Ameriprise Financial (AMP) 10-Q 2 Nov 16 2016 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2016	Oct. 21, 2016
Document and Entity Information
Entity Registrant Name	AMERIPRISE FINANCIAL INC
Entity Central Index Key	820,027
Current Fiscal Year End Date	--12-31
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Document Type	10-Q
Document Period End Date	Sep. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q3
Amendment Flag	false
Entity Common Stock, Shares Outstanding		158,047,749

CONSOLIDATED STATEMENTS OF OPER

CONSOLIDATED STATEMENTS OF OPERATIONS - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Revenues
Management and financial advice fees		$ 1,464	$ 1,465	$ 4,289	$ 4,451
Distribution fees		455	451	1,338	1,389
Net investment income		387	321	1,090	1,228
Premiums		374	360	1,114	1,081
Other revenues		330	296	832	939
Total revenues		3,010	2,893	8,663	9,088
Banking and deposit interest expense		12	7	29	21
Total net revenues	[1],[2]	2,998	2,886	8,634	9,067
Expenses
Distribution expenses		798	806	2,371	2,460
Interest credited to fixed accounts		161	171	465	503
Benefits, claims, losses and settlement expenses		855	471	1,934	1,547
Amortization of deferred acquisition costs		163	133	360	302
Interest and debt expense		52	98	160	271
General and administrative expense		731	744	2,221	2,288
Total expenses		2,760	2,423	7,511	7,371
Pretax income		238	463	1,123	1,696
Income tax provision		23	111	209	389
Net income		215	352	914	1,307
Less: Net income (loss) attributable to noncontrolling interests		0	(45)	0	102
Net income attributable to Ameriprise Financial		$ 215	$ 397	$ 914	$ 1,205
Basic
Net income (in dollars per share)		$ 1.31	$ 2.20	$ 5.43	$ 6.57
Diluted
Net income (in dollars per share)		1.30	2.17	5.37	6.48
Cash dividends declared per common share (in dollars per share)		$ 0.75	$ 0.67	$ 2.17	$ 1.92
Supplemental Disclosures
Total other-than-temporary impairment losses on securities		$ 0	$ (7)	$ (2)	$ (8)
Portion of loss recognized in other comprehensive income (before taxes)		0	0	1	0
Net impairment losses recognized in net investment income		$ 0	$ (7)	$ (1)	$ (8)
[1]	Includes foreign net revenues of $162 million and $230 million for the three months ended September 30, 2016 and 2015, respectively.
[2]	Includes foreign net revenues of $500 million and $756 million for the nine months ended September 30, 2016 and 2015, respectively.

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 215	$ 352	$ 914	$ 1,307
Other comprehensive income (loss), net of tax:
Foreign currency translation adjustment	(16)	(65)	(55)	(50)
Net unrealized gains (losses) on securities	(28)	(19)	382	(186)
Net unrealized gains on derivatives	1	1	3	1
Defined benefit plans	0	0	6	0
Total other comprehensive income (loss), net of tax	(43)	(83)	336	(235)
Total comprehensive income	172	269	1,250	1,072
Less: Comprehensive income (loss) attributable to noncontrolling interests	0	(89)	0	68
Comprehensive income attributable to Ameriprise Financial	$ 172	$ 358	$ 1,250	$ 1,004

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Assets
Total assets	$ 143,623	$ 145,319
Liabilities
Policyholder account balances, future policy benefits and claims	31,469	29,699
Separate account liabilities	81,511	80,349
Total liabilities	136,827	136,914
Ameriprise Financial, Inc.
Common shares	3	3
Additional paid-in capital	7,709	7,611
Retained earnings	10,098	9,551
Appropriated retained earnings of consolidated investment entities	0	137
Treasury shares, at cost	(11,609)	(10,338)
Accumulated other comprehensive income, net of tax	595	253
Total Ameriprise Financial, Inc. shareholders' equity	6,796	7,217
Noncontrolling interests	0	1,188
Total equity	6,796	8,405
Total liabilities and equity	143,623	145,319
Ameriprise Financial [Member]
Assets
Cash and cash equivalents	3,075	2,357
Investments	35,875	34,144
Separate account assets	81,511	80,349
Receivables	5,322	5,167
Deferred acquisition costs	2,534	2,725
Restricted and segregated cash and investments	2,962	2,949
Other assets	9,502	8,384
Liabilities
Policyholder account balances, future policy benefits and claims	31,469	29,699
Separate account liabilities	81,511	80,349
Customer deposits	9,442	8,634
Short-term borrowings	200	200
Long-term debt	2,934	2,692
Accounts payable and accrued expenses	1,498	1,552
Other liabilities	6,951	5,965
Consolidated investment entities [Member]
Assets
Cash and cash equivalents	254	502
Investments	2,573	6,570
Receivables	14	107
Other assets	1	2,065
Liabilities
Long-term debt	2,710	7,531
Accounts payable and accrued expenses	0	54
Other liabilities	$ 112	$ 238

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - USD ($) $ in Millions	Sep. 30, 2016		Dec. 31, 2015
Common shares, par value (in dollars per share)	$ 0.01		$ 0.01
Common shares, shares authorized	1,250,000,000		1,250,000,000
Common shares, shares issued	323,724,066		322,822,746
Treasury shares	165,227,730		151,789,486
Consolidated investment entities [Member]
Receivables, fair value (in dollars)	$ 14		$ 70
Debt, fair value (in dollars)	2,710	[1]	6,630
Other liabilities, fair value (in dollars)	112		221
Other assets, fair value (in dollars)	$ 1		$ 2,065
[1]	As the Company elected the measurement alternative effective January 1, 2016, the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and above for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016.

CONSOLIDATED STATEMENTS OF EQUI

CONSOLIDATED STATEMENTS OF EQUITY - USD ($) $ in Millions	Total	Total Ameriprise Financial, Inc. Shareholders' Equity [Member]	Common Shares [Member]	Additional Paid-In Capital [Member]	Retained Earnings [Member]	Appropriated Retained Earnings of Consolidated Investment Entities [Member]	Treasury Shares [Member]	Accumulated Other Comprehensive Income [Member]	Noncontrolling Interests [Member]
Beginning balance at Dec. 31, 2014	$ 9,305	$ 8,124	$ 3	$ 7,345	$ 8,469	$ 234	$ (8,589)	$ 662	$ 1,181
Beginning balance (in shares) at Dec. 31, 2014			183,109,509
Comprehensive income (loss) [Abstract]
Net income attributable to Ameriprise Financial	1,205	1,205			1,205
Net income attributable to noncontrolling interest	(102)								102
Net income	1,307
Other comprehensive income (loss) attributable to Ameriprise Financial, net of tax	(201)	(201)						(201)
Other comprehensive loss attributable to noncontrolling interest, net of tax	(34)								(34)
Total other comprehensive income (loss), net of tax	(235)
Comprehensive income attributable to Ameriprise Financial	1,004	1,004
Comprehensive income attributable to noncontrolling interests	(68)								68
Total comprehensive income	1,072
Net income reclassified to appropriated retained earnings	0	(60)				(60)			60
Dividends to shareholders	(355)	(355)			(355)
Noncontrolling interests investments in subsidiaries	225								225
Distributions to noncontrolling interests	(342)								(342)
Repurchase of common shares	(1,362)	(1,362)					(1,362)
Repurchase of common shares (in shares)			(10,882,885)
Share-based compensation plans	278	278		212			66
Share-based compensation plans (in shares)			2,794,851
Ending balance at Sep. 30, 2015	8,821	7,629	$ 3	7,557	9,319	174	(9,885)	461	1,192
Ending balance (in shares) at Sep. 30, 2015			175,021,475
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect of change in accounting policies	6
Cumulative effect of change in accounting policies | Adjustments for New Accounting Pronouncement [Member]	(1,318)	(130)			1	(137)		6	(1,188)
Beginning balance (Adjusted for change in accounting policies [Member]) at Dec. 31, 2015	7,087	7,087	$ 3	7,611	9,552	0	(10,338)	259	0
Beginning balance at Dec. 31, 2015	8,405	7,217	3	7,611	9,551	$ 137	(10,338)	253	1,188
Beginning balance (Adjustments for New Accounting Pronouncement [Member]) at Dec. 31, 2015			$ 0	0			0
Beginning balance (in shares) (Adjusted for change in accounting policies [Member]) at Dec. 31, 2015			171,033,260
Beginning balance (in shares) at Dec. 31, 2015			171,033,260
Beginning balance (in shares) (Adjustments for New Accounting Pronouncement [Member]) at Dec. 31, 2015			0
Comprehensive income (loss) [Abstract]
Net income attributable to Ameriprise Financial	914	914			914
Net income attributable to noncontrolling interest	0
Net income	914
Other comprehensive income (loss) attributable to Ameriprise Financial, net of tax	336	336						336
Other comprehensive loss attributable to noncontrolling interest, net of tax	0								0
Total other comprehensive income (loss), net of tax	336
Comprehensive income attributable to Ameriprise Financial	1,250	1,250
Comprehensive income attributable to noncontrolling interests	0								$ 0
Total comprehensive income	1,250
Dividends to shareholders	(368)	(368)			(368)
Repurchase of common shares	(1,333)	(1,333)					(1,333)
Repurchase of common shares (in shares)			(14,349,061)
Share-based compensation plans	160	160		98			62
Share-based compensation plans (in shares)			1,812,137
Ending balance at Sep. 30, 2016	$ 6,796	$ 6,796	$ 3	$ 7,709	$ 10,098		$ (11,609)	$ 595
Ending balance (in shares) at Sep. 30, 2016			158,496,336

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Cash Flows from Operating Activities [Abstract]
Net income	$ 914	$ 1,307
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation, amortization and accretion, net	187	185
Deferred income tax benefit	(47)	(23)
Share-based compensation	101	108
Net realized investment gains	(1)	(14)
Net trading gains	(5)	(5)
Loss from equity method investments	45	22
Other-than-temporary impairments and provision for loan losses	0	9
Net losses (gains) of consolidated investment entities	5	(85)
Changes in operating assets and liabilities:
Restricted and segregated cash and investments	(13)	(88)
Deferred acquisition costs	86	38
Other investments, net	9	61
Policyholder account balances, future policy benefits and claims, net	1,172	681
Derivatives, net of collateral	(676)	(180)
Receivables	(177)	(294)
Brokerage deposits	3	51
Accounts payable and accrued expenses	(24)	(41)
Cash held by consolidated investment entities	(100)	(394)
Investment properties of consolidated investment entities	0	(126)
Other operating assets and liabilities of consolidated investment entities, net	(9)	54
Other, net	235	637
Net cash provided by operating activities	1,705	1,903
Available-for-Sale securities:
Proceeds from sales	322	151
Maturities, sinking fund payments and calls	3,379	3,453
Purchases	(4,666)	(3,340)
Proceeds from sales, maturities and repayments of mortgage loans	705	481
Funding of mortgage loans	(334)	(427)
Proceeds from sales and collections of other investments	131	198
Purchase of other investments	(144)	(249)
Purchase of investments by consolidated investment entities	(566)	(2,063)
Proceeds from sales, maturities and repayments of investments by consolidated investment entities	803	1,429
Purchase of land, buildings, equipment and software	(66)	(109)
Other, net	70	29
Net cash used in investing activities	(366)	(447)
Investment certificates:
Proceeds from additions	3,184	2,182
Maturities, withdrawals and cash surrenders	(2,376)	(1,853)
Policyholder account balances:
Deposits and other additions	1,532	1,514
Net transfers from (to) separate accounts	113	(141)
Surrenders and other benefits	(1,448)	(2,169)
Cash paid for purchased options with deferred premiums	(256)	(305)
Cash received from purchased options with deferred premiums	242	8
Issuance of long-term debt	495	0
Repayments of long-term debt	(254)	(41)
Dividends paid to shareholders	(361)	(348)
Repurchase of common shares	(1,319)	(1,293)
Exercise of stock options	6	14
Excess tax benefits from share-based compensation	8	70
Borrowings by consolidated investment entities	0	1,583
Repayments of debt by consolidated investment entities	(134)	(405)
Noncontrolling interests investments in subsidiaries	0	225
Distributions to noncontrolling interests	0	(342)
Other, net	0	(1)
Net cash used in financing activities	(568)	(1,302)
Effect of exchange rate changes on cash	(53)	(12)
Net increase in cash and cash equivalents	718	142
Income taxes paid, net	201	245
Non-cash investing activity:
Partnership commitments not yet remitted	75	9
Ameriprise Financial [Member]
Policyholder account balances:
Cash and cash equivalents at beginning of period	2,357	2,638
Cash and cash equivalents at end of period	3,075	2,780
Interest paid	121	122
Consolidated investment entities [Member]
Policyholder account balances:
Cash and cash equivalents at beginning of period	502
Cash and cash equivalents at end of period	254
Interest paid	$ 74	$ 175

Basis of Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of Presentation	Basis of Presentation Ameriprise Financial, Inc. is a holding company, which primarily conducts business through its subsidiaries to provide financial planning, products and services that are designed to be utilized as solutions for clients’ cash and liquidity, asset accumulation, income, protection and estate and wealth transfer needs. The foreign operations of Ameriprise Financial, Inc. are conducted primarily through Threadneedle Asset Management Holdings Sàrl and Ameriprise Asset Management Holdings GmbH (collectively, “Threadneedle”). The accompanying Consolidated Financial Statements include the accounts of Ameriprise Financial, Inc., companies in which it directly or indirectly has a controlling financial interest and variable interest entities (“VIEs”) in which it is the primary beneficiary (collectively, the “Company”). All intercompany transactions and balances have been eliminated in consolidation. Effective January 1, 2016, the Company adopted ASU 2015-02 - Consolidation: Amendments to the Consolidation Analysis (“ASU 2015-02”) and deconsolidated several collateralized loan obligations (“CLOs”) and all previously consolidated property funds. The income or loss generated by consolidated entities which will not be realized by the Company’s shareholders is attributed to noncontrolling interests in the Consolidated Statements of Operations. Noncontrolling interests are the ownership interests in subsidiaries not attributable, directly or indirectly, to Ameriprise Financial, Inc. and are classified as equity within the Consolidated Balance Sheets. The Company, excluding noncontrolling interests, is defined as “Ameriprise Financial.” Upon adoption of ASU 2015-02, the Company no longer has noncontrolling interests primarily due to the deconsolidation of property funds. See Note 2 and Note 3 for additional information on recently adopted accounting pronouncements and VIEs. The interim financial information in this report has not been audited. In the opinion of management, all adjustments necessary for a fair presentation of the consolidated results of operations and financial position for the interim periods have been made. Except for the adjustment described below, all adjustments made were of a normal recurring nature. In the third quarter of 2016, the Company recorded a $29 million increase to long term care (“LTC”) reserves for an out-of-period correction related to its claim utilization assumption . The impact to prior period financial statements was not material. The accompanying Consolidated Financial Statements are prepared in accordance with U.S. generally accepted accounting principles (“GAAP”). Results of operations reported for interim periods are not necessarily indicative of results for the entire year. These Consolidated Financial Statements and Notes should be read in conjunction with the Consolidated Financial Statements and Notes in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015 , filed with the Securities and Exchange Commission (“SEC”) on February 25, 2016 . The Company evaluated events or transactions that may have occurred after the balance sheet date for potential recognition or disclosure through the date the financial statements were issued. No subsequent events or transactions were identified.

Recent Accounting Pronouncement

Recent Accounting Pronouncements	9 Months Ended
	Sep. 30, 2016
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recent Accounting Pronouncements	Recent Accounting Pronouncements Adoption of New Accounting Standards Fair Value Measurement – Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent) In May 2015, the Financial Accounting Standards Board (“FASB”) updated the accounting standards related to fair value measurement. The update applies to investments that are measured at net asset value (“NAV”). The standard eliminates the requirement to categorize within the fair value hierarchy all investments for which fair value is measured using the NAV per share as a practical expedient. In addition, the update limits disclosures about the nature and risks of the investments to investments for which the entity elected to measure the fair value using the practical expedient rather than all investments that are eligible for the NAV practical expedient. The standard is effective for interim and annual periods beginning after December 15, 2015. The Company adopted the standard on January 1, 2016 on a retrospective basis to all periods presented. There was no impact of the standard to the Company’s consolidated results of operations and financial condition. Interest – Imputation of Interest In April 2015, the FASB updated the accounting standards related to debt issuance costs. The update requires that debt issuance costs be presented on the balance sheet as a direct deduction from the carrying amount of debt. The update does not impact the measurement or recognition of debt issuance costs. In August 2015, the FASB updated the guidance to allow companies to make a policy election to exclude debt issuance costs for line-of-credit arrangements from the standard. The standard is effective for interim and annual periods beginning after December 15, 2015. The Company adopted the standard on January 1, 2016 on a retrospective basis to all periods presented. The reclassification did not have a material impact on the Company’s consolidated financial condition. There was no impact of the standard to the Company’s consolidated results of operations. Consolidation In February 2015, the FASB updated the accounting standard for consolidation. The update changes the accounting for the consolidation model for limited partnerships and VIEs and excludes certain money market funds from the consolidation analysis. Specific to the consolidation analysis of a VIE, the update clarifies consideration of fees paid to a decision maker and amends the related party guidance. The standard is effective for periods beginning after December 15, 2015. The Company adopted the standard on January 1, 2016 using the modified retrospective approach. The adoption resulted in the deconsolidation of several CLOs and all previously consolidated property funds with a decrease of approximately $6.2 billion of assets, $4.9 billion of liabilities and $1.3 billion of equity (noncontrolling interests and appropriated retained earnings of consolidated investment entities). Effective January 1, 2016, intercompany amounts between the Company and the deconsolidated CLOs and property funds are no longer eliminated in consolidation. In August 2014, the FASB updated the accounting standard related to consolidation of collateralized financing entities. The update applies to reporting entities that consolidate a collateralized financing entity and measures all financial assets and liabilities of the collateralized financing entity at fair value. The update provides a measurement alternative which would allow an entity to measure both the financial assets and financial liabilities at the fair value of the more observable of the fair value of the financial assets or financial liabilities. When the measurement alternative is elected, the reporting entity’s net income should reflect its own economic interests in the collateralized financing entity, including changes in the fair value of the beneficial interests retained by the reporting entity and beneficial interests that represent compensation for services. If the measurement alternative is not elected, the financial assets and financial liabilities should be measured separately in accordance with the requirements of the fair value accounting standard. Any difference in the fair value of the assets and liabilities would be recorded to net income attributable to the reporting entity. The standard is effective for interim and annual periods beginning after December 15, 2015. The Company adopted the standard on January 1, 2016 and elected the measurement alternative using the modified retrospective approach. The adoption of the standard did not have a material impact on the Company’s consolidated results of operations and financial condition after the deconsolidation of several CLOs noted above. Compensation – Stock Compensation In June 2014, the FASB updated the accounting standards related to stock compensation. The update clarifies the accounting for share-based payments with a performance target that could be achieved after the requisite service period. The update specifies the performance target should not be reflected in estimating the grant-date fair value of the award. Instead, the probability of achieving the performance target should impact vesting of the award. The standard is effective for interim and annual periods beginning after December 15, 2015. The Company adopted the standard on January 1, 2016. The adoption did not have a material impact on the Company’s consolidated results of operations and financial condition. Future Adoption of New Accounting Standards Statement of Cash Flows - Classification of Certain Cash Receipts and Cash Payments In August 2016, the FASB updated the accounting standards related to classification of certain cash receipts and cash payments on the statement of cash flows . The update includes amendments to address diversity in practice for the classification of eight specific cash flow activities. The specific amendments the Company is evaluating include the classification of debt prepayment and extinguishment costs, contingent consideration payments, proceeds from insurance settlements and corporate owned life insurance settlements, distributions from equity method investees and the application of the predominance principle to separately identifiable cash flows. The standard is effective for interim and annual periods beginning after December 15, 2017. Early adoption is permitted and all amendments must be adopted during the same period. The Company is currently evaluating the impact of the standard, but does not expect adoption of the standard to have a material impact on its consolidated cash flows. Financial Instruments - Measurement of Credit Losses In June 2016, the FASB updated the accounting standards related to accounting for credit losses on certain types of financial instruments. The update replaces the current incurred loss model for estimating credit losses with a new model that requires an entity to estimate the credit losses expected over the life of the asset. Generally, the initial estimate of the expected credit losses and subsequent changes in the estimate will be reported in current period earnings and recorded through an allowance for credit losses on the balance sheet. The current credit loss model for Available-for-Sale debt securities does not change; however, the credit loss calculation and subsequent recoveries are required to be recorded through an allowance. The standard is effective for interim and annual periods beginning after December 15, 2019. Early adoption will be permitted for interim and annual periods beginning after December 15, 2018. A modified retrospective cumulative adjustment to retained earnings should be recorded as of the first reporting period in which the guidance is effective for loans, receivables, and other financial instruments subject to the new expected credit loss model. Prospective adoption is required for establishing an allowance related to Available-for-Sale debt securities, certain beneficial interests, and financial assets purchased with a more-than-insignificant amount of credit deterioration since origination. The Company is currently evaluating the impact of the standard on its consolidated results of operations and financial condition. Compensation – Stock Compensation In March 2016, the FASB updated the accounting standards related to employee share-based payments. The update requires all excess tax benefits and tax deficiencies to be recognized as income tax expense or benefit in the income statement. This change is required to be applied prospectively to excess tax benefits and tax deficiencies resulting from settlements after the date of adoption. No adjustment is recorded for any excess tax benefits or tax deficiencies previously recorded in additional paid in capital. The update also requires excess tax benefits to be classified along with other income tax cash flows as an operating activity in the statement of cash flows. This provision can be applied on either a prospective or retrospective basis. The update permits entities to make an accounting policy election to recognize forfeitures as they occur rather than estimating forfeitures to determine the recognition of expense for share-based payment awards. If elected, this provision is required to be adopted on a modified retrospective approach. The update also changes the limit of the amount withheld upon settlement of an award to satisfy the employer’s tax withholding requirement without causing the award to be classified as a liability. Under current guidance, the amount is limited to the employer’s minimum statutory tax withholding requirement. The update allows entities to withhold an amount up to the employees’ maximum individual tax rate in the relevant jurisdiction. This provision is required to be adopted using a modified retrospective approach, with a cumulative effect adjustment to opening retained earnings for any outstanding liability awards that qualify for equity classification under the update. The standard is effective for interim and annual periods beginning after December 15, 2016 with early adoption permitted. During periods in which the settlement date fair value differs materially from the grant date fair value of certain share-based payment awards, the Company may experience volatility in income tax recognized in its consolidated results of operations. The Company does not expect the adoption of the standard to have a material impact on its consolidated financial condition or cash flows. Leases - Recognition of Lease Assets and Liabilities on Balance Sheet In February 2016, the FASB updated the accounting standards for leases. The update was issued to increase transparency and comparability for the accounting of lease transactions. The standard will require most lease transactions for lessees to be recorded on the balance sheet as lease assets and lease liabilities and both quantitative and qualitative disclosures about leasing arrangements. The standard is effective for interim and annual periods beginning after December 15, 2018 with early adoption permitted. The update should be applied at the beginning of the earliest period presented using a modified retrospective approach. The Company is currently evaluating the impact of the standard on its consolidated results of operations and financial condition. Financial Instruments - Recognition and Measurement of Financial Assets and Financial Liabilities In January 2016, the FASB updated the accounting standards on the recognition and measurement of financial instruments. The update requires entities to carry marketable equity securities, excluding investments in securities that qualify for the equity method of accounting, at fair value with changes in fair value reflected in net income each reporting period . The update affects other aspects of accounting for equity instruments, as well as the accounting for financial liabilities utilizing the fair value option. The update eliminates the requirement to disclose the methods and assumptions used to estimate the fair value of financial assets or liabilities held at cost on the balance sheet and requires entities to use the exit price notion when measuring the fair value of financial instruments. The standard is effective for interim and annual periods beginning after December 15, 2017. Early adoption is permitted for certain provisions. Generally, the update should be applied using a modified retrospective approach by recording a cumulative-effect adjustment to equity at the beginning of the period of adoption. The Company is currently evaluating the impact of the standard on its consolidated results of operations and financial condition. Insurance – Disclosure about Short-Duration Contracts In May 2015, the FASB updated the accounting standard for short-duration insurance contracts. The update requires enhanced disclosures about an insurance entity’s initial claim estimates and subsequent adjustments to those estimates, methodologies and judgements in estimating claims and the timing, frequency and severity of claims. The standard is effective for annual periods beginning after December 15, 2015 and interim periods within annual periods beginning after December 15, 2016 with early adoption permitted. The disclosures should be applied retrospectively by providing comparative disclosures for each period presented, except for those requirements that apply only to the current period. There will be no impact of the standard on the Company’s consolidated results of operations and financial condition. Revenue from Contracts with Customers In May 2014, the FASB updated the accounting standards for revenue from contracts with customers. The update provides a five step revenue recognition model for all revenue arising from contracts with customers and affects all entities that enter into contracts to provide goods or services to their customers (unless the contracts are in the scope of other standards). The standard also updates the accounting for certain costs associated with obtaining and fulfilling a customer contract and requires disclosure of quantitative and qualitative information that enables users of financial statements to understand the nature, amount, timing, and uncertainty of revenues and cash flows arising from contracts with customers. Subsequent related updates provide clarification on certain revenue recognition guidance in the new standard. The standard is effective for interim and annual periods beginning after December 15, 2017 and early adoption is permitted for interim and annual periods beginning after December 15, 2016. The standard may be applied retrospectively for all periods presented or retrospectively with a cumulative-effect adjustment at the date of adoption. The Company is currently evaluating the impact of the standard on its consolidated results of operations, financial condition and disclosures.

