Liability for policy and contract claims	0	0
Unearned premiums	0	0
Other liabilities	251	365
Intercompany notes payable	604	601
Borrowings related to securitization entities	0	0
Non-recourse funding obligations	0	0
Long-term borrowings	4,151	4,636
Deferred tax liability	-970	-796
Separate account liabilities	0	0
Total liabilities	4,036	4,806
Stockholders' equity:
Common stock	0	0
Additional paid-in capital	9,162	9,297
Accumulated other comprehensive income (loss)	4,449	2,507
Retained earnings	-1,053	303
Treasury stock, at cost	0	0
Total Genworth Financial, Inc.'s stockholders' equity	12,558	12,107
Noncontrolling interests	0	0
Total stockholders' equity	12,558	12,107
Total liabilities and stockholders' equity	16,594	16,913
All Other Subsidiaries
Assets
Fixed maturity securities available-for-sale, at fair value	62,497	58,679
Equity securities available-for-sale, at fair value	282	341
Commercial mortgage loans	6,100	5,899
Restricted commercial mortgage loans related to securitization entities	201	233
Policy loans	1,501	1,434
Other invested assets	2,287	1,595
Restricted other invested assets related to securitization entities, at fair value	411	391
Investments in subsidiaries	0	0
Total investments	73,279	68,572
Cash and cash equivalents	3,965	2,995	2,789
Accrued investment income	689	682
Deferred acquisition costs	5,042	5,278
Intangible assets	272	399
Goodwill	16	867
Reinsurance recoverable	17,346	17,219
Other assets	425	367
Intercompany notes receivable	395	393
Separate account assets	9,208	10,138
Total assets	110,637	106,910
Liabilities and stockholders' equity
Future policy benefits	35,915	33,705
Policyholder account balances	26,043	25,528
Liability for policy and contract claims	8,043	7,204
Unearned premiums	3,986	4,107
Other liabilities	3,361	3,739
Intercompany notes payable	267	248
Borrowings related to securitization entities	219	242
Non-recourse funding obligations	1,996	2,038
Long-term borrowings	488	525
Deferred tax liability	1,898	1,028
Separate account liabilities	9,208	10,138
Total liabilities	91,424	88,502
Stockholders' equity:
Common stock	0	0
Additional paid-in capital	17,080	17,215
Accumulated other comprehensive income (loss)	4,459	2,512
Retained earnings	-4,205	-2,551
Treasury stock, at cost	0	0
Total Genworth Financial, Inc.'s stockholders' equity	17,334	17,176
Noncontrolling interests	1,879	1,232
Total stockholders' equity	19,213	18,408
Total liabilities and stockholders' equity	110,637	106,910
Eliminations
Assets
Fixed maturity securities available-for-sale, at fair value	-200	-200
Equity securities available-for-sale, at fair value	0	0
Commercial mortgage loans	0	0
Restricted commercial mortgage loans related to securitization entities	0	0
Policy loans	0	0
Other invested assets	-5	0
Restricted other invested assets related to securitization entities, at fair value	0	0
Investments in subsidiaries	-29,898	-29,287
Total investments	-30,103	-29,487
Cash and cash equivalents	0	0	0
Accrued investment income	-4	-4
Deferred acquisition costs	0	0
Intangible assets	0	0
Goodwill	0	0
Reinsurance recoverable	0	0
Other assets	-1	-2
Intercompany notes receivable	-671	-649
Separate account assets	0	0
Total assets	-30,779	-30,142
Liabilities and stockholders' equity
Future policy benefits	0	0
Policyholder account balances	0	0
Liability for policy and contract claims	0	0
Unearned premiums	0	0
Other liabilities	-11	-5
Intercompany notes payable	-871	-849
Borrowings related to securitization entities	0	0
Non-recourse funding obligations	0	0
Long-term borrowings	0	0
Deferred tax liability	0	0
Separate account liabilities	0	0
Total liabilities	-882	-854
Stockholders' equity:
Common stock	0	0
Additional paid-in capital	-26,242	-26,512
Accumulated other comprehensive income (loss)	-8,908	-5,019
Retained earnings	5,258	2,248
Treasury stock, at cost	0	0
Total Genworth Financial, Inc.'s stockholders' equity	-29,892	-29,283
Noncontrolling interests	-5	-5
Total stockholders' equity	-29,897	-29,288
Total liabilities and stockholders' equity	($30,779)	($30,142)

