Ameriprise Financial (AMP) 10-Q 1 Nov 17 2017 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2017	Oct. 20, 2017
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, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q3
Amendment Flag	false
Entity Common Stock, Shares Outstanding		147,930,011

CONSOLIDATED STATEMENTS OF OPER

CONSOLIDATED STATEMENTS OF OPERATIONS - USD ($) $ in Millions	3 Months Ended				9 Months Ended
	Sep. 30, 2017		Sep. 30, 2016		Sep. 30, 2017		Sep. 30, 2016
Revenues
Management and financial advice fees	$ 1,626		$ 1,464		$ 4,669		$ 4,289
Distribution fees	437		455		1,310		1,338
Net investment income	372		387		1,154		1,090
Premiums	348		374		1,035		1,114
Other revenues	210		330		733		832
Total revenues	2,993		3,010		8,901		8,663
Banking and deposit interest expense	12		12		34		29
Total net revenues	2,981	[1]	2,998	[1]	8,867	[2]	8,634	[2]
Expenses
Distribution expenses	850		798		2,505		2,371
Interest credited to fixed accounts	176		161		509		465
Benefits, claims, losses and settlement expenses	474		855		1,652		1,934
Amortization of deferred acquisition costs	48		163		189		360
Interest and debt expense	52		52		154		160
General and administrative expense	753		731		2,244		2,221
Total expenses	2,353		2,760		7,253		7,511
Pretax income	628		238		1,614		1,123
Income tax provision	125		23		315		209
Net income	$ 503		$ 215		$ 1,299		$ 914
Basic
Net income (in dollars per share)	$ 3.29		$ 1.31		$ 8.37		$ 5.43
Diluted
Net income (in dollars per share)	3.24		1.30		8.24		5.37
Cash dividends declared per common share (in dollars per share)	$ 0.83		$ 0.75		$ 2.41		$ 2.17
Supplemental Disclosures
Total other-than-temporary impairment losses on securities	$ 0		$ 0		$ (1)		$ (2)
Portion of loss recognized in other comprehensive income (before taxes)	0		0		0		1
Net impairment losses recognized in net investment income	$ 0		$ 0		$ (1)		$ (1)
[1]	Includes foreign net revenues of $198 million and $162 million for the three months ended September 30, 2017 and 2016, respectively.
[2]	Includes foreign net revenues of $539 million and $500 million for the nine months ended September 30, 2017 and 2016, respectively.

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Statement of Comprehensive Income [Abstract]
Net income	$ 503	$ 215	$ 1,299	$ 914
Other comprehensive income (loss), net of tax:
Foreign currency translation adjustment	16	(16)	46	(55)
Net unrealized gains (losses) on securities	(4)	(28)	60	382
Net unrealized gains (losses) on derivatives	1	1	2	3
Defined benefit plans	0	0	5	6
Other	0	0	(1)	0
Total other comprehensive income (loss), net of tax	13	(43)	112	336
Total comprehensive income	$ 516	$ 172	$ 1,411	$ 1,250

CONSOLIDATED BALANCE SHEETS

CONSOLIDATED BALANCE SHEETS - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Assets
Total assets	$ 145,486	$ 139,821
Liabilities
Policyholder account balances, future policy benefits and claims	29,963	30,202
Separate account liabilities	85,287	80,210
Total liabilities	139,181	133,529
Ameriprise Financial, Inc.
Common shares	3	3
Additional paid-in capital	8,017	7,765
Retained earnings	11,271	10,351
Treasury shares, at cost	(13,298)	(12,027)
Accumulated other comprehensive income, net of tax	312	200
Total equity	6,305	6,292
Total liabilities and equity	145,486	139,821
Ameriprise Financial [Member]
Assets
Cash and cash equivalents	2,398	2,318
Investments	36,202	35,834
Separate account assets	85,287	80,210
Receivables	5,742	5,299
Deferred acquisition costs	2,661	2,648
Restricted and segregated cash and investments	3,131	3,331
Other assets	7,735	7,748
Liabilities
Policyholder account balances, future policy benefits and claims	29,963	30,202
Separate account liabilities	85,287	80,210
Customer deposits	10,427	10,036
Short-term borrowings	201	200
Long-term debt	2,902	2,917
Accounts payable and accrued expenses	1,728	1,727
Other liabilities	6,363	5,823
Consolidated investment entities [Member]
Assets
Cash and cash equivalents	106	168
Investments	2,215	2,254
Receivables	9	11
Liabilities
Long-term debt	2,267	2,319
Other liabilities	$ 43	$ 95

CONSOLIDATED BALANCE SHEETS (Pa

CONSOLIDATED BALANCE SHEETS (Parenthetical) - $ / shares	Sep. 30, 2017	Dec. 31, 2016
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	327,007,785	324,006,315
Treasury shares	178,670,257	169,246,411