Variable Interest Entities

Variable Interest Entities	9 Months Ended
	Sep. 30, 2016
Variable Interest Entities [Abstract]
Variable interest entities [Text Block]	Variable Interest Entities The Company provides asset management services to investment entities which are considered to be VIEs, such as CLOs, hedge funds, property funds, certain international series funds (Open Ended Investment Companies and Societes d’Investissement A Capital Variable) and private equity funds (collectively, “investment entities”), which are sponsored by the Company. In addition, the Company invests in structured investments other than CLOs and certain affordable housing partnerships which are considered VIEs. The Company consolidates certain investment entities (collectively, “consolidated investment entities”). If the Company is deemed to be the primary beneficiary, it will consolidate the VIE. The Company has no obligation to provide financial or other support to the non-consolidated VIEs beyond its investment nor has the Company provided any support to these entities. The carrying value of the Company’s investment in these entities, if any, is included in investments on the Consolidated Balance Sheets. Principles of Consolidation Effective January 1, 2016, the Company adopted ASU 2015-02 using the modified retrospective approach. See Note 2 for additional information on the adoption impact. A VIE is an entity that either has equity investors that lack certain essential characteristics of a controlling financial interest (including substantive voting rights, the obligation to absorb the entity’s losses, or the rights to receive the entity’s returns) or has equity investors that do not provide sufficient financial resources for the entity to support its activities. Voting interest entities (“VOEs”) are those entities that do not qualify as a VIE. The Company consolidates VOEs in which it holds a greater than 50% voting interest. The Company generally accounts for entities using the equity method when it holds a greater than 20% but less than 50% voting interest or when the Company exercises significant influence over the entity. All other investments that are not reported at fair value as trading or Available-for-Sale securities are accounted for under the cost method when the Company owns less than a 20% voting interest and does not exercise significant influence. Pre-adoption of ASU 2015-02 A VIE that meets one of these criteria is assessed for consolidation under one of the following models: • If the VIE is a registered money market fund, or is an investment company, or has the financial characteristics of an investment company, and the following are true: (i) the reporting entity does not have an explicit or implicit obligation to fund the investment company’s losses; and (ii) the investment company is not a securitization entity, asset backed financing entity, or an entity previously considered a qualifying special purpose entity, then, the VIE will be consolidated by the entity that determines it stands to absorb a majority of the VIE’s expected losses or to receive a majority of the VIE’s expected residual returns. Entities that are assessed for consolidation under this framework include hedge funds, property funds, private equity funds, international series funds and venture capital funds. When determining whether the Company will absorb the majority of a VIE’s expected losses or receive a majority of a VIE’s expected returns, it analyzes the purpose and design of the VIE and identifies the variable interests it holds including those of related parties and de facto agents of the Company. The Company then quantitatively determines whether its variable interests will absorb a majority of the VIE’s expected losses or residual returns. If the Company will absorb the majority of the VIE’s expected losses or residual returns, the Company consolidates the VIE. • If the VIE does not meet the criteria above, then the VIE will be consolidated by the reporting entity that determines it has both: (i) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and (ii) the obligation to absorb losses of the VIE that could potentially be significant to the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE. Entities that are assessed for consolidation under this framework include asset-backed financing entities such as CLOs and investments in qualified affordable housing partnerships. When evaluating entities for consolidation under this framework, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting as an asset manager enabling it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in a more passive role such as a limited partner without substantive rights to impact the economic performance of the entity. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as management and incentive fees and investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Post-adoption of ASU 2015-02 A VIE will be consolidated by the reporting entity that determines it has both: • the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and • the obligation to absorb potentially significant losses or the right to receive potentially significant benefits to the VIE. All VIEs are assessed for consolidation under this framework. When evaluating entities for consolidation, the Company considers its contractual rights in determining whether it has the power to direct the activities of the VIE that most significantly impact the VIEs economic performance. In determining whether the Company has this power, it considers whether it is acting in a role that enables it to direct the activities that most significantly impact the economic performance of an entity or if it is acting in an agent role. In determining whether the Company has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Company considers an analysis of its rights to receive benefits such as investment returns and its obligation to absorb losses associated with any investment in the VIE in conjunction with other qualitative factors. Management and incentive fees that are at market and commensurate with the level of services provided, and where the Company does not hold other interests in the VIE that would absorb more than an insignificant amount of the VIE’s expected losses or receive more than an insignificant amount of the VIE’s expected residual returns, are not considered a variable interest and are excluded from the analysis. The updated guidance has a scope exception for reporting entities with interests in registered money market funds which do not have an explicit support agreement. CLOs CLOs are asset backed financing entities collateralized by a pool of assets, primarily syndicated loans and, to a lesser extent, high-yield bonds. Multiple tranches of debt securities are issued by a CLO, offering investors various maturity and credit risk characteristics. The debt securities issued by the CLOs are non-recourse to the Company. The CLO’s debt holders have recourse only to the assets of the CLO. The assets of the CLOs cannot be used by the Company. Scheduled debt payments are based on the performance of the CLO’s collateral pool. The Company earns management fees from the CLOs based on the CLO’s collateral pool and, in certain instances, may also receive incentive fees. The fee arrangement is at market and commensurate with the level of effort required to provide those services. The Company has invested in a portion of the unrated, junior subordinated notes of certain CLOs. Prior to adoption of ASU 2015-02, the Company considered management fees and incentive fees to be variable interests in the determination as to whether the Company had the obligation to absorb potentially significant losses or the right to receive potentially significant benefits to the VIE (significant economics) and therefore consolidated all CLOs it managed except one. The Company did not have an investment in the non-consolidated CLO. Subsequent to adoption, the fees earned from the CLOs, which are at market and commensurate with the level of effort required to provide those services, are excluded in consideration of significant economics. As a result of excluding these fees, the Company deconsolidated certain CLOs as its ownership interest was not considered significant. See Note 2 for additional information on the adoption impact. The Company's maximum exposure to loss with respect to non-consolidated CLOs is limited to its amortized cost, which was $10 million as of September 30, 2016 . The Company classifies these investments as Available-for-Sale securities. See Note 4 for additional information on these investments. Property Funds The Company provides investment advice and related services to property funds, which are considered VIEs. For investment management services, the Company generally earns management fees based on the market value of assets under management, and in certain instances may also receive performance-based fees. The fee arrangement is at market and commensurate with the level of effort required to provide those services. Prior to adoption, the Company determined that consolidation was required for certain property funds as the Company was deemed to be a de facto agent of the third-party investors and required to consider their interest as its own. Subsequent to adoption, the Company deconsolidated all property funds. The Company is no longer required to consider the interest of the third-party investors as its own as the third-party investors are not under common control or a related party of the Company. As a result of excluding the interest of the third-party investors, the Company does not have significant economics and is not required to consolidate the property funds. See Note 2 for additional information on the adoption impact. The carrying value of the Company’s investment in property funds is reflected in other investments and was $28 million at September 30, 2016 . Hedge Funds and Private Equity Funds The Company has determined that consolidation is not required for hedge funds and private equity funds which are sponsored by the Company and considered VIEs. For investment management services, the Company earns management fees based on the market value of assets under management, and in certain instances may also receive performance-based fees. The fee arrangement is at market and commensurate with the level of effort required to provide those services. The Company's maximum exposure to loss with respect to its investment in these entities is limited to its carrying value. The carrying value of the Company’s investment in these entities is reflected in other investments and was $13 million and $29 million at September 30, 2016 and December 31, 2015 , respectively. International Series Funds The Company manages international series funds, which are considered VIEs. For investment management services, the Company earns management fees based on the market value of assets under management, and in certain instances may also receive performance-based fees. The fee arrangement is at market and commensurate with the level of effort required to provide those services. The Company does not consolidate these funds and its maximum exposure to loss is limited to its carrying value. The carrying value of the Company’s investment in these funds is reflected in other assets and was $39 million as of September 30, 2016 . Affordable Housing Partnerships and Other Real Estate Partnerships The Company has variable interests in certain affordable housing partnerships for which it is not the primary beneficiary and therefore does not consolidate. The Company’s maximum exposure to loss as a result of its investments in affordable housing partnerships is limited to the carrying value of these investments. The carrying value of the Company’s investment in affordable housing partnerships is reflected in other investments and was $544 million and $517 million at September 30, 2016 and December 31, 2015 , respectively. The Company has variable interests in a partnership that invests in properties that may requalify for low income tax credits. The Company is not the primary beneficiary and therefore does not consolidate the partnership. The Company’s maximum exposure to loss as a result of its investment in the partnership is limited to the carrying value of the investment, which is reflected in other investments and was $10 million at September 30, 2016 . Structured Investments The Company invests in structured investments which are considered VIEs for which it is not the sponsor. These structured investments typically invest in fixed income instruments and are managed by third parties and include asset backed securities, commercial mortgage backed securities and residential mortgage backed securities. The Company classifies these investments as Available-for-Sale securities. The Company has determined that it is not the primary beneficiary of these structures due to the size of the Company’s investment in the entities and position in the capital structure of these entities. The Company's maximum exposure to loss as a result of its investment in these structured investments is limited to its carrying value. See Note 4 for additional information on these structured investments. Fair Value of Assets and Liabilities The Company has elected the fair value option for the financial assets and liabilities of the consolidated CLOs. Management believes that the use of the fair value option better matches the changes in fair value of assets and liabilities related to the CLOs. The Company categorizes its fair value measurements according to a three-level hierarchy. See Note 10 for the definition of the three levels of the fair value hierarchy. The following tables present the balances of assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis: September 30, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 59 $ — $ 59 Common stocks 1 17 3 21 Other investments 5 3 — 8 Syndicated loans — 2,289 196 2,485 Total investments 6 2,368 199 2,573 Receivables — 14 — 14 Other assets — — 1 1 Total assets at fair value $ 6 $ 2,382 $ 200 $ 2,588 Liabilities Debt (1) $ — $ 2,710 $ — $ 2,710 Other liabilities — 112 — 112 Total liabilities at fair value $ — $ 2,822 $ — $ 2,822 (1) As the Company elected the measurement alternative effective January 1, 2016 , the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and below for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016 . December 31, 2015 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 154 $ — $ 154 Common stocks 74 46 3 123 Other investments 4 22 — 26 Syndicated loans — 5,738 529 6,267 Total investments 78 5,960 532 6,570 Receivables — 70 — 70 Other assets — — 2,065 2,065 Total assets at fair value $ 78 $ 6,030 $ 2,597 $ 8,705 Liabilities Debt $ — $ — $ 6,630 $ 6,630 Other liabilities — 221 — 221 Total liabilities at fair value $ — $ 221 $ 6,630 $ 6,851 The following tables provide a summary of changes in Level 3 assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis: Common Stocks Syndicated Loans Other Assets (in millions) Balance, July 1, 2016 $ 1 $ 243 $ 1 Total gains included in: Net income — 2 (1) — Purchases 1 50 — Sales — (10 ) — Settlements — (26 ) — Transfers into Level 3 1 57 — Transfers out of Level 3 — (120 ) — Balance, September 30, 2016 $ 3 $ 196 $ 1 Changes in unrealized gains included in income relating to assets held at September 30, 2016 $ — $ 2 (1) $ — (1) Included in net investment income in the Consolidated Statements of Operations. Common Stocks Syndicated Loans Other Assets Debt (in millions) Balance, July 1, 2015 $ 11 $ 457 $ 1,979 $ (6,487 ) Total gains (losses) included in: Net income — (8 ) (1) 24 (2) 67 (1) Other comprehensive loss — — (61 ) — Purchases — 101 193 — Sales — (5 ) (6 ) — Issues — — — (699 ) Settlements — (32 ) — 143 Transfers into Level 3 — 136 — — Transfers out of Level 3 (5 ) (195 ) — — Balance, September 30, 2015 $ 6 $ 454 $ 2,129 $ (6,976 ) Changes in unrealized gains (losses) included in income relating to assets and liabilities held at September 30, 2015 $ — $ (9 ) (1) $ 26 (2) $ 67 (1) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in other revenues in the Consolidated Statements of Operations. Common Stocks Syndicated Loans Other Assets Debt (in millions) Balance at January 1, 2016, previously reported $ 3 $ 529 $ 2,065 $ (6,630 ) Cumulative effect of change in accounting policies (3) (2 ) (304 ) (2,065 ) 6,630 Balance at January 1, 2016, as adjusted 1 225 — — Total gains included in: Net income — 1 (1) 1 (2) — Purchases 1 100 — — Sales — (11 ) — — Settlements — (51 ) — — Transfers into Level 3 3 286 — — Transfers out of Level 3 (2 ) (354 ) — — Balance, September 30, 2016 $ 3 $ 196 $ 1 $ — Changes in unrealized gains included in income relating to assets and liabilities held at September 30, 2016 $ — $ 1 (1) $ — $ — (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in other revenues in the Consolidated Statements of Operations. (3) The cumulative effect of change in accounting policies includes the adoption impact of ASU 2015-02 and ASU 2014-13 - Consolidation: Measuring the Financial Assets and the Financial Liabilities of a Consolidated Collateralized Financing Entity (“ASU 2014-13”). Common Stocks Syndicated Loans Other Assets Debt (in millions) Balance at January 1, 2015 $ 7 $ 484 $ 1,935 $ (6,030 ) Total gains (losses) included in: Net income (1 ) (1) (8 ) (1) 122 (2) 96 (1) Other comprehensive loss — — (54 ) — Purchases — 257 539 — Sales — (23 ) (413 ) — Issues — — — (1,268 ) Settlements — (105 ) — 226 Transfers into Level 3 5 523 — — Transfers out of Level 3 (5 ) (674 ) — — Balance, September 30, 2015 $ 6 $ 454 $ 2,129 $ (6,976 ) Changes in unrealized gains (losses) included in income relating to assets and liabilities held at September 30, 2015 $ — $ (11 ) (1) $ 26 (2) $ 96 (1) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in other revenues in the Consolidated Statements of Operations. Securities and loans transferred from Level 2 to Level 3 represent assets with fair values that are now based on a single non-binding broker quote. Securities and loans transferred from Level 3 to Level 2 represent assets with fair values that are now obtained from a third-party pricing service with observable inputs or priced in active markets. During the reporting periods, there were no transfers between Level 1 and Level 2. The following table provides a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities held by consolidated investment entities at December 31, 2015 : Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Other assets (property funds) $ 2,060 Discounted cash flow / market comparables Equivalent yield 2.6 % – 11.5% 5.8 % Expected rental value (per square foot) $3 – $159 $51 CLO debt $ 6,630 Discounted cash flow Annual default rate 2.5% Discount rate 2.0 % – 11.8% 3.4 % Constant prepayment rate 5.0 % – 10.0% 9.9 % Loss recovery 36.4 % – 63.6% 62.9 % Level 3 measurements at December 31, 2015 not included in the table above and all Level 3 measurements at September 30, 2016 were obtained from non-binding broker quotes where unobservable inputs utilized in the fair value calculation are not reasonably available to the Company. Sensitivity of Fair Value Measurements to Changes in Unobservable Inputs Generally, a significant increase (decrease) in the expected rental value used in the fair value measurement of properties held by property funds in isolation would result in a significantly higher (lower) fair value measurement and a significant increase (decrease) in the equivalent yield in isolation would result in a significantly lower (higher) fair value measurement. Generally, a significant increase (decrease) in the annual default rate and discount rate used in the fair value measurement of the CLO’s debt in isolation would result in a significantly lower (higher) fair value measurement and a significant increase (decrease) in loss recovery in isolation would result in a significantly higher (lower) fair value measurement. A significant increase (decrease) in the constant prepayment rate in isolation would result in a significantly higher (lower) fair value measurement. Determination of Fair Value Assets Investments The fair value of syndicated loans obtained from third-party pricing services using a market approach with observable inputs is classified as Level 2. The fair value of syndicated loans obtained from third-party pricing services with a single non-binding broker quote as the underlying valuation source is classified as Level 3. The underlying inputs used in non-binding broker quotes are not readily available to the Company. In consideration of the above, management is responsible for the fair values recorded on the financial statements. Prices received from third-party pricing services are subjected to exception reporting that identifies loans with significant daily price movements as well as no movements. The Company reviews the exception reporting and resolves the exceptions through reaffirmation of the price or recording an appropriate fair value estimate. The Company also performs subsequent transaction testing. The Company performs annual due diligence of the third-party pricing services. The Company’s due diligence procedures include assessing the vendor’s valuation qualifications, control environment, analysis of asset-class specific valuation methodologies and understanding of sources of market observable assumptions and unobservable assumptions, if any, employed in the valuation methodology. The Company also considers the results of its exception reporting controls and any resulting price challenges that arise. See Note 10 for a description of the Company’s determination of the fair value of corporate debt securities, U.S. government and agencies obligations, common stocks and other investments. Receivables For receivables of the consolidated CLOs, the carrying value approximates fair value as the nature of these assets has historically been short term and the receivables have been collectible. The fair value of these receivables is classified as Level 2. Other Assets At December 31, 2015, other assets primarily consisted of properties held in consolidated property funds managed by Threadneedle and were classified as Level 3. The property funds were deconsolidated effective January 1, 2016 upon the adoption of ASU 2015-02. The consolidated CLOs hold an immaterial amount of stock warrants recorded in other assets. Warrants are classified as Level 2 when the price is derived from observable market data. Warrants from an issuer whose securities are not priced in active markets are classified as Level 3. Liabilities Debt Effective January 1, 2016, the Company adopted ASU 2014-13 and elected the measurement alternative, which allows an entity to measure both the financial assets and financial liabilities at the fair value of the more observable of the fair value of the financial assets or financial liabilities. See Note 2 for additional information on ASU 2014-13. The fair value of the CLOs’ assets, typically syndicated bank loans, is more observable than the fair value of the CLOs’ debt tranches for which market activity is limited and less transparent. As a result, the fair value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. Under ASU 2014-13, the fair value of the CLOs’ debt is classified as Level 2. Prior to adoption of ASU 2014-13, the fair value of the CLOs’ debt was determined using a discounted cash flow model. Inputs used to determine the expected cash flows included assumptions about default, discount, prepayment and recovery rates of the CLOs’ underlying assets. Given the significance of the unobservable inputs to this fair value measurement, the fair value of the CLOs’ debt was classified as Level 3 prior to adoption of ASU 2014-13 . Other Liabilities Other liabilities consist primarily of securities purchased but not yet settled held by consolidated CLOs. The carrying value approximates fair value as the nature of these liabilities has historically been short term. The fair value of these liabilities is classified as Level 2. Fair Value Option The following table presents the fair value and unpaid principal balance of loans and debt for which the fair value option has been elected: September 30, December 31, 2015 (in millions) Syndicated loans Unpaid principal balance $ 2,607 $ 6,635 Excess unpaid principal over fair value (122 ) (368 ) Fair value $ 2,485 $ 6,267 Fair value of loans more than 90 days past due $ 32 $ 24 Fair value of loans in nonaccrual status 32 24 Difference between fair value and unpaid principal of loans more than 90 days past due, loans in nonaccrual status or both 57 72 Debt Unpaid principal balance $ 2,841 $ 7,063 Excess unpaid principal over carrying value (131 ) (433 ) Carrying value $ 2,710 (1) $ 6,630 (1) As the Company elected the measurement alternative effective January 1, 2016 , the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and above for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016 . Interest income from syndicated loans, bonds and structured investments is recorded based on contractual rates in net investment income. Gains and losses related to changes in the fair value of investments and gains and losses on sales of investments are also recorded in net investment income. Interest expense on debt is recorded in interest and debt expense with gains and losses related to changes in the fair value of debt recorded in net investment income. Total net losses recognized in net investment income related to changes in the fair value of financial assets and liabilities for which the fair value option was elected were nil and $61 million for the three months ended September 30, 2016 and 2015 , respectively. Total net losses recognized in net investment income related to changes in the fair value of financial assets and liabilities for which the fair value option was elected were $5 million and $32 million for the nine months ended September 30, 2016 and 2015 , respectively. Debt of the consolidated investment entities and the stated interest rates were as follows: Carrying Value Weighted Average Interest Rate September 30, December 31, September 30, December 31, (in millions) Debt of consolidated CLOs due 2019-2026 $ 2,710 $ 6,630 2.2 % 1.6 % Floating rate revolving credit borrowings due 2017-2020 — (1) 901 — 2.8 Total $ 2,710 $ 7,531 (1) The property funds were deconsolidated effective January 1, 2016 upon adoption of ASU 2015-02. The debt of the consolidated CLOs has both fixed and floating interest rates, which range from 0% to 9.2% . The interest rates on the debt of CLOs are weighted average rates based on the outstanding principal and contractual interest rates. The carrying value of the floating rate revolving credit borrowings represents the outstanding principal amount of debt of certain consolidated property funds . The fair value of this debt was $901 million as of December 31, 2015 . The property funds have entered into interest rate swaps and collars to manage the interest rate exposure on the floating rate revolving credit borrowings. The fair value of these derivative instruments is recorded gross and was a liability of $8 million at December 31, 2015 . The overall effective interest rate reflecting the impact of the derivative contracts was 3.2% at December 31, 2015 .

Investments

Investments	9 Months Ended
	Sep. 30, 2016
Investments, Debt and Equity Securities [Abstract]
Investments [Text Block]	Investments The following is a summary of Ameriprise Financial investments: September 30, December 31, (in millions) Available-for-Sale securities, at fair value $ 30,799 $ 28,673 Mortgage loans, net 2,974 3,359 Policy and certificate loans 835 824 Other investments 1,267 1,288 Total $ 35,875 $ 34,144 The following is a summary of net investment income: Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Investment income on fixed maturities $ 342 $ 346 $ 1,028 $ 1,055 Net realized gains (losses) 6 (10 ) (5 ) 5 Affordable housing partnerships (17 ) (7 ) (35 ) (25 ) Other 25 (10 ) 13 32 Consolidated investment entities 31 2 89 161 Total $ 387 $ 321 $ 1,090 $ 1,228 Available-for-Sale securities distributed by type were as follows: September 30, 2016 Description of Securities Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 15,092 $ 1,499 $ (39 ) $ 16,552 $ 3 Residential mortgage backed securities 6,759 145 (42 ) 6,862 (5 ) Commercial mortgage backed securities 2,960 130 (1 ) 3,089 — Asset backed securities 1,471 42 (9 ) 1,504 5 State and municipal obligations 2,191 310 (13 ) 2,488 — U.S. government and agencies obligations 9 1 — 10 — Foreign government bonds and obligations 251 28 (4 ) 275 — Common stocks 8 11 — 19 5 Total $ 28,741 $ 2,166 $ (108 ) $ 30,799 $ 8 December 31, 2015 Description of Securities Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 15,750 $ 894 $ (296 ) $ 16,348 $ 3 Residential mortgage backed securities 5,933 106 (66 ) 5,973 (12 ) Commercial mortgage backed securities 2,400 70 (14 ) 2,456 — Asset backed securities 1,273 34 (11 ) 1,296 — State and municipal obligations 2,105 213 (28 ) 2,290 — U.S. government and agencies obligations 66 2 — 68 — Foreign government bonds and obligations 218 17 (11 ) 224 — Common stocks 7 11 — 18 5 Total $ 27,752 $ 1,347 $ (426 ) $ 28,673 $ (4 ) (1) Represents the amount of other-than-temporary impairment (“OTTI”) losses in accumulated other comprehensive income (“AOCI”). Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period. As of September 30, 2016 and December 31, 2015 , investment securities with a fair value of $1.2 billion and $1.0 billion , respectively, were pledged to meet contractual obligations under derivative contracts and short-term borrowings, of which $260 million and $478 million , respectively, may be sold, pledged or rehypothecated by the counterparty. At September 30, 2016 and December 31, 2015 , fixed maturity securities comprised approximately 86% and 84% , respectively, of Ameriprise Financial investments. Rating agency designations are based on the availability of ratings from Nationally Recognized Statistical Rating Organizations (“NRSROs”), including Moody’s Investors Service (“Moody’s”), Standard & Poor’s Ratings Services (“S&P”) and Fitch Ratings Ltd. (“Fitch”). The Company uses the median of available ratings from Moody’s, S&P and Fitch, or, if fewer than three ratings are available, the lower rating is used. When ratings from Moody’s, S&P and Fitch are unavailable, the Company may utilize ratings from other NRSROs or rate the securities internally. At September 30, 2016 and December 31, 2015 , the Company’s internal analysts rated $1.1 billion and $1.3 billion , respectively, of securities using criteria similar to those used by NRSROs. A summary of fixed maturity securities by rating was as follows: September 30, 2016 December 31, 2015 Ratings Amortized Cost Fair Value Percent of Total Fair Value Amortized Cost Fair Value Percent of Total Fair Value (in millions, except percentages) AAA $ 8,669 $ 8,929 29 % $ 7,147 $ 7,289 25 % AA 1,764 2,032 7 1,732 1,930 7 A 5,124 5,725 19 5,131 5,507 19 BBB 11,551 12,466 40 12,052 12,353 43 Below investment grade 1,625 1,628 5 1,683 1,576 6 Total fixed maturities $ 28,733 $ 30,780 100 % $ 27,745 $ 28,655 100 % At September 30, 2016 and December 31, 2015 , approximately 49% and 53% , respectively, of the securities rated AAA were GNMA, FNMA and FHLMC mortgage backed securities. No holdings of any other issuer were greater than 10% of total equity. The following tables provide information about Available-for-Sale securities with gross unrealized losses and the length of time that individual securities have been in a continuous unrealized loss position: Description of Securities September 30, 2016 Less than 12 months 12 months or more Total Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses (in millions, except number of securities) Corporate debt securities 45 $ 429 $ (3 ) 41 $ 405 $ (36 ) 86 $ 834 $ (39 ) Residential mortgage backed securities 90 1,412 (7 ) 181 1,382 (35 ) 271 2,794 (42 ) Commercial mortgage backed securities 21 264 (1 ) 3 26 — 24 290 (1 ) Asset backed securities 34 295 (6 ) 21 262 (3 ) 55 557 (9 ) State and municipal obligations 18 34 — 3 118 (13 ) 21 152 (13 ) Foreign government bonds and obligations 1 1 — 14 24 (4 ) 15 25 (4 ) Total 209 $ 2,435 $ (17 ) 263 $ 2,217 $ (91 ) 472 $ 4,652 $ (108 ) Description of Securities December 31, 2015 Less than 12 months 12 months or more Total Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses (in millions, except number of securities) Corporate debt securities 347 $ 5,150 $ (220 ) 48 $ 454 $ (76 ) 395 $ 5,604 $ (296 ) Residential mortgage backed securities 123 1,869 (16 ) 164 1,350 (50 ) 287 3,219 (66 ) Commercial mortgage backed securities 58 695 (13 ) 4 49 (1 ) 62 744 (14 ) Asset backed securities 50 455 (7 ) 14 254 (4 ) 64 709 (11 ) State and municipal obligations 31 100 (1 ) 5 110 (27 ) 36 210 (28 ) Foreign government bonds and obligations 9 39 (2 ) 15 27 (9 ) 24 66 (11 ) Total 618 $ 8,308 $ (259 ) 250 $ 2,244 $ (167 ) 868 $ 10,552 $ (426 ) As part of Ameriprise Financial’s ongoing monitoring process, management determined that the change in gross unrealized losses on its Available-for-Sale securities is attributable to a decrease in interest rates and a tightening of credit spreads. The following table presents a rollforward of the cumulative amounts recognized in the Consolidated Statements of Operations for other-than-temporary impairments related to credit losses on Available-for-Sale securities for which a portion of the securities’ total other-than-temporary impairments was recognized in other comprehensive income (loss) (“OCI”): Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Beginning balance $ 81 $ 85 $ 85 $ 98 Credit losses for which an other-than-temporary impairment was not previously recognized — — 1 — Credit losses for which an other-than-temporary impairment was previously recognized — — — 1 Reductions for securities sold during the period (realized) — — (5 ) (14 ) Ending balance $ 81 $ 85 $ 81 $ 85 Net realized gains and losses on Available-for-Sale securities, determined using the specific identification method, recognized in earnings were as follows: Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Gross realized gains $ 10 $ 1 $ 24 $ 24 Gross realized losses (3 ) (4 ) (12 ) (10 ) Other-than-temporary impairments — (7 ) (1 ) (8 ) Total $ 7 $ (10 ) $ 11 $ 6 Other-than-temporary impairments for the nine months ended September 30, 2016 primarily related to credit losses on asset backed securities. Other-than-temporary impairments for the three months and nine months ended September 30, 2015 primarily related to credit losses on corporate debt securities. See Note 13 for a rollforward of net unrealized investment gains (losses) included in AOCI. Available-for-Sale securities by contractual maturity at September 30, 2016 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 877 $ 890 Due after one year through five years 7,423 7,886 Due after five years through 10 years 4,767 5,059 Due after 10 years 4,476 5,490 17,543 19,325 Residential mortgage backed securities 6,759 6,862 Commercial mortgage backed securities 2,960 3,089 Asset backed securities 1,471 1,504 Common stocks 8 19 Total $ 28,741 $ 30,799 Actual maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations. Residential mortgage backed securities, commercial mortgage backed securities and asset backed securities are not due at a single maturity date. As such, these securities, as well as common stocks, were not included in the maturities distribution.

Financing Receivables

Financing Receivables	9 Months Ended
	Sep. 30, 2016
Receivables [Abstract]
Financing Receivables [Text Block]	Financing Receivables The Company’s financing receivables include commercial mortgage loans, syndicated loans, consumer loans, policy loans, certificate loans and margin loans. Commercial mortgage loans, syndicated loans, consumer loans, policy loans and certificate loans are reflected in investments. Margin loans are recorded in receivables. Allowance for Loan Losses Policy and certificate loans do not exceed the cash surrender value at origination. As there is minimal risk of loss related to policy and certificate loans, the Company does not record an allowance for loan losses. The Company monitors collateral supporting margin loans and requests additional collateral when necessary in order to mitigate the risk of loss. As there is minimal risk of loss related to margin loans, the allowance for loan losses is immaterial. The following table presents a rollforward of the allowance for loan losses for the nine months ended and the ending balance of the allowance for loan losses by impairment method: September 30, 2016 2015 (in millions) Beginning balance $ 32 $ 35 Charge-offs (1 ) (3 ) Provisions (1 ) 1 Ending balance $ 30 $ 33 Individually evaluated for impairment $ 2 $ 6 Collectively evaluated for impairment 28 27 The recorded investment in financing receivables by impairment method was as follows: September 30, December 31, (in millions) Individually evaluated for impairment $ 18 $ 34 Collectively evaluated for impairment 3,480 3,910 Total $ 3,498 $ 3,944 As of September 30, 2016 and December 31, 2015 , the Company’s recorded investment in financing receivables individually evaluated for impairment for which there was no related allowance for loan losses was $12 million and $21 million , respectively. Unearned income, unamortized premiums and discounts, and net unamortized deferred fees and costs are not material to the Company’s total loan balance. During the three months ended September 30, 2016 and 2015 , the Company purchased $22 million and $93 million , respectively, and sold nil and $9 million , respectively, primarily of syndicated loans. During the nine months ended September 30, 2016 and 2015 , the Company purchased $65 million and $134 million , respectively, and sold $271 million and $16 million , respectively, of loans. The loans sold during the nine months ended September 30, 2016 consisted of consumer loans, which were sold in the first quarter of 2016. See below for additional discussion on the sale of these loans. The Company has not acquired any loans with deteriorated credit quality as of the acquisition date. Credit Quality Information Nonperforming loans, which are generally loans 90 days or more past due, were $7 million and $10 million as of September 30, 2016 and December 31, 2015 , respectively. All other loans were considered to be performing. Commercial Mortgage Loans The Company reviews the credit worthiness of the borrower and the performance of the underlying properties in order to determine the risk of loss on commercial mortgage loans. Based on this review, the commercial mortgage loans are assigned an internal risk rating, which management updates as necessary. Commercial mortgage loans which management has assigned its highest risk rating were nil and 1% of total commercial mortgage loans at September 30, 2016 and December 31, 2015 , respectively. Loans with the highest risk rating represent distressed loans which the Company has identified as impaired or expects to become delinquent or enter into foreclosure within the next six months. In addition, the Company reviews the concentrations of credit risk by region and property type. Concentrations of credit risk of commercial mortgage loans by U.S. region were as follows: Loans Percentage September 30, December 31, September 30, December 31, (in millions) East North Central $ 202 $ 211 7 % 8 % East South Central 76 74 3 3 Middle Atlantic 199 210 7 8 Mountain 260 248 10 9 New England 100 123 4 4 Pacific 721 741 27 27 South Atlantic 770 782 29 28 West North Central 226 229 8 8 West South Central 128 137 5 5 2,682 2,755 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,661 $ 2,734 Concentrations of credit risk of commercial mortgage loans by property type were as follows: Loans Percentage September 30, December 31, September 30, December 31, (in millions) Apartments $ 492 $ 504 18 % 18 % Hotel 43 35 1 1 Industrial 447 459 17 17 Mixed use 37 35 1 1 Office 496 541 19 20 Retail 961 984 36 36 Other 206 197 8 7 2,682 2,755 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,661 $ 2,734 Syndicated Loans The recorded investment in syndicated loans at September 30, 2016 and December 31, 2015 was $499 million and $553 million , respectively. The Company’s syndicated loan portfolio is diversified across industries and issuers. The primary credit indicator for syndicated loans is whether the loans are performing in accordance with the contractual terms of the syndication. Total nonperforming syndicated loans at both September 30, 2016 and December 31, 2015 were $6 million . Consumer Loans The recorded investment in consumer loans at September 30, 2016 and December 31, 2015 was $317 million and $636 million , respectively. The Company considers the credit worthiness of borrowers (FICO score), collateral characteristics such as loan-to-value (“LTV”) and geographic concentration in determining the allowance for loan losses for consumer loans. At a minimum, management updates FICO scores and LTV ratios semiannually. As of both September 30, 2016 and December 31, 2015 , approximately 4% of consumer loans had FICO scores below 640 . As of September 30, 2016 and December 31, 2015 , nil and approximately 2% , respectively, of the Company’s consumer loans had LTV ratios greater than 90% . The Company’s most significant geographic concentration for consumer loans is in California representing 52% and 37% of the portfolio as of September 30, 2016 and December 31, 2015 , respectively, and in Colorado and Washington representing 19% and 13% , respectively, of the portfolio as of September 30, 2016 . No other state represents more than 10% of the total consumer loan portfolio. On March 30, 2016, the Company sold $271 million of its consumer loans to a third party. The Company received cash proceeds of $260 million and recognized a loss of $11 million . Troubled Debt Restructurings The recorded investment in restructured loans was not material as of September 30, 2016 and December 31, 2015 . The troubled debt restructurings did not have a material impact to the Company’s allowance for loan losses or income recognized for the three months and nine months ended September 30, 2016 and 2015 . There are no commitments to lend additional funds to borrowers whose loans have been restructured.

Deferred Acquisition Costs and

Deferred Acquisition Costs and Deferred Sales Inducement Costs	9 Months Ended
	Sep. 30, 2016
Deferred Acquisition Costs and Deferred Sales Inducement Costs
Deferred acquisition costs and deferred sales inducement costs [Text Block]	Deferred Acquisition Costs and Deferred Sales Inducement Costs In the third quarter of the year, management conducts its annual review of insurance and annuity valuation assumptions relative to current experience and management expectations. To the extent that expectations change as a result of this review, management updates valuation assumptions. The impact of unlocking in the third quarter of 2016 primarily reflected continued low interest rates that more than offset benefits from persistency on annuity contracts without living benefits. In addition, the Company’s review of its closed LTC business resulted in loss recognition due to continued low interest rates, higher morbidity and higher reinsurance expenses, slightly offset by premium increases. The impact of unlocking in the third quarter of 2015 primarily reflected the difference between the Company’s previously assumed interest rates versus the low interest rate environment partially offset by improved persistency. The balances of and changes in DAC were as follows: 2016 2015 (in millions) Balance at January 1 $ 2,725 $ 2,608 Capitalization of acquisition costs 274 (1) 264 Amortization, excluding the impact of valuation assumptions review (279 ) (296 ) Amortization, impact of valuation assumptions review (81 ) (6 ) Impact of change in net unrealized securities (gains) losses (105 ) 64 Balance at September 30 $ 2,534 $ 2,634 (1) Includes a $27 million benefit related to the write-off of the deferred reinsurance liability in connection with the loss recognition on LTC business. The balances of and changes in DSIC, which is included in other assets, were as follows: 2016 2015 (in millions) Balance at January 1 $ 335 $ 362 Capitalization of sales inducement costs 4 3 Amortization, excluding the impact of valuation assumptions review (32 ) (44 ) Amortization, impact of valuation assumptions review 4 1 Impact of change in net unrealized securities (gains) losses (14 ) 10 Balance at September 30 $ 297 $ 332

Policyholder Account Balances,

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities	9 Months Ended
	Sep. 30, 2016
Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities
Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities [Text Block]	Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities Policyholder account balances, future policy benefits and claims consisted of the following: September 30, December 31, (in millions) Policyholder account balances Fixed annuities $ 10,729 $ 11,239 Variable annuity fixed sub-accounts 5,152 4,912 Variable universal life (“VUL”)/universal life (“UL”) insurance 2,978 2,897 Indexed universal life (“IUL”) insurance 975 808 Other life insurance 766 794 Total policyholder account balances 20,600 20,650 Future policy benefits Variable annuity guaranteed minimum withdrawal benefits (“GMWB”) 2,113 1,057 Variable annuity guaranteed minimum accumulation benefits (“GMAB”) 8 — Other annuity liabilities 143 31 Fixed annuities life contingent liabilities 1,496 1,501 Equity indexed annuities (“EIA”) 26 27 Life, disability income and long term care insurance 5,561 5,112 VUL/UL and other life insurance additional liabilities 598 452 Total future policy benefits 9,945 8,180 Policy claims and other policyholders’ funds 924 869 Total policyholder account balances, future policy benefits and claims $ 31,469 $ 29,699 Separate account liabilities consisted of the following: September 30, December 31, (in millions) Variable annuity $ 70,715 $ 69,333 VUL insurance 6,710 6,637 Other insurance 33 34 Threadneedle investment liabilities 4,053 4,345 Total $ 81,511 $ 80,349

Variable Annuity and Insurance

Variable Annuity and Insurance Guarantees	9 Months Ended
	Sep. 30, 2016
Insurance [Abstract]
Variable Annuity and Insurance Guarantees [Text Block]	Variable Annuity and Insurance Guarantees The majority of the variable annuity contracts offered by the Company contain guaranteed minimum death benefit (“GMDB”) provisions. The Company also offers variable annuities with death benefit provisions that gross up the amount payable by a certain percentage of contract earnings, which are referred to as gain gross-up (“GGU”) benefits. In addition, the Company offers contracts with GMWB and GMAB provisions. The Company previously offered contracts containing guaranteed minimum income benefit (“GMIB”) provisions. Certain UL policies offered by the Company provide secondary guarantee benefits. The secondary guarantee ensures that, subject to specified conditions, the policy will not terminate and will continue to provide a death benefit even if there is insufficient policy value to cover the monthly deductions and charges. The following table provides information related to variable annuity guarantees for which the Company has established additional liabilities: Variable Annuity Guarantees by Benefit Type (1) September 30, 2016 December 31, 2015 Total Contract Value Contract Value in Separate Accounts Net Amount at Risk Weighted Average Attained Age Total Contract Value Contract Value in Separate Accounts Net Amount at Risk Weighted Average Attained Age (in millions, except age) GMDB: Return of premium $ 56,748 $ 54,787 $ 144 65 $ 54,716 $ 52,871 $ 297 65 Five/six-year reset 9,052 6,371 23 66 9,307 6,731 78 65 One-year ratchet 6,614 6,237 80 67 6,747 6,379 266 67 Five-year ratchet 1,587 1,527 5 64 1,613 1,556 20 63 Other 954 932 73 71 887 869 82 71 Total — GMDB $ 74,955 $ 69,854 $ 325 65 $ 73,270 $ 68,406 $ 743 65 GGU death benefit $ 1,063 $ 1,011 $ 111 68 $ 1,056 $ 1,004 $ 113 67 GMIB $ 251 $ 233 $ 12 68 $ 270 $ 251 $ 17 68 GMWB: GMWB $ 2,805 $ 2,796 $ 2 70 $ 3,118 $ 3,109 $ 2 69 GMWB for life 39,652 39,508 356 66 37,301 37,179 330 66 Total — GMWB $ 42,457 $ 42,304 $ 358 66 $ 40,419 $ 40,288 $ 332 66 GMAB $ 3,689 $ 3,681 $ 14 59 $ 4,018 $ 4,006 $ 31 58 (1) Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table. The net amount at risk for GMDB, GGU and GMAB guarantees is defined as the current guaranteed benefit amount in excess of the current contract value. The net amount at risk for GMIB and GMWB guarantees is defined as the greater of the present value of the minimum guaranteed withdrawal payments less the current contract value or zero. The present value is calculated using a discount rate that is consistent with assumptions embedded in the Company’s annuity pricing models. The following table provides information related to insurance guarantees for which the Company has established additional liabilities: September 30, 2016 December 31, 2015 Net Amount Weighted Average Attained Age Net Amount Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,339 64 $ 6,601 63 The net amount at risk for UL secondary guarantees is defined as the current guaranteed death benefit amount in excess of the current policyholder account balance. Changes in additional liabilities (contra liabilities) for variable annuity and insurance guarantees were as follows: GMDB & GGU GMIB GMWB (1) GMAB (1) UL (in millions) Balance at January 1, 2015 $ 9 $ 7 $ 693 $ (41 ) $ 263 Incurred claims 9 — 580 72 70 Paid claims (3 ) — — — (19 ) Balance at September 30, 2015 $ 15 $ 7 $ 1,273 $ 31 $ 314 Balance at January 1, 2016 $ 14 $ 8 $ 1,057 $ — $ 332 Incurred claims 10 — 1,056 9 99 Paid claims (7 ) — — (1 ) (18 ) Balance at September 30, 2016 $ 17 $ 8 $ 2,113 $ 8 $ 413 (1) The incurred claims for GMWB and GMAB represent the total change in the liabilities (contra liabilities). The liabilities for guaranteed benefits are supported by general account assets. The following table summarizes the distribution of separate account balances by asset type for variable annuity contracts providing guaranteed benefits: September 30, December 31, (in millions) Mutual funds: Equity $ 40,872 $ 39,806 Bond 23,875 23,700 Other 5,426 5,241 Total mutual funds $ 70,173 $ 68,747

Debt

Debt	9 Months Ended
	Sep. 30, 2016
Debt Disclosure [Abstract]
Debt [Text Block]	Debt The balances and the stated interest rates of outstanding debt of Ameriprise Financial were as follows: Outstanding Balance Stated Interest Rate September 30, December 31, September 30, December 31, (in millions) Long-term debt: Senior notes due 2019 $ 300 $ 300 7.3 % 7.3 % Senior notes due 2020 750 750 5.3 5.3 Senior notes due 2023 750 750 4.0 4.0 Senior notes due 2024 550 550 3.7 3.7 Senior notes due 2026 500 — 2.9 — Junior subordinated notes due 2066 — 245 — 7.5 Capitalized lease obligations 52 60 Other (1) 32 37 Total long-term debt 2,934 2,692 Short-term borrowings: Federal Home Loan Bank (“FHLB”) advances 150 150 0.6 0.5 Repurchase agreements 50 50 0.7 0.5 Total short-term borrowings 200 200 Total $ 3,134 $ 2,892 (1) Amounts include adjustments for fair value hedges on the Company’s long-term debt and unamortized discount and debt issuance costs. See Note 12 for information on the Company’s fair value hedges. Long-term Debt During the three months ended March 31, 2016, the Company extinguished $16 million o f its junior subordinated notes due 2066 in open market transactions and recognized a gain of less than $1 million . On June 1, 2016, the Company redeemed the remaining $229 million o f its junior subordinated notes due 2066 at a redemption price equal to 100% of the principal balance of the notes plus accrued and compounded interest. The Company recognized an expense for the remaining unamortized debt issuance costs on the notes in the second quarter of 2016. On August 11, 2016, the Company issued $500 million of unsecured senior notes due September 15, 2026, and incurred debt issuance costs of $4 million . Interest payments are due semi-annually in arrears on March 15 and September 15, commencing on March 15, 2017. Short-term Borrowings The Company enters into repurchase agreements in exchange for cash, which it accounts for as secured borrowings and has pledged Available-for-Sale securities to collateralize its obligations under the repurchase agreements. As of September 30, 2016 and December 31, 2015 , the Company has pledged $31 million and $30 million , respectively, of agency residential mortgage backed securities and $21 million and $22 million , respectively, of commercial mortgage backed securities. The remaining maturity of outstanding repurchase agreements was less than two months and less than one month as of September 30, 2016 and December 31, 2015 , respectively. The stated interest rate of the repurchase agreements is a weighted average annualized interest rate on repurchase agreements held as of the balance sheet date. The Company’s life insurance subsidiary is a member of the FHLB of Des Moines which provides access to collateralized borrowings. The Company has pledged Available-for-Sale securities consisting of commercial mortgage backed securities to collateralize its obligation under these borrowings. The fair value of the securities pledged is recorded in investments and was $751 million and $290 million at September 30, 2016 and December 31, 2015 , respectively. The remaining maturity of outstanding FHLB advances was less than three months as of both September 30, 2016 and December 31, 2015 . The stated interest rate of the FHLB advances is a weighted average annualized interest rate on the outstanding borrowings as of the balance sheet date. The Company has an unsecured revolving credit facility for up to $500 million that expires in May 2020. Under the terms of the underlying credit agreement for the facility, the Company may increase the amount of this facility up to $750 million upon satisfaction of certain approval requirements. Available borrowings under the agreement are reduced by any outstanding letters of credit. The Company had no borrowings outstanding under this facility at both September 30, 2016 and December 31, 2015 and outstanding letters of credit issued against this facility were $1 million as of September 30, 2016 . The Company’s credit facility contain various administrative, reporting, legal and financial covenants. The Company was in compliance with all such covenants at both September 30, 2016 and December 31, 2015 .