Condensed_Consolidating_Income

Condensed Consolidating Income Statement (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Revenues:
Premiums													$5,431	$5,148	$5,041
Net investment income													3,242	3,271	3,343
Net investment gains (losses)													-20	-37	27
Insurance and investment product fees and other													912	1,021	1,229
Total revenues	2,424		2,404		2,415		2,322		2,412	2,317	2,371	2,303	9,565	9,403	9,640
Benefits and expenses:
Benefits and other changes in policy reserves													6,620	4,895	5,378
Interest credited													737	738	775
Acquisition and operating expenses, net of deferrals													1,585	1,659	1,594
Amortization of deferred acquisition costs and intangibles													571	569	722
Goodwill impairment													849	0	89
Interest expense													479	492	476
Total benefits and expenses	3,347	[1]	3,376	[1]	2,102	[1]	2,016	[1]	2,097	2,066	2,124	2,066	10,841	8,353	9,034
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries													-1,276	1,050	606
Provision (benefit) for income taxes													-228	324	138
Equity in income (loss) of subsidiaries													0	0	0
Income (loss) from continuing operations	-708	[2]	-787	[2]	228	[2]	219	[2]	245	146	174	161	-1,048	726	468
Income (loss) from discontinued operations, net of taxes									0	2	6	-20	0	-12	57
Net income (loss)	-708	[2]	-787	[2]	228	[2]	219	[2]	245	148	180	141	-1,048	714	525
Less: net income attributable to noncontrolling interests	52		57		52		35		37	40	39	38	196	154	200
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	-760	[2]	-844	[2]	176	[2]	184	[2]	208	108	141	103	-1,244	560	325
Parent Guarantor
Revenues:
Premiums													0	0	0
Net investment income													-2	-1	0
Net investment gains (losses)													0	0	0
Insurance and investment product fees and other													0	0	0
Total revenues													-2	-1	0
Benefits and expenses:
Benefits and other changes in policy reserves													0	0	0
Interest credited													0	0	0
Acquisition and operating expenses, net of deferrals													21	33	7
Amortization of deferred acquisition costs and intangibles													0	0	0
Goodwill impairment													0		0
Interest expense													0	0	0
Total benefits and expenses													21	33	7
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries													-23	-34	-7
Provision (benefit) for income taxes													-8	13	-3
Equity in income (loss) of subsidiaries													-1,229	607	329
Income (loss) from continuing operations													-1,244	560	325
Income (loss) from discontinued operations, net of taxes													0	0	0
Net income (loss)													-1,244	560	325
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													-1,244	560	325
Issuer
Revenues:
Premiums													0	0	0
Net investment income													0	1	1
Net investment gains (losses)													4	6	-29
Insurance and investment product fees and other													-4	0	-1
Total revenues													0	7	-29
Benefits and expenses:
Benefits and other changes in policy reserves													0	0	0
Interest credited													0	0	0
Acquisition and operating expenses, net of deferrals													0	32	8
Amortization of deferred acquisition costs and intangibles													0	0	0
Goodwill impairment													0		0
Interest expense													321	322	315
Total benefits and expenses													321	354	323
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries													-321	-347	-352
Provision (benefit) for income taxes													-112	-120	-110
Equity in income (loss) of subsidiaries													-1,147	796	636
Income (loss) from continuing operations													-1,356	569	394
Income (loss) from discontinued operations, net of taxes													0	-29	0
Net income (loss)													-1,356	540	394
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													-1,356	540	394
All Other Subsidiaries
Revenues:
Premiums													5,431	5,148	5,041
Net investment income													3,259	3,286	3,357
Net investment gains (losses)													-24	-43	56
Insurance and investment product fees and other													917	1,025	1,234
Total revenues													9,583	9,416	9,688
Benefits and expenses:
Benefits and other changes in policy reserves													6,620	4,895	5,378
Interest credited													737	738	775
Acquisition and operating expenses, net of deferrals													1,564	1,594	1,579
Amortization of deferred acquisition costs and intangibles													571	569	722
Goodwill impairment													849		89
Interest expense													174	189	179
Total benefits and expenses													10,515	7,985	8,722
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries													-932	1,431	966
Provision (benefit) for income taxes													-104	431	251
Equity in income (loss) of subsidiaries													0	0	-38
Income (loss) from continuing operations													-828	1,000	677
Income (loss) from discontinued operations, net of taxes													0	17	57
Net income (loss)													-828	1,017	734
Less: net income attributable to noncontrolling interests													196	154	200
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													-1,024	863	534
Eliminations
Revenues:
Premiums													0	0	0
Net investment income													-15	-15	-15
Net investment gains (losses)													0	0	0
Insurance and investment product fees and other													-1	-4	-4
Total revenues													-16	-19	-19
Benefits and expenses:
Benefits and other changes in policy reserves													0	0	0
Interest credited													0	0	0
Acquisition and operating expenses, net of deferrals													0	0	0
Amortization of deferred acquisition costs and intangibles													0	0	0
Goodwill impairment													0		0
Interest expense													-16	-19	-18
Total benefits and expenses													-16	-19	-18
Income (loss) from continuing operations before income taxes and equity in income (loss) of subsidiaries													0	0	-1
Provision (benefit) for income taxes													-4	0	0
Equity in income (loss) of subsidiaries													2,376	-1,403	-927
Income (loss) from continuing operations													2,380	-1,403	-928
Income (loss) from discontinued operations, net of taxes													0	0	0
Net income (loss)													2,380	-1,403	-928
Less: net income attributable to noncontrolling interests													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													$2,380	($1,403)	($928)
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional expenses of $735 million. During the fourth quarter of 2014, we also recorded goodwill impairments of $299 million in our U.S. Life Insurance segment. In the fourth quarter of 2014, we recorded a correction of $49 million in our life insurance business related to reserves on a reinsurance transaction. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $67 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $43 million favorable refinement of assumptions for claim termination rates.
[2]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Condensed_Consolidating_Statem