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]	AOCI Attributable to Parent [Member]	Noncontrolling Interests [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Cumulative effect of change in accounting policies	$ (1,318)	$ (130)			$ 1	$ (137)		$ 6	$ (1,188)
Beginning balance at Dec. 31, 2015	8,379	7,191	$ 3	$ 7,611	9,525	137	$ (10,338)	253	1,188
Beginning balance (in shares) at Dec. 31, 2015			171,033,260
Comprehensive income (loss) [Abstract]
Net income including portion attributable to noncontrolling interests		914			914
Net income attributable to noncontrolling interest									0
Net income	914
Other comprehensive income (loss), net of tax	336	336						336
Other comprehensive income (loss) attributable to noncontrolling interest, net of tax									0
Other comprehensive income attributable to Ameriprise Financial, net of tax	336
Total comprehensive income	1,250	1,250
Comprehensive income attributable to Ameriprise Financial	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	6,770	6,770	$ 3	7,709	10,072		(11,609)	595
Ending balance (in shares) at Sep. 30, 2016			158,496,336
Beginning balance at Dec. 31, 2016	6,292	6,292	$ 3	7,765	10,351	$ 0	(12,027)	200	0
Beginning balance (in shares) at Dec. 31, 2016			154,759,904
Comprehensive income (loss) [Abstract]
Net income including portion attributable to noncontrolling interests		1,299			1,299
Net income attributable to noncontrolling interest									0
Net income	1,299
Other comprehensive income (loss), net of tax	112	112						112
Other comprehensive income (loss) attributable to noncontrolling interest, net of tax									$ 0
Other comprehensive income attributable to Ameriprise Financial, net of tax	112
Total comprehensive income	1,411	1,411
Comprehensive income attributable to Ameriprise Financial	1,411
Dividends to shareholders	(379)	(379)			(379)
Repurchase of common shares	(1,323)	(1,323)					(1,323)
Repurchase of common shares (in shares)			(10,184,145)
Share-based compensation plans	304	304		252			52
Share-based compensation plans (in shares)			3,761,769
Ending balance at Sep. 30, 2017	$ 6,305	$ 6,305	$ 3	$ 8,017	$ 11,271		$ (13,298)	$ 312
Ending balance (in shares) at Sep. 30, 2017			148,337,528

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
Statement of Cash Flows [Abstract]
Net income	$ 1,299	$ 914
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation, amortization and accretion, net	176	187
Deferred income tax expense (benefit)	(58)	(47)
Share-based compensation	91	101
Net realized investment (gains) losses	(37)	(1)
Net trading (gains) losses	(5)	(5)
Loss from equity method investments	41	45
Net losses of consolidated investment entities	3	5
Changes in operating assets and liabilities:
Restricted and segregated investments	1	200
Deferred acquisition costs	(31)	86
Other investments, net	(139)	9
Policyholder account balances, future policy benefits and claims, net	(353)	1,172
Derivatives, net of collateral	589	(676)
Receivables	(445)	(177)
Brokerage deposits	(47)	3
Accounts payable and accrued expenses	(19)	(24)
Other operating assets and liabilities of consolidated investment entities, net	0	(9)
Other, net	113	239
Net cash provided by (used in) operating activities	1,179	2,022
Available-for-Sale securities:
Proceeds from sales	335	322
Maturities, sinking fund payments and calls	3,583	3,379
Purchases	(3,722)	(4,666)
Proceeds from sales, maturities and repayments of mortgage loans	348	705
Funding of mortgage loans	(372)	(334)
Proceeds from sales and collections of other investments	211	131
Purchase of other investments	(351)	(144)
Purchase of investments by consolidated investment entities	(1,092)	(566)
Proceeds from sales, maturities and repayments of investments by consolidated investment entities	1,087	803
Purchase of land, buildings, equipment and software	(125)	(66)
Other, net	(8)	69
Net cash provided by (used in) investing activities	(106)	(367)
Investment certificates:
Proceeds from additions	3,595	3,184
Maturities, withdrawals and cash surrenders	(3,158)	(2,376)
Policyholder account balances:
Deposits and other additions	1,538	1,532
Net transfers from (to) separate accounts	(120)	113
Surrenders and other benefits	(1,413)	(1,448)
Cash paid for purchased options with deferred premiums	(187)	(256)
Cash received from purchased options with deferred premiums	42	242
Issuance of long-term debt	0	495
Repayments of long-term debt	(8)	(254)
Dividends paid to shareholders	(368)	(361)
Repurchase of common shares	(1,161)	(1,319)
Exercise of stock options	13	6
Repayments of debt by consolidated investment entities	(59)	(134)
Other, net	0	3
Net cash provided by (used in) financing activities	(1,286)	(573)
Effect of exchange rate changes on cash	32	(53)
Net increase (decrease) in cash, cash equivalents and restricted cash	(181)	1,029
Cash, cash equivalents and restricted cash, beginning balance	5,392	5,407
Net cash outflows upon the deconsolidation of VIEs	0	(346)
Cash, cash equivalents and restricted cash, ending balance	$ 5,211	$ 6,090

Supplemental Cash Flow Disclosu

Supplemental Cash Flow Disclosures - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
Supplemental Cash Flow Information [Abstract]
Income taxes paid, net	$ 387	$ 201
Non-cash Investing Activity:
Partnership commitments not yet remitted	9	75
Ameriprise Financial [Member]
Supplemental Cash Flow Information [Abstract]
Interest paid	130	121
Consolidated investment entities [Member]
Supplemental Cash Flow Information [Abstract]
Interest paid	$ 65	$ 74

Supplemental Cash Flow Disclos9

Supplemental Cash Flow Disclosures - Cash Reconciliation - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016	Dec. 31, 2015
Less: Restricted and segregated investments	$ (424)	$ (425)
Total cash, cash equivalents and restricted cash per consolidated statements of cash flows	5,211	5,392	$ 6,090	$ 5,407
Ameriprise Financial [Member]
Cash and cash equivalents	2,398	2,318
Restricted and segregated cash and investments	3,131	3,331
Consolidated investment entities [Member]
Cash and cash equivalents	$ 106	$ 168