Fair Values of Assets and Liabi

Fair Values of Assets and Liabilities	9 Months Ended
	Sep. 30, 2016
Fair Value Disclosures [Abstract]
Fair values of assets and liabilities [Text Block]	Fair Values of Assets and Liabilities GAAP defines fair value 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; that is, an exit price. The exit price assumes the asset or liability is not exchanged subject to a forced liquidation or distressed sale. Valuation Hierarchy The Company categorizes its fair value measurements according to a three-level hierarchy. The hierarchy prioritizes the inputs used by the Company’s valuation techniques. A level is assigned to each fair value measurement based on the lowest level input that is significant to the fair value measurement in its entirety. The three levels of the fair value hierarchy are defined as follows: Level 1 Unadjusted quoted prices for identical assets or liabilities in active markets that are accessible at the measurement date. Level 2 Prices or valuations based on observable inputs other than quoted prices in active markets for identical assets and liabilities. Level 3 Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable. The following tables present the balances of assets and liabilities of Ameriprise Financial measured at fair value on a recurring basis: September 30, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 30 $ 2,661 $ — $ 2,691 Available-for-Sale securities: Corporate debt securities — 15,210 1,342 16,552 Residential mortgage backed securities — 6,577 285 6,862 Commercial mortgage backed securities — 3,056 33 3,089 Asset backed securities — 1,339 165 1,504 State and municipal obligations — 2,488 — 2,488 U.S. government and agencies obligations 9 1 — 10 Foreign government bonds and obligations — 275 — 275 Common stocks 4 10 — 14 Common stocks measured at NAV 5 (1) Total Available-for-Sale securities 13 28,956 1,825 30,799 Trading securities 5 28 — 33 Separate account assets measured at NAV 81,511 (1) Investments segregated for regulatory purposes 201 — — 201 Other assets: Interest rate derivative contracts 2 3,645 — 3,647 Equity derivative contracts 58 1,394 — 1,452 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts 5 70 — 75 Other derivative contracts — 3 — 3 Total other assets 65 5,113 — 5,178 Total assets at fair value $ 314 $ 36,758 $ 1,825 $ 120,413 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 438 438 GMWB and GMAB embedded derivatives — — 1,756 1,756 (2) Total policyholder account balances, future policy benefits and claims — 5 2,194 2,199 (3) Customer deposits — 8 — 8 Other liabilities: Interest rate derivative contracts — 1,663 — 1,663 Equity derivative contracts 2 1,874 — 1,876 Foreign exchange derivative contracts 1 34 — 35 Other derivative contracts 1 103 — 104 Other 9 8 13 30 Total other liabilities 13 3,682 13 3,708 Total liabilities at fair value $ 13 $ 3,695 $ 2,207 $ 5,915 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $1.8 billion of individual contracts in a liability position and $73 million of individual contracts in an asset position. (3) The Company’s adjustment for nonperformance risk resulted in a $764 million cumulative decrease to the embedded derivatives. December 31, 2015 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 80 $ 1,918 $ — $ 1,998 Available-for-Sale securities: Corporate debt securities — 14,923 1,425 16,348 Residential mortgage backed securities — 5,755 218 5,973 Commercial mortgage backed securities — 2,453 3 2,456 Asset backed securities — 1,134 162 1,296 State and municipal obligations — 2,290 — 2,290 U.S. government and agencies obligations 33 35 — 68 Foreign government bonds and obligations — 224 — 224 Common stocks 5 8 — 13 Common stocks measured at NAV 5 (1) Total Available-for-Sale securities 38 26,822 1,808 28,673 Trading securities 6 18 — 24 Separate account assets measured at NAV 80,349 (1) Investments segregated for regulatory purposes 401 — — 401 Other assets: Interest rate derivative contracts — 1,940 — 1,940 Equity derivative contracts 92 1,495 — 1,587 Credit derivative contracts — 2 — 2 Foreign exchange derivative contracts 2 54 — 56 Other derivative contracts — 2 — 2 Total other assets at fair value and NAV 94 3,493 — 3,587 Total assets $ 619 $ 32,251 $ 1,808 $ 115,032 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 364 364 GMWB and GMAB embedded derivatives — — 851 851 (2) Total policyholder account balances, future policy benefits and claims — 5 1,215 1,220 (3) Customer deposits — 4 — 4 Other liabilities: Interest rate derivative contracts — 969 — 969 Equity derivative contracts 47 1,946 — 1,993 Foreign exchange derivative contracts 2 16 — 18 Other derivative contracts — 96 — 96 Other 1 12 — 13 Total other liabilities 50 3,039 — 3,089 Total liabilities at fair value $ 50 $ 3,048 $ 1,215 $ 4,313 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position. (3) The Company’s adjustment for nonperformance risk resulted in a $398 million cumulative decrease to the embedded derivatives. The following tables provide a summary of changes in Level 3 assets and liabilities of Ameriprise Financial measured at fair value on a recurring basis: Available-for-Sale Securities Other Derivative Contracts Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Total (in millions) Balance, July 1, 2016 $ 1,350 $ 153 $ — $ 178 $ 1,681 $ 2 Total gains (losses) included in: Net income — — — 1 1 (1) (2 ) (2) Other comprehensive loss (2 ) 1 — 1 — — Purchases 20 144 33 12 209 — Settlements (26 ) (14 ) — — (40 ) — Transfers out of Level 3 — 1 — (27 ) (26 ) — Balance, September 30, 2016 $ 1,342 $ 285 $ 33 $ 165 $ 1,825 $ — Changes in unrealized losses relating to assets held at September 30, 2016 included in: Benefits, claims, losses and settlement expenses $ — $ — $ — $ — $ — $ (2 ) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, July 1, 2016 $ 408 $ 1,965 $ 2,373 $ — Total (gains) losses included in: Net income 12 (1) (280 ) (2) (268 ) — Issues 25 77 102 13 Settlements (7 ) (6 ) (13 ) — Balance, September 30, 2016 $ 438 $ 1,756 $ 2,194 $ 13 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2016 included in: Interest credited to fixed accounts $ 12 $ — $ 12 $ — Benefits, claims, losses and settlement expenses — (267 ) (267 ) — (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Available-for-Sale Securities Trading Securities Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Total (in millions) Balance, July 1, 2015 $ 1,509 $ 279 $ 44 $ 135 $ 1,967 $ 1 Total gains (losses) included in: Net income (1 ) — — 1 — (1) (1 ) (1) Other comprehensive loss (3 ) (1 ) — 2 (2 ) — Purchases 124 93 — 5 222 — Settlements (90 ) (14 ) (2 ) (8 ) (114 ) — Transfers out of Level 3 — (71 ) (37 ) (13 ) (121 ) — Balance, September 30, 2015 $ 1,539 $ 286 $ 5 $ 122 $ 1,952 $ — Changes in unrealized gains (losses) relating to assets held at September 30, 2015 included in: Net investment income $ (1 ) $ — $ — $ 1 $ — $ — (1) Included in net investment income in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, July 1, 2015 $ 292 $ 235 $ 527 Total (gains) losses included in: Net income (1 ) (1) 805 (2) 804 Issues 31 69 100 Settlements (5 ) (2 ) (7 ) Balance, September 30, 2015 $ 317 $ 1,107 $ 1,424 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2015 included in: Interest credited to fixed accounts $ (1 ) $ — $ (1 ) Benefits, claims, losses and settlement expenses — 811 811 (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Available-for-Sale Securities Other Derivative Contracts Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Total (in millions) Balance, January 1, 2016 $ 1,425 $ 218 $ 3 $ 162 $ 1,808 $ — Cumulative effect of change in accounting policies — — — 21 21 — Total gains (losses) included in: Net income (2 ) — — — (2 ) (1) (2 ) (2) Other comprehensive income 29 — — (5 ) 24 — Purchases 34 144 42 28 248 2 Settlements (144 ) (53 ) (3 ) (1 ) (201 ) — Transfers into Level 3 — — — 12 12 — Transfers out of Level 3 — (24 ) (9 ) (52 ) (85 ) — Balance, September 30, 2016 $ 1,342 $ 285 $ 33 $ 165 $ 1,825 $ — Changes in unrealized losses relating to assets held at September 30, 2016 included in: Net investment income $ (1 ) $ — $ — $ — $ (1 ) $ — Benefits, claims, losses and settlement expenses — — — — — (2 ) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2016 $ 364 $ 851 $ 1,215 $ — Total losses included in: Net income 8 (1) 708 (2) 716 — Issues 86 215 301 13 Settlements (20 ) (18 ) (38 ) — Balance, September 30, 2016 $ 438 $ 1,756 $ 2,194 $ 13 Changes in unrealized losses relating to liabilities held at September 30, 2016 included in: Interest credited to fixed accounts $ 8 $ — $ 8 $ — Benefits, claims, losses and settlement expenses — 830 830 — (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Available-for-Sale Securities Trading Securities Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Common Stocks Total (in millions) Balance, January 1, 2015 $ 1,518 $ 206 $ 91 $ 169 $ 2 $ 1,986 $ 1 Total gains (losses) included in: Net income (2 ) — — 1 — (1 ) (1) (1 ) (1) Other comprehensive loss (9 ) (1 ) — 2 — (8 ) — Purchases 179 312 41 37 — 569 — Settlements (147 ) (36 ) (5 ) (22 ) — (210 ) — Transfers into Level 3 — — 6 — — 6 — Transfers out of Level 3 — (195 ) (128 ) (65 ) (2 ) (390 ) — Balance, September 30, 2015 $ 1,539 $ 286 $ 5 $ 122 $ — $ 1,952 $ — Changes in unrealized (gains) losses relating to assets held at September 30, 2015 included in: Net investment income $ (2 ) $ — $ — $ 1 $ — $ (1 ) $ — (1) Included in net investment income in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2015 $ 242 $ 479 $ 721 Total losses included in: Net income 13 (1) 426 (2) 439 Issues 76 197 273 Settlements (14 ) 5 (9 ) Balance, September 30, 2015 $ 317 $ 1,107 $ 1,424 Changes in unrealized losses relating to liabilities held at September 30, 2015 included in: Interest credited to fixed accounts $ 13 $ — $ 13 Benefits, claims, losses and settlement expenses — 438 438 (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. The increase to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $8 million and $162 million , net of DAC, DSIC, unearned revenue amortization and the reinsurance accrual, for the three months ended September 30, 2016 and 2015 , respectively. The increase to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $295 million and $154 million , net of DAC, DSIC, unearned revenue amortization and the reinsurance accrual, for the nine months ended September 30, 2016 and 2015 , respectively. Securities transferred from Level 3 primarily represent securities with fair values that are now obtained from a third-party pricing service with observable inputs. Securities transferred to Level 3 represent securities with fair values that are now based on a single non-binding broker quote. The Company recognizes transfers between levels of the fair value hierarchy as of the beginning of the quarter in which each transfer occurred. For assets and liabilities held at the end of the reporting periods that are measured at fair value on a recurring basis, there were no transfers between Level 1 and Level 2. The following tables provide a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities: September 30, 2016 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,339 Discounted cash flow Yield/spread to U.S. Treasuries 1.0 % – 3.0% 1.4% Asset backed securities $ 14 Discounted cash flow Annual short-term default rate 4.8% Annual long-term default rate 2.5% Discount rate 14.0% Constant prepayment rate 5.0 % – 10.0% 9.8% Loss recovery 36.4 % – 63.6% 62.7% IUL embedded derivatives $ 438 Discounted cash flow Nonperformance risk (1) 89 bps GMWB and GMAB embedded derivatives $ 1,756 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 75.6% Surrender rate 0.1 % – 66.4% Market volatility (3) 5.4 % – 21.6% Nonperformance risk (1) 89 bps Contingent consideration liability $ 13 Discounted cash flow Discount rate 9.0% December 31, 2015 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,411 Discounted cash flow Yield/spread to U.S. Treasuries 1.1 % – 3.8% 1.6% IUL embedded derivatives $ 364 Discounted cash flow Nonperformance risk (1) 68 bps GMWB and GMAB embedded derivatives $ 851 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 75.6% Surrender rate 0.0 % – 59.1% Market volatility (3) 5.4 % – 21.5% Nonperformance risk (1) 68 bps (1) The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives. (2) The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year. (3) Market volatility is implied volatility of fund of funds and managed volatility funds. Level 3 measurements not included in the table above are obtained from non-binding broker quotes where unobservable inputs utilized in the fair value calculation are not reasonably available to the Company. Sensitivity of Fair Value Measurements to Changes in Unobservable Inputs Significant increases (decreases) in the yield/spread to U.S. Treasuries used in the fair value measurement of Level 3 corporate debt securities in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in the annual default rate and discount rate used in the fair value measurement of Level 3 asset backed securities in isolation, generally, would result in a significantly lower (higher) fair value measurement and a significant increase (decrease) in loss recovery in isolation would result in a significantly higher (lower) fair value measurement. A significant increase (decrease) in the constant prepayment rate in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in nonperformance risk used in the fair value measurement of the IUL embedded derivatives in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in utilization and volatility used in the fair value measurement of the GMWB and GMAB embedded derivatives in isolation would result in a significantly higher (lower) liability value. Significant increases (decreases) in nonperformance risk and surrender rate used in the fair value measurement of the GMWB and GMAB embedded derivatives in isolation would result in a significantly lower (higher) liability value. Utilization of guaranteed withdrawals and surrender rates vary with the type of rider, the duration of the policy, the age of the contractholder, the distribution channel and whether the value of the guaranteed benefit exceeds the contract accumulation value. Significant increases (decreases) in the discount rate used in the fair value measurement of the contingent consideration liability in isolation would result in a significantly (lower) higher fair value measurement. Determination of Fair Value The Company uses valuation techniques consistent with the market and income approaches to measure the fair value of its assets and liabilities. The Company’s market approach uses prices and other relevant information generated by market transactions involving identical or comparable assets or liabilities. The Company’s income approach uses valuation techniques to convert future projected cash flows to a single discounted present value amount. When applying either approach, the Company maximizes the use of observable inputs and minimizes the use of unobservable inputs. The following is a description of the valuation techniques used to measure fair value and the general classification of these instruments pursuant to the fair value hierarchy. Assets Cash Equivalents Cash equivalents include highly liquid investments with original maturities of 90 days or less. Actively traded money market funds are measured at their NAV and classified as Level 1. The Company’s remaining cash equivalents are classified as Level 2 and measured at amortized cost, which is a reasonable estimate of fair value because of the short time between the purchase of the instrument and its expected realization. Investments (Available-for-Sale Securities and Trading Securities) When available, the fair value of securities is based on quoted prices in active markets. If quoted prices are not available, fair values are obtained from third party pricing services, non-binding broker quotes, or other model-based valuation techniques. Level 1 securities primarily include U.S. Treasuries. Level 2 securities primarily include corporate bonds, residential mortgage backed securities, commercial mortgage backed securities, asset backed securities, state and municipal obligations and U.S. agency and foreign government securities. The fair value of these Level 2 securities is based on a market approach with prices obtained from third party pricing services. Observable inputs used to value these securities can include, but are not limited to, reported trades, benchmark yields, issuer spreads and non-binding broker quotes. Level 3 securities primarily include certain corporate bonds, non-agency residential mortgage backed securities, commercial mortgage backed securities and asset backed securities. The fair value of corporate bonds, non-agency residential mortgage backed securities, commercial mortgage backed securities and certain asset backed securities classified as Level 3 is typically based on a single non-binding broker quote. The underlying inputs used for some of the non-binding broker quotes are not readily available to the Company. The Company’s privately placed corporate bonds are typically based on a single non-binding broker quote. The fair value of certain asset backed securities is determined using a discounted cash flow model. Inputs used to determine the expected cash flows include assumptions about discount rates and default, prepayment and recovery rates of the underlying assets. Given the significance of the unobservable inputs to this fair value measurement, the fair value of the investment in certain asset backed securities is classified as Level 3. In addition to the general pricing controls, the Company reviews the broker prices to ensure that the broker quotes are reasonable and, when available, compares prices of privately issued securities to public issues from the same issuer to ensure that the implicit illiquidity premium applied to the privately placed investment is reasonable considering investment characteristics, maturity, and average life of the investment. In consideration of the above, management is responsible for the fair values recorded on the financial statements. Prices received from third party pricing services are subjected to exception reporting that identifies investments with significant daily price movements as well as no movements. The Company reviews the exception reporting and resolves the exceptions through reaffirmation of the price or recording an appropriate fair value estimate. The Company also performs subsequent transaction testing. The Company performs annual due diligence of third party pricing services. The Company’s due diligence procedures include assessing the vendor’s valuation qualifications, control environment, analysis of asset-class specific valuation methodologies, and understanding of sources of market observable assumptions and unobservable assumptions, if any, employed in the valuation methodology. The Company also considers the results of its exception reporting controls and any resulting price challenges that arise. Separate Account Assets The fair value of assets held by separate accounts is determined by the NAV of the funds in which those separate accounts are invested. The NAV is used as a practical expedient for fair value and represents the exit price for the separate account. Separate account assets are excluded from classification in the fair value hierarchy. Investments Segregated for Regulatory Purposes Investments segregated for regulatory purposes includes U.S. Treasuries that are classified as Level 1. Other Assets Derivatives that are measured using quoted prices in active markets, such as foreign currency forwards, or derivatives that are exchange-traded are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active over-the-counter (“OTC”) markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps and the majority of options. The fair value of certain derivatives measured using pricing models which include significant unobservable inputs are classified as Level 3 within the fair value hierarchy. Other derivative contracts consist of the Company’s macro hedge program. See Note 12 for further information on the macro hedge program. The counterparties’ nonperformance risk associated with uncollateralized derivative assets was immaterial at September 30, 2016 and December 31, 2015 . See Note 11 and Note 12 for further information on the credit risk of derivative instruments and related collateral. Liabilities Policyholder Account Balances, Future Policy Benefits and Claims The Company values the embedded derivatives attributable to the provisions of certain variable annuity riders using internal valuation models. These models calculate fair value by discounting expected cash flows from benefits plus margins for profit, risk and expenses less embedded derivative fees. The projected cash flows used by these models include observable capital market assumptions and incorporate significant unobservable inputs related to contractholder behavior assumptions, implied volatility, and margins for risk, profit and expenses that the Company believes an exit market participant would expect. The fair value also reflects a current estimate of the Company’s nonperformance risk specific to these embedded derivatives. Given the significant unobservable inputs to this valuation, these measurements are classified as Level 3. The embedded derivatives attributable to these provisions are recorded in policyholder account balances, future policy benefits and claims. The Company uses various Black-Scholes calculations to determine the fair value of the embedded derivatives associated with the provisions of its EIA and IUL products. Significant inputs to the EIA calculation include observable interest rates, volatilities and equity index levels and, therefore, are classified as Level 2. The fair value of the IUL embedded derivatives includes significant observable interest rates, volatilities and equity index levels and the significant unobservable estimate of the Company’s nonperformance risk. Given the significance of the nonperformance risk assumption to the fair value, the IUL embedded derivatives are classified as Level 3. The embedded derivatives attributable to these provisions are recorded in policyholder account balances, future policy benefits and claims. The Company’s Corporate Actuarial Department calculates the fair value of the embedded derivatives on a monthly basis. During this process, control checks are performed to validate the completeness of the data. Actuarial management approves various components of the valuation along with the final results. The change in the fair value of the embedded derivatives is reviewed monthly with senior management. The Level 3 inputs into the valuation are consistent with the pricing assumptions and updated as experience develops. Significant unobservable inputs that reflect policyholder behavior are reviewed quarterly along with other valuation assumptions. Customer Deposits The Company uses various Black-Scholes calculations to determine the fair value of the embedded derivative liability associated with the provisions of its stock market certificates. The inputs to these calculations are primarily market observable and include interest rates, volatilities and equity index levels. As a result, these measurements are classified as Level 2. Other Liabilities Derivatives that are measured using quoted prices in active markets, such as foreign currency forwards, or derivatives that are exchange-traded, are classified as Level 1 measurements. The variation margin on futures contracts is also classified as Level 1. The fair value of derivatives that are traded in less active OTC markets is generally measured using pricing models with market observable inputs such as interest rates and equity index levels. These measurements are classified as Level 2 within the fair value hierarchy and include swaps and the majority of options. Other derivative contracts consist of the Company’s macro hedge program. See Note 12 for further information on the macro hedge program. The Company’s nonperformance risk associated with uncollateralized derivative liabilities was immaterial at September 30, 2016 and December 31, 2015 . See Note 11 and Note 12 for further information on the credit risk of derivative instruments and related collateral. Securities sold but not yet purchased include highly liquid investments which are short-term in nature. Securities sold but not yet purchased are measured using amortized cost, which is a reasonable estimate of fair value because of the short time between the purchase of the instrument and its expected realization and are classified as Level 2. In the third quarter of 2016, the Company recorded a contingent consideration liability for an earn-out related to the Company’s acquisition of Emerging Global Advisors, LLC . The earn-out is based on the net revenues generated by net flows of assets under management and will potentially be paid over a three year period beginning on the third anniversary of the acquisition date. The contingent consideration liability is recorded at fair value using a discounted cash flow model under multiple scenarios and includes an unobservable input. Given the use of an unobservable input, the fair value of the contingent consideration liability is classified as Level 3 within the fair value hierarchy. During the reporting periods, there were no material assets or liabilities measured at fair value on a nonrecurring basis. The following tables provide the carrying value and the estimated fair value of financial instruments that are not reported at fair value: September 30, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,974 $ — $ — $ 3,090 $ 3,090 Policy and certificate loans 835 — — 810 810 Receivables 1,468 115 1,358 3 1,476 Restricted and segregated cash 2,761 2,761 — — 2,761 Other investments and assets 525 1 468 54 523 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 11,071 $ — $ — $ 12,083 $ 12,083 Investment certificate reserves 5,639 — — 5,632 5,632 Brokerage customer deposits 3,806 3,806 — — 3,806 Separate account liabilities measured at NAV 4,397 4,397 (1) Debt and other liabilities 3,391 183 3,298 156 3,637 December 31, 2015 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 3,359 $ — $ — $ 3,372 $ 3,372 Policy and certificate loans 824 — 1 803 804 Receivables 1,471 148 1,322 3 1,473 Restricted and segregated cash 2,548 2,548 — — 2,548 Other investments and assets 583 1 510 54 565 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 11,523 $ — $ — $ 12,424 $ 12,424 Investment certificate reserves 4,831 — — 4,823 4,823 Brokerage customer deposits 3,802 3,802 — — 3,802 Separate account liabilities measured at NAV 4,704 4,704 (1) Debt and other liabilities 3,173 202 2,958 113 3,273 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient. See Note 2 for further information. Mortgage Loans, Net The fair value of commercial mortgage loans, except those with significant credit deterioration, is determined by discounting contractual cash flows using discount rates that reflect current pricing for loans with similar remaining maturities, liquidity and characteristics including LTV ratio, occupancy rate, refinance risk, debt service coverage, location, and property condition. For commercial mortgage loans with significant credit deterioration, fair value is determined using the same adjustments as above with an additional adjustment for the Company’s estimate of the amount recoverable on the loan. Given the significant unobservable inputs to the valuation of commercial mortgage loans, these measurements are classified as Level 3. The fair value of consumer loans is determined by discounting estimated cash flows and incorporating adjustments for prepayment, administration expenses, loss severity, liquidity and credit loss estimates, with discount rates based on the Company’s estimate of current market conditions. The fair value of consumer loans is classified as Level 3 as the valuation includes significant unobservable inputs. Policy and Certificate Loans Policy loans represent loans made against the cash surrender value of the underlying life insurance or annuity product. These loans and the related interest are usually realized at death of the policyholder or contractholder or at surrender of the contract and are not transferable wi

Offsetting Assets and Liabiliti

Offsetting Assets and Liabilities	9 Months Ended
	Sep. 30, 2016
Offsetting [Abstract]
Offsetting Assets and Liabilities [Text Block]	Offsetting Assets and Liabilities Certain financial instruments and derivative instruments are eligible for offset in the Consolidated Balance Sheets. The Company’s derivative instruments, repurchase agreements and securities borrowing and lending agreements are subject to master netting arrangements and collateral arrangements and qualify for offset. A master netting arrangement with a counterparty creates a right of offset for amounts due to and from that same counterparty that is enforceable in the event of a default or bankruptcy. Securities borrowed and loaned result from transactions between the Company’s broker dealer subsidiary and other financial institutions and are recorded at the amount of cash collateral advanced or received. Securities borrowed and securities loaned are primarily equity securities. The Company’s securities borrowed and securities loaned transactions generally do not have a fixed maturity date and may be terminated by either party under customary terms. The Company’s policy is to recognize amounts subject to master netting arrangements on a gross basis in the Consolidated Balance Sheets. The following tables present the gross and net information about the Company’s assets subject to master netting arrangements: September 30, 2016 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 4,054 $ — $ 4,054 $ (2,496 ) $ (697 ) $ (856 ) $ 5 OTC cleared 1,099 — 1,099 (875 ) (223 ) — 1 Exchange-traded 25 — 25 (2 ) — — 23 Total derivatives 5,178 — 5,178 (3,373 ) (920 ) (856 ) 29 Securities borrowed 115 — 115 (51 ) — (63 ) 1 Total $ 5,293 $ — $ 5,293 $ (3,424 ) $ (920 ) $ (919 ) $ 30 December 31, 2015 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,129 $ — $ 3,129 $ (2,331 ) $ (391 ) $ (320 ) $ 87 OTC cleared 418 — 418 (314 ) (102 ) — 2 Exchange-traded 40 — 40 (3 ) — — 37 Total derivatives 3,587 — 3,587 (2,648 ) (493 ) (320 ) 126 Securities borrowed 148 — 148 (30 ) — (115 ) 3 Total $ 3,735 $ — $ 3,735 $ (2,678 ) $ (493 ) $ (435 ) $ 129 (1) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets. The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements: September 30, 2016 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,721 $ — $ 2,721 $ (2,496 ) $ (2 ) $ (205 ) $ 18 OTC cleared 955 — 955 (875 ) (80 ) — — Exchange-traded 2 — 2 (2 ) — — — Total derivatives 3,678 — 3,678 (3,373 ) (82 ) (205 ) 18 Securities loaned 183 — 183 (51 ) — (128 ) 4 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,911 $ — $ 3,911 $ (3,424 ) $ (82 ) $ (383 ) $ 22 December 31, 2015 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Amounts of Liabilities Presented in the Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,725 $ — $ 2,725 $ (2,331 ) $ — $ (393 ) $ 1 OTC cleared 345 — 345 (314 ) (25 ) — 6 Exchange-traded 6 — 6 (3 ) (1 ) — 2 Total derivatives 3,076 — 3,076 (2,648 ) (26 ) (393 ) 9 Securities loaned 203 — 203 (30 ) — (164 ) 9 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,329 $ — $ 3,329 $ (2,678 ) $ (26 ) $ (607 ) $ 18 (1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets. In the tables above, the amounts of assets or liabilities presented in the Consolidated Balance Sheets are offset first by financial instruments that have the right of offset under master netting or similar arrangements, then any remaining amount is reduced by the amount of cash and securities collateral. The actual collateral may be greater than amounts presented in the tables. When the fair value of collateral accepted by the Company is less than the amount due to the Company, there is a risk of loss if the counterparty fails to perform or provide additional collateral. To mitigate this risk, the Company monitors collateral values regularly and requires additional collateral when necessary. When the value of collateral pledged by the Company declines, it may be required to post additional collateral. The Company’s freestanding derivative instruments are reflected in other assets and other liabilities. Repurchase agreements are reflected in short-term borrowings. Securities borrowing and lending agreements are reflected in receivables and other liabilities, respectively. See Note 12 for additional disclosures related to the Company’s derivative instruments, Note 9 for additional disclosures related to the Company’s repurchase agreements and Note 3 for information related to derivatives held by consolidated investment entities.