Condensed Consolidating Statement of Comprehensive Income (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Condensed Financial Statements, Captions [Line Items]
Net income (loss)	($708)	[1]	($787)	[1]	$228	[1]	$219	[1]	$245	$148	$180	$141	($1,048)		$714		$525
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													1,573		-1,817		1,078
Net unrealized gains (losses) on other-than-temporarily impaired securities													10		66		78
Derivatives qualifying as hedges													751	[2]	-590	[2]	-100	[2]
Foreign currency translation and other adjustments													-537		-442		126
Total other comprehensive income (loss)													1,797		-2,783		1,182
Total comprehensive income (loss)													749		-2,069		1,707
Less: comprehensive income attributable to noncontrolling interests													32		31		227
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													717		-2,100		1,480
Parent Guarantor
Condensed Financial Statements, Captions [Line Items]
Net income (loss)													-1,244		560		325
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													1,539		-1,778		1,075
Net unrealized gains (losses) on other-than-temporarily impaired securities													10		66		78
Derivatives qualifying as hedges													751		-590		-100
Foreign currency translation and other adjustments													-339		-358		102
Total other comprehensive income (loss)													1,961		-2,660		1,155
Total comprehensive income (loss)													717		-2,100		1,480
Less: comprehensive income attributable to noncontrolling interests													0		0		0
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													717		-2,100		1,480
Issuer
Condensed Financial Statements, Captions [Line Items]
Net income (loss)													-1,356		540		394
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													1,510		-1,733		1,046
Net unrealized gains (losses) on other-than-temporarily impaired securities													11		65		78
Derivatives qualifying as hedges													751		-590		-100
Foreign currency translation and other adjustments													-273		-335		81
Total other comprehensive income (loss)													1,999		-2,593		1,105
Total comprehensive income (loss)													643		-2,053		1,499
Less: comprehensive income attributable to noncontrolling interests													0		0		0
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													643		-2,053		1,499
All Other Subsidiaries
Condensed Financial Statements, Captions [Line Items]
Net income (loss)													-828		1,017		734
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													1,573		-1,817		1,078
Net unrealized gains (losses) on other-than-temporarily impaired securities													10		66		78
Derivatives qualifying as hedges													794		-615		-98
Foreign currency translation and other adjustments													-537		-442		126
Total other comprehensive income (loss)													1,840		-2,808		1,184
Total comprehensive income (loss)													1,012		-1,791		1,918
Less: comprehensive income attributable to noncontrolling interests													32		31		227
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													980		-1,822		1,691
Eliminations
Condensed Financial Statements, Captions [Line Items]
Net income (loss)													2,380		-1,403		-928
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													-3,049		3,511		-2,121
Net unrealized gains (losses) on other-than-temporarily impaired securities													-21		-131		-156
Derivatives qualifying as hedges													-1,545		1,205		198
Foreign currency translation and other adjustments													612		693		-183
Total other comprehensive income (loss)													-4,003		5,278		-2,262
Total comprehensive income (loss)													-1,623		3,875		-3,190
Less: comprehensive income attributable to noncontrolling interests													0		0		0
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													($1,623)		$3,875		($3,190)
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.
[2]	See note 5 for additional information.