Basis of Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2017
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. See Note 3 for additional information on VIEs. The interim financial information in this report has not been audited. In the opinion of management, all adjustments necessary for fair statement 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 first quarter of 2017, the Company recorded a $20 million decrease to income tax provision related to an out-of-period correction for a reversal of a tax reserve. In the third quarter of 2017, the Company recorded a $14 million out-of-period correction related to a variable annuity model assumption that decreased amortization of deferred acquisition costs (“DAC”) by $10 million and decreased benefits, claims, losses and settlement expenses by $4 million . The impact to prior period financial statements of these out-of-period corrections 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, 2016 , filed with the Securities and Exchange Commission (“SEC”) on February 23, 2017 (“2016 10-K”). 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, 2017
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recent Accounting Pronouncements	Recent Accounting Pronouncements Adoption of New Accounting Standards Statement of Cash Flows – Restricted Cash In November 2016, the Financial Accounting Standards Board (“FASB”) updated the accounting standards related to the classification of restricted cash on the statement of cash flows. The update requires entities to include restricted cash and restricted cash equivalents in cash and cash equivalent balances on the statement of cash flows and disclose a reconciliation between the balances on the statement of cash flows and the balance sheet. The standard is effective for interim and annual periods beginning after December 15, 2017, with early adoption permitted. The Company early adopted the standard for the interim period ended March 31, 2017 on a retrospective basis. As a result of the adoption of the standard, restricted cash balances of $2.7 billion and $2.9 billion at September 30, 2017 and December 31, 2016 , respectively, are included in the cash and cash equivalents balances on the Company’s consolidated statements of cash flows. The impact of the change in restricted cash resulted in a $213 million increase to the Company’s operating cash flows for the prior period presented. 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 evaluated 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 early adopted the standard for the interim period ended March 31, 2017 on a retrospective basis. The adoption of the standard did not have a material impact on the Company’s operating, investing or financing cash flows. 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. The standard is effective for interim and annual periods beginning after December 15, 2016 with early adoption permitted. The Company adopted the standard on January 1, 2017 on a prospective basis, except for the cash flow statement provision, which the Company applied on a retrospective basis. During periods in which the settlement date 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. During the three months and nine months ended September 30, 2017 , the Company recognized net excess tax benefits of $25 million and $57 million , respectively, as a reduction to the income tax provision in the consolidated statements of operations. The Company maintained its accounting policy of estimating forfeitures. As a result of the adoption of the standard, net excess tax benefits of $57 million and $8 million for the nine months ended September 30, 2017 and 2016 , respectively, are included in the Other, net line within operating cash flows on the Company’s consolidated statements of cash flows. Future Adoption of New Accounting Standards Derivatives and Hedging – Targeted Improvements to Accounting for Hedging Activities In August 2017, the FASB updated the accounting standards to amend the hedge accounting recognition and presentation requirements. The objectives of the update are to better align the financial reporting of hedging relationships to the economic results of an entity’s risk management activities and simplify the application of the hedge accounting guidance. The update also adds new disclosures and amends existing disclosure requirements. The standard is effective for interim and annual periods beginning after December 15, 2018, and should be applied on a modified retrospective basis. Early adoption is permitted. The Company is currently evaluating the impact of the standard on its consolidated results of operations and financial condition. Receivables – Premium Amortization on Purchased Callable Debt Securities In March 2017, the FASB updated the accounting standards to shorten the amortization period for certain purchased callable debt securities held at a premium. Under current guidance, premiums are generally amortized over the contractual life of the security. The amendments require the premium to be amortized to the earliest call date. The update applies to securities with explicit, non-contingent call features that are callable at fixed prices and on preset dates. The standard is effective for interim and annual periods beginning after December 15, 2018, and should be applied on a modified retrospective basis through a cumulative-effect adjustment directly to retained earnings as of the beginning of the period of adoption. Early adoption is permitted. The update is not expected to have a material impact on the Company’s consolidated results of operations or financial condition. Intangibles – Goodwill and Other – Simplifying the Test for Goodwill Impairment In January 2017, the FASB updated the accounting standards to simplify the accounting for goodwill impairment. The update removes the hypothetical purchase price allocation (Step 2) of the goodwill impairment test. Goodwill impairment will now be the amount by which a reporting unit’s carrying value exceeds its fair value. The standard is effective for interim and annual periods beginning after December 15, 2019, and should be applied prospectively with early adoption permitted for any impairment tests performed after January 1, 2017. The update is not expected to have a material impact on the Company’s consolidated results of operations or financial condition. Income Taxes – Intra-Entity Transfers of Assets Other Than Inventory In October 2016, the FASB updated the accounting standards related to the recognition of income tax impacts on intra-entity transfers. The update requires entities to recognize the income tax consequences of intra-entity transfers, other than inventory, upon the transfer of the asset. The update requires the selling entity to recognize a current tax expense or benefit and the purchasing entity to recognize a deferred tax asset or liability when the transfer occurs. The standard is effective for interim and annual periods beginning after December 15, 2017. Early adoption is permitted. The Company is currently evaluating the impact of the standard on its consolidated results of operations and financial condition. 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. 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 Company currently discloses information related to operating lease arrangements within Note 23 of the 2016 10-K. 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 update is not expected to have a material impact on the consolidated results of operations or 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 plans to adopt the revenue recognition guidance on a retrospective basis in the first quarter of 2018. The update does not apply to revenue associated with the manufacturing of insurance and annuity products or financial instruments as these revenues are in the scope of other standards. Therefore, the Company does not expect the update to have an impact on these revenues. The Company’s implementation efforts include the identification of revenue within the guidance and the review of the customer contracts to determine the Company’s performance obligation and the associated timing of each performance obligation. The Company has determined that certain payments received primarily related to franchise advisor fees should be presented as revenue rather than a reduction of expense. The Company expects the impact of this change to be an increase to both revenues and expenses of approximately $95 million to $120 million . The Company does not expect a material impact to the timing of revenue recognition; however, the Company’s implementation effort to assess the impact of the standard is still in process.