Derivatives and Hedging Activit

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging Activities [Text Block]	Derivatives and Hedging Activities Derivative instruments enable the Company to manage its exposure to various market risks. The value of such instruments is derived from an underlying variable or multiple variables, including equity, foreign exchange and interest rate indices or prices. The Company primarily enters into derivative agreements for risk management purposes related to the Company’s products and operations. The Company’s freestanding derivative instruments are all subject to master netting arrangements. The Company’s policy on the recognition of derivatives on the Consolidated Balance Sheets is to not offset fair value amounts recognized for derivatives and collateral arrangements executed with the same counterparty under the same master netting arrangement. See Note 11 for additional information regarding the estimated fair value of the Company’s freestanding derivatives after considering the effect of master netting arrangements and collateral. The Company uses derivatives as economic hedges and accounting hedges. The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives: September 30, 2016 December 31, 2015 Notional Gross Fair Value Notional Gross Fair Value Assets (1) Liabilities (2)(3) Assets (1) Liabilities (2)(3) (in millions) Derivatives designated as hedging instruments Interest rate contracts $ 675 $ 54 $ — $ 675 $ 58 $ — Foreign exchange contracts 256 3 — — — — Total qualifying hedges 931 57 — 675 58 — Derivatives not designated as hedging instruments Interest rate contracts 75,028 3,593 1,663 63,798 1,882 969 Equity contracts 60,729 1,452 1,876 70,238 1,587 1,993 Credit contracts 1,073 1 — 600 2 — Foreign exchange contracts 4,849 72 35 4,408 56 18 Other contracts 2,055 3 104 3,760 2 96 Total non-designated hedges 143,734 5,121 3,678 142,804 3,529 3,076 Embedded derivatives GMWB and GMAB (4) N/A — 1,756 N/A — 851 IUL N/A — 438 N/A — 364 EIA N/A — 5 N/A — 5 SMC N/A — 8 N/A — 4 Total embedded derivatives N/A — 2,207 N/A — 1,224 Total derivatives $ 144,665 $ 5,178 $ 5,885 $ 143,479 $ 3,587 $ 4,300 N/A Not applicable. (1) The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets. (2) The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. The fair value of the SMC embedded derivative liability is included in Customer deposits on the Consolidated Balance Sheets. (3) The fair value of the Company’s derivative liabilities after considering the effects of master netting arrangements, cash collateral held by the same counterparty and the fair value of net embedded derivatives was $2.4 billion and $1.6 billion at September 30, 2016 and December 31, 2015 , respectively. See Note 11 for additional information related to master netting arrangements and cash collateral. See Note 3 for information about derivatives held by consolidated VIEs. (4) The fair value of the GMWB and GMAB embedded derivatives at September 30, 2016 included $1.8 billion of individual contracts in a liability position and $73 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives at December 31, 2015 included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position. See Note 10 for additional information regarding the Company’s fair value measurement of derivative instruments. At September 30, 2016 and December 31, 2015 , investment securities with a fair value of $940 million and $323 million , respectively, were received as collateral to meet contractual obligations under derivative contracts, of which $670 million and $193 million , respectively, may be sold, pledged or rehypothecated by the Company. At September 30, 2016 and December 31, 2015 , the Company had sold, pledged or rehypothecated $19 million and nil , respectively, of these securities. In addition, at September 30, 2016 and December 31, 2015 , non-cash collateral accepted was held in separate custodial accounts and was not included in the Company’s Consolidated Balance Sheets. Derivatives Not Designated as Hedges The following tables present a summary of the impact of derivatives not designated as hedging instruments on the Consolidated Statements of Operations: Net Investment Income Banking and Deposit Interest Expense Distribution Expenses Interest Credited to Fixed Accounts Benefits, Claims, Losses and Settlement Expenses General and Administrative Expense (in millions) Three Months Ended September 30, 2016 Interest rate contracts $ 6 $ — $ — $ — $ (13 ) $ — Equity contracts 2 2 11 12 (357 ) 2 Credit contracts — — — — (3 ) — Foreign exchange contracts 2 — — — (12 ) 3 Other contracts — — — — (28 ) — GMWB and GMAB embedded derivatives — — — — 209 — IUL embedded derivatives — — — (5 ) — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ 10 $ 1 $ 11 $ 7 $ (204 ) $ 5 Nine Months Ended September 30, 2016 Interest rate contracts $ (54 ) $ — $ — $ — $ 1,191 $ — Equity contracts 2 1 13 10 (518 ) 3 Credit contracts — — — — (34 ) — Foreign exchange contracts — — 2 — (66 ) 15 Other contracts — — — — (36 ) — GMWB and GMAB embedded derivatives — — — — (905 ) — IUL embedded derivatives — — — 12 — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ (52 ) $ — $ 15 $ 22 $ (368 ) $ 18 Net Investment Income Banking and Deposit Interest Expense Distribution Expenses Interest Credited Benefits, Claims, Losses and Settlement Expenses General and Administrative Expense (in millions) Three Months Ended September 30, 2015 Interest rate contracts $ (31 ) $ — $ — $ — $ 536 $ — Equity contracts — (3 ) (15 ) (16 ) 328 (4 ) Credit contracts — — — — (10 ) — Foreign exchange contracts — — — — 6 (1 ) Other contracts — — — — 3 — GMWB and GMAB embedded derivatives — — — — (872 ) — IUL embedded derivatives — — — 6 — — EIA embedded derivatives — — — 1 — — SMC embedded derivatives — 2 — — — — Total loss $ (31 ) $ (1 ) $ (15 ) $ (9 ) $ (9 ) $ (5 ) Nine Months Ended September 30, 2015 Interest rate contracts $ (32 ) $ — $ — $ — $ 360 $ — Equity contracts (2 ) (2 ) (9 ) (17 ) 69 (3 ) Credit contracts — — — — (5 ) — Foreign exchange contracts — — (2 ) — (2 ) (1 ) Other contracts — — — — (4 ) — GMWB and GMAB embedded derivatives — — — — (628 ) — IUL embedded derivatives — — — 1 — — EIA embedded derivatives — — — 1 — — SMC embedded derivatives — 2 — — — — Total loss $ (34 ) $ — $ (11 ) $ (15 ) $ (210 ) $ (4 ) The Company holds derivative instruments that either do not qualify or are not designated for hedge accounting treatment. These derivative instruments are used as economic hedges of equity, interest rate, credit and foreign currency exchange rate risk related to various products and transactions of the Company. Certain annuity contracts contain GMWB or GMAB provisions, which guarantee the right to make limited partial withdrawals each contract year regardless of the volatility inherent in the underlying investments or guarantee a minimum accumulation value of consideration received at the beginning of the contract period, after a specified holding period, respectively. The GMAB and non-life contingent GMWB provisions are considered embedded derivatives, which are bifurcated from their host contracts for valuation purposes and reported on the Consolidated Balance Sheets at fair value with changes in fair value reported in earnings. The Company economically hedges the exposure related to GMAB and non-life contingent GMWB provisions primarily using futures, options, interest rate swaptions, interest rate swaps, total return swaps and variance swaps. The deferred premium associated with certain of the above options is paid or received semi-annually over the life of the option contract or at maturity. The following is a summary of the payments the Company is scheduled to make and receive for these options: Premiums Payable Premiums Receivable (in millions) 2016 (1) $ 92 $ 31 2017 277 77 2018 233 132 2019 280 132 2020 198 59 2021 - 2027 831 206 Total $ 1,911 $ 637 (1) 2016 amounts represent the amounts payable and receivable for the period from October 1, 2016 to December 31, 2016 . Actual timing and payment amounts may differ due to future contract settlements, modifications or exercises of options prior to the full premium being paid or received. The Company has a macro hedge program to provide protection against the statutory tail scenario risk arising from variable annuity reserves on its statutory surplus and to cover some of the residual risks not covered by other hedging activities. As a means of economically hedging these risks, the Company uses a combination of futures, options, interest rate swaptions and/or swaps. Certain of the macro hedge derivatives used contain settlement provisions linked to both equity returns and interest rates; the remaining are interest rate contracts or equity contracts. The Company’s macro hedge derivatives are included in Other contracts in the tables above. EIA, IUL and stock market certificate products have returns tied to the performance of equity markets. As a result of fluctuations in equity markets, the obligation incurred by the Company related to EIA, IUL and stock market certificate products will positively or negatively impact earnings over the life of these products. The equity component of the EIA, IUL and stock market certificate product obligations are considered embedded derivatives, which are bifurcated from their host contracts for valuation purposes and reported on the Consolidated Balance Sheets at fair value with changes in fair value reported in earnings. As a means of economically hedging its obligations under the provisions of these products, the Company enters into index options and futures contracts. The Company enters into futures and commodity swaps to manage its exposure to price risk arising from seed money investments in proprietary investment products. The Company enters into foreign currency forward contracts to economically hedge its exposure to certain foreign transactions. The Company enters into futures contracts to economically hedge its exposure related to compensation plans. Cash Flow Hedges The Company has designated and accounts for the following as cash flow hedges: (i) interest rate swaps to hedge interest rate exposure on debt, (ii) interest rate lock agreements to hedge interest rate exposure on debt issuances and (iii) swaptions used to hedge the risk of increasing interest rates on forecasted fixed premium product sales. For the three months and nine months ended September 30, 2016 and 2015 , amounts recognized in earnings related to cash flow hedges due to ineffectiveness were not material. The estimated net amount of existing pretax losses as of September 30, 2016 that the Company expects to reclassify to earnings within the next twelve months is $4 million , which consists of $1 million of pretax gains to be recorded as a reduction to interest and debt expense and $5 million of pretax losses to be recorded in net investment income. Currently, the longest period of time over which the Company is hedging exposure to the variability in future cash flows is 20 years and relates to forecasted debt interest payments. See Note 13 for a rollforward of net unrealized derivative gains (losses) included in AOCI related to cash flow hedges. Fair Value Hedges In 2010, the Company entered into and designated as fair value hedges three interest rate swaps to convert senior notes due 2015, 2019 and 2020 from fixed rate debt to floating rate debt. The interest rate swaps related to the senior notes due 2015 expired in the fourth quarter of 2015, consistent with the maturity of the debt. The swaps have identical terms as the underlying debt being hedged so no ineffectiveness is expected to be realized. The Company recognizes gains and losses on the derivatives and the related hedged items within interest and debt expense. The following table presents the amounts recognized in income related to fair value hedges: Derivatives designated as hedging instruments Location of Gain Recorded into Income Amount of Gain Recognized in Income on Derivatives Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Interest rate contracts Interest and debt expense $ 5 $ 8 $ 15 $ 24 Net Investment Hedges During the second quarter of 2016 , the Company entered into, and designated as net investment hedges in foreign operations, two forward contracts to hedge a portion of the Company’s foreign currency exchange rate risk associated with its investment in Threadneedle. As the Company determined that the forward contracts are effective, the change in fair value of the derivatives is recognized in AOCI as part of the foreign currency translation adjustment. For the three months and nine months ended September 30, 2016 , the Company recognized a gain of $6 million and $25 million , respectively, in OCI. Credit Risk Credit risk associated with the Company’s derivatives is the risk that a derivative counterparty will not perform in accordance with the terms of the applicable derivative contract. To mitigate such risk, the Company has established guidelines and oversight of credit risk through a comprehensive enterprise risk management program that includes members of senior management. Key components of this program are to require preapproval of counterparties and the use of master netting arrangements and collateral arrangements whenever practical. See Note 11 for additional information on the Company’s credit exposure related to derivative assets. Certain of the Company’s derivative contracts contain provisions that adjust the level of collateral the Company is required to post based on the Company’s debt rating (or based on the financial strength of the Company’s life insurance subsidiaries for contracts in which those subsidiaries are the counterparty). Additionally, certain of the Company’s derivative contracts contain provisions that allow the counterparty to terminate the contract if the Company’s debt does not maintain a specific credit rating (generally an investment grade rating) or the Company’s life insurance subsidiary does not maintain a specific financial strength rating. If these termination provisions were to be triggered, the Company’s counterparty could require immediate settlement of any net liability position. At September 30, 2016 and December 31, 2015 , the aggregate fair value of derivative contracts in a net liability position containing such credit contingent provisions was $185 million and $284 million , respectively. The aggregate fair value of assets posted as collateral for such instruments as of September 30, 2016 and December 31, 2015 was $170 million and $283 million , respectively. If the credit contingent provisions of derivative contracts in a net liability position at September 30, 2016 and December 31, 2015 were triggered, the aggregate fair value of additional assets that would be required to be posted as collateral or needed to settle the instruments immediately would have been $15 million and $1 million , respectively.

Shareholders' Equity

Shareholders' Equity	9 Months Ended
	Sep. 30, 2016
Stockholders' Equity Note [Abstract]
Shareholders' Equity [Text Block]	Shareholders’ Equity The following tables provide the amounts related to each component of OCI: Three Months Ended September 30, 2016 2015 Pretax Income Tax Net of Tax Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities losses: Net unrealized securities gains (losses) arising during the period (1) $ 82 $ (31 ) $ 51 $ (117 ) $ 41 $ (76 ) Reclassification of net securities (gains) losses included in net income (2) (8 ) 4 (4 ) 10 (4 ) 6 Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (114 ) 39 (75 ) 78 (27 ) 51 Net unrealized securities losses (40 ) 12 (28 ) (29 ) 10 (19 ) Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) (4) 1 — 1 1 — 1 Net unrealized derivatives gains 1 — 1 1 — 1 Defined benefit plans: Net loss arising during the period — — — — — — Defined benefit plans — — — — — — Foreign currency translation (26 ) 10 (16 ) (32 ) 11 (21 ) Other comprehensive loss attributable to Ameriprise Financial (65 ) 22 (43 ) (60 ) 21 (39 ) Other comprehensive loss attributable to noncontrolling interests — — — (67 ) 23 (44 ) Total other comprehensive loss $ (65 ) $ 22 $ (43 ) $ (127 ) $ 44 $ (83 ) Nine Months Ended September 30, 2016 2015 Pretax Income Tax Net of Tax Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities gains (losses): Net unrealized securities gains (losses) arising during the period (1) $ 1,134 $ (398 ) $ 736 $ (562 ) $ 197 $ (365 ) Reclassification of net securities gains included in net income (2) (12 ) 5 (7 ) (6 ) 2 (4 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (533 ) 186 (347 ) 281 (98 ) 183 Net unrealized securities gains (losses) 589 (207 ) 382 (287 ) 101 (186 ) Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) (4) 4 (1 ) 3 1 — 1 Net unrealized derivatives gains 4 (1 ) 3 1 — 1 Defined benefit plans: Net loss arising during the period 9 (3 ) 6 — — — Defined benefit plans 9 (3 ) 6 — — — Foreign currency translation (85 ) 30 (55 ) (25 ) 9 (16 ) Other comprehensive income (loss) attributable to Ameriprise Financial 517 (181 ) 336 (311 ) 110 (201 ) Other comprehensive loss attributable to noncontrolling interests — — — (52 ) 18 (34 ) Total other comprehensive income (loss) $ 517 $ (181 ) $ 336 $ (363 ) $ 128 $ (235 ) (1) Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period. (2) Reclassification amounts are recorded in net investment income. (3) Includes nil and $1 million pretax gain reclassified to interest and debt expense for the three months ended September 30, 2016 and 2015 , respectively, and a $1 million and $2 million pretax loss reclassified to net investment income for the three months ended September 30, 2016 and 2015 , respectively. (4) Includes $1 million and $3 million pretax gain reclassified to interest and debt expense for the nine months ended September 30, 2016 and 2015 , respectively, and a $4 million pretax loss reclassified to net investment income for both the nine months ended September 30, 2016 and 2015 . Other comprehensive income (loss) related to net unrealized securities gains (losses) includes three components: (i) unrealized gains (losses) that arose from changes in the market value of securities that were held during the period; (ii) (gains) losses that were previously unrealized, but have been recognized in current period net income due to sales of Available-for-Sale securities and due to the reclassification of noncredit other-than-temporary impairment losses to credit losses; and (iii) other adjustments primarily consisting of changes in insurance and annuity asset and liability balances, such as DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, to reflect the expected impact on their carrying values had the unrealized gains (losses) been realized as of the respective balance sheet dates. The following tables present the changes in the balances of each component of AOCI, net of tax: Net Unrealized Securities Gains Net Unrealized Derivatives Gains Defined Benefit Plans Foreign Currency Translation Total (in millions) Balance, July 1, 2016 $ 842 $ 3 $ (85 ) $ (122 ) $ 638 OCI before reclassifications (24 ) — — (16 ) (40 ) Amounts reclassified from AOCI (4 ) 1 — — (3 ) OCI attributable to Ameriprise Financial (28 ) 1 — (16 ) (43 ) Balance, September 30, 2016 $ 814 (1) $ 4 $ (85 ) $ (138 ) $ 595 Balance, January 1, 2016 $ 426 $ 1 $ (91 ) $ (83 ) $ 253 Cumulative effect of change in accounting policies 6 — — — 6 Balance, January 1, 2016, as adjusted 432 1 (91 ) (83 ) 259 OCI before reclassifications 389 — — (55 ) 334 Amounts reclassified from AOCI (7 ) 3 6 — 2 OCI attributable to Ameriprise Financial 382 3 6 (55 ) 336 Balance, September 30, 2016 $ 814 (1) $ 4 $ (85 ) $ (138 ) $ 595 Net Unrealized Securities Gains Net Unrealized Derivatives Gains Defined Benefit Plans Foreign Currency Translation Total (in millions) Balance, July 1, 2015 $ 619 $ — $ (71 ) $ (48 ) $ 500 OCI before reclassifications (25 ) — — (5 ) (30 ) Amounts reclassified from AOCI 6 1 — (16 ) (9 ) OCI attributable to Ameriprise Financial (19 ) 1 — (21 ) (39 ) Balance, September 30, 2015 $ 600 (1) $ 1 $ (71 ) $ (69 ) $ 461 Balance, January 1, 2015 $ 786 $ — $ (71 ) $ (53 ) $ 662 OCI before reclassifications (182 ) — — — (182 ) Amounts reclassified from AOCI (4 ) 1 — (16 ) (19 ) OCI attributable to Ameriprise Financial (186 ) 1 — (16 ) (201 ) Balance, September 30, 2015 $ 600 (1) $ 1 $ (71 ) $ (69 ) $ 461 (1) Includes $5 million and $6 million of noncredit related impairments on securities and net unrealized securities gains on previously impaired securities at September 30, 2016 and September 30, 2015 , respectively. For the nine months ended September 30, 2016 and 2015 , the Company repurchased a total of 13.7 million shares and 9.8 million shares, respectively, of its common stock for an aggregate cost of $1.3 billion and $1.2 billion , respectively. In April 2014, the Company's Board of Directors authorized an expenditure of up to $2.5 billion for the repurchase of shares of the Company’s common stock through April 28, 2016, which was exhausted in the three months ended March 31, 2016 . In December 2015, the Company’s Board of Directors authorized additional expenditures of up to $2.5 billion of the Company’s common stock through December 31, 2017. As of September 30, 2016 , the Company had $1.3 billion remaining under its share repurchase authorization. The Company may also reacquire shares of its common stock under its share-based compensation plans related to restricted stock awards and certain option exercises. The holders of restricted shares may elect to surrender a portion of their shares on the vesting date to cover their income tax obligation. These vested restricted shares are reacquired by the Company and the Company’s payment of the holders’ income tax obligations are recorded as a treasury share purchase. For the nine months ended September 30, 2016 and 2015 , the Company reacquired 0.3 million shares and 0.4 million shares, respectively, of its common stock through the surrender of shares upon vesting and paid in the aggregate $29 million and $48 million , respectively, related to the holders’ income tax obligations on the vesting date. Option holders may elect to net settle their vested awards resulting in the surrender of the number of shares required to cover the strike price and tax obligation of the options exercised. These shares are reacquired by the Company and recorded as treasury shares. For the nine months ended September 30, 2016 and 2015 , the Company reacquired 0.3 million shares and 0.7 million shares, respectively, of its common stock through the net settlement of options for an aggregate value of $31 million and $89 million , respectively. During the nine months ended September 30, 2016 and 2015 , the Company reissued 0.9 million and 1.0 million treasury shares, respectively, for restricted stock award grants, performance share units and issuance of shares vested under advisor deferred compensation plans.

Income Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2016
Income Tax Disclosure [Abstract]
Income Taxes [Text Block]	Income Taxes The Company’s effective tax rate was 9.7% and 24.1% for the three months ended September 30, 2016 and 2015 , respectively. The Company’s effective tax rate was 18.6% and 23.0% for the nine months ended September 30, 2016 and 2015 , respectively. The Company’s effective tax rates for the three months and nine months ended September 30, 2016 are lower than the statutory rate as a result of tax preferred items including the dividends received deduction, low income housing tax credits, and lower taxes on net income from foreign subsidiaries. The decrease in the effective tax rate for the three months and nine months ended September 30, 2016 compared to the prior year periods is primarily due to lower pretax income. Included in the Company’s deferred income tax assets are tax benefits related to state net operating losses of $14 million , net of federal benefit, which will expire beginning December 31, 2016. The Company is required to establish a valuation allowance for any portion of the deferred tax assets that management believes will not be realized. Included in deferred tax assets is a significant deferred tax asset relating to capital losses that have been recognized for financial statement purposes but not yet for tax return purposes. Under current U.S. federal income tax law, capital losses generally must be used against capital gain income within five years of the year in which the capital losses are recognized for tax purposes. Significant judgment is required in determining if a valuation allowance should be established, and the amount of such allowance if required. Factors used in making this determination include estimates relating to the performance of the business. Consideration is given to, among other things in making this determination, (i) future taxable income exclusive of reversing temporary differences and carryforwards, (ii) future reversals of existing taxable temporary differences, (iii) taxable income in prior carryback years, and (iv) tax planning strategies. Based on analysis of the Company’s tax position, management believes it is more likely than not that the Company will not realize certain state deferred tax assets and state net operating losses and therefore a valuation allowance has been established. The valuation allowance was $11 million at both September 30, 2016 and December 31, 2015 . As of September 30, 2016 and December 31, 2015 , the Company had $115 million and $161 million , respectively, of gross unrecognized tax benefits. If recognized, approximately $47 million and $57 million , net of federal tax benefits, of unrecognized tax benefits at September 30, 2016 and December 31, 2015 , respectively, would affect the effective tax rate. It is reasonably possible that the total amounts of unrecognized tax benefits will change in the next 12 months. The Company estimates that the total amount of gross unrecognized tax benefits may decrease by $65 million to $75 million in the next 12 months primarily due to resolution of IRS examinations. The Company recognizes interest and penalties related to unrecognized tax benefits as a component of the income tax provision. The Company recognized nil and a net decrease of $44 million in interest and penalties for the three months and nine months ended September 30, 2016 , respectively. The Company recognized a net increase of $1 million and $3 million in interest and penalties for the three months and nine months ended September 30, 2015 , respectively. At September 30, 2016 and December 31, 2015 , the Company had a payable of $7 million and $51 million , respectively, related to accrued interest and penalties. The Company or one or more of its subsidiaries files income tax returns in the U.S. federal jurisdiction, and various state and foreign jurisdictions. The IRS has completed its examinations of the 1997 through 2011 tax returns and these years are effectively settled; however, the statutes of limitation, except for 2007, remain open for certain carryover adjustments. The IRS is currently auditing the Company’s U.S. income tax returns for 2012 and 2013. The Company’s state income tax returns are currently under examination by various jurisdictions for years ranging from 2005 through 2014. State income tax examinations prior to 2005 are effectively settled; however, the statutes of limitation are open in certain jurisdictions back to 1997 due to potential carryover adjustments related to the IRS audit.

Guarantees and Contingencies

Guarantees and Contingencies	9 Months Ended
	Sep. 30, 2016
Commitments and Contingencies Disclosure [Abstract]
Guarantees and contingencies [Text Block]	Guarantees and Contingencies Guarantees The Company is required by law to be a member of the guaranty fund association in every state where it is licensed to do business. In the event of insolvency of one or more unaffiliated insurance companies, the Company could be adversely affected by the requirement to pay assessments to the guaranty fund associations. The Company projects its cost of future guaranty fund assessments based on estimates of insurance company insolvencies provided by the National Organization of Life and Health Insurance Guaranty Associations (“NOLHGA”) and the amount of its premiums written relative to the industry-wide premium in each state. The Company accrues the estimated cost of future guaranty fund assessments when it is considered probable that an assessment will be imposed, the event obligating the Company to pay the assessment has occurred and the amount of the assessment can be reasonably estimated. The Company has a liability for estimated guaranty fund assessments and a related premium tax asset. At both September 30, 2016 and December 31, 2015 , the estimated liability was $13 million and the related premium tax asset was $12 million . The expected period over which guaranty fund assessments will be made and the related tax credits recovered is not known. Contingencies The Company and its subsidiaries are involved in the normal course of business in legal, regulatory and arbitration proceedings, including class actions, concerning matters arising in connection with the conduct of its activities as a diversified financial services firm. These include proceedings specific to the Company as well as proceedings generally applicable to business practices in the industries in which it operates. The Company can also be subject to litigation arising out of its general business activities, such as its investments, contracts, leases and employment relationships. Uncertain economic conditions, heightened and sustained volatility in the financial markets and significant financial reform legislation may increase the likelihood that clients and other persons or regulators may present or threaten legal claims or that regulators increase the scope or frequency of examinations of the Company or the financial services industry generally. As with other financial services firms, the level of regulatory activity and inquiry concerning the Company’s businesses remains elevated. From time to time, the Company receives requests for information from, and/or has been subject to examination or claims by, the SEC, FINRA, the OCC, the UK Financial Conduct Authority, state insurance and securities regulators, state attorneys general and various other domestic or foreign governmental and quasi-governmental authorities on behalf of themselves or clients concerning the Company’s business activities and practices, and the practices of the Company’s financial advisors. The Company has numerous pending matters which include information requests, exams or inquiries that the Company has received during recent periods regarding certain matters, including: sales and distribution of mutual funds, exchange traded funds, annuities, equity and fixed income securities, real estate investment trusts, insurance products, and financial advice offerings; supervision of the Company’s financial advisors; administration of insurance and annuity claims; security of client information; trading activity; performance advertising and product disclosures; and transaction monitoring systems and controls. The Company is also responding to regulatory audits, market conduct examinations and other state inquiries relating to an industry-wide investigation of unclaimed property and escheatment practices and procedures. The number of reviews and investigations has increased in recent years with regard to many firms in the financial services industry, including Ameriprise Financial. The Company has cooperated and will continue to cooperate with the applicable regulators. These legal and regulatory proceedings and disputes are subject to uncertainties and, as such, it is inherently difficult to determine whether any loss is probable or even reasonably possible, or to reasonably estimate the amount of any loss. The Company cannot predict with certainty if, how or when any such proceedings will be initiated or resolved or what the eventual settlement, fine, penalty or other relief, if any, may be, particularly for proceedings that are in their early stages of development or where plaintiffs seek indeterminate damages. Numerous issues may need to be resolved, including through potentially lengthy discovery and determination of important factual matters, and by addressing unsettled legal questions relevant to the proceedings in question, before a loss or range of loss can be reasonably estimated for any proceeding. An adverse outcome in one or more proceeding could eventually result in adverse judgments, settlements, fines, penalties or other sanctions, in addition to further claims, examinations or adverse publicity that could have a material adverse effect on the Company’s consolidated financial condition, results of operations or liquidity. In accordance with applicable accounting standards, the Company establishes an accrued liability for contingent litigation and regulatory matters when those matters present loss contingencies that are both probable and can be reasonably estimated. In such cases, there still may be an exposure to loss in excess of any amounts reasonably estimated and accrued. When a loss contingency is not both probable and estimable, the Company does not establish an accrued liability, but continues to monitor, in conjunction with any outside counsel handling a matter, further developments that would make such loss contingency both probable and reasonably estimable. Once the Company establishes an accrued liability with respect to a loss contingency, the Company continues to monitor the matter for further developments that could affect the amount of the accrued liability that has been previously established, and any appropriate adjustments are made each quarter. Certain legal and regulatory proceedings are described below. In November 2014, a lawsuit was filed against the Company’s London-based asset management affiliate in England’s High Court of Justice Commercial Court, entitled Otkritie Capital International Ltd and JSC Otkritie Holding v. Threadneedle Asset Management Ltd. and Threadneedle Management Services Ltd. (“Threadneedle Defendants”). Claimants allege that the Threadneedle Defendants should be held liable for the wrongful acts of one of its former employees, who in February 2014 was held jointly and severally liable with several other parties for conspiracy and dishonest assistance in connection with a fraud perpetrated against Claimants in 2011. Claimants allege they were harmed by that fraud in the amount of $120 million . The Threadneedle Defendants applied to the Court for an Order dismissing the proceedings as an abuse of process of the Court. This application was declined in August 2015. The Threadneedle Defendants applied to the Court of Appeal for leave to appeal, which application was granted in November 2015. A hearing on the appeal is expected in January 2017 and the case is stayed pending the outcome of the appeal. The Company cannot reasonably estimate the range of loss, if any, that may result from this matter due to the early procedural status of the case, the number of parties involved, and the failure to allege any specific, evidence based damages.

Earnings per Share Attributable

Earnings per Share Attributable to Ameriprise Financial, Inc. Common Shareholders	9 Months Ended
	Sep. 30, 2016
Earnings Per Share [Abstract]
Earnings per share attributable to Ameriprise Financial, Inc. common shareholders [Text Block]	Earnings per Share Attributable to Ameriprise Financial, Inc. Common Shareholders The computations of basic and diluted earnings per share attributable to Ameriprise Financial, Inc. common shareholders are as follows: Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions, except per share amounts) Numerator: Net income attributable to Ameriprise Financial $ 215 $ 397 $ 914 $ 1,205 Denominator: Basic: Weighted-average common shares outstanding 164.0 180.4 168.3 183.5 Effect of potentially dilutive nonqualified stock options and other share-based awards 1.8 2.3 1.8 2.5 Diluted: Weighted-average common shares outstanding 165.8 182.7 170.1 186.0 Earnings per share attributable to Ameriprise Financial, Inc. common shareholders: Basic $ 1.31 $ 2.20 $ 5.43 $ 6.57 Diluted $ 1.30 $ 2.17 $ 5.37 $ 6.48 The calculation of diluted earnings per share excludes the incremental effect of 2.9 million and 1.7 million options as of September 30, 2016 and 2015 , respectively, due to their anti-dilutive effect.

Segment Information

Segment Information	9 Months Ended
	Sep. 30, 2016
Segment Reporting [Abstract]
Segment Information[Text Block]	The Company’s reporting segments are Advice & Wealth Management, Asset Management, Annuities, Protection and Corporate & Other. The accounting policies of the segments are the same as those of the Company, except for operating adjustments defined below, the method of capital allocation, the accounting for gains (losses) from intercompany revenues and expenses and not providing for income taxes on a segment basis. Management uses segment operating measures in goal setting, as a basis for determining employee compensation and in evaluating performance on a basis comparable to that used by some securities analysts and investors. Consistent with GAAP accounting guidance for segment reporting, operating earnings is the Company’s measure of segment performance. Operating earnings should not be viewed as a substitute for GAAP pretax income. The Company believes the presentation of segment operating earnings, as the Company measures it for management purposes, enhances the understanding of its business by reflecting the underlying performance of its core operations and facilitating a more meaningful trend analysis. Operating earnings is defined as operating net revenues less operating expenses. Operating net revenues and operating expenses exclude the market impact on IUL benefits (net of hedges and the related DAC amortization, unearned revenue amortization, and the reinsurance accrual), integration and restructuring charges and the impact of consolidating investment entities. Operating net revenues also exclude net realized investment gains or losses (net of unearned revenue amortization and the reinsurance accrual) and the market impact of hedges to offset interest rate changes on unrealized gains or losses for certain investments. Operating expenses also exclude the market impact on variable annuity guaranteed benefits (net of hedges and the related DSIC and DAC amortization) and the DSIC and DAC amortization offset to net realized investment gains or losses. The market impact on variable annuity guaranteed benefits and IUL benefits includes changes in embedded derivative values caused by changes in financial market conditions, net of changes in economic hedge values and unhedged items including the difference between assumed and actual underlying separate account investment performance, fixed income credit exposures, transaction costs and certain policyholder contract elections, net of related impacts on DAC and DSIC amortization. The market impact also includes certain valuation adjustments made in accordance with FASB Accounting Standards Codification 820, Fair Value Measurements and Disclosures, including the impact on embedded derivative values of discounting projected benefits to reflect a current estimate of the Company’s life insurance subsidiary’s nonperformance spread. The following tables summarize selected financial information by segment and reconcile segment totals to those reported on the consolidated financial statements: September 30, December 31, (in millions) Advice & Wealth Management $ 11,996 $ 11,338 Asset Management 7,436 7,931 Annuities 97,006 94,002 Protection 22,212 20,755 Corporate & Other 4,973 11,293 Total assets $ 143,623 $ 145,319 Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Operating net revenues: Advice & Wealth Management $ 1,272 $ 1,245 $ 3,720 $ 3,747 Asset Management 740 782 2,203 2,421 Annuities 631 632 1,846 1,914 Protection 679 586 1,891 1,776 Corporate & Other (15 ) (4 ) (20 ) (12 ) Eliminations (1)(2) (353 ) (366 ) (1,042 ) (1,090 ) Total segment operating revenues 2,954 2,875 8,598 8,756 Net realized gains (losses) 6 (10 ) (5 ) 5 Revenues attributable to CIEs 27 43 77 333 Market impact on IUL benefits, net 6 9 18 5 Market impact of hedges on investments 5 (31 ) (54 ) (32 ) Total net revenues per consolidated statements of operations (3)(4) $ 2,998 $ 2,886 $ 8,634 $ 9,067 (1) Represents the elimination of intersegment revenues recognized for the three months ended September 30, 2016 and 2015 in each segment as follows: Advice & Wealth Management ( $244 and $259 , respectively); Asset Management ( $12 and $11 , respectively); Annuities ( $85 and $85 , respectively); Protection ( $12 and $10 , respectively); and Corporate & Other ( nil and $1 , respectively). (2) Represents the elimination of intersegment revenues recognized for the nine months ended September 30, 2016 and 2015 in each segment as follows: Advice & Wealth Management ( $727 and $770 , respectively); Asset Management ( $33 and $33 , respectively); Annuities ( $247 and $255 , respectively); Protection ( $34 and $31 , respectively); and Corporate & Other ( $1 and $1 , respectively). (3) Includes foreign net revenues of $162 million and $230 million for the three months ended September 30, 2016 and 2015 , respectively. (4) Includes foreign net revenues of $500 million and $756 million for the nine months ended September 30, 2016 and 2015 , respectively. Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Operating earnings: Advice & Wealth Management $ 231 $ 219 $ 657 $ 649 Asset Management 155 180 452 568 Annuities (68 ) 176 202 498 Protection 11 25 117 148 Corporate & Other (72 ) (42 ) (198 ) (161 ) Total segment operating earnings 257 558 1,230 1,702 Net realized gains (losses) 6 (10 ) (5 ) 5 Net income (loss) attributable to CIEs — (45 ) (1 ) 102 Market impact on variable annuity guaranteed benefits, net (37 ) (5 ) (78 ) (75 ) Market impact on IUL benefits, net 7 (1 ) 31 (2 ) Market impact of hedges on investments 5 (31 ) (54 ) (32 ) Integration and restructuring charges — (3 ) — (4 ) Pretax income per consolidated statements of operations $ 238 $ 463 $ 1,123 $ 1,696