Condensed_Consolidating_Statem1

Condensed Consolidating Statement of Cash Flows (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash flows from operating activities:
Net income	($1,048)	$714	$525
Less (income) loss from discontinued operations, net of taxes	0	12	-57
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries	0	0	0
Dividends from subsidiaries	0	0	0
Amortization of fixed maturity discounts and premiums and limited partnerships	-97	-97	-88
Net investment losses (gains)	20	37	-27
Charges assessed to policyholders	-777	-812	-801
Acquisition costs deferred	-473	-457	-611
Amortization of deferred acquisition costs and intangibles	571	569	722
Goodwill impairment	849	0	89
Deferred income taxes	-487	-79	82
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	206	-59	191
Stock-based compensation expense	30	41	26
Change in certain assets and liabilities:
Accrued investment income and other assets	-129	-43	-68
Insurance reserves	3,212	2,256	2,330
Current tax liabilities	-180	288	-234
Other liabilities, policy and contract claims and other policy-related balances	741	-1,039	-1,166
Cash from operating activities-discontinued operations	0	68	49
Net cash from operating activities	2,438	1,399	962
Cash flows from investing activities:
Fixed maturity securities	5,364	5,040	5,176
Commercial mortgage loans	765	896	891
Restricted commercial mortgage loans related to securitization entities	32	60	67
Proceeds from sales of investments:
Fixed maturity and equity securities	2,490	4,436	5,735
Purchases and originations of investments:
Fixed maturity and equity securities	-9,492	-10,805	-12,322
Commercial mortgage loans	-967	-873	-692
Other invested assets, net	-40	89	416
Policy loans, net	12	242	-29
Intercompany notes receivable	0	0	0
Capital contributions to subsidiaries	0	0	0
Proceeds from sale of a subsidiary, net of cash transferred	0	365	77
Cash from investing activities-discontinued operations	0	-30	-41
Net cash from investing activities	-1,836	-580	-722
Cash flows from financing activities:
Deposits to universal life and investment contracts	2,993	2,999	2,810
Withdrawals from universal life and investment contracts	-2,588	-3,269	-2,781
Redemption and repurchase of non-recourse funding obligations	-42	-28	-1,056
Proceeds from the issuance of long-term debt	144	793	361
Repayment and repurchase of long-term debt	-621	-365	-322
Repayment of borrowings related to securitization entities	-32	-108	-72
Proceeds from intercompany notes payable	0	0	0
Repurchase of subsidiary shares	-28	-43	0
Dividends paid to noncontrolling interests	-75	-52	-50
Dividends paid to parent	0	0
Proceeds from the sale of subsidiary shares to noncontrolling interests	517	0	0
Other, net	-63	-73	54
Cash from financing activities-discontinued operations	0	-3	-45
Net cash from financing activities	205	-149	-1,101
Effect of exchange rate changes on cash and cash equivalents	-103	-109	26
Net change in cash and cash equivalents	704	561	-835
Cash and cash equivalents at beginning of period	4,214	3,653	4,488
Cash and cash equivalents at end of period	4,918	4,214	3,653
Less cash and cash equivalents of discontinued operations at end of period	0	0	21
Cash and cash equivalents at end of year	4,918	4,214	3,632
Parent Guarantor
Cash flows from operating activities:
Net income	-1,244	560	325
Less (income) loss from discontinued operations, net of taxes	0	0	0
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries	1,229	-607	-329
Dividends from subsidiaries	0	535	0
Amortization of fixed maturity discounts and premiums and limited partnerships	0	0	0
Net investment losses (gains)	0	0	0
Charges assessed to policyholders	0	0	0
Acquisition costs deferred	0	0	0
Amortization of deferred acquisition costs and intangibles	0	0	0
Goodwill impairment	0		0
Deferred income taxes	4	24	-3
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	0	0	0
Stock-based compensation expense	21	26	7
Change in certain assets and liabilities:
Accrued investment income and other assets	-4	2	0
Insurance reserves	0	0	0
Current tax liabilities	-2	3	0
Other liabilities, policy and contract claims and other policy-related balances	11	-4	0
Cash from operating activities-discontinued operations		0	0
Net cash from operating activities	15	539	0
Cash flows from investing activities:
Fixed maturity securities	0	0	0
Commercial mortgage loans	0	0	0
Restricted commercial mortgage loans related to securitization entities	0	0	0
Proceeds from sales of investments:
Fixed maturity and equity securities	0	0	0
Purchases and originations of investments:
Fixed maturity and equity securities	0	0	0
Commercial mortgage loans	0	0	0
Other invested assets, net	0	0	0
Policy loans, net	0	0	0
Intercompany notes receivable	-1	-8	0
Capital contributions to subsidiaries	-12	-531	0
Proceeds from sale of a subsidiary, net of cash transferred		0	0
Cash from investing activities-discontinued operations		0	0
Net cash from investing activities	-13	-539	0
Cash flows from financing activities:
Deposits to universal life and investment contracts	0	0	0
Withdrawals from universal life and investment contracts	0	0	0
Redemption and repurchase of non-recourse funding obligations	0	0	0
Proceeds from the issuance of long-term debt	0	0	0
Repayment and repurchase of long-term debt	0	0	0
Repayment of borrowings related to securitization entities	0	0	0
Proceeds from intercompany notes payable	0	0	0
Repurchase of subsidiary shares	0	0
Dividends paid to noncontrolling interests	0	0	0
Dividends paid to parent	0	0
Proceeds from the sale of subsidiary shares to noncontrolling interests	0
Other, net	-2	0	0
Cash from financing activities-discontinued operations		0	0
Net cash from financing activities	-2	0	0
Effect of exchange rate changes on cash and cash equivalents	0	0	0
Net change in cash and cash equivalents	0	0	0
Cash and cash equivalents at beginning of period	0	0	0
Cash and cash equivalents at end of period	0	0	0
Less cash and cash equivalents of discontinued operations at end of period		0	0
Cash and cash equivalents at end of year	0	0	0
Issuer
Cash flows from operating activities:
Net income	-1,356	540	394
Less (income) loss from discontinued operations, net of taxes	0	29	0
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries	1,147	-796	-636
Dividends from subsidiaries	630	376	545
Amortization of fixed maturity discounts and premiums and limited partnerships	0	0	0
Net investment losses (gains)	-4	-6	29
Charges assessed to policyholders	0	0	0
Acquisition costs deferred	0	0	0
Amortization of deferred acquisition costs and intangibles	0	0	0
Goodwill impairment	0		0
Deferred income taxes	-146	-138	-274
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	1	1	-27
Stock-based compensation expense	0	0	16
Change in certain assets and liabilities:
Accrued investment income and other assets	-9	67	53
Insurance reserves	0	0	0
Current tax liabilities	-77	45	-43
Other liabilities, policy and contract claims and other policy-related balances	91	-11	10
Cash from operating activities-discontinued operations		0	0
Net cash from operating activities	277	107	67
Cash flows from investing activities:
Fixed maturity securities	150	0	0
Commercial mortgage loans	0	0	0
Restricted commercial mortgage loans related to securitization entities	0	0	0
Proceeds from sales of investments:
Fixed maturity and equity securities	0	150	10
Purchases and originations of investments:
Fixed maturity and equity securities	-150	-150	-150
Commercial mortgage loans	0	0	0