Variable Interest Entities

Variable Interest Entities	9 Months Ended
	Sep. 30, 2017
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 collateralized loan obligations (“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. 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. The Company has determined that consolidation is required for certain CLOs. The Company’s maximum exposure to loss with respect to non-consolidated CLOs is limited to its investments amortized cost, which was $6 million and $9 million as of September 30, 2017 and December 31, 2016 , respectively. 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. The Company does not have a significant economic interest and is not required to consolidate the property funds. The carrying value of the Company’s investment in property funds is reflected in other investments and was $26 million as of both September 30, 2017 and December 31, 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 $7 million and $13 million as of September 30, 2017 and December 31, 2016 , 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 $26 million and $33 million as of September 30, 2017 and December 31, 2016 , respectively. Affordable Housing Partnerships and Other Real Estate Partnerships The Company is a limited partner in affordable housing partnerships that qualify for government-sponsored low income housing tax credit programs and partnerships that invest in multi-family residential properties that were originally developed with an affordable housing component. The Company has determined it is not the primary beneficiary and therefore does not consolidate these partnerships. A majority of the limited partnerships are VIEs. The Company’s maximum exposure to loss as a result of its investment in the VIEs is limited to the carrying value. The carrying value is reflected in other investments and was $455 million and $482 million as of September 30, 2017 and December 31, 2016 , respectively. The Company had a $114 million and $135 million liability recorded as of September 30, 2017 and December 31, 2016 , respectively, related to original purchase commitments not yet remitted to the VIEs. The Company has not provided any additional support and is not contractually obligated to provide additional support to the VIEs beyond the above mentioned funding commitments. 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 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, 2017 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 29 $ — $ 29 Common stocks 22 11 4 37 Other investments 4 — — 4 Syndicated loans — 1,963 182 2,145 Total investments 26 2,003 186 2,215 Receivables — 9 — 9 Total assets at fair value $ 26 $ 2,012 $ 186 $ 2,224 Liabilities Debt (1) $ — $ 2,267 $ — $ 2,267 Other liabilities — 43 — 43 Total liabilities at fair value $ — $ 2,310 $ — $ 2,310 December 31, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 19 $ — $ 19 Common stocks 22 6 5 33 Other investments 4 — — 4 Syndicated loans — 1,944 254 2,198 Total investments 26 1,969 259 2,254 Receivables — 11 — 11 Total assets at fair value $ 26 $ 1,980 $ 259 $ 2,265 Liabilities Debt (1) $ — $ 2,319 $ — $ 2,319 Other liabilities — 95 — 95 Total liabilities at fair value $ — $ 2,414 $ — $ 2,414 (1) The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.2 billion and $2.3 billion as of September 30, 2017 and December 31, 2016 , respectively. 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: Corporate Debt Securities Common Stocks Syndicated Loans (in millions) Balance, July 1, 2017 $ — $ 7 $ 185 Total gains (losses) included in: Net income — 1 (1) (1 ) (1) Purchases — — 6 Sales — — (12 ) Settlements — — (3 ) Transfers into Level 3 — — 84 Transfers out of Level 3 — (4 ) (77 ) Balance, September 30, 2017 $ — $ 4 $ 182 Changes in unrealized gains (losses) included in income relating to assets held at September 30, 2017 $ — $ 1 (1) $ — Common Stocks Syndicated Loans Other Assets (in millions) Balance at July 1, 2016 $ 1 $ 243 $ 1 Total gains (losses) 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 (losses) included in income relating to assets held at September 30, 2016 $ — $ 2 (1) $ — Corporate Debt Securities Common Stocks Syndicated Loans (in millions) Balance, January 1, 2017 $ — $ 5 $ 254 Total gains (losses) included in: Net income — 1 (1) — Purchases — 3 133 Sales (2 ) (1 ) (27 ) Settlements — — (56 ) Transfers into Level 3 2 2 197 Transfers out of Level 3 — (6 ) (319 ) Balance, September 30, 2017 $ — $ 4 $ 182 Changes in unrealized gains (losses) included in income relating to assets held at September 30, 2017 $ — $ 1 (1) $ (2 ) (1) 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 (losses) 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 (losses) 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”). Securities and loans transferred from Level 3 primarily represent assets with fair values that are now obtained from a third-party pricing service with observable inputs or priced in active markets. Securities and loans transferred to Level 3 represent assets 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. All Level 3 measurements as of September 30, 2017 and December 31, 2016 were obtained from non-binding broker quotes where unobservable inputs utilized in the fair value calculation are not reasonably available to the Company. 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. Liabilities Debt 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. The fair value of the CLOs’ debt is classified as Level 2. 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 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 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, 2016 (in millions) Syndicated loans Unpaid principal balance $ 2,215 $ 2,281 Excess unpaid principal over fair value (70 ) (83 ) Fair value $ 2,145 $ 2,198 Fair value of loans more than 90 days past due $ 12 $ 8 Fair value of loans in nonaccrual status 12 8 Difference between fair value and unpaid principal of loans more than 90 days past due, loans in nonaccrual status or both 26 34 Debt Unpaid principal balance $ 2,400 $ 2,459 Excess unpaid principal over carrying value (133 ) (140 ) Carrying value (1) $ 2,267 $ 2,319 (1) The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.2 billion and $2.3 billion as of September 30, 2017 and December 31, 2016 , respectively. 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 gains (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 $(1) million and nil for the three months ended September 30, 2017 and 2016 , respectively. Total net gains (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 $(3) million and $(5) million for the nine months ended September 30, 2017 and 2016 , 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 2025-2026 $ 2,267 $ 2,319 2.7 % 2.5 % The debt of the consolidated CLOs has both fixed and floating interest rates, which range from 0% to 7.3% . The interest rates on the debt of CLOs are weighted average rates based on the outstanding principal and contractual interest rates.