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2016
Variable interest entities [Abstract]
Schedule of assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis [Table Text Block]	The following tables present the balances of assets and liabilities of Ameriprise Financial measured at fair value on a recurring basis: September 30, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 30 $ 2,661 $ — $ 2,691 Available-for-Sale securities: Corporate debt securities — 15,210 1,342 16,552 Residential mortgage backed securities — 6,577 285 6,862 Commercial mortgage backed securities — 3,056 33 3,089 Asset backed securities — 1,339 165 1,504 State and municipal obligations — 2,488 — 2,488 U.S. government and agencies obligations 9 1 — 10 Foreign government bonds and obligations — 275 — 275 Common stocks 4 10 — 14 Common stocks measured at NAV 5 (1) Total Available-for-Sale securities 13 28,956 1,825 30,799 Trading securities 5 28 — 33 Separate account assets measured at NAV 81,511 (1) Investments segregated for regulatory purposes 201 — — 201 Other assets: Interest rate derivative contracts 2 3,645 — 3,647 Equity derivative contracts 58 1,394 — 1,452 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts 5 70 — 75 Other derivative contracts — 3 — 3 Total other assets 65 5,113 — 5,178 Total assets at fair value $ 314 $ 36,758 $ 1,825 $ 120,413 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 438 438 GMWB and GMAB embedded derivatives — — 1,756 1,756 (2) Total policyholder account balances, future policy benefits and claims — 5 2,194 2,199 (3) Customer deposits — 8 — 8 Other liabilities: Interest rate derivative contracts — 1,663 — 1,663 Equity derivative contracts 2 1,874 — 1,876 Foreign exchange derivative contracts 1 34 — 35 Other derivative contracts 1 103 — 104 Other 9 8 13 30 Total other liabilities 13 3,682 13 3,708 Total liabilities at fair value $ 13 $ 3,695 $ 2,207 $ 5,915 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $1.8 billion of individual contracts in a liability position and $73 million of individual contracts in an asset position. (3) The Company’s adjustment for nonperformance risk resulted in a $764 million cumulative decrease to the embedded derivatives. December 31, 2015 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 80 $ 1,918 $ — $ 1,998 Available-for-Sale securities: Corporate debt securities — 14,923 1,425 16,348 Residential mortgage backed securities — 5,755 218 5,973 Commercial mortgage backed securities — 2,453 3 2,456 Asset backed securities — 1,134 162 1,296 State and municipal obligations — 2,290 — 2,290 U.S. government and agencies obligations 33 35 — 68 Foreign government bonds and obligations — 224 — 224 Common stocks 5 8 — 13 Common stocks measured at NAV 5 (1) Total Available-for-Sale securities 38 26,822 1,808 28,673 Trading securities 6 18 — 24 Separate account assets measured at NAV 80,349 (1) Investments segregated for regulatory purposes 401 — — 401 Other assets: Interest rate derivative contracts — 1,940 — 1,940 Equity derivative contracts 92 1,495 — 1,587 Credit derivative contracts — 2 — 2 Foreign exchange derivative contracts 2 54 — 56 Other derivative contracts — 2 — 2 Total other assets at fair value and NAV 94 3,493 — 3,587 Total assets $ 619 $ 32,251 $ 1,808 $ 115,032 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 364 364 GMWB and GMAB embedded derivatives — — 851 851 (2) Total policyholder account balances, future policy benefits and claims — 5 1,215 1,220 (3) Customer deposits — 4 — 4 Other liabilities: Interest rate derivative contracts — 969 — 969 Equity derivative contracts 47 1,946 — 1,993 Foreign exchange derivative contracts 2 16 — 18 Other derivative contracts — 96 — 96 Other 1 12 — 13 Total other liabilities 50 3,039 — 3,089 Total liabilities at fair value $ 50 $ 3,048 $ 1,215 $ 4,313 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position. (3) The Company’s adjustment for nonperformance risk resulted in a $398 million cumulative decrease to the embedded derivatives.
Schedule of debt of the consolidated investment entities and the stated interest rates [Table Text Block]	The balances and the stated interest rates of outstanding debt of Ameriprise Financial were as follows: Outstanding Balance Stated Interest Rate September 30, December 31, September 30, December 31, (in millions) Long-term debt: Senior notes due 2019 $ 300 $ 300 7.3 % 7.3 % Senior notes due 2020 750 750 5.3 5.3 Senior notes due 2023 750 750 4.0 4.0 Senior notes due 2024 550 550 3.7 3.7 Senior notes due 2026 500 — 2.9 — Junior subordinated notes due 2066 — 245 — 7.5 Capitalized lease obligations 52 60 Other (1) 32 37 Total long-term debt 2,934 2,692 Short-term borrowings: Federal Home Loan Bank (“FHLB”) advances 150 150 0.6 0.5 Repurchase agreements 50 50 0.7 0.5 Total short-term borrowings 200 200 Total $ 3,134 $ 2,892 (1) Amounts include adjustments for fair value hedges on the Company’s long-term debt and unamortized discount and debt issuance costs. See Note 12 for information on the Company’s fair value hedges.
Consolidated investment entities [Member]
Variable interest entities [Abstract]
Schedule of assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis [Table Text Block]	The following tables present the balances of assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis: September 30, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 59 $ — $ 59 Common stocks 1 17 3 21 Other investments 5 3 — 8 Syndicated loans — 2,289 196 2,485 Total investments 6 2,368 199 2,573 Receivables — 14 — 14 Other assets — — 1 1 Total assets at fair value $ 6 $ 2,382 $ 200 $ 2,588 Liabilities Debt (1) $ — $ 2,710 $ — $ 2,710 Other liabilities — 112 — 112 Total liabilities at fair value $ — $ 2,822 $ — $ 2,822 (1) As the Company elected the measurement alternative effective January 1, 2016 , the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and below for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016 . December 31, 2015 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 154 $ — $ 154 Common stocks 74 46 3 123 Other investments 4 22 — 26 Syndicated loans — 5,738 529 6,267 Total investments 78 5,960 532 6,570 Receivables — 70 — 70 Other assets — — 2,065 2,065 Total assets at fair value $ 78 $ 6,030 $ 2,597 $ 8,705 Liabilities Debt $ — $ — $ 6,630 $ 6,630 Other liabilities — 221 — 221 Total liabilities at fair value $ — $ 221 $ 6,630 $ 6,851
Schedule of changes in Level 3 assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis [Table Text Block]	The following tables provide a summary of changes in Level 3 assets and liabilities held by consolidated investment entities measured at fair value on a recurring basis: Common Stocks Syndicated Loans Other Assets (in millions) Balance, July 1, 2016 $ 1 $ 243 $ 1 Total gains included in: Net income — 2 (1) — Purchases 1 50 — Sales — (10 ) — Settlements — (26 ) — Transfers into Level 3 1 57 — Transfers out of Level 3 — (120 ) — Balance, September 30, 2016 $ 3 $ 196 $ 1 Changes in unrealized gains included in income relating to assets held at September 30, 2016 $ — $ 2 (1) $ — (1) Included in net investment income in the Consolidated Statements of Operations. Common Stocks Syndicated Loans Other Assets Debt (in millions) Balance, July 1, 2015 $ 11 $ 457 $ 1,979 $ (6,487 ) Total gains (losses) included in: Net income — (8 ) (1) 24 (2) 67 (1) Other comprehensive loss — — (61 ) — Purchases — 101 193 — Sales — (5 ) (6 ) — Issues — — — (699 ) Settlements — (32 ) — 143 Transfers into Level 3 — 136 — — Transfers out of Level 3 (5 ) (195 ) — — Balance, September 30, 2015 $ 6 $ 454 $ 2,129 $ (6,976 ) Changes in unrealized gains (losses) included in income relating to assets and liabilities held at September 30, 2015 $ — $ (9 ) (1) $ 26 (2) $ 67 (1) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in other revenues in the Consolidated Statements of Operations. Common Stocks Syndicated Loans Other Assets Debt (in millions) Balance at January 1, 2016, previously reported $ 3 $ 529 $ 2,065 $ (6,630 ) Cumulative effect of change in accounting policies (3) (2 ) (304 ) (2,065 ) 6,630 Balance at January 1, 2016, as adjusted 1 225 — — Total gains included in: Net income — 1 (1) 1 (2) — Purchases 1 100 — — Sales — (11 ) — — Settlements — (51 ) — — Transfers into Level 3 3 286 — — Transfers out of Level 3 (2 ) (354 ) — — Balance, September 30, 2016 $ 3 $ 196 $ 1 $ — Changes in unrealized gains included in income relating to assets and liabilities held at September 30, 2016 $ — $ 1 (1) $ — $ — (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in other revenues in the Consolidated Statements of Operations. (3) The cumulative effect of change in accounting policies includes the adoption impact of ASU 2015-02 and ASU 2014-13 - Consolidation: Measuring the Financial Assets and the Financial Liabilities of a Consolidated Collateralized Financing Entity (“ASU 2014-13”). Common Stocks Syndicated Loans Other Assets Debt (in millions) Balance at January 1, 2015 $ 7 $ 484 $ 1,935 $ (6,030 ) Total gains (losses) included in: Net income (1 ) (1) (8 ) (1) 122 (2) 96 (1) Other comprehensive loss — — (54 ) — Purchases — 257 539 — Sales — (23 ) (413 ) — Issues — — — (1,268 ) Settlements — (105 ) — 226 Transfers into Level 3 5 523 — — Transfers out of Level 3 (5 ) (674 ) — — Balance, September 30, 2015 $ 6 $ 454 $ 2,129 $ (6,976 ) Changes in unrealized gains (losses) included in income relating to assets and liabilities held at September 30, 2015 $ — $ (11 ) (1) $ 26 (2) $ 96 (1) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in other revenues in the Consolidated Statements of Operations.
Significant unobservable inputs used in the fair value measurements of assets and liabilities held by consolidated investment entities [Table Text Block]	The following table provides a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities held by consolidated investment entities at December 31, 2015 : Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Other assets (property funds) $ 2,060 Discounted cash flow / market comparables Equivalent yield 2.6 % – 11.5% 5.8 % Expected rental value (per square foot) $3 – $159 $51 CLO debt $ 6,630 Discounted cash flow Annual default rate 2.5% Discount rate 2.0 % – 11.8% 3.4 % Constant prepayment rate 5.0 % – 10.0% 9.9 % Loss recovery 36.4 % – 63.6% 62.9 %
Schedule of fair value and unpaid principal balance of assets and liabilities carried at fair value under the fair value option [Table Text Block]	The following table presents the fair value and unpaid principal balance of loans and debt for which the fair value option has been elected: September 30, December 31, 2015 (in millions) Syndicated loans Unpaid principal balance $ 2,607 $ 6,635 Excess unpaid principal over fair value (122 ) (368 ) Fair value $ 2,485 $ 6,267 Fair value of loans more than 90 days past due $ 32 $ 24 Fair value of loans in nonaccrual status 32 24 Difference between fair value and unpaid principal of loans more than 90 days past due, loans in nonaccrual status or both 57 72 Debt Unpaid principal balance $ 2,841 $ 7,063 Excess unpaid principal over carrying value (131 ) (433 ) Carrying value $ 2,710 (1) $ 6,630 (1) As the Company elected the measurement alternative effective January 1, 2016 , the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and above for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016 .
Schedule of debt of the consolidated investment entities and the stated interest rates [Table Text Block]	Debt of the consolidated investment entities and the stated interest rates were as follows: Carrying Value Weighted Average Interest Rate September 30, December 31, September 30, December 31, (in millions) Debt of consolidated CLOs due 2019-2026 $ 2,710 $ 6,630 2.2 % 1.6 % Floating rate revolving credit borrowings due 2017-2020 — (1) 901 — 2.8 Total $ 2,710 $ 7,531 (1) The property funds were deconsolidated effective January 1, 2016 upon adoption of ASU 2015-02.

Investments (Tables)

Investments (Tables)	9 Months Ended
	Sep. 30, 2016
Investments, Debt and Equity Securities [Abstract]
Summary of investments [Table Text Block]	The following is a summary of Ameriprise Financial investments: September 30, December 31, (in millions) Available-for-Sale securities, at fair value $ 30,799 $ 28,673 Mortgage loans, net 2,974 3,359 Policy and certificate loans 835 824 Other investments 1,267 1,288 Total $ 35,875 $ 34,144
Summary of net investment income [Table Text Block]	The following is a summary of net investment income: Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Investment income on fixed maturities $ 342 $ 346 $ 1,028 $ 1,055 Net realized gains (losses) 6 (10 ) (5 ) 5 Affordable housing partnerships (17 ) (7 ) (35 ) (25 ) Other 25 (10 ) 13 32 Consolidated investment entities 31 2 89 161 Total $ 387 $ 321 $ 1,090 $ 1,228
Available-for-Sale Securities Disclosure [Table Text Block]	Available-for-Sale securities distributed by type were as follows: September 30, 2016 Description of Securities Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 15,092 $ 1,499 $ (39 ) $ 16,552 $ 3 Residential mortgage backed securities 6,759 145 (42 ) 6,862 (5 ) Commercial mortgage backed securities 2,960 130 (1 ) 3,089 — Asset backed securities 1,471 42 (9 ) 1,504 5 State and municipal obligations 2,191 310 (13 ) 2,488 — U.S. government and agencies obligations 9 1 — 10 — Foreign government bonds and obligations 251 28 (4 ) 275 — Common stocks 8 11 — 19 5 Total $ 28,741 $ 2,166 $ (108 ) $ 30,799 $ 8 December 31, 2015 Description of Securities Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 15,750 $ 894 $ (296 ) $ 16,348 $ 3 Residential mortgage backed securities 5,933 106 (66 ) 5,973 (12 ) Commercial mortgage backed securities 2,400 70 (14 ) 2,456 — Asset backed securities 1,273 34 (11 ) 1,296 — State and municipal obligations 2,105 213 (28 ) 2,290 — U.S. government and agencies obligations 66 2 — 68 — Foreign government bonds and obligations 218 17 (11 ) 224 — Common stocks 7 11 — 18 5 Total $ 27,752 $ 1,347 $ (426 ) $ 28,673 $ (4 ) (1) Represents the amount of other-than-temporary impairment (“OTTI”) losses in accumulated other comprehensive income (“AOCI”). Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period.
Investments with fixed maturities disclosure [Table Text Block]	A summary of fixed maturity securities by rating was as follows: September 30, 2016 December 31, 2015 Ratings Amortized Cost Fair Value Percent of Total Fair Value Amortized Cost Fair Value Percent of Total Fair Value (in millions, except percentages) AAA $ 8,669 $ 8,929 29 % $ 7,147 $ 7,289 25 % AA 1,764 2,032 7 1,732 1,930 7 A 5,124 5,725 19 5,131 5,507 19 BBB 11,551 12,466 40 12,052 12,353 43 Below investment grade 1,625 1,628 5 1,683 1,576 6 Total fixed maturities $ 28,733 $ 30,780 100 % $ 27,745 $ 28,655 100 %
Available-for-Sale securities continuous unrealized loss disclosure [Table Text Block]	The following tables provide information about Available-for-Sale securities with gross unrealized losses and the length of time that individual securities have been in a continuous unrealized loss position: Description of Securities September 30, 2016 Less than 12 months 12 months or more Total Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses (in millions, except number of securities) Corporate debt securities 45 $ 429 $ (3 ) 41 $ 405 $ (36 ) 86 $ 834 $ (39 ) Residential mortgage backed securities 90 1,412 (7 ) 181 1,382 (35 ) 271 2,794 (42 ) Commercial mortgage backed securities 21 264 (1 ) 3 26 — 24 290 (1 ) Asset backed securities 34 295 (6 ) 21 262 (3 ) 55 557 (9 ) State and municipal obligations 18 34 — 3 118 (13 ) 21 152 (13 ) Foreign government bonds and obligations 1 1 — 14 24 (4 ) 15 25 (4 ) Total 209 $ 2,435 $ (17 ) 263 $ 2,217 $ (91 ) 472 $ 4,652 $ (108 ) Description of Securities December 31, 2015 Less than 12 months 12 months or more Total Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses (in millions, except number of securities) Corporate debt securities 347 $ 5,150 $ (220 ) 48 $ 454 $ (76 ) 395 $ 5,604 $ (296 ) Residential mortgage backed securities 123 1,869 (16 ) 164 1,350 (50 ) 287 3,219 (66 ) Commercial mortgage backed securities 58 695 (13 ) 4 49 (1 ) 62 744 (14 ) Asset backed securities 50 455 (7 ) 14 254 (4 ) 64 709 (11 ) State and municipal obligations 31 100 (1 ) 5 110 (27 ) 36 210 (28 ) Foreign government bonds and obligations 9 39 (2 ) 15 27 (9 ) 24 66 (11 ) Total 618 $ 8,308 $ (259 ) 250 $ 2,244 $ (167 ) 868 $ 10,552 $ (426 )
Credit losses on available-for-sale securities disclosure [Table Text Block]	The following table presents a rollforward of the cumulative amounts recognized in the Consolidated Statements of Operations for other-than-temporary impairments related to credit losses on Available-for-Sale securities for which a portion of the securities’ total other-than-temporary impairments was recognized in other comprehensive income (loss) (“OCI”): Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Beginning balance $ 81 $ 85 $ 85 $ 98 Credit losses for which an other-than-temporary impairment was not previously recognized — — 1 — Credit losses for which an other-than-temporary impairment was previously recognized — — — 1 Reductions for securities sold during the period (realized) — — (5 ) (14 ) Ending balance $ 81 $ 85 $ 81 $ 85
Available-for-Sale securities recognized in earnings disclosure [Table Text Block]	Net realized gains and losses on Available-for-Sale securities, determined using the specific identification method, recognized in earnings were as follows: Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Gross realized gains $ 10 $ 1 $ 24 $ 24 Gross realized losses (3 ) (4 ) (12 ) (10 ) Other-than-temporary impairments — (7 ) (1 ) (8 ) Total $ 7 $ (10 ) $ 11 $ 6
Available-for-Sale securities contractual maturity disclosure [Table Text Block]	Available-for-Sale securities by contractual maturity at September 30, 2016 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 877 $ 890 Due after one year through five years 7,423 7,886 Due after five years through 10 years 4,767 5,059 Due after 10 years 4,476 5,490 17,543 19,325 Residential mortgage backed securities 6,759 6,862 Commercial mortgage backed securities 2,960 3,089 Asset backed securities 1,471 1,504 Common stocks 8 19 Total $ 28,741 $ 30,799

Financing Receivables (Tables)

Financing Receivables (Tables)	9 Months Ended
	Sep. 30, 2016
Receivables [Abstract]
Rollforward of the Allowance for Loan Losses [Table Text Block]	The following table presents a rollforward of the allowance for loan losses for the nine months ended and the ending balance of the allowance for loan losses by impairment method: September 30, 2016 2015 (in millions) Beginning balance $ 32 $ 35 Charge-offs (1 ) (3 ) Provisions (1 ) 1 Ending balance $ 30 $ 33 Individually evaluated for impairment $ 2 $ 6 Collectively evaluated for impairment 28 27
Schedule of Recorded Investment in Financing Receivables by Impairment Method [Table Text Block]	The recorded investment in financing receivables by impairment method was as follows: September 30, December 31, (in millions) Individually evaluated for impairment $ 18 $ 34 Collectively evaluated for impairment 3,480 3,910 Total $ 3,498 $ 3,944
Schedule of Commercial Mortgage Loans by Geographic Region [Table Text Block]	Concentrations of credit risk of commercial mortgage loans by U.S. region were as follows: Loans Percentage September 30, December 31, September 30, December 31, (in millions) East North Central $ 202 $ 211 7 % 8 % East South Central 76 74 3 3 Middle Atlantic 199 210 7 8 Mountain 260 248 10 9 New England 100 123 4 4 Pacific 721 741 27 27 South Atlantic 770 782 29 28 West North Central 226 229 8 8 West South Central 128 137 5 5 2,682 2,755 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,661 $ 2,734
Schedule of Commercial Mortgage Loans by Property Type [Table Text Block]	Concentrations of credit risk of commercial mortgage loans by property type were as follows: Loans Percentage September 30, December 31, September 30, December 31, (in millions) Apartments $ 492 $ 504 18 % 18 % Hotel 43 35 1 1 Industrial 447 459 17 17 Mixed use 37 35 1 1 Office 496 541 19 20 Retail 961 984 36 36 Other 206 197 8 7 2,682 2,755 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,661 $ 2,734

Deferred Acquisition Costs an28

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Tables)	9 Months Ended
	Sep. 30, 2016
Deferred Acquisition Costs and Deferred Sales Inducement Costs
Schedule of balances of and changes in DAC [Table Text Block]	The balances of and changes in DAC were as follows: 2016 2015 (in millions) Balance at January 1 $ 2,725 $ 2,608 Capitalization of acquisition costs 274 (1) 264 Amortization, excluding the impact of valuation assumptions review (279 ) (296 ) Amortization, impact of valuation assumptions review (81 ) (6 ) Impact of change in net unrealized securities (gains) losses (105 ) 64 Balance at September 30 $ 2,534 $ 2,634 (1) Includes a $27 million benefit related to the write-off of the deferred reinsurance liability in connection with the loss recognition on LTC business.
Schedule of balances of and changes in DSIC [Table Text Block]	The balances of and changes in DSIC, which is included in other assets, were as follows: 2016 2015 (in millions) Balance at January 1 $ 335 $ 362 Capitalization of sales inducement costs 4 3 Amortization, excluding the impact of valuation assumptions review (32 ) (44 ) Amortization, impact of valuation assumptions review 4 1 Impact of change in net unrealized securities (gains) losses (14 ) 10 Balance at September 30 $ 297 $ 332

Policyholder Account Balances29

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Tables)	9 Months Ended
	Sep. 30, 2016
Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities
Policyholder Account Balances, Future Policy Benefits and Unpaid Claims Disclosure [Table Text Block]	Policyholder account balances, future policy benefits and claims consisted of the following: September 30, December 31, (in millions) Policyholder account balances Fixed annuities $ 10,729 $ 11,239 Variable annuity fixed sub-accounts 5,152 4,912 Variable universal life (“VUL”)/universal life (“UL”) insurance 2,978 2,897 Indexed universal life (“IUL”) insurance 975 808 Other life insurance 766 794 Total policyholder account balances 20,600 20,650 Future policy benefits Variable annuity guaranteed minimum withdrawal benefits (“GMWB”) 2,113 1,057 Variable annuity guaranteed minimum accumulation benefits (“GMAB”) 8 — Other annuity liabilities 143 31 Fixed annuities life contingent liabilities 1,496 1,501 Equity indexed annuities (“EIA”) 26 27 Life, disability income and long term care insurance 5,561 5,112 VUL/UL and other life insurance additional liabilities 598 452 Total future policy benefits 9,945 8,180 Policy claims and other policyholders’ funds 924 869 Total policyholder account balances, future policy benefits and claims $ 31,469 $ 29,699
Schedule of Separate Account Liabilities by Policy Type [Table Text Block]	Separate account liabilities consisted of the following: September 30, December 31, (in millions) Variable annuity $ 70,715 $ 69,333 VUL insurance 6,710 6,637 Other insurance 33 34 Threadneedle investment liabilities 4,053 4,345 Total $ 81,511 $ 80,349

Variable Annuity and Insuranc30

Variable Annuity and Insurance Guarantees (Tables)	9 Months Ended
	Sep. 30, 2016
Insurance [Abstract]
Schedule of Variable Annuity Guarantees [Table Text Block]	The following table provides information related to variable annuity guarantees for which the Company has established additional liabilities: Variable Annuity Guarantees by Benefit Type (1) September 30, 2016 December 31, 2015 Total Contract Value Contract Value in Separate Accounts Net Amount at Risk Weighted Average Attained Age Total Contract Value Contract Value in Separate Accounts Net Amount at Risk Weighted Average Attained Age (in millions, except age) GMDB: Return of premium $ 56,748 $ 54,787 $ 144 65 $ 54,716 $ 52,871 $ 297 65 Five/six-year reset 9,052 6,371 23 66 9,307 6,731 78 65 One-year ratchet 6,614 6,237 80 67 6,747 6,379 266 67 Five-year ratchet 1,587 1,527 5 64 1,613 1,556 20 63 Other 954 932 73 71 887 869 82 71 Total — GMDB $ 74,955 $ 69,854 $ 325 65 $ 73,270 $ 68,406 $ 743 65 GGU death benefit $ 1,063 $ 1,011 $ 111 68 $ 1,056 $ 1,004 $ 113 67 GMIB $ 251 $ 233 $ 12 68 $ 270 $ 251 $ 17 68 GMWB: GMWB $ 2,805 $ 2,796 $ 2 70 $ 3,118 $ 3,109 $ 2 69 GMWB for life 39,652 39,508 356 66 37,301 37,179 330 66 Total — GMWB $ 42,457 $ 42,304 $ 358 66 $ 40,419 $ 40,288 $ 332 66 GMAB $ 3,689 $ 3,681 $ 14 59 $ 4,018 $ 4,006 $ 31 58 (1) Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table.
Schedule of Net Amount of Risk UL Secondary Guarantees [Table Text Block]	The following table provides information related to insurance guarantees for which the Company has established additional liabilities: September 30, 2016 December 31, 2015 Net Amount Weighted Average Attained Age Net Amount Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,339 64 $ 6,601 63
Schedule of Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees [Table Text Block]	Changes in additional liabilities (contra liabilities) for variable annuity and insurance guarantees were as follows: GMDB & GGU GMIB GMWB (1) GMAB (1) UL (in millions) Balance at January 1, 2015 $ 9 $ 7 $ 693 $ (41 ) $ 263 Incurred claims 9 — 580 72 70 Paid claims (3 ) — — — (19 ) Balance at September 30, 2015 $ 15 $ 7 $ 1,273 $ 31 $ 314 Balance at January 1, 2016 $ 14 $ 8 $ 1,057 $ — $ 332 Incurred claims 10 — 1,056 9 99 Paid claims (7 ) — — (1 ) (18 ) Balance at September 30, 2016 $ 17 $ 8 $ 2,113 $ 8 $ 413 (1) The incurred claims for GMWB and GMAB represent the total change in the liabilities (contra liabilities).
Schedule of Separate Account Balances by Asset Type [Table Text Block]	The following table summarizes the distribution of separate account balances by asset type for variable annuity contracts providing guaranteed benefits: September 30, December 31, (in millions) Mutual funds: Equity $ 40,872 $ 39,806 Bond 23,875 23,700 Other 5,426 5,241 Total mutual funds $ 70,173 $ 68,747

Debt (Tables)

Debt (Tables)	9 Months Ended
	Sep. 30, 2016
Debt Disclosure [Abstract]
Schedule of Debt [Table Text Block]	The balances and the stated interest rates of outstanding debt of Ameriprise Financial were as follows: Outstanding Balance Stated Interest Rate September 30, December 31, September 30, December 31, (in millions) Long-term debt: Senior notes due 2019 $ 300 $ 300 7.3 % 7.3 % Senior notes due 2020 750 750 5.3 5.3 Senior notes due 2023 750 750 4.0 4.0 Senior notes due 2024 550 550 3.7 3.7 Senior notes due 2026 500 — 2.9 — Junior subordinated notes due 2066 — 245 — 7.5 Capitalized lease obligations 52 60 Other (1) 32 37 Total long-term debt 2,934 2,692 Short-term borrowings: Federal Home Loan Bank (“FHLB”) advances 150 150 0.6 0.5 Repurchase agreements 50 50 0.7 0.5 Total short-term borrowings 200 200 Total $ 3,134 $ 2,892 (1) Amounts include adjustments for fair value hedges on the Company’s long-term debt and unamortized discount and debt issuance costs. See Note 12 for information on the Company’s fair value hedges.

Fair Values of Assets and Lia32

Fair Values of Assets and Liabilities (Tables)	9 Months Ended
	Sep. 30, 2016
Fair Value Disclosures [Abstract]
Schedule of balances of assets and liabilities measured at fair value on a recurring basis	The following tables present the balances of assets and liabilities of Ameriprise Financial measured at fair value on a recurring basis: September 30, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 30 $ 2,661 $ — $ 2,691 Available-for-Sale securities: Corporate debt securities — 15,210 1,342 16,552 Residential mortgage backed securities — 6,577 285 6,862 Commercial mortgage backed securities — 3,056 33 3,089 Asset backed securities — 1,339 165 1,504 State and municipal obligations — 2,488 — 2,488 U.S. government and agencies obligations 9 1 — 10 Foreign government bonds and obligations — 275 — 275 Common stocks 4 10 — 14 Common stocks measured at NAV 5 (1) Total Available-for-Sale securities 13 28,956 1,825 30,799 Trading securities 5 28 — 33 Separate account assets measured at NAV 81,511 (1) Investments segregated for regulatory purposes 201 — — 201 Other assets: Interest rate derivative contracts 2 3,645 — 3,647 Equity derivative contracts 58 1,394 — 1,452 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts 5 70 — 75 Other derivative contracts — 3 — 3 Total other assets 65 5,113 — 5,178 Total assets at fair value $ 314 $ 36,758 $ 1,825 $ 120,413 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 438 438 GMWB and GMAB embedded derivatives — — 1,756 1,756 (2) Total policyholder account balances, future policy benefits and claims — 5 2,194 2,199 (3) Customer deposits — 8 — 8 Other liabilities: Interest rate derivative contracts — 1,663 — 1,663 Equity derivative contracts 2 1,874 — 1,876 Foreign exchange derivative contracts 1 34 — 35 Other derivative contracts 1 103 — 104 Other 9 8 13 30 Total other liabilities 13 3,682 13 3,708 Total liabilities at fair value $ 13 $ 3,695 $ 2,207 $ 5,915 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $1.8 billion of individual contracts in a liability position and $73 million of individual contracts in an asset position. (3) The Company’s adjustment for nonperformance risk resulted in a $764 million cumulative decrease to the embedded derivatives. December 31, 2015 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 80 $ 1,918 $ — $ 1,998 Available-for-Sale securities: Corporate debt securities — 14,923 1,425 16,348 Residential mortgage backed securities — 5,755 218 5,973 Commercial mortgage backed securities — 2,453 3 2,456 Asset backed securities — 1,134 162 1,296 State and municipal obligations — 2,290 — 2,290 U.S. government and agencies obligations 33 35 — 68 Foreign government bonds and obligations — 224 — 224 Common stocks 5 8 — 13 Common stocks measured at NAV 5 (1) Total Available-for-Sale securities 38 26,822 1,808 28,673 Trading securities 6 18 — 24 Separate account assets measured at NAV 80,349 (1) Investments segregated for regulatory purposes 401 — — 401 Other assets: Interest rate derivative contracts — 1,940 — 1,940 Equity derivative contracts 92 1,495 — 1,587 Credit derivative contracts — 2 — 2 Foreign exchange derivative contracts 2 54 — 56 Other derivative contracts — 2 — 2 Total other assets at fair value and NAV 94 3,493 — 3,587 Total assets $ 619 $ 32,251 $ 1,808 $ 115,032 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 364 364 GMWB and GMAB embedded derivatives — — 851 851 (2) Total policyholder account balances, future policy benefits and claims — 5 1,215 1,220 (3) Customer deposits — 4 — 4 Other liabilities: Interest rate derivative contracts — 969 — 969 Equity derivative contracts 47 1,946 — 1,993 Foreign exchange derivative contracts 2 16 — 18 Other derivative contracts — 96 — 96 Other 1 12 — 13 Total other liabilities 50 3,039 — 3,089 Total liabilities at fair value $ 50 $ 3,048 $ 1,215 $ 4,313 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information. (2) The fair value of the GMWB and GMAB embedded derivatives included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position. (3) The Company’s adjustment for nonperformance risk resulted in a $398 million cumulative decrease to the embedded derivatives.
Summary of changes in Level 3 assets and liabilities measured at fair value on a recurring basis	The following tables provide a summary of changes in Level 3 assets and liabilities of Ameriprise Financial measured at fair value on a recurring basis: Available-for-Sale Securities Other Derivative Contracts Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Total (in millions) Balance, July 1, 2016 $ 1,350 $ 153 $ — $ 178 $ 1,681 $ 2 Total gains (losses) included in: Net income — — — 1 1 (1) (2 ) (2) Other comprehensive loss (2 ) 1 — 1 — — Purchases 20 144 33 12 209 — Settlements (26 ) (14 ) — — (40 ) — Transfers out of Level 3 — 1 — (27 ) (26 ) — Balance, September 30, 2016 $ 1,342 $ 285 $ 33 $ 165 $ 1,825 $ — Changes in unrealized losses relating to assets held at September 30, 2016 included in: Benefits, claims, losses and settlement expenses $ — $ — $ — $ — $ — $ (2 ) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, July 1, 2016 $ 408 $ 1,965 $ 2,373 $ — Total (gains) losses included in: Net income 12 (1) (280 ) (2) (268 ) — Issues 25 77 102 13 Settlements (7 ) (6 ) (13 ) — Balance, September 30, 2016 $ 438 $ 1,756 $ 2,194 $ 13 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2016 included in: Interest credited to fixed accounts $ 12 $ — $ 12 $ — Benefits, claims, losses and settlement expenses — (267 ) (267 ) — (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Available-for-Sale Securities Trading Securities Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Total (in millions) Balance, July 1, 2015 $ 1,509 $ 279 $ 44 $ 135 $ 1,967 $ 1 Total gains (losses) included in: Net income (1 ) — — 1 — (1) (1 ) (1) Other comprehensive loss (3 ) (1 ) — 2 (2 ) — Purchases 124 93 — 5 222 — Settlements (90 ) (14 ) (2 ) (8 ) (114 ) — Transfers out of Level 3 — (71 ) (37 ) (13 ) (121 ) — Balance, September 30, 2015 $ 1,539 $ 286 $ 5 $ 122 $ 1,952 $ — Changes in unrealized gains (losses) relating to assets held at September 30, 2015 included in: Net investment income $ (1 ) $ — $ — $ 1 $ — $ — (1) Included in net investment income in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, July 1, 2015 $ 292 $ 235 $ 527 Total (gains) losses included in: Net income (1 ) (1) 805 (2) 804 Issues 31 69 100 Settlements (5 ) (2 ) (7 ) Balance, September 30, 2015 $ 317 $ 1,107 $ 1,424 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2015 included in: Interest credited to fixed accounts $ (1 ) $ — $ (1 ) Benefits, claims, losses and settlement expenses — 811 811 (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Available-for-Sale Securities Other Derivative Contracts Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Total (in millions) Balance, January 1, 2016 $ 1,425 $ 218 $ 3 $ 162 $ 1,808 $ — Cumulative effect of change in accounting policies — — — 21 21 — Total gains (losses) included in: Net income (2 ) — — — (2 ) (1) (2 ) (2) Other comprehensive income 29 — — (5 ) 24 — Purchases 34 144 42 28 248 2 Settlements (144 ) (53 ) (3 ) (1 ) (201 ) — Transfers into Level 3 — — — 12 12 — Transfers out of Level 3 — (24 ) (9 ) (52 ) (85 ) — Balance, September 30, 2016 $ 1,342 $ 285 $ 33 $ 165 $ 1,825 $ — Changes in unrealized losses relating to assets held at September 30, 2016 included in: Net investment income $ (1 ) $ — $ — $ — $ (1 ) $ — Benefits, claims, losses and settlement expenses — — — — — (2 ) (1) Included in net investment income in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2016 $ 364 $ 851 $ 1,215 $ — Total losses included in: Net income 8 (1) 708 (2) 716 — Issues 86 215 301 13 Settlements (20 ) (18 ) (38 ) — Balance, September 30, 2016 $ 438 $ 1,756 $ 2,194 $ 13 Changes in unrealized losses relating to liabilities held at September 30, 2016 included in: Interest credited to fixed accounts $ 8 $ — $ 8 $ — Benefits, claims, losses and settlement expenses — 830 830 — (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations. Available-for-Sale Securities Trading Securities Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Common Stocks Total (in millions) Balance, January 1, 2015 $ 1,518 $ 206 $ 91 $ 169 $ 2 $ 1,986 $ 1 Total gains (losses) included in: Net income (2 ) — — 1 — (1 ) (1) (1 ) (1) Other comprehensive loss (9 ) (1 ) — 2 — (8 ) — Purchases 179 312 41 37 — 569 — Settlements (147 ) (36 ) (5 ) (22 ) — (210 ) — Transfers into Level 3 — — 6 — — 6 — Transfers out of Level 3 — (195 ) (128 ) (65 ) (2 ) (390 ) — Balance, September 30, 2015 $ 1,539 $ 286 $ 5 $ 122 $ — $ 1,952 $ — Changes in unrealized (gains) losses relating to assets held at September 30, 2015 included in: Net investment income $ (2 ) $ — $ — $ 1 $ — $ (1 ) $ — (1) Included in net investment income in the Consolidated Statements of Operations. Policyholder Account Balances, Future Policy Benefits and Claims IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2015 $ 242 $ 479 $ 721 Total losses included in: Net income 13 (1) 426 (2) 439 Issues 76 197 273 Settlements (14 ) 5 (9 ) Balance, September 30, 2015 $ 317 $ 1,107 $ 1,424 Changes in unrealized losses relating to liabilities held at September 30, 2015 included in: Interest credited to fixed accounts $ 13 $ — $ 13 Benefits, claims, losses and settlement expenses — 438 438 (1) Included in interest credited to fixed accounts in the Consolidated Statements of Operations. (2) Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations.
Significant unobservable inputs used in the fair value measurements	The following tables provide a summary of the significant unobservable inputs used in the fair value measurements developed by the Company or reasonably available to the Company of Level 3 assets and liabilities: September 30, 2016 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,339 Discounted cash flow Yield/spread to U.S. Treasuries 1.0 % – 3.0% 1.4% Asset backed securities $ 14 Discounted cash flow Annual short-term default rate 4.8% Annual long-term default rate 2.5% Discount rate 14.0% Constant prepayment rate 5.0 % – 10.0% 9.8% Loss recovery 36.4 % – 63.6% 62.7% IUL embedded derivatives $ 438 Discounted cash flow Nonperformance risk (1) 89 bps GMWB and GMAB embedded derivatives $ 1,756 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 75.6% Surrender rate 0.1 % – 66.4% Market volatility (3) 5.4 % – 21.6% Nonperformance risk (1) 89 bps Contingent consideration liability $ 13 Discounted cash flow Discount rate 9.0% December 31, 2015 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,411 Discounted cash flow Yield/spread to U.S. Treasuries 1.1 % – 3.8% 1.6% IUL embedded derivatives $ 364 Discounted cash flow Nonperformance risk (1) 68 bps GMWB and GMAB embedded derivatives $ 851 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 75.6% Surrender rate 0.0 % – 59.1% Market volatility (3) 5.4 % – 21.5% Nonperformance risk (1) 68 bps (1) The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives. (2) The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year. (3) Market volatility is implied volatility of fund of funds and managed volatility funds.
Schedule of carrying value and the estimated fair value of financial instruments that are not reported at fair value	The following tables provide the carrying value and the estimated fair value of financial instruments that are not reported at fair value: September 30, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,974 $ — $ — $ 3,090 $ 3,090 Policy and certificate loans 835 — — 810 810 Receivables 1,468 115 1,358 3 1,476 Restricted and segregated cash 2,761 2,761 — — 2,761 Other investments and assets 525 1 468 54 523 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 11,071 $ — $ — $ 12,083 $ 12,083 Investment certificate reserves 5,639 — — 5,632 5,632 Brokerage customer deposits 3,806 3,806 — — 3,806 Separate account liabilities measured at NAV 4,397 4,397 (1) Debt and other liabilities 3,391 183 3,298 156 3,637 December 31, 2015 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 3,359 $ — $ — $ 3,372 $ 3,372 Policy and certificate loans 824 — 1 803 804 Receivables 1,471 148 1,322 3 1,473 Restricted and segregated cash 2,548 2,548 — — 2,548 Other investments and assets 583 1 510 54 565 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 11,523 $ — $ — $ 12,424 $ 12,424 Investment certificate reserves 4,831 — — 4,823 4,823 Brokerage customer deposits 3,802 3,802 — — 3,802 Separate account liabilities measured at NAV 4,704 4,704 (1) Debt and other liabilities 3,173 202 2,958 113 3,273 (1) Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient. See Note 2 for further information.