Other invested assets, net	0	0	30
Policy loans, net	0	0	0
Intercompany notes receivable	-19	-3	-31
Capital contributions to subsidiaries	0	-1	-20
Proceeds from sale of a subsidiary, net of cash transferred		425	0
Cash from investing activities-discontinued operations		-30	-18
Net cash from investing activities	-19	391	-179
Cash flows from financing activities:
Deposits to universal life and investment contracts	0	0	0
Withdrawals from universal life and investment contracts	0	0	0
Redemption and repurchase of non-recourse funding obligations	0	0	0
Proceeds from the issuance of long-term debt	0	793	361
Repayment and repurchase of long-term debt	-485	-365	-322
Repayment of borrowings related to securitization entities	0	0	0
Proceeds from intercompany notes payable	3	-87	58
Repurchase of subsidiary shares	0	0
Dividends paid to noncontrolling interests	0	0	0
Dividends paid to parent	0	-414
Proceeds from the sale of subsidiary shares to noncontrolling interests	0
Other, net	-42	-49	-49
Cash from financing activities-discontinued operations		0	0
Net cash from financing activities	-524	-122	48
Effect of exchange rate changes on cash and cash equivalents	0	0	0
Net change in cash and cash equivalents	-266	376	-64
Cash and cash equivalents at beginning of period	1,219	843	907
Cash and cash equivalents at end of period	953	1,219	843
Less cash and cash equivalents of discontinued operations at end of period		0	0
Cash and cash equivalents at end of year	953	1,219	843
All Other Subsidiaries
Cash flows from operating activities:
Net income	-828	1,017	734
Less (income) loss from discontinued operations, net of taxes	0	-17	-57
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries	0	0	38
Dividends from subsidiaries	-630	-497	-545
Amortization of fixed maturity discounts and premiums and limited partnerships	-97	-97	-88
Net investment losses (gains)	24	43	-56
Charges assessed to policyholders	-777	-812	-801
Acquisition costs deferred	-473	-457	-611
Amortization of deferred acquisition costs and intangibles	571	569	722
Goodwill impairment	849		89
Deferred income taxes	-341	35	359
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	205	-60	218
Stock-based compensation expense	9	15	3
Change in certain assets and liabilities:
Accrued investment income and other assets	-117	-112	-122
Insurance reserves	3,212	2,256	2,330
Current tax liabilities	-101	240	-191
Other liabilities, policy and contract claims and other policy-related balances	645	-1,024	-1,181
Cash from operating activities-discontinued operations		68	49
Net cash from operating activities	2,151	1,167	890
Cash flows from investing activities:
Fixed maturity securities	5,214	5,040	5,176
Commercial mortgage loans	765	896	891
Restricted commercial mortgage loans related to securitization entities	32	60	67
Proceeds from sales of investments:
Fixed maturity and equity securities	2,490	4,286	5,725
Purchases and originations of investments:
Fixed maturity and equity securities	-9,342	-10,655	-12,172
Commercial mortgage loans	-967	-873	-692
Other invested assets, net	-45	89	391
Policy loans, net	12	242	-29
Intercompany notes receivable	-2	95	-58
Capital contributions to subsidiaries	12	532	20
Proceeds from sale of a subsidiary, net of cash transferred		-60	77
Cash from investing activities-discontinued operations		0	-23
Net cash from investing activities	-1,831	-348	-627
Cash flows from financing activities:
Deposits to universal life and investment contracts	2,993	2,999	2,810
Withdrawals from universal life and investment contracts	-2,588	-3,269	-2,781
Redemption and repurchase of non-recourse funding obligations	-42	-28	-1,056
Proceeds from the issuance of long-term debt	144	0	0
Repayment and repurchase of long-term debt	-136	0	0
Repayment of borrowings related to securitization entities	-32	-108	-72
Proceeds from intercompany notes payable	19	3	31
Repurchase of subsidiary shares	-28	-43
Dividends paid to noncontrolling interests	-75	-52	-50
Dividends paid to parent	0	0
Proceeds from the sale of subsidiary shares to noncontrolling interests	517
Other, net	-19	-24	103
Cash from financing activities-discontinued operations		-3	-45
Net cash from financing activities	753	-525	-1,060
Effect of exchange rate changes on cash and cash equivalents	-103	-109	26
Net change in cash and cash equivalents	970	185	-771
Cash and cash equivalents at beginning of period	2,995	2,810	3,581
Cash and cash equivalents at end of period	3,965	2,995	2,810
Less cash and cash equivalents of discontinued operations at end of period		0	21
Cash and cash equivalents at end of year	3,965	2,995	2,789
Eliminations
Cash flows from operating activities:
Net income	2,380	-1,403	-928
Less (income) loss from discontinued operations, net of taxes	0	0	0
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries	-2,376	1,403	927
Dividends from subsidiaries	0	-414	0
Amortization of fixed maturity discounts and premiums and limited partnerships	0	0	0
Net investment losses (gains)	0	0	0
Charges assessed to policyholders	0	0	0
Acquisition costs deferred	0	0	0
Amortization of deferred acquisition costs and intangibles	0	0	0
Goodwill impairment	0		0
Deferred income taxes	-4	0	0
Net increase (decrease) in trading securities, held-for-sale investments and derivative instruments	0	0	0
Stock-based compensation expense	0	0	0
Change in certain assets and liabilities:
Accrued investment income and other assets	1	0	1
Insurance reserves	0	0	0
Current tax liabilities	0	0	0
Other liabilities, policy and contract claims and other policy-related balances	-6	0	5
Cash from operating activities-discontinued operations		0	0
Net cash from operating activities	-5	-414	5
Cash flows from investing activities:
Fixed maturity securities	0	0	0
Commercial mortgage loans	0	0	0
Restricted commercial mortgage loans related to securitization entities	0	0	0
Proceeds from sales of investments:
Fixed maturity and equity securities	0	0	0
Purchases and originations of investments:
Fixed maturity and equity securities	0	0	0
Commercial mortgage loans	0	0	0
Other invested assets, net	5	0	-5
Policy loans, net	0	0	0
Intercompany notes receivable	22	-84	89
Capital contributions to subsidiaries	0	0	0
Proceeds from sale of a subsidiary, net of cash transferred		0	0
Cash from investing activities-discontinued operations		0	0
Net cash from investing activities	27	-84	84
Cash flows from financing activities:
Deposits to universal life and investment contracts	0	0	0
Withdrawals from universal life and investment contracts	0	0	0
Redemption and repurchase of non-recourse funding obligations	0	0	0
Proceeds from the issuance of long-term debt	0	0	0
Repayment and repurchase of long-term debt	0	0	0
Repayment of borrowings related to securitization entities	0	0	0
Proceeds from intercompany notes payable	-22	84	-89
Repurchase of subsidiary shares	0	0
Dividends paid to noncontrolling interests	0	0	0
Dividends paid to parent	0	414
Proceeds from the sale of subsidiary shares to noncontrolling interests	0
Other, net	0	0	0
Cash from financing activities-discontinued operations		0	0
Net cash from financing activities	-22	498	-89
Effect of exchange rate changes on cash and cash equivalents	0	0	0
Net change in cash and cash equivalents	0	0	0
Cash and cash equivalents at beginning of period	0	0	0
Cash and cash equivalents at end of period	0	0	0
Less cash and cash equivalents of discontinued operations at end of period		0	0
Cash and cash equivalents at end of year	$0	$0	$0