Investments

Investments	9 Months Ended
	Sep. 30, 2017
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 $ 30,826 $ 30,719 Mortgage loans, net 3,000 2,986 Policy and certificate loans 841 831 Other investments 1,535 1,298 Total $ 36,202 $ 35,834 The following is a summary of net investment income: Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 (in millions) Investment income on fixed maturities $ 340 $ 342 $ 1,012 $ 1,028 Net realized gains (losses) (3 ) 6 35 (5 ) Affordable housing partnerships (17 ) (17 ) (42 ) (35 ) Other 26 25 70 13 Consolidated investment entities 26 31 79 89 Total $ 372 $ 387 $ 1,154 $ 1,090 Available-for-Sale securities distributed by type were as follows: Description of Securities September 30, 2017 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 14,528 $ 1,145 $ (23 ) $ 15,650 $ — Residential mortgage backed securities 6,740 79 (29 ) 6,790 — Commercial mortgage backed securities 3,917 62 (27 ) 3,952 — Asset backed securities 1,611 39 (4 ) 1,646 5 State and municipal obligations 2,216 249 (10 ) 2,455 — U.S. government and agencies obligations 5 1 — 6 — Foreign government bonds and obligations 292 21 (5 ) 308 — Common stocks 9 11 (1 ) 19 6 Total $ 29,318 $ 1,607 $ (99 ) $ 30,826 $ 11 Description of Securities December 31, 2016 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 15,231 $ 1,065 $ (60 ) $ 16,236 $ — Residential mortgage backed securities 6,899 86 (67 ) 6,918 (3 ) Commercial mortgage backed securities 3,347 59 (39 ) 3,367 — Asset backed securities 1,532 33 (16 ) 1,549 5 State and municipal obligations 2,195 198 (35 ) 2,358 — U.S. government and agencies obligations 7 1 — 8 — Foreign government bonds and obligations 251 17 (7 ) 261 — Common stocks 10 13 (1 ) 22 6 Total $ 29,472 $ 1,472 $ (225 ) $ 30,719 $ 8 (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, 2017 and December 31, 2016 , investment securities with a fair value of $1.7 billion and $1.6 billion , respectively, were pledged to meet contractual obligations under derivative contracts and short-term borrowings, of which $793 million and $473 million , respectively, may be sold, pledged or rehypothecated by the counterparty. As of September 30, 2017 and December 31, 2016 , fixed maturity securities comprised approximately 85% and 86% , 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. As of both September 30, 2017 and December 31, 2016 , the Company’s internal analysts rated $1.1 billion of securities using criteria similar to those used by NRSROs. A summary of fixed maturity securities by rating was as follows: Ratings September 30, 2017 December 31, 2016 Amortized Cost Fair Value Percent of Total Fair Value Amortized Cost Fair Value Percent of Total Fair Value (in millions, except percentages) AAA $ 10,444 $ 10,528 34 % $ 9,252 $ 9,305 31 % AA 1,914 2,132 7 1,729 1,906 6 A 4,986 5,453 18 5,157 5,567 18 BBB 10,745 11,435 37 11,739 12,340 40 Below investment grade (1) 1,220 1,259 4 1,585 1,579 5 Total fixed maturities $ 29,309 $ 30,807 100 % $ 29,462 $ 30,697 100 % (1) The amortized cost and fair value of below investment grade securities includes interest in CLOs managed by the Company of $6 million and $11 million , respectively, at September 30, 2017 , and $9 million and $14 million , respectively, at December 31, 2016 . These securities are not rated but are included in below investment grade due to their risk characteristics. As of September 30, 2017 and December 31, 2016 , approximately 41% and 47% , 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, 2017 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 106 $ 1,151 $ (7 ) 34 $ 325 $ (16 ) 140 $ 1,476 $ (23 ) Residential mortgage backed securities 113 1,901 (16 ) 109 993 (13 ) 222 2,894 (29 ) Commercial mortgage backed securities 90 1,391 (21 ) 19 210 (6 ) 109 1,601 (27 ) Asset backed securities 33 398 (2 ) 16 105 (2 ) 49 503 (4 ) State and municipal obligations 89 176 (1 ) 16 142 (9 ) 105 318 (10 ) Foreign government bonds and obligations 6 19 — 14 21 (5 ) 20 40 (5 ) Common stocks — — — 3 1 (1 ) 3 1 (1 ) Total 437 $ 5,036 $ (47 ) 211 $ 1,797 $ (52 ) 648 $ 6,833 $ (99 ) Description of Securities December 31, 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 187 $ 2,452 $ (33 ) 38 $ 377 $ (27 ) 225 $ 2,829 $ (60 ) Residential mortgage backed securities 127 2,533 (33 ) 177 1,290 (34 ) 304 3,823 (67 ) Commercial mortgage backed securities 100 1,583 (39 ) 5 43 — 105 1,626 (39 ) Asset backed securities 48 524 (9 ) 27 298 (7 ) 75 822 (16 ) State and municipal obligations 181 374 (14 ) 3 110 (21 ) 184 484 (35 ) Foreign government bonds and obligations 7 30 (1 ) 15 23 (6 ) 22 53 (7 ) Common stocks — — — 3 1 (1 ) 3 1 (1 ) Total 650 $ 7,496 $ (129 ) 268 $ 2,142 $ (96 ) 918 $ 9,638 $ (225 ) 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 decline in interest rates on the long end of the interest rate curve and tighter 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, 2017 2016 2017 2016 (in millions) Beginning balance $ 2 $ 81 $ 69 $ 85 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) — — (68 ) (5 ) Ending balance $ 2 $ 81 $ 2 $ 81 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, 2017 2016 2017 2016 (in millions) Gross realized gains $ 6 $ 10 $ 50 $ 24 Gross realized losses (2 ) (3 ) (6 ) (12 ) Other-than-temporary impairments — — (1 ) (1 ) Total $ 4 $ 7 $ 43 $ 11 Other-than-temporary impairments for the nine months ended September 30, 2017 and 2016 primarily related to credit losses on asset backed securities. See Note 13 for a rollforward of net unrealized investment gains (losses) included in AOCI. Available-for-Sale securities by contractual maturity as of September 30, 2017 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 2,311 $ 2,340 Due after one year through five years 6,562 6,820 Due after five years through 10 years 3,852 4,010 Due after 10 years 4,316 5,249 17,041 18,419 Residential mortgage backed securities 6,740 6,790 Commercial mortgage backed securities 3,917 3,952 Asset backed securities 1,611 1,646 Common stocks 9 19 Total $ 29,318 $ 30,826 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, 2017