Offsetting Assets and Liabili33

Offsetting Assets and Liabilities (Tables)	9 Months Ended
	Sep. 30, 2016
Offsetting [Abstract]
Schedule of gross and net information about the Company's assets subject to master netting arrangements [Table Text Block]	The following tables present the gross and net information about the Company’s assets subject to master netting arrangements: September 30, 2016 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 4,054 $ — $ 4,054 $ (2,496 ) $ (697 ) $ (856 ) $ 5 OTC cleared 1,099 — 1,099 (875 ) (223 ) — 1 Exchange-traded 25 — 25 (2 ) — — 23 Total derivatives 5,178 — 5,178 (3,373 ) (920 ) (856 ) 29 Securities borrowed 115 — 115 (51 ) — (63 ) 1 Total $ 5,293 $ — $ 5,293 $ (3,424 ) $ (920 ) $ (919 ) $ 30 December 31, 2015 Gross Amounts of Recognized Assets Gross Amounts Offset in the Consolidated Balance Sheets Amounts of Assets Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 3,129 $ — $ 3,129 $ (2,331 ) $ (391 ) $ (320 ) $ 87 OTC cleared 418 — 418 (314 ) (102 ) — 2 Exchange-traded 40 — 40 (3 ) — — 37 Total derivatives 3,587 — 3,587 (2,648 ) (493 ) (320 ) 126 Securities borrowed 148 — 148 (30 ) — (115 ) 3 Total $ 3,735 $ — $ 3,735 $ (2,678 ) $ (493 ) $ (435 ) $ 129 (1) Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.
Schedule of gross and net information about the Company's liabilities subject to master netting arrangements [Table Text Block]	The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements: September 30, 2016 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Amounts of Liabilities Presented in the Consolidated Balance Sheets Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,721 $ — $ 2,721 $ (2,496 ) $ (2 ) $ (205 ) $ 18 OTC cleared 955 — 955 (875 ) (80 ) — — Exchange-traded 2 — 2 (2 ) — — — Total derivatives 3,678 — 3,678 (3,373 ) (82 ) (205 ) 18 Securities loaned 183 — 183 (51 ) — (128 ) 4 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,911 $ — $ 3,911 $ (3,424 ) $ (82 ) $ (383 ) $ 22 December 31, 2015 Gross Amounts of Recognized Liabilities Gross Amounts Offset in the Consolidated Amounts of Liabilities Presented in the Gross Amounts Not Offset in the Net Amount Financial Instruments (1) Cash Collateral Securities Collateral (in millions) Derivatives: OTC $ 2,725 $ — $ 2,725 $ (2,331 ) $ — $ (393 ) $ 1 OTC cleared 345 — 345 (314 ) (25 ) — 6 Exchange-traded 6 — 6 (3 ) (1 ) — 2 Total derivatives 3,076 — 3,076 (2,648 ) (26 ) (393 ) 9 Securities loaned 203 — 203 (30 ) — (164 ) 9 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,329 $ — $ 3,329 $ (2,678 ) $ (26 ) $ (607 ) $ 18 (1) Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Derivatives and Hedging Activ34

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2016
Derivative Instruments, Gain (Loss)
Schedule of gross fair value of derivative instruments, including embedded derivatives [Table Text Block]	The Company uses derivatives as economic hedges and accounting hedges. The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives: September 30, 2016 December 31, 2015 Notional Gross Fair Value Notional Gross Fair Value Assets (1) Liabilities (2)(3) Assets (1) Liabilities (2)(3) (in millions) Derivatives designated as hedging instruments Interest rate contracts $ 675 $ 54 $ — $ 675 $ 58 $ — Foreign exchange contracts 256 3 — — — — Total qualifying hedges 931 57 — 675 58 — Derivatives not designated as hedging instruments Interest rate contracts 75,028 3,593 1,663 63,798 1,882 969 Equity contracts 60,729 1,452 1,876 70,238 1,587 1,993 Credit contracts 1,073 1 — 600 2 — Foreign exchange contracts 4,849 72 35 4,408 56 18 Other contracts 2,055 3 104 3,760 2 96 Total non-designated hedges 143,734 5,121 3,678 142,804 3,529 3,076 Embedded derivatives GMWB and GMAB (4) N/A — 1,756 N/A — 851 IUL N/A — 438 N/A — 364 EIA N/A — 5 N/A — 5 SMC N/A — 8 N/A — 4 Total embedded derivatives N/A — 2,207 N/A — 1,224 Total derivatives $ 144,665 $ 5,178 $ 5,885 $ 143,479 $ 3,587 $ 4,300 N/A Not applicable. (1) The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets. (2) The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. The fair value of the SMC embedded derivative liability is included in Customer deposits on the Consolidated Balance Sheets. (3) The fair value of the Company’s derivative liabilities after considering the effects of master netting arrangements, cash collateral held by the same counterparty and the fair value of net embedded derivatives was $2.4 billion and $1.6 billion at September 30, 2016 and December 31, 2015 , respectively. See Note 11 for additional information related to master netting arrangements and cash collateral. See Note 3 for information about derivatives held by consolidated VIEs. (4) The fair value of the GMWB and GMAB embedded derivatives at September 30, 2016 included $1.8 billion of individual contracts in a liability position and $73 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives at December 31, 2015 included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position.
Schedule of gain (loss) on derivative instruments [Table Text Block]	The following tables present a summary of the impact of derivatives not designated as hedging instruments on the Consolidated Statements of Operations: Net Investment Income Banking and Deposit Interest Expense Distribution Expenses Interest Credited to Fixed Accounts Benefits, Claims, Losses and Settlement Expenses General and Administrative Expense (in millions) Three Months Ended September 30, 2016 Interest rate contracts $ 6 $ — $ — $ — $ (13 ) $ — Equity contracts 2 2 11 12 (357 ) 2 Credit contracts — — — — (3 ) — Foreign exchange contracts 2 — — — (12 ) 3 Other contracts — — — — (28 ) — GMWB and GMAB embedded derivatives — — — — 209 — IUL embedded derivatives — — — (5 ) — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ 10 $ 1 $ 11 $ 7 $ (204 ) $ 5 Nine Months Ended September 30, 2016 Interest rate contracts $ (54 ) $ — $ — $ — $ 1,191 $ — Equity contracts 2 1 13 10 (518 ) 3 Credit contracts — — — — (34 ) — Foreign exchange contracts — — 2 — (66 ) 15 Other contracts — — — — (36 ) — GMWB and GMAB embedded derivatives — — — — (905 ) — IUL embedded derivatives — — — 12 — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ (52 ) $ — $ 15 $ 22 $ (368 ) $ 18 Net Investment Income Banking and Deposit Interest Expense Distribution Expenses Interest Credited Benefits, Claims, Losses and Settlement Expenses General and Administrative Expense (in millions) Three Months Ended September 30, 2015 Interest rate contracts $ (31 ) $ — $ — $ — $ 536 $ — Equity contracts — (3 ) (15 ) (16 ) 328 (4 ) Credit contracts — — — — (10 ) — Foreign exchange contracts — — — — 6 (1 ) Other contracts — — — — 3 — GMWB and GMAB embedded derivatives — — — — (872 ) — IUL embedded derivatives — — — 6 — — EIA embedded derivatives — — — 1 — — SMC embedded derivatives — 2 — — — — Total loss $ (31 ) $ (1 ) $ (15 ) $ (9 ) $ (9 ) $ (5 ) Nine Months Ended September 30, 2015 Interest rate contracts $ (32 ) $ — $ — $ — $ 360 $ — Equity contracts (2 ) (2 ) (9 ) (17 ) 69 (3 ) Credit contracts — — — — (5 ) — Foreign exchange contracts — — (2 ) — (2 ) (1 ) Other contracts — — — — (4 ) — GMWB and GMAB embedded derivatives — — — — (628 ) — IUL embedded derivatives — — — 1 — — EIA embedded derivatives — — — 1 — — SMC embedded derivatives — 2 — — — — Total loss $ (34 ) $ — $ (11 ) $ (15 ) $ (210 ) $ (4 )
Schedule of payments to make and receive for options [Table Text Block]	The deferred premium associated with certain of the above options is paid or received semi-annually over the life of the option contract or at maturity. The following is a summary of the payments the Company is scheduled to make and receive for these options: Premiums Payable Premiums Receivable (in millions) 2016 (1) $ 92 $ 31 2017 277 77 2018 233 132 2019 280 132 2020 198 59 2021 - 2027 831 206 Total $ 1,911 $ 637 (1) 2016 amounts represent the amounts payable and receivable for the period from October 1, 2016 to December 31, 2016 .
Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Schedule of gain (loss) on derivative instruments [Table Text Block]	The following table presents the amounts recognized in income related to fair value hedges: Derivatives designated as hedging instruments Location of Gain Recorded into Income Amount of Gain Recognized in Income on Derivatives Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Interest rate contracts Interest and debt expense $ 5 $ 8 $ 15 $ 24

Shareholders' Equity (Tables)

Shareholders' Equity (Tables)	9 Months Ended
	Sep. 30, 2016
Stockholders' Equity Note [Abstract]
Schedule of other comprehensive income (loss) [Table Text Block]	The following tables provide the amounts related to each component of OCI: Three Months Ended September 30, 2016 2015 Pretax Income Tax Net of Tax Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities losses: Net unrealized securities gains (losses) arising during the period (1) $ 82 $ (31 ) $ 51 $ (117 ) $ 41 $ (76 ) Reclassification of net securities (gains) losses included in net income (2) (8 ) 4 (4 ) 10 (4 ) 6 Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (114 ) 39 (75 ) 78 (27 ) 51 Net unrealized securities losses (40 ) 12 (28 ) (29 ) 10 (19 ) Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) (4) 1 — 1 1 — 1 Net unrealized derivatives gains 1 — 1 1 — 1 Defined benefit plans: Net loss arising during the period — — — — — — Defined benefit plans — — — — — — Foreign currency translation (26 ) 10 (16 ) (32 ) 11 (21 ) Other comprehensive loss attributable to Ameriprise Financial (65 ) 22 (43 ) (60 ) 21 (39 ) Other comprehensive loss attributable to noncontrolling interests — — — (67 ) 23 (44 ) Total other comprehensive loss $ (65 ) $ 22 $ (43 ) $ (127 ) $ 44 $ (83 ) Nine Months Ended September 30, 2016 2015 Pretax Income Tax Net of Tax Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Net unrealized securities gains (losses): Net unrealized securities gains (losses) arising during the period (1) $ 1,134 $ (398 ) $ 736 $ (562 ) $ 197 $ (365 ) Reclassification of net securities gains included in net income (2) (12 ) 5 (7 ) (6 ) 2 (4 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (533 ) 186 (347 ) 281 (98 ) 183 Net unrealized securities gains (losses) 589 (207 ) 382 (287 ) 101 (186 ) Net unrealized derivatives gains: Reclassification of net derivative losses included in net income (3) (4) 4 (1 ) 3 1 — 1 Net unrealized derivatives gains 4 (1 ) 3 1 — 1 Defined benefit plans: Net loss arising during the period 9 (3 ) 6 — — — Defined benefit plans 9 (3 ) 6 — — — Foreign currency translation (85 ) 30 (55 ) (25 ) 9 (16 ) Other comprehensive income (loss) attributable to Ameriprise Financial 517 (181 ) 336 (311 ) 110 (201 ) Other comprehensive loss attributable to noncontrolling interests — — — (52 ) 18 (34 ) Total other comprehensive income (loss) $ 517 $ (181 ) $ 336 $ (363 ) $ 128 $ (235 ) (1) Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period. (2) Reclassification amounts are recorded in net investment income. (3) Includes nil and $1 million pretax gain reclassified to interest and debt expense for the three months ended September 30, 2016 and 2015 , respectively, and a $1 million and $2 million pretax loss reclassified to net investment income for the three months ended September 30, 2016 and 2015 , respectively. (4) Includes $1 million and $3 million pretax gain reclassified to interest and debt expense for the nine months ended September 30, 2016 and 2015 , respectively, and a $4 million pretax loss reclassified to net investment income for both the nine months ended September 30, 2016 and 2015 .
Information related to amounts reclassified from AOCI [Table Text Block]	The following tables present the changes in the balances of each component of AOCI, net of tax: Net Unrealized Securities Gains Net Unrealized Derivatives Gains Defined Benefit Plans Foreign Currency Translation Total (in millions) Balance, July 1, 2016 $ 842 $ 3 $ (85 ) $ (122 ) $ 638 OCI before reclassifications (24 ) — — (16 ) (40 ) Amounts reclassified from AOCI (4 ) 1 — — (3 ) OCI attributable to Ameriprise Financial (28 ) 1 — (16 ) (43 ) Balance, September 30, 2016 $ 814 (1) $ 4 $ (85 ) $ (138 ) $ 595 Balance, January 1, 2016 $ 426 $ 1 $ (91 ) $ (83 ) $ 253 Cumulative effect of change in accounting policies 6 — — — 6 Balance, January 1, 2016, as adjusted 432 1 (91 ) (83 ) 259 OCI before reclassifications 389 — — (55 ) 334 Amounts reclassified from AOCI (7 ) 3 6 — 2 OCI attributable to Ameriprise Financial 382 3 6 (55 ) 336 Balance, September 30, 2016 $ 814 (1) $ 4 $ (85 ) $ (138 ) $ 595 Net Unrealized Securities Gains Net Unrealized Derivatives Gains Defined Benefit Plans Foreign Currency Translation Total (in millions) Balance, July 1, 2015 $ 619 $ — $ (71 ) $ (48 ) $ 500 OCI before reclassifications (25 ) — — (5 ) (30 ) Amounts reclassified from AOCI 6 1 — (16 ) (9 ) OCI attributable to Ameriprise Financial (19 ) 1 — (21 ) (39 ) Balance, September 30, 2015 $ 600 (1) $ 1 $ (71 ) $ (69 ) $ 461 Balance, January 1, 2015 $ 786 $ — $ (71 ) $ (53 ) $ 662 OCI before reclassifications (182 ) — — — (182 ) Amounts reclassified from AOCI (4 ) 1 — (16 ) (19 ) OCI attributable to Ameriprise Financial (186 ) 1 — (16 ) (201 ) Balance, September 30, 2015 $ 600 (1) $ 1 $ (71 ) $ (69 ) $ 461 (1) Includes $5 million and $6 million of noncredit related impairments on securities and net unrealized securities gains on previously impaired securities at September 30, 2016 and September 30, 2015 , respectively.

Earnings per Share Attributab36

Earnings per Share Attributable to Ameriprise Financial, Inc. Common Shareholders (Tables)	9 Months Ended
	Sep. 30, 2016
Earnings Per Share [Abstract]
Schedule of earnings per common share [Table Text Block]	The computations of basic and diluted earnings per share attributable to Ameriprise Financial, Inc. common shareholders are as follows: Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions, except per share amounts) Numerator: Net income attributable to Ameriprise Financial $ 215 $ 397 $ 914 $ 1,205 Denominator: Basic: Weighted-average common shares outstanding 164.0 180.4 168.3 183.5 Effect of potentially dilutive nonqualified stock options and other share-based awards 1.8 2.3 1.8 2.5 Diluted: Weighted-average common shares outstanding 165.8 182.7 170.1 186.0 Earnings per share attributable to Ameriprise Financial, Inc. common shareholders: Basic $ 1.31 $ 2.20 $ 5.43 $ 6.57 Diluted $ 1.30 $ 2.17 $ 5.37 $ 6.48

Segment Information (Tables)

Segment Information (Tables)	9 Months Ended
	Sep. 30, 2016
Segment Reporting [Abstract]
Schedule of segment reporting information [Table Text Block]	The following tables summarize selected financial information by segment and reconcile segment totals to those reported on the consolidated financial statements: September 30, December 31, (in millions) Advice & Wealth Management $ 11,996 $ 11,338 Asset Management 7,436 7,931 Annuities 97,006 94,002 Protection 22,212 20,755 Corporate & Other 4,973 11,293 Total assets $ 143,623 $ 145,319 Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Operating net revenues: Advice & Wealth Management $ 1,272 $ 1,245 $ 3,720 $ 3,747 Asset Management 740 782 2,203 2,421 Annuities 631 632 1,846 1,914 Protection 679 586 1,891 1,776 Corporate & Other (15 ) (4 ) (20 ) (12 ) Eliminations (1)(2) (353 ) (366 ) (1,042 ) (1,090 ) Total segment operating revenues 2,954 2,875 8,598 8,756 Net realized gains (losses) 6 (10 ) (5 ) 5 Revenues attributable to CIEs 27 43 77 333 Market impact on IUL benefits, net 6 9 18 5 Market impact of hedges on investments 5 (31 ) (54 ) (32 ) Total net revenues per consolidated statements of operations (3)(4) $ 2,998 $ 2,886 $ 8,634 $ 9,067 (1) Represents the elimination of intersegment revenues recognized for the three months ended September 30, 2016 and 2015 in each segment as follows: Advice & Wealth Management ( $244 and $259 , respectively); Asset Management ( $12 and $11 , respectively); Annuities ( $85 and $85 , respectively); Protection ( $12 and $10 , respectively); and Corporate & Other ( nil and $1 , respectively). (2) Represents the elimination of intersegment revenues recognized for the nine months ended September 30, 2016 and 2015 in each segment as follows: Advice & Wealth Management ( $727 and $770 , respectively); Asset Management ( $33 and $33 , respectively); Annuities ( $247 and $255 , respectively); Protection ( $34 and $31 , respectively); and Corporate & Other ( $1 and $1 , respectively). (3) Includes foreign net revenues of $162 million and $230 million for the three months ended September 30, 2016 and 2015 , respectively. (4) Includes foreign net revenues of $500 million and $756 million for the nine months ended September 30, 2016 and 2015 , respectively. Three Months Ended September 30, Nine Months Ended September 30, 2016 2015 2016 2015 (in millions) Operating earnings: Advice & Wealth Management $ 231 $ 219 $ 657 $ 649 Asset Management 155 180 452 568 Annuities (68 ) 176 202 498 Protection 11 25 117 148 Corporate & Other (72 ) (42 ) (198 ) (161 ) Total segment operating earnings 257 558 1,230 1,702 Net realized gains (losses) 6 (10 ) (5 ) 5 Net income (loss) attributable to CIEs — (45 ) (1 ) 102 Market impact on variable annuity guaranteed benefits, net (37 ) (5 ) (78 ) (75 ) Market impact on IUL benefits, net 7 (1 ) 31 (2 ) Market impact of hedges on investments 5 (31 ) (54 ) (32 ) Integration and restructuring charges — (3 ) — (4 ) Pretax income per consolidated statements of operations $ 238 $ 463 $ 1,123 $ 1,696

Basis of Presentation Basis of

Basis of Presentation Basis of Presentation (Details) $ in Millions	3 Months Ended
	Sep. 30, 2016USD ($)
Long Term Care Insurance [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Amount of out-of-period correction of LTC reserves	$ 29

Recent Accounting Pronounceme39

Recent Accounting Pronouncements Consolidations ASU 2015-02 (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Dec. 31, 2014
Assets	$ 143,623	$ 145,319
Liabilities	136,827	136,914
Equity	6,796	$ 8,405	$ 8,821	$ 9,305
Adjustments for New Accounting Pronouncement [Member] | Consolidated investment entities [Member]
Assets	(6,200)
Liabilities	(4,900)
Equity	$ (1,300)

Variable Interest Entities (Ass

Variable Interest Entities (Asset & Liability Balances) (Details) - USD ($) $ in Millions		Sep. 30, 2016		Dec. 31, 2015
Nonconsolidated VIEs [Member] | Investment in non-consolidated CLOs [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs		$ 10
Nonconsolidated VIEs [Member] | Property Funds [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs		28
Nonconsolidated VIEs [Member] | Sponsored hedge funds and private equity funds [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs		13		$ 29
Nonconsolidated VIEs [Member] | International series funds [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs		39
Nonconsolidated VIEs [Member] | Affordable housing partnerships [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs		544		517
Nonconsolidated VIEs [Member] | Real estate development partnerships [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs		10
Consolidated investment entities [Member]
Assets and liabilities measured at fair value
CLO debt valued using DCF model		2,600
Assets
Other assets		1		2,065
Liabilities
Debt		2,710	[1]	6,630
Other liabilities		112		221
Recurring basis [Member] | Consolidated investment entities [Member]
Assets
Investments		2,573		6,570
Receivables		14		70
Other assets		1		2,065
Total assets at fair value		2,588		8,705
Liabilities
Debt		2,710	[2]	6,630
Other liabilities		112		221
Total liabilities at fair value		2,822		6,851
Recurring basis [Member] | Consolidated investment entities [Member] | Corporate debt securities [Member]
Assets
Investments		59		154
Recurring basis [Member] | Consolidated investment entities [Member] | Common stocks [Member]
Assets
Investments		21		123
Recurring basis [Member] | Consolidated investment entities [Member] | Other investments [Member]
Assets
Investments		8		26
Recurring basis [Member] | Consolidated investment entities [Member] | Syndicated loans [Member]
Assets
Investments		2,485		6,267
Recurring basis [Member] | Consolidated investment entities [Member] | Level 1 [Member]
Assets
Investments		6		78
Total assets at fair value		6		78
Recurring basis [Member] | Consolidated investment entities [Member] | Level 1 [Member] | Common stocks [Member]
Assets
Investments		1		74
Recurring basis [Member] | Consolidated investment entities [Member] | Level 1 [Member] | Other investments [Member]
Assets
Investments		5		4
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member]
Assets
Investments		2,368		5,960
Receivables		14		70
Total assets at fair value		2,382		6,030
Liabilities
Debt	[2]	2,710
Other liabilities		112		221
Total liabilities at fair value		2,822		221
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member] | Corporate debt securities [Member]
Assets
Investments		59		154
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member] | Common stocks [Member]
Assets
Investments		17		46
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member] | Other investments [Member]
Assets
Investments		3		22
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member] | Syndicated loans [Member]
Assets
Investments		2,289		5,738
Recurring basis [Member] | Consolidated investment entities [Member] | Level 3 [Member]
Assets
Investments		199		532
Other assets		1		2,065
Total assets at fair value		200		2,597
Liabilities
Total liabilities at fair value				6,630
Recurring basis [Member] | Consolidated investment entities [Member] | Level 3 [Member] | Common stocks [Member]
Assets
Investments		3		3
Recurring basis [Member] | Consolidated investment entities [Member] | Level 3 [Member] | Syndicated loans [Member]
Assets
Investments		$ 196		$ 529
[1]	As the Company elected the measurement alternative effective January 1, 2016, the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and above for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016.
[2]	As the Company elected the measurement alternative effective January 1, 2016, the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and below for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016.

Variable Interest Entities (Cha

Variable Interest Entities (Changes in Level 3 Assets and Liabilities) (Details 2) - Consolidated investment entities [Member] - USD ($) $ in Millions		3 Months Ended		9 Months Ended		12 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Transfers from Level 1 to Level 2, assets		$ 0	$ 0	$ 0	$ 0
Transfers from Level 2 to Level 1, assets		0	0	0	0
Transfers from Level 1 to Level 2, liabilities		0	0	0	0
Transfers from Level 2 to Level 1, liabilities		0	0	0	0
Common stocks [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		1	11	3	7	$ 7
Total gains (losses) included in net income	[1]				(1)
Purchases		1		1
Transfers into Level 3		1		3	5
Transfers out of Level 3			(5)	(2)	(5)
Balance, at the end of the period		3	6	3	6	3
Syndicated loans [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		243	457	529	484	484
Total gains (losses) included in net income	[1]	2	(8)	1	(8)
Purchases		50	101	100	257
Sales		(10)	(5)	(11)	(23)
Settlements		(26)	(32)	(51)	(105)
Transfers into Level 3		57	136	286	523
Transfers out of Level 3		(120)	(195)	(354)	(674)
Balance, at the end of the period		196	454	196	454	529
Changes in unrealized gains/(losses) relating to assets held at end of period	[1]	2	(9)	1	(11)
Other assets [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		1	1,979	2,065	1,935	1,935
Total gains (losses) included in net income	[2]		24	1	122
Total gains (losses) included in other comprehensive income (loss)			(61)		(54)
Purchases			193		539
Sales			(6)		(413)
Balance, at the end of the period		1	2,129	1	2,129	2,065
Changes in unrealized gains/(losses) relating to assets held at end of period	[2]		26		26
Debt [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period			(6,487)	(6,630)	(6,030)	(6,030)
Total gains (losses) included in net income	[1]		67		96
Issues			(699)		(1,268)
Settlements			143		226
Balance, at the end of the period		$ 0	(6,976)	0	(6,976)	(6,630)
Changes in unrealized (gains)/losses relating to liabilities held at end of period	[1]		$ 67		$ 96
Adjustments for New Accounting Pronouncement [Member] | Common stocks [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period	[3]			(2)
Balance, at the end of the period	[3]					(2)
Adjustments for New Accounting Pronouncement [Member] | Syndicated loans [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period	[3]			(304)
Balance, at the end of the period	[3]					(304)
Adjustments for New Accounting Pronouncement [Member] | Other assets [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period	[3]			(2,065)
Balance, at the end of the period	[3]					(2,065)
Adjustments for New Accounting Pronouncement [Member] | Debt [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period	[3]			6,630
Balance, at the end of the period	[3]					6,630
Adjusted for change in accounting policies [Member] | Common stocks [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period				1
Balance, at the end of the period						1
Adjusted for change in accounting policies [Member] | Syndicated loans [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period				225
Balance, at the end of the period						225
Adjusted for change in accounting policies [Member] | Other assets [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period				0
Balance, at the end of the period						0
Adjusted for change in accounting policies [Member] | Debt [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period				$ 0
Balance, at the end of the period						$ 0
[1]	Included in net investment income in the Consolidated Statements of Operations.
[2]	Included in other revenues in the Consolidated Statements of Operations.
[3]	The cumulative effect of change in accounting policies includes the adoption impact of ASU 2015-02 and ASU 2014-13 - Consolidation: Measuring the Financial Assets and the Financial Liabilities of a Consolidated Collateralized Financing Entity (“ASU 2014-13”).

Variable Interest Entities (Fai

Variable Interest Entities (Fair Value Unobservable Inputs) (Details 3) - Consolidated investment entities [Member] $ in Millions	12 Months Ended
	Dec. 31, 2015USD ($)$ / ft²	Sep. 30, 2016USD ($)
Summary of the significant unobservable inputs
Debt	$ 6,630	$ 2,710	[1]
Property Funds [Member] | Minimum [Member] | Discounted cash flow/market comparables [Member]
Summary of the significant unobservable inputs
Equivalent yield	2.60%
Expected rental value (per square foot) | $ / ft²	3
Property Funds [Member] | Maximum [Member] | Discounted cash flow/market comparables [Member]
Summary of the significant unobservable inputs
Equivalent yield	11.50%
Expected rental value (per square foot) | $ / ft²	159
Property Funds [Member] | Weighted average [Member] | Discounted cash flow/market comparables [Member]
Summary of the significant unobservable inputs
Equivalent yield	5.80%
Expected rental value (per square foot) | $ / ft²	51
CLO debt [Member] | Minimum [Member] | Discounted cash flow [Member]
Summary of the significant unobservable inputs
Annual default rate	2.50%
Discount rate	2.00%
Constant prepayment rate	5.00%
Loss recovery	36.40%
CLO debt [Member] | Maximum [Member] | Discounted cash flow [Member]
Summary of the significant unobservable inputs
Annual default rate	2.50%
Discount rate	11.80%
Constant prepayment rate	10.00%
Loss recovery	63.60%
CLO debt [Member] | Weighted average [Member] | Discounted cash flow [Member]
Summary of the significant unobservable inputs
Annual default rate	2.50%
Discount rate	3.40%
Constant prepayment rate	9.90%
Loss recovery	62.90%
Recurring basis [Member]
Summary of the significant unobservable inputs
Debt	$ 6,630	$ 2,710	[2]
Level 3 [Member] | Recurring basis [Member] | Property Funds [Member]
Summary of the significant unobservable inputs
Other assets	2,060
Level 3 [Member] | Recurring basis [Member] | CLO debt [Member]
Summary of the significant unobservable inputs
Debt	$ 6,630
[1]	As the Company elected the measurement alternative effective January 1, 2016, the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and above for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016.
[2]	As the Company elected the measurement alternative effective January 1, 2016, the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and below for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016.

Variable Interest Entities (FV

Variable Interest Entities (FV Options for consolidated CDOs) (Details 4) - Consolidated investment entities [Member] - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016		Sep. 30, 2015	Sep. 30, 2016		Sep. 30, 2015	Dec. 31, 2015
Fair value and unpaid principal balance of assets and liabilities carried at fair value under the fair value option
CLO debt valued using DCF model	$ 2,600			$ 2,600
Syndicated loans [Abstract]
Unpaid principal balance	2,607			2,607			$ 6,635
Excess estimated unpaid principal over fair value	(122)			(122)			(368)
Fair value	2,485			2,485			6,267
Fair value of loans more than 90 days past due	32			32			24
Fair value of loans in nonaccrual status	32			32			24
Difference between fair value and unpaid principal of loans more than 90 days past due, loans in nonaccrual status or both	57			57			72
Debt [Abstract]
Unpaid principal balance	2,841			2,841			7,063
Excess unpaid principal over fair value	(131)			(131)			(433)
Fair value	2,710	[1]		2,710	[1]		$ 6,630
Net investment income [Member]
Fair value and unpaid principal balance of assets and liabilities carried at fair value under the fair value option
Total net losses recognized in net investment income related to changes in the fair value of financial assets and liabilities for which the fair value option was elected	$ 0		$ (61)	$ (5)		$ (32)
[1]	As the Company elected the measurement alternative effective January 1, 2016, the carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. See Note 2 and above for additional discussion on the measurement alternative. The estimated fair value of the CLOs’ debt was $2.6 billion at September 30, 2016.

Variable Interest Entities (CLO

Variable Interest Entities (CLO Debt) (Details 5) - Consolidated investment entities [Member] - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016		Dec. 31, 2015
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Long-term debt	$ 2,710		$ 7,531
Minimum [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Stated interest rate according to the terms of CDO structure	0.00%
Maximum [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Stated interest rate according to the terms of CDO structure	9.20%
CLO [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Long-term debt	$ 2,710		$ 6,630
Weighted average interest rate	2.20%		1.60%
Property Funds [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Long-term debt	$ 0	[1]	$ 901
Weighted average interest rate			2.80%
Derivative liability			$ 8
Effective interest rate reflecting the impact of derivative contracts			3.20%
[1]	The property funds were deconsolidated effective January 1, 2016 upon adoption of ASU 2015-02.