Schedule_I_Genworth_Financial_1

Schedule I Genworth Financial, Inc. Summary of Investments-Other than Investments in Related Parties (Detail) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	$66,548
Fair value	0
Carrying value	73,238
Commercial mortgage loans
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	6,100
Fair value	0
Carrying value	6,100
Restricted commercial mortgage loans related to securitization entities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	201
Fair value	0
Carrying value	201
Policy Loans
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	1,501
Fair value	0
Carrying value	1,501
Other invested assets
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	1,132	[1]
Fair value	0	[1]
Carrying value	2,296	[1]
Restricted other invested assets related to securitization entities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	411
Fair value	0
Carrying value	411
Fixed maturity securities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	56,950
Fair value	62,447
Carrying value	62,447
Fixed maturity securities | Bonds | U.S. government, agencies and authorities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	5,006
Fair value	6,000
Carrying value	6,000
Fixed maturity securities | Bonds | Tax-exempt
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	347
Fair value	362
Carrying value	362
Fixed maturity securities | Bonds | Government - non-U.S.
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	1,952
Fair value	2,106
Carrying value	2,106
Fixed maturity securities | Bonds | Public Utilities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	3,551
Fair value	4,167
Carrying value	4,167
Fixed maturity securities | Bonds | All Other Corporate Bonds
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	46,094
Fair value	49,812
Carrying value	49,812
Equity Securities
Summary of Investments, Other than Investments in Related Parties, Reportable Data [Line Items]
Amortized cost or cost	253
Fair value	282
Carrying value	$282
[1]	The amount shown in the consolidated balance sheet for other invested assets differs from amortized cost or cost presented, as other invested assets include certain assets with a carrying amount that differs from amortized cost or cost.

Schedule_II_Genworth_Financial1

Schedule II Genworth Financial, Inc. (Parent Company Only) (Balance Sheets) (Detail) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
In Millions, unless otherwise specified
Assets
Investments in subsidiaries	$0		$0
Deferred tax asset	2,699		2,700
Other assets	633		639
Intercompany notes receivable	0		0
Total assets	111,358		108,045
Liabilities:
Other liabilities	3,604		4,096
Total liabilities	94,561		92,425
Commitments and contingencies
Stockholders' equity:
Common stock	1		1
Additional paid-in capital	11,997		12,127
Net unrealized investment gains (losses):
Net unrealized gains (losses) on securities not other-than-temporarily impaired	2,431		914
Net unrealized gains (losses) on other-than-temporarily impaired securities	22		12
Net unrealized investment gains (losses)	2,453	[1]	926	[1]	2,638	[1]	1,485	[1]
Derivatives qualifying as hedges	2,070	[2]	1,319	[2]	1,909	[2]	2,009	[2]
Foreign currency translation and other adjustments	-77		297		655		553
Total accumulated other comprehensive income (loss)	4,446		2,542		5,202		4,047
Retained earnings	1,179		2,423
Treasury stock, at cost	-2,700		-2,700
Total Genworth Financial, Inc.'s stockholders' equity	14,923		14,393
Total liabilities and stockholders' equity	111,358		108,045
Parent Company
Assets
Investments in subsidiaries	14,895		14,358
Deferred tax asset	20		26
Other assets	2		7
Intercompany notes receivable	9		8
Total assets	14,926		14,399
Liabilities:
Other liabilities	3		6
Total liabilities	3		6
Commitments and contingencies
Stockholders' equity:
Common stock	1		1
Additional paid-in capital	11,997		12,127
Net unrealized investment gains (losses):
Net unrealized gains (losses) on securities not other-than-temporarily impaired	2,431		914
Net unrealized gains (losses) on other-than-temporarily impaired securities	22		12
Net unrealized investment gains (losses)	2,453		926
Derivatives qualifying as hedges	2,070		1,319
Foreign currency translation and other adjustments	-77		297
Total accumulated other comprehensive income (loss)	4,446		2,542
Retained earnings	1,179		2,423
Treasury stock, at cost	-2,700		-2,700
Total Genworth Financial, Inc.'s stockholders' equity	14,923		14,393
Total liabilities and stockholders' equity	$14,926		$14,399
[1]	Net of adjustments to DAC, PVFP, sales inducements and benefit reserves. See note 4 for additional information.
[2]	See note 5 for additional information.

Schedule_II_Genworth_Financial2

Schedule II Genworth Financial, Inc. (Parent Company Only) (Statements of Income) (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Revenues:
Net investment income													$3,242	$3,271	$3,343
Total revenues	2,424		2,404		2,415		2,322		2,412	2,317	2,371	2,303	9,565	9,403	9,640
Benefits and expenses:
Acquisition and operating expenses, net of deferrals													1,585	1,659	1,594
Total benefits and expenses	3,347	[1]	3,376	[1]	2,102	[1]	2,016	[1]	2,097	2,066	2,124	2,066	10,841	8,353	9,034
Loss before income taxes and equity in income (loss) of subsidiaries													-1,276	1,050	606
Provision (benefit) from income taxes													-228	324	138
Equity in income (loss) of subsidiaries													0	0	0
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	-760	[2]	-844	[2]	176	[2]	184	[2]	208	108	141	103	-1,244	560	325
Parent Company
Revenues:
Net investment income													-2	-1	0
Total revenues													-2	-1	0
Benefits and expenses:
Acquisition and operating expenses, net of deferrals													21	33	7
Total benefits and expenses													21	33	7
Loss before income taxes and equity in income (loss) of subsidiaries													-23	-34	-7
Provision (benefit) from income taxes													-8	13	-3
Equity in income (loss) of subsidiaries													-1,229	607	329
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													($1,244)	$560	$325
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional expenses of $735 million. During the fourth quarter of 2014, we also recorded goodwill impairments of $299 million in our U.S. Life Insurance segment. In the fourth quarter of 2014, we recorded a correction of $49 million in our life insurance business related to reserves on a reinsurance transaction. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $67 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $43 million favorable refinement of assumptions for claim termination rates.
[2]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.