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, 2017 2016 (in millions) Beginning balance $ 29 $ 32 Charge-offs — (1 ) Provisions (1 ) (1 ) Ending balance $ 28 $ 30 Individually evaluated for impairment $ 3 $ 2 Collectively evaluated for impairment 25 28 The recorded investment in financing receivables by impairment method was as follows: September 30, December 31, (in millions) Individually evaluated for impairment $ 19 $ 12 Collectively evaluated for impairment 3,490 3,480 Total $ 3,509 $ 3,492 As of September 30, 2017 and December 31, 2016 , the Company’s recorded investment in financing receivables individually evaluated for impairment for which there was no related allowance for loan losses was $13 million and $7 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, 2017 and 2016 , the Company purchased $18 million and $22 million , respectively, and sold $12 million and nil , respectively, primarily of syndicated loans. During the nine months ended September 30, 2017 and 2016 , the Company purchased $154 million and $65 million of syndicated loans, respectively, and sold $16 million of syndicated loans and $271 million of consumer loans, respectively. The loans sold during the nine months ended September 30, 2016 were sold on March 30, 2016 to a third party. The Company received cash proceeds of $260 million and recognized a loss of $11 million . 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 $2 million as of both September 30, 2017 and December 31, 2016 . 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 1% and nil of total commercial mortgage loans as of September 30, 2017 and December 31, 2016 , 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 $ 237 $ 198 9 % 7 % East South Central 92 88 3 3 Middle Atlantic 198 203 7 8 Mountain 253 240 9 9 New England 87 91 3 3 Pacific 785 746 28 28 South Atlantic 767 783 28 29 West North Central 215 222 8 8 West South Central 136 131 5 5 2,770 2,702 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,749 $ 2,681 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 $ 560 $ 504 20 % 19 % Hotel 41 42 1 1 Industrial 466 446 17 17 Mixed use 48 49 2 2 Office 502 489 18 18 Retail 937 950 34 35 Other 216 222 8 8 2,770 2,702 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,749 $ 2,681 Syndicated Loans The recorded investment in syndicated loans as of September 30, 2017 and December 31, 2016 was $486 million and $482 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 as of September 30, 2017 and December 31, 2016 were $2 million and $1 million , respectively. Consumer Loans The recorded investment in consumer loans as of September 30, 2017 and December 31, 2016 was $253 million and $308 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 September 30, 2017 and December 31, 2016 , approximately 1% and 2% , respectively, of consumer loans had FICO scores below 640 . As of both September 30, 2017 and December 31, 2016 , none of the Company’s consumer loans had LTV ratios greater than 90% . The Company’s most significant geographic concentrations for consumer loans are in California representing 52% of the portfolio as of both September 30, 2017 and December 31, 2016 . Colorado and Washington represent 18% and 13% , respectively, of the portfolio as of both September 30, 2017 and December 31, 2016 . No other state represents more than 10% of the total consumer loan portfolio. During the third quarter of 2017, the Company entered into an agreement with an unaffiliated third party to sell $258 million of consumer mortgage loans and recorded a $7 million loss to reflect the loans at fair value. Troubled Debt Restructurings The recorded investment in restructured loans was not material as of September 30, 2017 and December 31, 2016 . 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, 2017 and 2016 . 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, 2017
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 updated market-related inputs and implemented model changes related to our living benefit valuation. In addition, management conducted its annual review of life insurance and annuity valuation assumptions relative to current experience and management expectations including modeling changes. These aforementioned changes are collectively referred to as unlocking. The impact of unlocking to DAC in the third quarter of 2017 primarily reflected improved persistency and mortality on life insurance contracts and a correction related to a variable annuity model assumption partially offset by updates to market-related inputs to the living benefit valuation. The impact of unlocking to DAC in the third quarter of 2016 primarily reflected 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 in the prior year period resulted in the write-off of DAC, which was included in the impact of unlocking. The balances of and changes in DAC were as follows: 2017 2016 (in millions) Balance at January 1 $ 2,648 $ 2,730 (1) Capitalization of acquisition costs 220 274 (2) Amortization, excluding the impact of valuation assumptions review (201 ) (279 ) Amortization, impact of valuation assumptions review 12 (81 ) Impact of change in net unrealized securities (gains) losses (18 ) (105 ) Balance at September 30 $ 2,661 $ 2,539 (1) (1) DAC balances were restated for the correction of commission expense accrual for certain insurance and annuity products in the fourth quarter of 2016. See Note 1 in the 2016 10-K. (2) 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: 2017 2016 (in millions) Balance at January 1 $ 302 $ 335 Capitalization of sales inducement costs 3 4 Amortization, excluding the impact of valuation assumptions review (26 ) (32 ) Amortization, impact of valuation assumptions review (1 ) 4 Impact of change in net unrealized securities (gains) losses 1 (14 ) Balance at September 30 $ 279 $ 297