Investments (Holdings info) (De

Investments (Holdings info) (Details) - Ameriprise Financial [Member] - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Investments	$ 35,875	$ 34,144
Available-for-sale securities [Member]
Investments	30,799	28,673
Mortgage loans, net [Member]
Investments	2,974	3,359
Policy and certificate loans [Member]
Investments	835	824
Other investments [Member]
Investments	$ 1,267	$ 1,288

Investments (Net Inv Inc summar

Investments (Net Inv Inc summary) (Details 2) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Investment income on fixed maturities	$ 342	$ 346	$ 1,028	$ 1,055
Net realized gains (losses)	6	(10)	(5)	5
Affordable housing partnerships	(17)	(7)	(35)	(25)
Other	25	(10)	13	32
Consolidated investment entities	31	2	89	161
Total	$ 387	$ 321	$ 1,090	$ 1,228

Investments (AFS by Type) (Deta

Investments (AFS by Type) (Details 3) - Ameriprise Financial [Member] - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Investments
Amortized cost		$ 28,741	$ 27,752
Gross unrealized gains		2,166	1,347
Gross unrealized losses		(108)	(426)
Fair value		30,799	28,673
Noncredit OTTI	[1]	8	(4)
Fair value of securities owned and pledged as collateral		1,200	1,000
Fair value of securities owned and pledged as collateral which are eligible for rehypothecation		$ 260	$ 478
Fixed maturity securities as percentage of total investments		86.00%	84.00%
Amount of securities internally rated		$ 1,100	$ 1,300
Corporate debt securities [Member]
Investments
Amortized cost		15,092	15,750
Gross unrealized gains		1,499	894
Gross unrealized losses		(39)	(296)
Fair value		16,552	16,348
Noncredit OTTI	[1]	3	3
Residential mortgage backed securities [Member]
Investments
Amortized cost		6,759	5,933
Gross unrealized gains		145	106
Gross unrealized losses		(42)	(66)
Fair value		6,862	5,973
Noncredit OTTI	[1]	(5)	(12)
Commercial mortgage backed securities [Member]
Investments
Amortized cost		2,960	2,400
Gross unrealized gains		130	70
Gross unrealized losses		(1)	(14)
Fair value		3,089	2,456
Asset backed securities [Member]
Investments
Amortized cost		1,471	1,273
Gross unrealized gains		42	34
Gross unrealized losses		(9)	(11)
Fair value		1,504	1,296
Noncredit OTTI	[1]	5
State and municipal obligations [Member]
Investments
Amortized cost		2,191	2,105
Gross unrealized gains		310	213
Gross unrealized losses		(13)	(28)
Fair value		2,488	2,290
U.S. government and agencies obligations [Member]
Investments
Amortized cost		9	66
Gross unrealized gains		1	2
Fair value		10	68
Foreign government bonds and obligations [Member]
Investments
Amortized cost		251	218
Gross unrealized gains		28	17
Gross unrealized losses		(4)	(11)
Fair value		275	224
Common stocks [Member]
Investments
Amortized cost		8	7
Gross unrealized gains		11	11
Fair value		19	18
Noncredit OTTI	[1]	$ 5	$ 5
[1]	Represents the amount of other-than-temporary impairment (“OTTI”) losses in accumulated other comprehensive income (“AOCI”). Amount includes unrealized gains and losses on impaired securities subsequent to the initial impairment measurement date. These amounts are included in gross unrealized gains and losses as of the end of the period.

Investments (Rating info) (Deta

Investments (Rating info) (Details 4) - Ameriprise Financial [Member] - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Investments
Percentage of GNMA, FNMA and FHLMC securities rated AAA	49.00%	53.00%
Number of holdings of other than GNMA, FNMA, and FHLMC having greater than 10% of total equity	0	0
AAA [Member]
Investments
Amortized cost	$ 8,669	$ 7,147
Fair value	$ 8,929	$ 7,289
Percent of total fair value	29.00%	25.00%
AA [Member]
Investments
Amortized cost	$ 1,764	$ 1,732
Fair value	$ 2,032	$ 1,930
Percent of total fair value	7.00%	7.00%
A [Member]
Investments
Amortized cost	$ 5,124	$ 5,131
Fair value	$ 5,725	$ 5,507
Percent of total fair value	19.00%	19.00%
BBB [Member]
Investments
Amortized cost	$ 11,551	$ 12,052
Fair value	$ 12,466	$ 12,353
Percent of total fair value	40.00%	43.00%
Below investment grade [Member]
Investments
Amortized cost	$ 1,625	$ 1,683
Fair value	$ 1,628	$ 1,576
Percent of total fair value	5.00%	6.00%
Total fixed maturities [Member]
Investments
Amortized cost	$ 28,733	$ 27,745
Fair value	$ 30,780	$ 28,655
Percent of total fair value	100.00%	100.00%

Investments (EITF info) (Detail

Investments (EITF info) (Details 5) - Ameriprise Financial [Member] $ in Millions	Sep. 30, 2016USD ($)Positions	Dec. 31, 2015USD ($)Positions
Number of securities
Less than 12 months | Positions	209	618
12 months or more | Positions	263	250
Total | Positions	472	868
Fair Value
Less than 12 months	$ 2,435	$ 8,308
12 months or more	2,217	2,244
Total	4,652	10,552
Unrealized losses
Less than 12 months	(17)	(259)
12 months or more	(91)	(167)
Total	$ (108)	$ (426)
Corporate debt securities [Member]
Number of securities
Less than 12 months | Positions	45	347
12 months or more | Positions	41	48
Total | Positions	86	395
Fair Value
Less than 12 months	$ 429	$ 5,150
12 months or more	405	454
Total	834	5,604
Unrealized losses
Less than 12 months	(3)	(220)
12 months or more	(36)	(76)
Total	$ (39)	$ (296)
Residential mortgage backed securities [Member]
Number of securities
Less than 12 months | Positions	90	123
12 months or more | Positions	181	164
Total | Positions	271	287
Fair Value
Less than 12 months	$ 1,412	$ 1,869
12 months or more	1,382	1,350
Total	2,794	3,219
Unrealized losses
Less than 12 months	(7)	(16)
12 months or more	(35)	(50)
Total	$ (42)	$ (66)
Commercial mortgage backed securities [Member]
Number of securities
Less than 12 months | Positions	21	58
12 months or more | Positions	3	4
Total | Positions	24	62
Fair Value
Less than 12 months	$ 264	$ 695
12 months or more	26	49
Total	290	744
Unrealized losses
Less than 12 months	(1)	(13)
12 months or more	0	(1)
Total	$ (1)	$ (14)
Asset backed securities [Member]
Number of securities
Less than 12 months | Positions	34	50
12 months or more | Positions	21	14
Total | Positions	55	64
Fair Value
Less than 12 months	$ 295	$ 455
12 months or more	262	254
Total	557	709
Unrealized losses
Less than 12 months	(6)	(7)
12 months or more	(3)	(4)
Total	$ (9)	$ (11)
State and municipal obligations [Member]
Number of securities
Less than 12 months | Positions	18	31
12 months or more | Positions	3	5
Total | Positions	21	36
Fair Value
Less than 12 months	$ 34	$ 100
12 months or more	118	110
Total	152	210
Unrealized losses
Less than 12 months	0	(1)
12 months or more	(13)	(27)
Total	$ (13)	$ (28)
Foreign government bonds and obligations [Member]
Number of securities
Less than 12 months | Positions	1	9
12 months or more | Positions	14	15
Total | Positions	15	24
Fair Value
Less than 12 months	$ 1	$ 39
12 months or more	24	27
Total	25	66
Unrealized losses
Less than 12 months	0	(2)
12 months or more	(4)	(9)
Total	$ (4)	$ (11)

Investments (OTTI rollforward)

Investments (OTTI rollforward) (Details 6) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
OTTI Recognized in Earnings
Beginning balance	$ 81	$ 85	$ 85	$ 98
Credit losses for which an other-than-temporary impairment was not previously recognized	0	0	1	0
Credit losses for which an other-than-temporary impairment was previously recognized	0	0	0	1
Reductions for securities sold during the period (realized)	0	0	(5)	(14)
Ending balance	$ 81	$ 85	$ 81	$ 85

Investments (Realized GL Info)

Investments (Realized GL Info) (Details 7) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Investments
Other-than-temporary impairments	$ 0	$ (7)	$ (1)	$ (8)
Ameriprise Financial [Member]
Investments
Gross realized gains	10	1	24	24
Gross realized losses	(3)	(4)	(12)	(10)
Other-than-temporary impairments	0	(7)	(1)	(8)
Total	$ 7	$ (10)	$ 11	$ 6

Investments (AFS contractual ma

Investments (AFS contractual maturity) (Details 8) - Ameriprise Financial [Member] - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Amortized cost
Due within one year	$ 877
Due after one year through five years	7,423
Due after five years through 10 years	4,767
Due after 10 years	4,476
Total having single maturity dates	17,543
Amortized cost	28,741	$ 27,752
Fair value
Due within one year	890
Due after one year through five years	7,886
Due after five years through 10 years	5,059
Due after 10 years	5,490
Total having single maturity dates	19,325
Fair value	30,799	28,673
Residential mortgage backed securities [Member]
Amortized cost
Without single maturity dates	6,759
Amortized cost	6,759	5,933
Fair value
Without single maturity dates	6,862
Fair value	6,862	5,973
Commercial mortgage backed securities [Member]
Amortized cost
Without single maturity dates	2,960
Amortized cost	2,960	2,400
Fair value
Without single maturity dates	3,089
Fair value	3,089	2,456
Asset backed securities [Member]
Amortized cost
Without single maturity dates	1,471
Amortized cost	1,471	1,273
Fair value
Without single maturity dates	1,504
Fair value	1,504	1,296
Common stocks [Member]
Amortized cost
Without single maturity dates	8
Amortized cost	8	7
Fair value
Without single maturity dates	19
Fair value	$ 19	$ 18

Financing Receivables (Allowanc

Financing Receivables (Allowance for Loan Losses) (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Rollforward of the allowance for loan losses
Beginning balance	$ 32	$ 35
Charge-offs	(1)	(3)
Provisions	(1)	1
Ending balance	30	33
Individually evaluated for impairment	2	6
Collectively evaluated for impairment	28	$ 27
Credit quality information [Line Items]
Individually evaluated for impairment	18		$ 34
Collectively evaluated for impairment	3,480		3,910
Total recorded investment, gross	3,498		3,944
Recorded investment in financing receivables individually evaluated for impairment with no related allowance for loan losses	$ 12		$ 21

Financing Receivables (Credit Q

Financing Receivables (Credit Quality Information Text) (Details 2) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016USD ($)item	Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)item	Sep. 30, 2015USD ($)	Dec. 31, 2015USD ($)item
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases of financing receivables	$ 22	$ 93	$ 65	$ 134
Sales of financing receivables	0	$ 9	271	$ 16
Total loans, gross	3,498		3,498		$ 3,944
90 days or more past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nonperforming loans	7		7		10
Commercial Real Estate Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans, gross	$ 2,682		$ 2,682		$ 2,755
Percentage of commercial mortgage loans with highest risk rating	0.00%		0.00%		1.00%
Syndicated loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans, gross	$ 499		$ 499		$ 553
Syndicated loans [Member] | 90 days or more past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nonperforming loans	6		6		6
Residential and Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Sales of financing receivables	271
Proceeds from sales of financing receivables	260
Loss on sale of financing receivables	(11)
Total loans, gross	$ 317		$ 317		$ 636
Percentage of Residential Mortgage Loans Below Specified FICO Score	4.00%		4.00%		4.00%
FICO score | item	640		640		640
Percentage of residential mortgage loans above specific LTV ratio	0.00%		0.00%		2.00%
LTV ratio	90.00%		90.00%		90.00%
Percentage of loan portfolio represented by state of California	52.00%		52.00%		37.00%
Percentage of loan portfolio represented by Colorado	19.00%		19.00%
Percentage of loan portfolio represented by Washington state	13.00%		13.00%

Financing Receivables (Credit55

Financing Receivables (Credit Quality Information Tables) (Details 3) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Dec. 31, 2014
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 3,498	$ 3,944
Less: allowance for loan losses	30	32	$ 33	$ 35
Commercial Real Estate Portfolio Segment [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	2,682	2,755
Less: allowance for loan losses	21	21
Total loans, net	$ 2,661	$ 2,734
Percentage of gross commercial mortgage loans	100.00%	100.00%
Commercial Real Estate Portfolio Segment [Member] | Apartment Building [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 492	$ 504
Percentage of gross commercial mortgage loans	18.00%	18.00%
Commercial Real Estate Portfolio Segment [Member] | Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 43	$ 35
Percentage of gross commercial mortgage loans	1.00%	1.00%
Commercial Real Estate Portfolio Segment [Member] | Industrial [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 447	$ 459
Percentage of gross commercial mortgage loans	17.00%	17.00%
Commercial Real Estate Portfolio Segment [Member] | Mixed use [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 37	$ 35
Percentage of gross commercial mortgage loans	1.00%	1.00%
Commercial Real Estate Portfolio Segment [Member] | Office [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 496	$ 541
Percentage of gross commercial mortgage loans	19.00%	20.00%
Commercial Real Estate Portfolio Segment [Member] | Retail [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 961	$ 984
Percentage of gross commercial mortgage loans	36.00%	36.00%
Commercial Real Estate Portfolio Segment [Member] | Other [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 206	$ 197
Percentage of gross commercial mortgage loans	8.00%	7.00%
Commercial Real Estate Portfolio Segment [Member] | East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 202	$ 211
Percentage of gross commercial mortgage loans	7.00%	8.00%
Commercial Real Estate Portfolio Segment [Member] | East South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 76	$ 74
Percentage of gross commercial mortgage loans	3.00%	3.00%
Commercial Real Estate Portfolio Segment [Member] | Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 199	$ 210
Percentage of gross commercial mortgage loans	7.00%	8.00%
Commercial Real Estate Portfolio Segment [Member] | Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 260	$ 248
Percentage of gross commercial mortgage loans	10.00%	9.00%
Commercial Real Estate Portfolio Segment [Member] | New England [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 100	$ 123
Percentage of gross commercial mortgage loans	4.00%	4.00%
Commercial Real Estate Portfolio Segment [Member] | Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 721	$ 741
Percentage of gross commercial mortgage loans	27.00%	27.00%
Commercial Real Estate Portfolio Segment [Member] | South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 770	$ 782
Percentage of gross commercial mortgage loans	29.00%	28.00%
Commercial Real Estate Portfolio Segment [Member] | West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 226	$ 229
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial Real Estate Portfolio Segment [Member] | West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 128	$ 137
Percentage of gross commercial mortgage loans	5.00%	5.00%

Financing Receivables Financing

Financing Receivables Financing Receivables (Troubled Debt Restructurings) (Details 4) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Receivables [Abstract]
Commitments to lend additional funds to borrowers whose loans have been restructured	$ 0	$ 0

Deferred Acquisition Costs an57

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016		Sep. 30, 2015
Balances of and changes in DAC [Roll Forward]
Benefit related to the write-off of the deferred revenue liability	$ 27
Ameriprise Financial [Member]
Balances of and changes in DAC [Roll Forward]
Balance, at the beginning of the period	2,725		$ 2,608
Capitalization of acquisition costs	274	[1]	264
Amortization, excluding the impact of valuation assumptions review	(279)		(296)
Amortization, impact of valuation assumptions review	(81)		(6)
Impact of change in net unrealized securities (gains) losses	(105)		64
Balance, at the end of the period	2,534		2,634
Balances of and changes in DSIC [Roll Forward]
Balance at the beginning of the period	335		362
Capitalization of sales inducement costs	4		3
Amortization, excluding the impact of valuation assumptions review	(32)		(44)
Amortization, impact of valuation assumptions review	4		1
Impact of change in net unrealized securities (gains) losses	(14)		10
Balance at the end of the period	$ 297		$ 332
[1]	Includes a $27 million benefit related to the write-off of the deferred reinsurance liability in connection with the loss recognition on LTC business.

Policyholder Account Balances58

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Balances by product) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Policyholder account balances	$ 20,600	$ 20,650
Future policy benefits	9,945	8,180
Policy claims and other policyholders' funds	924	869
Policyholder account balances, future policy benefits and claims	31,469	29,699
Fixed annuities [Member]
Policyholder account balances	10,729	11,239
Variable annuity fixed sub-accounts [Member]
Policyholder account balances	5,152	4,912
VUL/UL insurance [Member]
Policyholder account balances	2,978	2,897
IUL [Member]
Policyholder account balances	975	808
Other life insurance [Member]
Policyholder account balances	766	794
Variable annuity GMWB [Member]
Future policy benefits	2,113	1,057
Variable annuity GMAB [Member]
Future policy benefits	8	0
Other annuity liabilities [Member]
Future policy benefits	143	31
Fixed annuities life contingent liabilities [Member]
Future policy benefits	1,496	1,501
EIA [Member]
Future policy benefits	26	27
Life, disability income and long term care insurance [Member]
Future policy benefits	5,561	5,112
VUL/UL and other life insurance additional liabilities [Member]
Future policy benefits	$ 598	$ 452

Policyholder Account Balances59

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Separate Account Liabilities) (Details 2) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Separate Accounts Disclosure [Abstract]
Variable annuity	$ 70,715	$ 69,333
VUL insurance	6,710	6,637
Other insurance	33	34
Threadneedle investment liabilities	4,053	4,345
Total	$ 81,511	$ 80,349

Variable Annuity and Insuranc60

Variable Annuity and Insurance Guarantees (VA Guarantees Details) (Details) - USD ($) $ in Millions		9 Months Ended	12 Months Ended
		Sep. 30, 2016	Dec. 31, 2015
GMDB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 74,955	$ 73,270
Contract value in separate accounts	[1]	69,854	68,406
Net amount at risk	[1]	$ 325	$ 743
Weighted average attained age	[1]	65 years	65 years
GMDB [Member] | Return of premium [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 56,748	$ 54,716
Contract value in separate accounts	[1]	54,787	52,871
Net amount at risk	[1]	$ 144	$ 297
Weighted average attained age	[1]	65 years	65 years
GMDB [Member] | Five/six-year reset [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 9,052	$ 9,307
Contract value in separate accounts	[1]	6,371	6,731
Net amount at risk	[1]	$ 23	$ 78
Weighted average attained age	[1]	66 years	65 years
GMDB [Member] | One-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 6,614	$ 6,747
Contract value in separate accounts	[1]	6,237	6,379
Net amount at risk	[1]	$ 80	$ 266
Weighted average attained age	[1]	67 years	67 years
GMDB [Member] | Five-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,587	$ 1,613
Contract value in separate accounts	[1]	1,527	1,556
Net amount at risk	[1]	$ 5	$ 20
Weighted average attained age	[1]	64 years	63 years
GMDB [Member] | Other [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 954	$ 887
Contract value in separate accounts	[1]	932	869
Net amount at risk	[1]	$ 73	$ 82
Weighted average attained age	[1]	71 years	71 years
GGU death benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,063	$ 1,056
Contract value in separate accounts	[1]	1,011	1,004
Net amount at risk	[1]	$ 111	$ 113
Weighted average attained age	[1]	68 years	67 years
GMIB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 251	$ 270
Contract value in separate accounts	[1]	233	251
Net amount at risk	[1]	$ 12	$ 17
Weighted average attained age	[1]	68 years	68 years
GMWB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 42,457	$ 40,419
Contract value in separate accounts	[1]	42,304	40,288
Net amount at risk	[1]	$ 358	$ 332
Weighted average attained age	[1]	66 years	66 years
GMWB [Member] | GMWB standard benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 2,805	$ 3,118
Contract value in separate accounts	[1]	2,796	3,109
Net amount at risk	[1]	$ 2	$ 2
Weighted average attained age	[1]	70 years	69 years
GMWB [Member] | GMWB for life [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 39,652	$ 37,301
Contract value in separate accounts	[1]	39,508	37,179
Net amount at risk	[1]	$ 356	$ 330
Weighted average attained age	[1]	66 years	66 years
GMAB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 3,689	$ 4,018
Contract value in separate accounts	[1]	3,681	4,006
Net amount at risk	[1]	$ 14	$ 31
Weighted average attained age	[1]	59 years	58 years
[1]	Individual variable annuity contracts may have more than one guarantee and therefore may be included in more than one benefit type. Variable annuity contracts for which the death benefit equals the account value are not shown in this table.

Variable Annuity and Insuranc61

Variable Annuity and Insurance Guarantees (IUL Secondary Guarantees) (Details) - UL secondary guarantees [Member] - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Insurance Guarantees by Benefit Type
Net amount at risk	$ 6,339	$ 6,601
Weighted average attained age	64 years	63 years

Variable Annuity and Insuranc62

Variable Annuity and Insurance Guarantees (Liability Rollforward) (Details) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015
GMDB and GGU [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period		$ 14	$ 9
Incurred claims		10	9
Paid claims		(7)	(3)
Balance, at the end of the period		17	15
GMIB [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period		8	7
Balance, at the end of the period		8	7
GMWB [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period	[1]	1,057	693
Incurred claims	[1]	1,056	580
Balance, at the end of the period	[1]	2,113	1,273
GMAB [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period	[1]	0	(41)
Incurred claims	[1]	9	72
Paid claims	[1]	(1)
Balance, at the end of the period	[1]	8	31
UL [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period		332	263
Incurred claims		99	70
Paid claims		(18)	(19)
Balance, at the end of the period		$ 413	$ 314
[1]	The incurred claims for GMWB and GMAB represent the total change in the liabilities (contra liabilities).

Variable Annuity and Insuranc63

Variable Annuity and Insurance Guarantees (Separate Account Balances by Type) (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Mutual funds
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 70,173	$ 68,747
Equity [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	40,872	39,806
Bond [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	23,875	23,700
Other [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 5,426	$ 5,241

Debt (Schedule of Debt) (Detail

Debt (Schedule of Debt) (Details) - USD ($) $ in Millions		3 Months Ended			9 Months Ended		12 Months Ended
		Sep. 30, 2016	Jun. 30, 2016	Mar. 31, 2016	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Debt and stated interest rates
Proceeds from Issuance of Debt					$ 495	$ 0
Ameriprise Financial [Member]
Debt and stated interest rates
Long-term debt		$ 2,934			2,934		$ 2,692
Total long-term debt		2,934			2,934		2,692
Short-term borrowings		200			200		200
Total		3,134			3,134		2,892
Ameriprise Financial [Member] | Federal Home Loan Bank advances [Member]
Debt and stated interest rates
Short-term borrowings		$ 150			$ 150		$ 150
Stated Interest Rate (as a percent) short-term debt		0.60%			0.60%		0.50%
Remaining maturity of outstanding amount of short term borrowings					3 months		3 months
Ameriprise Financial [Member] | Repurchase agreements [Member]
Debt and stated interest rates
Short-term borrowings		$ 50			$ 50		$ 50
Stated Interest Rate (as a percent) short-term debt		0.70%			0.70%		0.50%
Remaining maturity of outstanding amount of short term borrowings					2 months		1 month
Ameriprise Financial [Member] | Senior notes due 2019 [Member]
Debt and stated interest rates
Long-term debt		$ 300			$ 300		$ 300
Stated Interest Rate (as a percent) long-term debt		7.30%			7.30%		7.30%
Ameriprise Financial [Member] | Senior notes due 2020 [Member]
Debt and stated interest rates
Long-term debt		$ 750			$ 750		$ 750
Stated Interest Rate (as a percent) long-term debt		5.30%			5.30%		5.30%
Ameriprise Financial [Member] | Senior notes due 2023 [Member]
Debt and stated interest rates
Long-term debt		$ 750			$ 750		$ 750
Stated Interest Rate (as a percent) long-term debt		4.00%			4.00%		4.00%
Ameriprise Financial [Member] | Senior notes due 2024 [Member]
Debt and stated interest rates
Long-term debt		$ 550			$ 550		$ 550
Stated Interest Rate (as a percent) long-term debt		3.70%			3.70%		3.70%
Ameriprise Financial [Member] | Senior notes due 2026 [Member]
Debt and stated interest rates
Long-term debt		$ 500			$ 500		$ 0
Stated Interest Rate (as a percent) long-term debt		2.90%			2.90%		0.00%
Proceeds from Issuance of Debt		$ 500
Debt Related Commitment Fees and Debt Issuance Costs		4
Ameriprise Financial [Member] | Junior subordinated notes due 2066 [Member]
Debt and stated interest rates
Long-term debt		$ 0			$ 0		$ 245
Stated Interest Rate (as a percent) long-term debt		0.00%			0.00%		7.50%
Extinguishment of debt			$ 229	$ 16
Gain on extinguishment of debt				$ 1
Ameriprise Financial [Member] | Capitalized lease obligations [Member]
Debt and stated interest rates
Capitalized lease obligations		$ 52			$ 52		$ 60
Ameriprise Financial [Member] | Other [Member]
Debt and stated interest rates
Other	[1]	32			32		37
Residential mortgage backed securities [Member] | Ameriprise Financial [Member] | Repurchase agreements [Member]
Debt and stated interest rates
Available-for-sale securities pledged as collateral		31			31		30
Commercial mortgage backed securities [Member] | Ameriprise Financial [Member] | Federal Home Loan Bank advances [Member]
Debt and stated interest rates
Available-for-sale securities pledged as collateral		751			751		290
Commercial mortgage backed securities [Member] | Ameriprise Financial [Member] | Repurchase agreements [Member]
Debt and stated interest rates
Available-for-sale securities pledged as collateral		$ 21			$ 21		$ 22
[1]	Amounts include adjustments for fair value hedges on the Company’s long-term debt and unamortized discount and debt issuance costs. See Note 12 for information on the Company’s fair value hedges.

Line of Credit Narrative (Detai

Line of Credit Narrative (Details 2) - Ameriprise Financial [Member] - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Line of Credit Facility
Current borrowing capacity for line of credit facility	$ 500
Maximum borrowing capacity for line of credit facility	750
Line of credit borrowings outstanding	0	$ 0
Outstanding letters of credit issued against line of credit facility	$ 1

Fair Values of Assets and Lia66

Fair Values of Assets and Liabilities (Assets & liabilities reported at FV) (Details) - USD ($) $ in Millions		9 Months Ended		12 Months Ended
		Sep. 30, 2016		Dec. 31, 2015
Liabilities
Derivative liability	[1],[2]	$ 5,885		$ 4,300
Cumulative change in embedded derivatives due to nonperformance		(764)		(398)
GMWB and GMAB embedded derivatives [Member]
Liabilities
Derivative liability		1,800		994
Derivative asset		73		143
Ameriprise Financial [Member]
Assets
Available-for-Sale securities		30,799		28,673
Separate account assets		81,511		80,349
Ameriprise Financial [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		16,552		16,348
Ameriprise Financial [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		6,862		5,973
Ameriprise Financial [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		3,089		2,456
Ameriprise Financial [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		1,504		1,296
Ameriprise Financial [Member] | State and municipal obligations [Member]
Assets
Available-for-Sale securities		2,488		2,290
Ameriprise Financial [Member] | U.S. government and agencies obligations [Member]
Assets
Available-for-Sale securities		10		68
Ameriprise Financial [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-Sale securities		275		224
Ameriprise Financial [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		19		18
Ameriprise Financial [Member] | Recurring basis [Member]
Assets
Cash equivalents		2,691		1,998
Available-for-Sale securities		30,799		28,673
Trading securities		33		24
Separate account assets		81,511	[3]	80,349	[4]
Investments segregated for regulatory purposes		201		401
Other assets		5,178		3,587
Total assets at fair value		120,413		115,032
Liabilities
Policyholder account balances, future policy benefits and claims		2,199	[5]	1,220	[6]
Customer deposits		8		4
Other liabilities		3,708		3,089
Total liabilities at fair value		5,915		4,313
Ameriprise Financial [Member] | Recurring basis [Member] | Other liabilities [Member]
Liabilities
Other liabilities		30		13
Ameriprise Financial [Member] | Recurring basis [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		3,647		1,940
Liabilities
Other liabilities		1,663		969
Ameriprise Financial [Member] | Recurring basis [Member] | Equity derivative contracts [Member]
Assets
Other assets		1,452		1,587
Liabilities
Other liabilities		1,876		1,993
Ameriprise Financial [Member] | Recurring basis [Member] | Credit derivative contracts [Member]
Assets
Other assets		1		2
Ameriprise Financial [Member] | Recurring basis [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		75		56
Liabilities
Other liabilities		35		18
Ameriprise Financial [Member] | Recurring basis [Member] | Other derivative contracts [Member]
Assets
Other assets		3		2
Liabilities
Other liabilities		104		96
Ameriprise Financial [Member] | Recurring basis [Member] | EIA embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		5		5
Ameriprise Financial [Member] | Recurring basis [Member] | IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		438		364
Ameriprise Financial [Member] | Recurring basis [Member] | GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		1,756	[7]	851	[8]
Ameriprise Financial [Member] | Recurring basis [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		16,552		16,348
Ameriprise Financial [Member] | Recurring basis [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		6,862		5,973
Ameriprise Financial [Member] | Recurring basis [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		3,089		2,456
Ameriprise Financial [Member] | Recurring basis [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		1,504		1,296
Ameriprise Financial [Member] | Recurring basis [Member] | State and municipal obligations [Member]
Assets
Available-for-Sale securities		2,488		2,290
Ameriprise Financial [Member] | Recurring basis [Member] | U.S. government and agencies obligations [Member]
Assets
Available-for-Sale securities		10		68
Ameriprise Financial [Member] | Recurring basis [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-Sale securities		275		224
Ameriprise Financial [Member] | Recurring basis [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		14		13
Ameriprise Financial [Member] | Recurring basis [Member] | Common stocks measured at NAV [Member]
Assets
Available-for-Sale securities		5	[3]	5	[4]
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member]
Assets
Cash equivalents		30		80
Available-for-Sale securities		13		38
Trading securities		5		6
Investments segregated for regulatory purposes		201		401
Other assets		65		94
Total assets at fair value		314		619
Liabilities
Other liabilities		13		50
Total liabilities at fair value		13		50
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Other liabilities [Member]
Liabilities
Other liabilities		9		1
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		2
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Equity derivative contracts [Member]
Assets
Other assets		58		92
Liabilities
Other liabilities		2		47
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		5		2
Liabilities
Other liabilities		1		2
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Other derivative contracts [Member]
Liabilities
Other liabilities		1
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | U.S. government and agencies obligations [Member]
Assets
Available-for-Sale securities		9		33
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		4		5
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member]
Assets
Cash equivalents		2,661		1,918
Available-for-Sale securities		28,956		26,822
Trading securities		28		18
Other assets		5,113		3,493
Total assets at fair value		36,758		32,251
Liabilities
Policyholder account balances, future policy benefits and claims		5		5
Customer deposits		8		4
Other liabilities		3,682		3,039
Total liabilities at fair value		3,695		3,048
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Other liabilities [Member]
Liabilities
Other liabilities		8		12
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		3,645		1,940
Liabilities
Other liabilities		1,663		969
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Equity derivative contracts [Member]
Assets
Other assets		1,394		1,495
Liabilities
Other liabilities		1,874		1,946
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Credit derivative contracts [Member]
Assets
Other assets		1		2
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		70		54
Liabilities
Other liabilities		34		16
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Other derivative contracts [Member]
Assets
Other assets		3		2
Liabilities
Other liabilities		103		96
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | EIA embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		5		5
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		15,210		14,923
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		6,577		5,755
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		3,056		2,453
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		1,339		1,134
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | State and municipal obligations [Member]
Assets
Available-for-Sale securities		2,488		2,290
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | U.S. government and agencies obligations [Member]
Assets
Available-for-Sale securities		1		35
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-Sale securities		275		224
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		10		8
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member]
Assets
Available-for-Sale securities		1,825		1,808
Total assets at fair value		1,825		1,808
Liabilities
Policyholder account balances, future policy benefits and claims		2,194		1,215
Other liabilities		13
Total liabilities at fair value		2,207		1,215
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Other liabilities [Member]
Liabilities
Other liabilities		13
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		438		364
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		1,756		851
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		1,342		1,425
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		285		218
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		33		3
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		$ 165		$ 162
[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. The fair value of the SMC embedded derivative liability is included in Customer deposits on the Consolidated Balance Sheets.
[2]	The fair value of the Company’s derivative liabilities after considering the effects of master netting arrangements, cash collateral held by the same counterparty and the fair value of net embedded derivatives was $2.4 billion and $1.6 billion at September 30, 2016 and December 31, 2015, respectively. See Note 11 for additional information related to master netting arrangements and cash collateral. See Note 3 for information about derivatives held by consolidated VIEs.
[3]	Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information.
[4]	Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient and have not been classified in the fair value hierarchy. See Note 2 for further information.
[5]	The Company’s adjustment for nonperformance risk resulted in a $764 million cumulative decrease to the embedded derivatives.
[6]	The Company’s adjustment for nonperformance risk resulted in a $398 million cumulative decrease to the embedded derivatives.
[7]	The fair value of the GMWB and GMAB embedded derivatives included $1.8 billion of individual contracts in a liability position and $73 million of individual contracts in an asset position.
[8]	The fair value of the GMWB and GMAB embedded derivatives included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position.

Fair Values of Assets and Lia67

Fair Values of Assets and Liabilities (Level 3 rollforwards-Assets) (Details 2) - Ameriprise Financial [Member] - USD ($)		3 Months Ended		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation
Transfers from Level 1 to Level 2, assets		$ 0	$ 0	$ 0	$ 0
Transfers from Level 2 to Level 1, assets		0	0	0	0
Corporate debt securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		1,350,000,000	1,509,000,000	1,425,000,000	1,518,000,000
Total gains (losses) included in net income		0	(1,000,000)	(2,000,000)	(2,000,000)
Total gains (losses) included in other comprehensive income (loss)		(2,000,000)	(3,000,000)	29,000,000	(9,000,000)
Purchases		20,000,000	124,000,000	34,000,000	179,000,000
Settlements		(26,000,000)	(90,000,000)	(144,000,000)	(147,000,000)
Balance, at the end of the period		1,342,000,000	1,539,000,000	1,342,000,000	1,539,000,000
Corporate debt securities [Member] | Net investment income [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Changes in unrealized gains/(losses) relating to assets held at end of period			(1,000,000)	(1,000,000)	(2,000,000)
Residential mortgage backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		153,000,000	279,000,000	218,000,000	206,000,000
Total gains (losses) included in net income		0
Total gains (losses) included in other comprehensive income (loss)		1,000,000	(1,000,000)		(1,000,000)
Purchases		144,000,000	93,000,000	144,000,000	312,000,000
Settlements		(14,000,000)	(14,000,000)	(53,000,000)	(36,000,000)
Transfers out of Level 3		1,000,000	(71,000,000)	(24,000,000)	(195,000,000)
Balance, at the end of the period		285,000,000	286,000,000	285,000,000	286,000,000
Commercial mortgage backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		0	44,000,000	3,000,000	91,000,000
Total gains (losses) included in net income		0
Purchases		33,000,000		42,000,000	41,000,000
Settlements			(2,000,000)	(3,000,000)	(5,000,000)
Transfers into Level 3					6,000,000
Transfers out of Level 3		0	(37,000,000)	(9,000,000)	(128,000,000)
Balance, at the end of the period		33,000,000	5,000,000	33,000,000	5,000,000
Asset backed securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		178,000,000	135,000,000	162,000,000	169,000,000
Total gains (losses) included in net income		1,000,000	1,000,000		1,000,000
Total gains (losses) included in other comprehensive income (loss)		1,000,000	2,000,000	(5,000,000)	2,000,000
Purchases		12,000,000	5,000,000	28,000,000	37,000,000
Settlements		0	(8,000,000)	(1,000,000)	(22,000,000)
Transfers into Level 3				12,000,000
Transfers out of Level 3		(27,000,000)	(13,000,000)	(52,000,000)	(65,000,000)
Balance, at the end of the period		165,000,000	122,000,000	165,000,000	122,000,000
Asset backed securities [Member] | Net investment income [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Changes in unrealized gains/(losses) relating to assets held at end of period			1,000,000		1,000,000
Asset backed securities [Member] | Adjustments for New Accounting Pronouncement [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period				21,000,000
Common stocks [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period					2,000,000
Transfers out of Level 3					(2,000,000)
Balance, at the end of the period			0		0
Total available-for-sale securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		1,681,000,000	1,967,000,000	1,808,000,000	1,986,000,000
Total gains (losses) included in net income	[1]	1,000,000	0	(2,000,000)	(1,000,000)
Total gains (losses) included in other comprehensive income (loss)			(2,000,000)	24,000,000	(8,000,000)
Purchases		209,000,000	222,000,000	248,000,000	569,000,000
Settlements		(40,000,000)	(114,000,000)	(201,000,000)	(210,000,000)
Transfers into Level 3				12,000,000	6,000,000
Transfers out of Level 3		(26,000,000)	(121,000,000)	(85,000,000)	(390,000,000)
Balance, at the end of the period		1,825,000,000	1,952,000,000	1,825,000,000	1,952,000,000
Total available-for-sale securities [Member] | Net investment income [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Changes in unrealized gains/(losses) relating to assets held at end of period			0	(1,000,000)	(1,000,000)
Total available-for-sale securities [Member] | Adjustments for New Accounting Pronouncement [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period				21,000,000
Trading securities [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period			1,000,000		1,000,000
Total gains (losses) included in net income	[1]		(1,000,000)		(1,000,000)
Balance, at the end of the period			$ 0		$ 0
Other derivative contracts [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		2,000,000		0
Total gains (losses) included in net income	[2]	(2,000,000)		(2,000,000)
Purchases		0		2,000,000
Balance, at the end of the period		0		0
Other derivative contracts [Member] | Benefits, claims, losses and settlement expenses [Member]
Summary of changes in Level 3 assets measured at fair value on a recurring basis [Rollforward]
Changes in unrealized gains/(losses) relating to assets held at end of period		$ (2,000,000)		$ (2,000,000)
[1]	Included in net investment income in the Consolidated Statements of Operations.
[2]	Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations.