Schedule_II_Genworth_Financial3

Schedule II Genworth Financial, Inc. (Parent Company Only) (Statements of Comprehensive Income) (Detail) (USD $)	3 Months Ended												12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Sep. 30, 2014		Jun. 30, 2014		Mar. 31, 2014		Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Condensed Financial Statements, Captions [Line Items]
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	($708)	[1]	($787)	[1]	$228	[1]	$219	[1]	$245	$148	$180	$141	($1,048)		$714		$525
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													1,573		-1,817		1,078
Net unrealized gains (losses) on other-than-temporarily impaired securities													10		66		78
Derivatives qualifying as hedges													751	[2]	-590	[2]	-100	[2]
Foreign currency translation and other adjustments													-537		-442		126
Total other comprehensive income (loss)													1,797		-2,783		1,182
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													717		-2,100		1,480
Parent Company
Condensed Financial Statements, Captions [Line Items]
Net income (loss) available to Genworth Financial, Inc.'s common stockholders													-1,244		560		325
Other comprehensive income (loss), net of taxes:
Net unrealized gains (losses) on securities not other-than-temporarily impaired													1,539		-1,778		1,075
Net unrealized gains (losses) on other-than-temporarily impaired securities													10		66		78
Derivatives qualifying as hedges													751		-590		-100
Foreign currency translation and other adjustments													-339		-358		102
Total other comprehensive income (loss)													1,961		-2,660		1,155
Total comprehensive income (loss) available to Genworth Financial, Inc.'s common stockholders													$717		($2,100)		$1,480
[1]	During the fourth quarter of 2014, we completed our annual loss recognition testing of our long-term care insurance business which resulted in additional charges of $478 million, net of taxes. During the fourth quarter of 2014, we also recorded goodwill impairments of $274 million, net of taxes, in our U.S. Life Insurance segment. There was a $66 million net tax impact in the fourth quarter of 2014 from potential business portfolio changes. As we consider potential business portfolio changes, we recognized a charge of $174 million in the fourth quarter of 2014 associated with our Australian mortgage insurance business as we can no longer assert our intent to permanently reinvest earnings in that business. In addition, in the fourth quarter of 2014, we recognized a net $108 million of tax benefits in our lifestyle protection insurance business primarily from an internal debt restructuring related to the planned sale of that business. We recorded a correction of $32 million, net of taxes, in our life insurance business related to reserves on a reinsurance transaction in the fourth quarter of 2014. Our long-term care insurance claim reserves also increased in the fourth quarter of 2014 as a result of a $44 million unfavorable correction related to claims in course of settlement arising in connection with the implementation of our updated assumptions and methodologies as part of our comprehensive claims review completed in the third quarter of 2014, partially offset by a $28 million favorable refinement of assumptions for claim termination rates.
[2]	See note 5 for additional information.

Schedule_II_Genworth_Financial4

Schedule II Genworth Financial, Inc. (Parent Company Only) (Statements of Cash Flows) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash flows from operating activities:
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	($1,048)	$714	$525
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries	0	0	0
Dividends from subsidiaries	0	0	0
Deferred income taxes	-487	-79	82
Stock-based compensation expense	30	41	26
Change in certain assets and liabilities:
Accrued investment income and other assets	-129	-43	-68
Current tax liabilities	-180	288	-234
Other liabilities and other policy-related balances	741	-1,039	-1,166
Net cash from operating activities	2,438	1,399	962
Cash flows from investing activities:
Intercompany notes receivable	0	0	0
Capital contribution paid to subsidiaries	0	0	0
Net cash from investing activities	-1,836	-580	-722
Cash flows from financing activities:
Other, net	-63	-73	54
Net cash from financing activities	205	-149	-1,101
Effect of exchange rate changes on cash and cash equivalents	-103	-109	26
Cash and cash equivalents at beginning of year	4,214	3,632
Cash and cash equivalents at end of year	4,918	4,214	3,632
Parent Company
Cash flows from operating activities:
Net income (loss) available to Genworth Financial, Inc.'s common stockholders	-1,244	560	325
Adjustments to reconcile net income (loss) to net cash from operating activities:
Equity in (income) loss from subsidiaries	1,229	-607	-329
Dividends from subsidiaries	0	535	0
Deferred income taxes	4	24	-3
Stock-based compensation expense	21	26	7
Change in certain assets and liabilities:
Accrued investment income and other assets	-4	2	0
Current tax liabilities	-2	3	0
Other liabilities and other policy-related balances	11	-4	0
Net cash from operating activities	15	539	0
Cash flows from investing activities:
Intercompany notes receivable	-1	-8	0
Capital contribution paid to subsidiaries	-12	-531	0
Net cash from investing activities	-13	-539	0
Cash flows from financing activities:
Other, net	-2	0	0
Net cash from financing activities	-2	0	0
Effect of exchange rate changes on cash and cash equivalents	0	0	0
Cash and cash equivalents at beginning of year	0	0	0
Cash and cash equivalents at end of year	$0	$0	$0