Policyholder Account Balances,

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities	9 Months Ended
	Sep. 30, 2017
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 (1) $ 10,100 $ 10,588 Variable annuity fixed sub-accounts 5,187 5,211 Variable universal life (“VUL”)/universal life (“UL”) insurance 3,028 3,007 Indexed universal life (“IUL”) insurance 1,290 1,054 Other life insurance 731 758 Total policyholder account balances 20,336 20,618 Future policy benefits Variable annuity guaranteed minimum withdrawal benefits (“GMWB”) 539 1,017 Variable annuity guaranteed minimum accumulation benefits (“GMAB”) (73 ) (2) (24 ) (2) Other annuity liabilities 85 66 Fixed annuity life contingent liabilities 1,482 1,497 Life, disability income and long term care insurance 6,027 5,556 VUL/UL and other life insurance additional liabilities 674 588 Total future policy benefits 8,734 8,700 Policy claims and other policyholders’ funds 893 884 Total policyholder account balances, future policy benefits and claims $ 29,963 $ 30,202 (1) Includes fixed deferred annuities, non-life contingent fixed payout annuities and equity indexed annuity (“EIA”) host contracts. (2) Includes the fair value of GMAB embedded derivatives that was a net asset as of both September 30, 2017 and December 31, 2016 reported as a contra liability. Separate account liabilities consisted of the following: September 30, December 31, (in millions) Variable annuity $ 73,467 $ 69,606 VUL insurance 7,154 6,659 Other insurance 33 33 Threadneedle investment liabilities 4,633 3,912 Total $ 85,287 $ 80,210

Variable Annuity and Insurance

Variable Annuity and Insurance Guarantees	9 Months Ended
	Sep. 30, 2017
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, 2017 December 31, 2016 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 $ 59,806 $ 57,840 $ 11 66 $ 56,143 $ 54,145 $ 208 65 Five/six-year reset 8,869 6,141 13 66 8,878 6,170 22 66 One-year ratchet 6,502 6,139 12 69 6,426 6,050 110 68 Five-year ratchet 1,562 1,504 1 65 1,542 1,483 7 64 Other 1,057 1,034 58 72 965 942 86 71 Total — GMDB $ 77,796 $ 72,658 $ 95 66 $ 73,954 $ 68,790 $ 433 65 GGU death benefit $ 1,103 $ 1,052 $ 126 69 $ 1,047 $ 996 $ 108 68 GMIB $ 236 $ 219 $ 8 69 $ 245 $ 227 $ 13 68 GMWB: GMWB $ 2,525 $ 2,517 $ 2 71 $ 2,650 $ 2,642 $ 2 70 GMWB for life 42,933 42,813 160 67 39,436 39,282 289 (2) 66 Total — GMWB $ 45,458 $ 45,330 $ 162 67 $ 42,086 $ 41,924 $ 291 66 GMAB $ 3,157 $ 3,153 $ — 59 $ 3,484 $ 3,476 $ 21 59 (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. (2) Amount revised to reflect updated contractholder mortality assumptions at December 31, 2016. The net amount at risk for GMDB, GGU and GMAB is defined as the current guaranteed benefit amount in excess of the current contract value. The net amount at risk for GMIB is defined as the greater of the present value of the minimum guaranteed annuity payments less the current contract value or zero. The net amount at risk for GMWB is defined as the greater of the present value of the minimum guaranteed withdrawal payments less the current contract value or zero. The following table provides information related to insurance guarantees for which the Company has established additional liabilities: September 30, 2017 December 31, 2016 Net Amount Weighted Average Attained Age Net Amount Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,443 65 $ 6,376 64 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, 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 Balance at January 1, 2017 $ 16 $ 8 $ 1,017 $ (24 ) $ 434 Incurred claims 3 — (478 ) (49 ) 59 Paid claims (3 ) (1 ) — — (22 ) Balance at September 30, 2017 $ 16 $ 7 $ 539 $ (73 ) $ 471 (1) The incurred claims for GMWB and GMAB represent the change in the fair value of the liabilities (contra liabilities) less paid claims. 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 $ 44,365 $ 40,622 Bond 23,481 23,142 Other 5,117 5,326 Total mutual funds $ 72,963 $ 69,090

Debt

Debt	9 Months Ended
	Sep. 30, 2017
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 500 500 2.9 2.9 Capitalized lease obligations 41 49 Other (1) 11 18 Total long-term debt 2,902 2,917 Short-term borrowings: Federal Home Loan Bank (“FHLB”) advances 151 150 1.3 0.8 Repurchase agreements 50 50 1.4 0.9 Total short-term borrowings 201 200 Total $ 3,103 $ 3,117 (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 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. In the first quarter of 2016, the Company extinguished $16 million of its junior subordinated notes due 2066 in open market transactions and recognized a gain of less than $1 million . In the second quarter of 2016, the Company redeemed the remaining $229 million of 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. 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, 2017 and December 31, 2016 , the Company has pledged $32 million and $33 million of agency residential mortgage backed securities and $16 million and $19 million of commercial mortgage backed securities, respectively. The remaining maturity of outstanding repurchase agreements was less than one month as of September 30, 2017 and less than three months as of December 31, 2016 . The stated interest rate of the repurchase agreements is a weighted average annualized interest rate on the 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 $764 million and $771 million as of September 30, 2017 and December 31, 2016 , respectively. The remaining maturity of outstanding FHLB advances was less than three months as of September 30, 2017 and less than four months as of December 31, 2016 . 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. On October 12, 2017, the Company entered into an amended and restated credit agreement that provides for an unsecured revolving credit facility of up to $750 million that expires in October 2022. Under the terms of the credit agreement for the facility, the Company may increase the amount of this facility up to $1.0 billion upon satisfaction of certain approval requirements. This agreement replaced t he Company’s unsecured revolving credit facility that was to expire in May 2020. The Company had no borrowings outstanding under this facility as of both September 30, 2017 and December 31, 2016 and outstanding letters of credit issued against this facility were $1 million as of both September 30, 2017 and December 31, 2016 . The Company’s credit facility contains various administrative, reporting, legal and financial covenants. The Company was in compliance with all such covenants as of both September 30, 2017 and December 31, 2016 .