Fair Values of Assets and Lia68

Fair Values of Assets and Liabilities (Level 3 rollforwards-Liabilities) (Details 3) - Ameriprise Financial [Member] - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Net increase (decrease) to pretax income from embedded derivative liability		$ 8	$ 162	$ 295	$ 154
Transfers from Level 1 to Level 2, liabilities		0	0	0	0
Transfers from Level 2 to Level 1, liabilities		0	0	0	0
IUL embedded derivatives [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		408	292	364	242
Total gains (losses) included in net income	[1]	12	(1)	8	13
Issues		25	31	86	76
Settlements		(7)	(5)	(20)	(14)
Balance, at the end of the period		438	317	438	317
GMWB and GMAB embedded derivatives [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		1,965	235	851	479
Total gains (losses) included in net income	[2]	(280)	805	708	426
Issues		77	69	215	197
Settlements		(6)	(2)	(18)	5
Balance, at the end of the period		1,756	1,107	1,756	1,107
Policyholder account balances, future policy benefits and claims [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		2,373	527	1,215	721
Total gains (losses) included in net income		(268)	804	716	439
Issues		102	100	301	273
Settlements		(13)	(7)	(38)	(9)
Balance, at the end of the period		2,194	1,424	2,194	1,424
Contingent Consideration Liability [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Issues		13		13
Balance, at the end of the period		13		13
Interest credited to fixed accounts [Member] | IUL embedded derivatives [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Changes in unrealized (gains)/losses relating to liabilities held at end of period		12	(1)	8	13
Interest credited to fixed accounts [Member] | Policyholder account balances, future policy benefits and claims [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Changes in unrealized (gains)/losses relating to liabilities held at end of period		12	(1)	8	13
Benefits, claims, losses and settlement expenses [Member] | GMWB and GMAB embedded derivatives [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Changes in unrealized (gains)/losses relating to liabilities held at end of period		(267)	811	830	438
Benefits, claims, losses and settlement expenses [Member] | Policyholder account balances, future policy benefits and claims [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Changes in unrealized (gains)/losses relating to liabilities held at end of period		$ (267)	$ 811	$ 830	$ 438
[1]	Included in interest credited to fixed accounts in the Consolidated Statements of Operations.
[2]	Included in benefits, claims, losses and settlement expenses in the Consolidated Statements of Operations.

Fair Value of Assets and Liabil

Fair Value of Assets and Liabilities (Unobservable inputs) (Details 4) - Ameriprise Financial [Member] - Discounted cash flow [Member] - USD ($) $ in Millions		9 Months Ended	12 Months Ended
		Sep. 30, 2016	Dec. 31, 2015
IUL embedded derivatives [Member]
Fair values of assets and liabilities
Liabilities at fair value		$ 438	$ 364
Nonperformance risk	[1]	0.89%	0.68%
GMWB and GMAB embedded derivatives [Member]
Fair values of assets and liabilities
Liabilities at fair value		$ 1,756	$ 851
Nonperformance risk	[1]	0.89%	0.68%
GMWB and GMAB embedded derivatives [Member] | Minimum [Member]
Fair values of assets and liabilities
Utilization of guaranteed withdrawals (as a percent)	[2]	0.00%	0.00%
Surrender rate (as a percent)		0.10%	0.00%
Market volatility	[3]	5.40%	5.40%
GMWB and GMAB embedded derivatives [Member] | Maximum [Member]
Fair values of assets and liabilities
Utilization of guaranteed withdrawals (as a percent)	[2]	75.60%	75.60%
Surrender rate (as a percent)		66.40%	59.10%
Market volatility	[3]	21.60%	21.50%
Contingent Consideration Liability [Member]
Fair values of assets and liabilities
Liabilities at fair value		$ 13
Contingent Consideration Liability [Member] | Minimum [Member]
Fair values of assets and liabilities
Discount rate		9.00%
Contingent Consideration Liability [Member] | Maximum [Member]
Fair values of assets and liabilities
Discount rate		9.00%
Contingent Consideration Liability [Member] | Weighted average [Member]
Fair values of assets and liabilities
Discount rate		9.00%
Corporate debt securities [Member]
Fair values of assets and liabilities
Assets at fair value		$ 1,339	$ 1,411
Corporate debt securities [Member] | Minimum [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		1.00%	1.10%
Corporate debt securities [Member] | Maximum [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		3.00%	3.80%
Corporate debt securities [Member] | Weighted average [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		1.40%	1.60%
Asset-backed Securities [Member]
Fair values of assets and liabilities
Assets at fair value		$ 14
Asset-backed Securities [Member] | Minimum [Member]
Fair values of assets and liabilities
Annual short-term default rate		4.80%
Annual long-term default rate		2.50%
Discount rate		14.00%
Constant prepayment rate		5.00%
Loss recovery		36.40%
Asset-backed Securities [Member] | Maximum [Member]
Fair values of assets and liabilities
Annual short-term default rate		4.80%
Annual long-term default rate		2.50%
Discount rate		14.00%
Constant prepayment rate		10.00%
Loss recovery		63.60%
Asset-backed Securities [Member] | Weighted average [Member]
Fair values of assets and liabilities
Annual short-term default rate		4.80%
Annual long-term default rate		2.50%
Discount rate		14.00%
Constant prepayment rate		9.80%
Loss recovery		62.70%
[1]	The nonperformance risk is the spread added to the observable interest rates used in the valuation of the embedded derivatives.
[2]	The utilization of guaranteed withdrawals represents the percentage of contractholders that will begin withdrawing in any given year.
[3]	Market volatility is implied volatility of fund of funds and managed volatility funds.

Fair Values of Assets and Lia70

Fair Values of Assets and Liabilities (Carrying & Estimated Fair Value of non-Fair Value Reported Instruments) (Details 5) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Financial Liabilities
Separate account liabilities		$ 81,511	$ 80,349
Ameriprise Financial [Member]
Financial Liabilities
Separate account liabilities		81,511	80,349
Ameriprise Financial [Member] | Carrying Value [Member]
Financial Assets
Mortgage Loans, net		2,974	3,359
Policy and certificate loans		835	824
Receivables		1,468	1,471
Restricted and segregated cash		2,761	2,548
Other investments and assets		525	583
Financial Liabilities
Policyholder account balances, future policy benefits and claims		11,071	11,523
Investment certificate reserves		5,639	4,831
Brokerage customer deposits		3,806	3,802
Separate account liabilities		4,397	4,704
Debt and other Liabilities		3,391	3,173
Recurring basis [Member] | Ameriprise Financial [Member]
Financial Assets
Mortgage Loans, net		3,090	3,372
Policy and certificate loans		810	804
Receivables		1,476	1,473
Restricted and segregated cash		2,761	2,548
Other investments and assets		523	565
Financial Liabilities
Policyholder account balances, future policy benefits and claims		12,083	12,424
Investment certificate reserves		5,632	4,823
Brokerage customer deposits		3,806	3,802
Separate account liabilities	[1]	4,397	4,704
Debt and other Liabilities		3,637	3,273
Recurring basis [Member] | Ameriprise Financial [Member] | Level 1 [Member]
Financial Assets
Receivables		115	148
Restricted and segregated cash		2,761	2,548
Other investments and assets		1	1
Financial Liabilities
Brokerage customer deposits		3,806	3,802
Debt and other Liabilities		183	202
Recurring basis [Member] | Ameriprise Financial [Member] | Level 2 [Member]
Financial Assets
Policy and certificate loans			1
Receivables		1,358	1,322
Other investments and assets		468	510
Financial Liabilities
Debt and other Liabilities		3,298	2,958
Recurring basis [Member] | Ameriprise Financial [Member] | Level 3 [Member]
Financial Assets
Mortgage Loans, net		3,090	3,372
Policy and certificate loans		810	803
Receivables		3	3
Other investments and assets		54	54
Financial Liabilities
Policyholder account balances, future policy benefits and claims		12,083	12,424
Investment certificate reserves		5,632	4,823
Debt and other Liabilities		$ 156	$ 113
[1]	Amounts are comprised of certain investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient. See Note 2 for further information.

Assets Subject to Netting (Deta

Assets Subject to Netting (Details) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Derivatives [Abstract]
Gross amounts of recognized assets	[1]	$ 5,178	$ 3,587
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(3,373)	(2,648)
Cash collateral		(920)	(493)
Securities collateral		(856)	(320)
Net amount		29	126
Securities borrowed [Abstract]
Gross amounts of recognized assets		115	148
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(51)	(30)
Securities borrowed		(63)	(115)
Net amount		1	3
Total [Abstract]
Gross amounts of recognized assets		5,293	3,735
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(3,424)	(2,678)
Cash collateral		(920)	(493)
Securities collateral		(919)	(435)
Net amount		30	129
OTC [Member]
Derivatives [Abstract]
Gross amounts of recognized assets		4,054	3,129
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(2,496)	(2,331)
Cash collateral		(697)	(391)
Securities collateral		(856)	(320)
Net amount		5	87
OTC cleared [Member]
Derivatives [Abstract]
Gross amounts of recognized assets		1,099	418
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(875)	(314)
Cash collateral		(223)	(102)
Net amount		1	2
Exchange-traded [Member]
Derivatives [Abstract]
Gross amounts of recognized assets		25	40
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(2)	(3)
Net amount		$ 23	$ 37
[1]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[2]	Represents the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Liabilities Subject to Netting

Liabilities Subject to Netting (Details 2) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Derivatives [Abstract]
Gross amounts of recognized liabilities	[1],[2]	$ 5,885	$ 4,300
Securities loaned [Abstract]
Gross amounts of recognized liabilities		183	203
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(51)	(30)
Securities collateral		(128)	(164)
Net amount		4	9
Repurchase agreements [Abstract]
Gross amounts of recognized liabilities		50	50
Gross amounts not offset in the consolidated balance sheets [Abstract]
Securities collateral		(50)	(50)
Net amount		0	0
Total [Abstract]
Gross amounts of recognized liabilities		3,911	3,329
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(3,424)	(2,678)
Cash collateral		(82)	(26)
Securities collateral		(383)	(607)
Net amount		22	18
OTC [Member]
Derivatives [Abstract]
Gross amounts of recognized liabilities		2,721	2,725
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(2,496)	(2,331)
Cash collateral		(2)
Securities collateral		(205)	(393)
Net amount		18	1
OTC cleared [Member]
Derivatives [Abstract]
Gross amounts of recognized liabilities		955	345
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(875)	(314)
Cash collateral		(80)	(25)
Net amount		0	6
Exchange-traded [Member]
Derivatives [Abstract]
Gross amounts of recognized liabilities		2	6
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(2)	(3)
Cash collateral		0	(1)
Net amount		0	2
Total derivatives [Member]
Derivatives [Abstract]
Gross amounts of recognized liabilities		3,678	3,076
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(3,373)	(2,648)
Cash collateral		(82)	(26)
Securities collateral		(205)	(393)
Net amount		$ 18	$ 9
[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. The fair value of the SMC embedded derivative liability is included in Customer deposits on the Consolidated Balance Sheets.
[2]	The fair value of the Company’s derivative liabilities after considering the effects of master netting arrangements, cash collateral held by the same counterparty and the fair value of net embedded derivatives was $2.4 billion and $1.6 billion at September 30, 2016 and December 31, 2015, respectively. See Note 11 for additional information related to master netting arrangements and cash collateral. See Note 3 for information about derivatives held by consolidated VIEs.
[3]	Represents the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar arrangements that management elects not to offset on the Consolidated Balance Sheets.

Derivatives and Hedging Activ73

Derivatives and Hedging Activities (Balance Sheet) (Details) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Derivatives and Hedging Activities
Notional amount		$ 144,665	$ 143,479
Derivative Liability After Application Of Master Netting Arrangements And Cash Collateral Including Embedded Derivative Liabilities		2,400	1,600
Derivative liability	[1],[2]	5,885	4,300
Derivative asset	[3]	5,178	3,587
Fair value of derivative collateral		940	323
Fair Value of Securities Received as Collateral that Can be Resold or Repledged		670	193
Fair Value of Securities Received as Collateral that Have Been Resold or Repledged		19	0
GMWB and GMAB [Member]
Derivatives and Hedging Activities
Derivative liability		1,800	994
Derivative Liability, Fair Value, Gross Asset		73	143
Derivatives designated as hedging instruments [Member]
Derivatives and Hedging Activities
Notional amount		931	675
Derivatives designated as hedging instruments [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	57	58
Derivatives designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives and Hedging Activities
Notional amount		675	675
Derivatives designated as hedging instruments [Member] | Interest rate contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	54	58
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Notional amount		256
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	3
Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Notional amount		143,734	142,804
Derivatives not designated as hedging instruments [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	5,121	3,529
Derivatives not designated as hedging instruments [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	3,678	3,076
Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives and Hedging Activities
Notional amount		75,028	63,798
Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	3,593	1,882
Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	1,663	969
Derivatives not designated as hedging instruments [Member] | Equity contracts [Member]
Derivatives and Hedging Activities
Notional amount		60,729	70,238
Derivatives not designated as hedging instruments [Member] | Equity contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	1,452	1,587
Derivatives not designated as hedging instruments [Member] | Equity contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	1,876	1,993
Derivatives not designated as hedging instruments [Member] | Credit contracts [Member]
Derivatives and Hedging Activities
Notional amount		1,073	600
Derivatives not designated as hedging instruments [Member] | Credit contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	1	2
Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Notional amount		4,849	4,408
Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	72	56
Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	35	18
Derivatives not designated as hedging instruments [Member] | Other derivative contracts [Member]
Derivatives and Hedging Activities
Notional amount		2,055	3,760
Derivatives not designated as hedging instruments [Member] | Other derivative contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Derivative asset	[3]	3	2
Derivatives not designated as hedging instruments [Member] | Other derivative contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	104	96
Derivatives not designated as hedging instruments [Member] | GMWB and GMAB [Member] | Policyholder account balances, future policy benefits and claims [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2],[4]	1,756	851
Derivatives not designated as hedging instruments [Member] | IUL [Member] | Policyholder account balances, future policy benefits and claims [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	438	364
Derivatives not designated as hedging instruments [Member] | EIA embedded derivatives [Member] | Policyholder account balances, future policy benefits and claims [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	5	5
Derivatives not designated as hedging instruments [Member] | SMC [Member] | Customer deposits [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	8	4
Derivatives not designated as hedging instruments [Member] | Total embedded derivatives [Member]
Derivatives and Hedging Activities
Derivative liability	[1],[2]	$ 2,207	$ 1,224
[1]	The fair value of freestanding derivative liabilities is included in Other liabilities on the Consolidated Balance Sheets. The fair value of GMWB and GMAB, IUL, and EIA embedded derivatives is included in Policyholder account balances, future policy benefits and claims on the Consolidated Balance Sheets. The fair value of the SMC embedded derivative liability is included in Customer deposits on the Consolidated Balance Sheets.
[2]	The fair value of the Company’s derivative liabilities after considering the effects of master netting arrangements, cash collateral held by the same counterparty and the fair value of net embedded derivatives was $2.4 billion and $1.6 billion at September 30, 2016 and December 31, 2015, respectively. See Note 11 for additional information related to master netting arrangements and cash collateral. See Note 3 for information about derivatives held by consolidated VIEs.
[3]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[4]	The fair value of the GMWB and GMAB embedded derivatives at September 30, 2016 included $1.8 billion of individual contracts in a liability position and $73 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives at December 31, 2015 included $994 million of individual contracts in a liability position and $143 million of individual contracts in an asset position.

Derivatives and Hedging Activ74

Derivatives and Hedging Activities (Income Statement) (Details 2) - Derivatives not designated as hedging instruments [Member] - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net investment income [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	$ 10	$ (31)	$ (52)	$ (34)
Net investment income [Member] | Interest rate contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	6	(31)	(54)	(32)
Net investment income [Member] | Equity contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	2		2	(2)
Net investment income [Member] | Foreign exchange contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	2
Banking and deposit interest expense [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	1	(1)	0	0
Banking and deposit interest expense [Member] | Equity contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	2	(3)	1	(2)
Banking and deposit interest expense [Member] | SMC [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(1)	2	(1)	2
Distribution expenses [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	11	(15)	15	(11)
Distribution expenses [Member] | Equity contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	11	(15)	13	(9)
Distribution expenses [Member] | Foreign exchange contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income			2	(2)
Interest credited to fixed accounts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	7	(9)	22	(15)
Interest credited to fixed accounts [Member] | Equity contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	12	(16)	10	(17)
Interest credited to fixed accounts [Member] | IUL [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(5)	6	12	1
Interest credited to fixed accounts [Member] | EIA embedded derivatives [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income		1		1
Benefits, claims, losses and settlement expenses [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(204)	(9)	(368)	(210)
Benefits, claims, losses and settlement expenses [Member] | Interest rate contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(13)	536	1,191	360
Benefits, claims, losses and settlement expenses [Member] | Equity contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(357)	328	(518)	69
Benefits, claims, losses and settlement expenses [Member] | Credit contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(3)	(10)	(34)	(5)
Benefits, claims, losses and settlement expenses [Member] | Foreign exchange contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(12)	6	(66)	(2)
Benefits, claims, losses and settlement expenses [Member] | Other derivative contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	(28)	3	(36)	(4)
Benefits, claims, losses and settlement expenses [Member] | GMWB and GMAB [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	209	(872)	(905)	(628)
General and administrative expense [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	5	(5)	18	(4)
General and administrative expense [Member] | Equity contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	2	(4)	3	(3)
General and administrative expense [Member] | Foreign exchange contracts [Member]
Impact of derivatives not designated as hedging instruments on Consolidated Statements of Income
Amount of gain (loss) on derivatives recognized in income	$ 3	$ (1)	$ 15	$ (1)

Derivatives and Hedging Activ75

Derivatives and Hedging Activites (Option Pay/Rec) (Details 3) $ in Millions	Sep. 30, 2016USD ($)
Summary of Option Premiums Payable and Receivable
Premiums payable	$ 1,911
Premiums receivable	637
2016 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	92	[1]
Premiums receivable	31	[1]
2017 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	277
Premiums receivable	77
2018 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	233
Premiums receivable	132
2019 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	280
Premiums receivable	132
2020 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	198
Premiums receivable	59
2021-2027 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	831
Premiums receivable	$ 206
[1]	2016 amounts represent the amounts payable and receivable for the period from October 1, 2016 to December 31, 2016.

Derivatives and Hedging Activ76

Derivatives and Hedging Activities (Impact of Hedging Activity) (Details 4) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Derivative, Credit Risk Related Contingent Features [Abstract]
Derivative, Net Liability Position, Aggregate Fair Value	$ 185		$ 185		$ 284
Collateral Already Posted, Aggregate Fair Value	170		170		283
Additional Collateral, Aggregate Fair Value	15		15		$ 1
Cash flow hedges [Member]
Derivative Instruments, Gain (Loss)
Estimated reclassification of net pretax losses on cash flow hedges from accumulated other comprehensive income to earnings during the next 12 months			4
Cash flow hedge gain to be reclassified within twelve months to interest and debt expense			(1)
Cash flow hedge loss to be reclassified within twelve months recorded in net investment income			$ 5
Longest period of time over which the entity hedges exposure to the variability in future cash flows			20 years
Net investment hedges [Member]
Derivative Instruments, Gain (Loss)
Gain on net investment hedge	6		$ 25
Interest rate contracts [Member] | Interest and debt expense [Member] | Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Amount of gain recognized in income on derivatives	$ 5	$ 8	$ 15	$ 24

Shareholders' Equity Comprehens

Shareholders' Equity Comprehensive Income (Loss) (Details) - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net unrealized securities gains, before tax [Abstract]
Net unrealized securities gains arising during the period, before tax	[1]	$ 82	$ (117)	$ 1,134	$ (562)
Reclassification of net securities (gains) losses included in net income, before tax	[2]	(8)	10	(12)	(6)
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, before tax		(114)	78	(533)	281
Net unrealized securities gains, before tax		(40)	(29)	589	(287)
Net unrealized derivatives gains, before tax [Abstract]
Reclassification of net derivative losses included in net income, before tax	[3]	1	1	4	1
Net unrealized derivatives gains, before tax		1	1	4	1
Defined benefit plans net loss arising during the period, before tax		0	0	9	0
Defined benefit plans, before tax		0	0	9	0
Foreign currency translation, before tax		(26)	(32)	(85)	(25)
Other comprehensive income attributable to Ameriprise Financial, before tax		(65)	(60)	517	(311)
Other comprehensive loss attributable to noncontrolling interests, before tax		0	(67)	0	(52)
Total other comprehensive income (loss), before tax		(65)	(127)	517	(363)
Net unrealized securities gains (losses), tax impact [Abstract]
Net unrealized securities gains arising during the period, tax impact	[1]	(31)	41	(398)	197
Reclassification of net securities gains (losses) included in net income, tax impact	[2]	4	(4)	5	2
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, tax impact		39	(27)	186	(98)
Net unrealized securities gains, tax impact		12	10	(207)	101
Net unrealized derivatives losses, tax impact [Abstract]
Reclassification of net derivative losses included in net income, tax impact	[3]	0	0	(1)	0
Net unrealized derivatives gains, tax impact		0	0	(1)	0
Defined benefit plans net loss arising during the period, tax impact		0	0	(3)	0
Defined benefit plans, tax impact		0	0	(3)	0
Foreign currency translation, tax impact		10	11	30	9
Other comprehensive income attributable to Ameriprise Financial, tax impact		22	21	(181)	110
Other comprehensive loss attributable to noncontrolling interests, tax impact		0	23	0	18
Total other comprehensive (income) loss, tax impact		22	44	(181)	128
Net unrealized securities gains (losses), net of tax [Abstract]
Net unrealized securities gains arising during the period, net of tax	[1]	51	(76)	736	(365)
Reclassification of net securities (gains) losses included in net income, net of tax	[2]	(4)	6	(7)	(4)
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, net of tax		(75)	51	(347)	183
Net unrealized securities gains, net of tax		(28)	(19)	382	(186)
Net unrealized derivatives losses, net of tax [Abstract]
Reclassification of net derivative losses included in net income, net of tax	[3]	1	1	3	1
Net unrealized derivatives gains, net of tax		1	1	3	1
Defined benefit plans net loss arising during the period, net of tax		0	0	6	0
Defined benefit plans, net of tax		0	0	6	0
Foreign currency translation, net of tax		(16)	(21)	(55)	(16)
Other comprehensive income attributable to Ameriprise Financial, net of tax		(43)	(39)	336	(201)
Other comprehensive loss attributable to noncontrolling interest, net of tax		0	(44)	0	(34)
Total other comprehensive income (loss), net of tax		(43)	(83)	336	(235)
Interest and debt expense [Member]
Net unrealized derivatives gains (losses) reclassified from AOCI into income, effective portion, net		0	1	1	3
Net investment income [Member]
Net unrealized derivatives gains (losses) reclassified from AOCI into income, effective portion, net		$ (1)	$ (2)	$ (4)	$ (4)
[1]	1) Includes other-than-temporary impairment losses on Available-for-Sale securities related to factors other than credit that were recognized in other comprehensive income (loss) during the period.
[2]	(2) Reclassification amounts are recorded in net investment income.
[3]	(3) Includes nil and $1 million pretax gain reclassified to interest and debt expense for the three months ended September 30, 2016 and 2015, respectively, and a $1 million and $2 million pretax loss reclassified to net investment income for the three months ended September 30, 2016 and 2015, respectively.(4) Includes $1 million and $3 million pretax gain reclassified to interest and debt expense for the nine months ended September 30, 2016 and 2015, respectively, and a $4 million pretax loss reclassified to net investment income for both the nine months ended September 30, 2016 and 2015.

AOCI Rollforward (Details 2)

AOCI Rollforward (Details 2) - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		$ 638	$ 500	$ 253	$ 662
Cumulative effect of change in accounting policies						$ 6
OCI before reclassifications		(40)	(30)	334	(182)
Amounts reclassified from AOCI		(3)	(9)	2	(19)
Other comprehensive income attributable to Ameriprise Financial, net of tax		(43)	(39)	336	(201)
Ending balance		595	461	595	461
Accumulated Other Comprehensive Income (Loss) Available For Sale Securities Impairment Other than Credit		5	6	5	6
Net unrealized securities gains [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		842	619	426	786
Cumulative effect of change in accounting policies						6
OCI before reclassifications		(24)	(25)	389	(182)
Amounts reclassified from AOCI		(4)	6	(7)	(4)
Other comprehensive income attributable to Ameriprise Financial, net of tax		(28)	(19)	382	(186)
Ending balance	[1]	814	600	814	600
Net unrealized derivatives gains [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		3	0	1	0
Cumulative effect of change in accounting policies						0
OCI before reclassifications		0	0	0	0
Amounts reclassified from AOCI		1	1	3	1
Other comprehensive income attributable to Ameriprise Financial, net of tax		1	1	3	1
Ending balance		4	1	4	1
Defined benefit plans [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		(85)	(71)	(91)	(71)
Cumulative effect of change in accounting policies						0
OCI before reclassifications		0	0	0	0
Amounts reclassified from AOCI		0	0	6	0
Other comprehensive income attributable to Ameriprise Financial, net of tax		0	0	6	0
Ending balance		(85)	(71)	(85)	(71)
Foreign currency translation [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		(122)	(48)	(83)	(53)
Cumulative effect of change in accounting policies						$ 0
OCI before reclassifications		(16)	(5)	(55)	0
Amounts reclassified from AOCI		0	(16)	0	(16)
Other comprehensive income attributable to Ameriprise Financial, net of tax		(16)	(21)	(55)	(16)
Ending balance		$ (138)	$ (69)	(138)	$ (69)
Adjusted for change in accounting policies [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance				259
Adjusted for change in accounting policies [Member] | Net unrealized securities gains [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance				$ 432
[1]	Includes $5 million and $6 million of noncredit related impairments on securities and net unrealized securities gains on previously impaired securities at September 30, 2016 and September 30, 2015, respectively.

Changes in Shareholders' Equity

Changes in Shareholders' Equity (Details 3) - USD ($) shares in Millions, $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015	Apr. 28, 2014
Stock repurchase program, authorized amount			$ 2,500	$ 2,500
Remaining balance under stock repurchase program	$ 1,300
Number of shares reacquired through surrender of restricted shares	0.3	0.4
Value of shares reacquired through surrender of restricted shares	$ 29	$ 48
Number of shares reacquired through net settlement options	0.3	0.7
Aggregate value of shares reacquired through net settlement options	$ 31	$ 89
Treasury shares reissued for restricted stock award grants and Ameriprise Financial Franchise Advisor Deferred Compensation Plan	0.9	1
Open Market Share Repurchases [Member]
Repurchase of common shares (in shares)	13.7	9.8
Repurchase of common shares	$ 1,300	$ 1,200

Income Taxes (Details)

Income Taxes (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Operating Loss Carryforwards [Line Items]
Effective tax rate on income from continuing operations (as a percent)	9.70%	24.10%	18.60%	23.00%
Valuation allowance	$ 11		$ 11		$ 11
Gross unrecognized tax benefit (expense)	115		115		161
Unrecognized tax benefits (net of federal tax benefits) that would impact the effective tax rate	47		47		57
Increase (reduction) in interest and penalties	0	$ 1	44	$ 3
Accrued interest and penalties	7		7		$ 51
Minimum [Member]
Operating Loss Carryforwards [Line Items]
Decrease in gross unrecognized tax benefits due to resolution of IRS examination	65		65
Maximum [Member]
Operating Loss Carryforwards [Line Items]
Decrease in gross unrecognized tax benefits due to resolution of IRS examination	75		75
State and Local [Member]
Operating Loss Carryforwards [Line Items]
State net operating losses	$ 14		$ 14

Guarantees and Contingencies (D

Guarantees and Contingencies (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Insurance-related Assessments [Member]
Contingencies
Liability related to guaranty fund assessments	$ 13	$ 13
Premium tax asset	12	$ 12
Otkritie Capital International LTD and JSC Otkririe Holding v. Threadneedle Asset Management LTD. and Threadneedle Management Services Ltd. [Member] | Pending Litigation [Member]
Contingencies
Damages sought by plaintiffs	$ 120

Earnings per Share Attributab82

Earnings per Share Attributable to Ameriprise Financial, Inc. Common Shareholders (Basic & Diluted) (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Numerator:
Net income attributable to Ameriprise Financial	$ 215	$ 397	$ 914	$ 1,205
Denominator:
Basic: Weighted-average common shares outstanding	164	180.4	168.3	183.5
Effect of potentially dilutive nonqualified stock options and other share-based awards (in shares)	1.8	2.3	1.8	2.5
Diluted: Weighted-average common shares outstanding	165.8	182.7	170.1	186
Basic:
Net income (in dollars per share)	$ 1.31	$ 2.20	$ 5.43	$ 6.57
Diluted:
Net income (in dollars per share)	$ 1.30	$ 2.17	$ 5.37	$ 6.48
Effect of potentially dilutive nonqualified stock options and other share-based awards (in shares)			2.9	1.7

Segment Information - Total Ass

Segment Information - Total Assets (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Summary of assets by segment
Total assets	$ 143,623	$ 145,319
Advice and Wealth Management [Member]
Summary of assets by segment
Total assets	11,996	11,338
Asset Management [Member]
Summary of assets by segment
Total assets	7,436	7,931
Annuities [Member]
Summary of assets by segment
Total assets	97,006	94,002
Protection [Member]
Summary of assets by segment
Total assets	22,212	20,755
Corporate and Other [Member]
Summary of assets by segment
Total assets	$ 4,973	$ 11,293

Segment Information - Operating

Segment Information - Operating net revenues (Details 2) - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Summary of segment operating results [Abstract]
Total segment operating revenues		$ 2,954	$ 2,875	$ 8,598	$ 8,756
Net realized gains (losses)		6	(10)	(5)	5
Revenues attributable to CIEs		27	43	77	333
Market impact on IUL benefits, net		6	9	18	5
Market impact of hedges on investments		5	(31)	(54)	(32)
Total net revenues	[1],[2]	2,998	2,886	8,634	9,067
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings		257	558	1,230	1,702
Net realized gains (losses)		6	(10)	(5)	5
Net income (loss) attributable to CIEs		0	(45)	(1)	102
Market impact on variable annuity guaranteed benefits, net		(37)	(5)	(78)	(75)
Market impact on IUL benefits, net		7	(1)	31	(2)
Market impact of hedges on investments		5	(31)	(54)	(32)
Integration and restructuring charges		0	(3)	0	(4)
Pretax income		238	463	1,123	1,696
Advice and Wealth Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		1,272	1,245	3,720	3,747
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings		231	219	657	649
Asset Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		740	782	2,203	2,421
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings		155	180	452	568
Annuities [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		631	632	1,846	1,914
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings		(68)	176	202	498
Protection [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		679	586	1,891	1,776
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings		11	25	117	148
Corporate and Other [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		(15)	(4)	(20)	(12)
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings		(72)	(42)	(198)	(161)
Eliminations [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	[3],[4]	(353)	(366)	(1,042)	(1,090)
Non-US [Member]
Summary of segment operating results [Abstract]
Total net revenues		162	230	500	756
Consolidation, Eliminations [Member] | Advice and Wealth Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		244	259	727	770
Consolidation, Eliminations [Member] | Asset Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		12	11	33	33
Consolidation, Eliminations [Member] | Annuities [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		85	85	247	255
Consolidation, Eliminations [Member] | Protection [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		12	10	34	31
Consolidation, Eliminations [Member] | Corporate and Other [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues		$ 0	$ 1	$ 1	$ 1
[1]	Includes foreign net revenues of $162 million and $230 million for the three months ended September 30, 2016 and 2015, respectively.
[2]	Includes foreign net revenues of $500 million and $756 million for the nine months ended September 30, 2016 and 2015, respectively.
[3]	Represents the elimination of intersegment revenues recognized for the nine months ended September 30, 2016 and 2015 in each segment as follows: Advice & Wealth Management ($727 and $770, respectively); Asset Management ($33 and $33, respectively); Annuities ($247 and $255, respectively); Protection ($34 and $31, respectively); and Corporate & Other ($1 and $1, respectively).
[4]	Represents the elimination of intersegment revenues recognized for the three months ended September 30, 2016 and 2015 in each segment as follows: Advice & Wealth Management ($244 and $259, respectively); Asset Management ($12 and $11, respectively); Annuities ($85 and $85, respectively); Protection ($12 and $10, respectively); and Corporate & Other (nil and $1, respectively).