Schedule_II_Genworth_Financial5

Schedule II Genworth Financial, Inc. (Parent Company Only) - Additional Information (Detail) (USD $)	1 Months Ended			12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013	Apr. 02, 2013	31-May-14	Dec. 31, 2014	Dec. 31, 2013
Condensed Financial Statements, Captions [Line Items]
Class A Common Stock, par value	$0.00			$0.00	$0.00
Current income tax receivable				$30
Current income tax payable	132				132
Genworth Holdings
Condensed Financial Statements, Captions [Line Items]
Class A Common Stock, par value		0.001
Percentage of subsidiary equity ownership		100.00%
Genworth Financial
Condensed Financial Statements, Captions [Line Items]
Class A Common Stock, par value		0.001
Genworth Mortgage Holdings, LLC
Condensed Financial Statements, Captions [Line Items]
Percentage of subsidiary common shares distributed as a dividend		84.60%
Percentage of subsidiary equity ownership		15.40%
Capital contributions	300
Genworth Mortgage Holdings, Inc.
Condensed Financial Statements, Captions [Line Items]
Percentage of subsidiary common shares distributed as a dividend		100.00%
Genworth Holdings/U.S. Mortgage Insurance Business
Condensed Financial Statements, Captions [Line Items]
Percentage of subsidiary equity ownership		100.00%
Genworth Mortgage Insurance Corporation (GEMICO)
Condensed Financial Statements, Captions [Line Items]
Capital contributions	100	100	300
Parent Company
Condensed Financial Statements, Captions [Line Items]
Deferred tax assets related to tax elections				20	26
Current income tax receivable				3
Current income tax payable	6				6
Net cash received for taxes				$23	$5

Schedule_III_Genworth_Financia1

Schedule III Genworth Financial, Inc. Supplemental Insurance Information (Schedule of Supplemental Insurance Information) (Detail) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Supplementary Insurance Information, by Segment [Line Items]
Deferred Acquisition Costs	$5,042	$5,278
Future Policy Benefits	35,915	33,705
Policyholder Account Balances	26,043	25,528
Liability for Policy and Contract Claims	8,043	7,204
Unearned Premiums	3,986	4,107
Premium Revenue	5,431	5,148	5,041
Net Investment Income	3,242	3,271	3,343
Interest Credited and Benefits and Other Changes in Policy Reserves	7,357	5,633	6,153
Amortization of Deferred Acquisition Costs	493	451	618
Other Operating Expenses	2,991	2,269	2,263
Premiums Written	5,622	5,184	5,057
U.S. Life Insurance
Supplementary Insurance Information, by Segment [Line Items]
Deferred Acquisition Costs	4,390	4,537
Future Policy Benefits	35,911	33,700
Policyholder Account Balances	22,874	22,210
Liability for Policy and Contract Claims	6,434	5,216
Unearned Premiums	639	632
Premium Revenue	3,169	2,957	2,789
Net Investment Income	2,665	2,621	2,594
Interest Credited and Benefits and Other Changes in Policy Reserves	6,438	4,594	4,593
Amortization of Deferred Acquisition Costs	291	298	410
Other Operating Expenses	1,648	841	830
Premiums Written	3,172	2,963	2,818
International Mortgage Insurance
Supplementary Insurance Information, by Segment [Line Items]
Deferred Acquisition Costs	150	152
Future Policy Benefits	0	0
Policyholder Account Balances	0	0
Liability for Policy and Contract Claims	308	378
Unearned Premiums	2,723	2,815
Premium Revenue	950	996	1,016
Net Investment Income	303	333	375
Interest Credited and Benefits and Other Changes in Policy Reserves	204	317	516
Amortization of Deferred Acquisition Costs	50	48	52
Other Operating Expenses	263	286	103
Premiums Written	1,111	1,042	1,061
U.S. Mortgage Insurance
Supplementary Insurance Information, by Segment [Line Items]
Deferred Acquisition Costs	16	12
Future Policy Benefits	0	0
Policyholder Account Balances	0	0
Liability for Policy and Contract Claims	1,180	1,482
Unearned Premiums	178	129
Premium Revenue	578	554	549
Net Investment Income	59	60	68
Interest Credited and Benefits and Other Changes in Policy Reserves	357	412	725
Amortization of Deferred Acquisition Costs	5	4	3
Other Operating Expenses	142	146	145
Premiums Written	628	567	554
International Protection
Supplementary Insurance Information, by Segment [Line Items]
Deferred Acquisition Costs	193	243
Future Policy Benefits	0	0
Policyholder Account Balances	11	16
Liability for Policy and Contract Claims	106	108
Unearned Premiums	439	522
Premium Revenue	731	636	682
Net Investment Income	101	119	131
Interest Credited and Benefits and Other Changes in Policy Reserves	202	159	150
Amortization of Deferred Acquisition Costs	110	97	106
Other Operating Expenses	516	484	624
Premiums Written	709	608	619
Runoff
Supplementary Insurance Information, by Segment [Line Items]
Deferred Acquisition Costs	293	334
Future Policy Benefits	4	5
Policyholder Account Balances	3,158	3,302
Liability for Policy and Contract Claims	15	20
Unearned Premiums	7	9
Premium Revenue	3	5	5
Net Investment Income	129	139	145
Interest Credited and Benefits and Other Changes in Policy Reserves	156	151	169
Amortization of Deferred Acquisition Costs	37	4	47
Other Operating Expenses	87	85	84
Premiums Written	2	4	5
Corporate and Other
Supplementary Insurance Information, by Segment [Line Items]
Deferred Acquisition Costs	0	0
Future Policy Benefits	0	0
Policyholder Account Balances	0	0
Liability for Policy and Contract Claims	0	0
Unearned Premiums	0	0
Premium Revenue	0	0	0
Net Investment Income	-15	-1	30
Interest Credited and Benefits and Other Changes in Policy Reserves	0	0	0
Amortization of Deferred Acquisition Costs	0	0	0
Other Operating Expenses	335	427	477
Premiums Written	$0	$0	$0