Fair Values of Assets and Liabi

Fair Values of Assets and Liabilities	9 Months Ended
	Sep. 30, 2017
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, 2017 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 136 $ 1,882 $ — $ 2,018 Available-for-Sale securities: Corporate debt securities — 14,383 1,267 15,650 Residential mortgage backed securities — 6,625 165 6,790 Commercial mortgage backed securities — 3,887 65 3,952 Asset backed securities — 1,611 35 1,646 State and municipal obligations — 2,455 — 2,455 U.S. government and agencies obligations 6 — — 6 Foreign government bonds and obligations — 308 — 308 Common stocks 4 8 1 13 Common stocks measured at net asset value (“NAV”) 6 (1) Total Available-for-Sale securities 10 29,277 1,533 30,826 Trading securities 131 32 — 163 Separate account assets measured at NAV 85,287 (1) Investments segregated for regulatory purposes 424 — — 424 Other assets: Interest rate derivative contracts 1 1,200 — 1,201 Equity derivative contracts 51 1,891 — 1,942 Credit derivative contracts — 4 — 4 Foreign exchange derivative contracts 1 42 — 43 Total other assets 53 3,137 — 3,190 Total assets at fair value $ 754 $ 34,328 $ 1,533 $ 121,908 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 4 $ — $ 4 IUL embedded derivatives — — 577 577 GMWB and GMAB embedded derivatives — — 45 45 (2) Total policyholder account balances, future policy benefits and claims — 4 622 626 (3) Customer deposits — 9 — 9 Other liabilities: Interest rate derivative contracts — 416 — 416 Equity derivative contracts 5 2,664 — 2,669 Foreign exchange derivative contracts 4 27 — 31 Other 6 6 27 39 Total other liabilities 15 3,113 27 3,155 Total liabilities at fair value $ 15 $ 3,126 $ 649 $ 3,790 December 31, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 30 $ 1,796 $ — $ 1,826 Available-for-Sale securities: Corporate debt securities — 14,925 1,311 16,236 Residential mortgage backed securities — 6,650 268 6,918 Commercial mortgage backed securities — 3,367 — 3,367 Asset backed securities — 1,481 68 1,549 State and municipal obligations — 2,358 — 2,358 U.S. government and agencies obligations 8 — — 8 Foreign government bonds and obligations — 261 — 261 Common stocks 8 8 1 17 Common stocks at NAV 5 (1) Total Available-for-Sale securities 16 29,050 1,648 30,719 Trading securities 9 16 — 25 Separate account assets at NAV 80,210 (1) Investments segregated for regulatory purposes 425 — — 425 Other assets: Interest rate derivative contracts — 1,778 — 1,778 Equity derivative contracts 43 1,531 — 1,574 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts 13 80 — 93 Total other assets 56 3,390 — 3,446 Total assets at fair value $ 536 $ 34,252 $ 1,648 $ 116,651 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 464 464 GMWB and GMAB embedded derivatives — — 614 614 (4) Total policyholder account balances, future policy benefits and claims — 5 1,078 1,083 (5) Customer deposits — 8 — 8 Other liabilities: Interest rate derivative contracts 2 987 — 989 Equity derivative contracts 3 2,132 — 2,135 Foreign exchange derivative contracts 2 45 — 47 Other 3 8 13 24 Total other liabilities 10 3,172 13 3,195 Total liabilities at fair value $ 10 $ 3,185 $ 1,091 $ 4,286 (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. (2) The fair value of the GMWB and GMAB embedded derivatives included $494 million of individual contracts in a liability position and $449 million of individual contracts in an asset position as of September 30, 2017 . (3) The Company’s adjustment for nonperformance risk resulted in a $(376) million cumulative increase (decrease) to the embedded derivatives as of September 30, 2017 . (4) The fair value of the GMWB and GMAB embedded derivatives included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position as of December 31, 2016 . (5) The Company’s adjustment for nonperformance risk resulted in a $(498) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2016 . 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 Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Common Stocks Total (in millions) Balance, July 1, 2017 $ 1,333 $ 172 $ — $ 33 $ — $ 1,538 Total gains (losses) included in: Other comprehensive income (1 ) 1 — (2 ) 1 (1 ) Purchases 39 — 65 10 — 114 Settlements (104 ) (9 ) — — — (113 ) Transfers into Level 3 — 20 — 13 — 33 Transfers out of Level 3 — (19 ) — (19 ) — (38 ) Balance, September 30, 2017 $ 1,267 $ 165 $ 65 $ 35 $ 1 $ 1,533 Changes in unrealized gains (losses) relating to assets held at September 30, 2017 $ — $ — $ — $ — $ — $ — Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, July 1, 2017 $ 527 $ 272 $ 799 $ 14 Total (gains) losses included in: Net income 35 (1) (309 ) (2) (274 ) — Issues 26 84 110 13 Settlements (11 ) (2 ) (13 ) — Balance, September 30, 2017 $ 577 $ 45 $ 622 $ 27 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2017 $ 35 (1) $ (307 ) (2) $ (272 ) $ — 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 (3) (2 ) (2) Other comprehensive income (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 gains (losses) relating to assets held at September 30, 2016 $ — $ — $ — $ — $ — $ (2 ) (2) Policyholder Account Balances, Future Policy Benefits and Claims IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total Other Liabilities (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 $ 12 (1) $ (267 ) (2) $ (255 ) $ — Available-for-Sale Securities Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Common Stocks Total (in millions) Balance, January 1, 2017 $ 1,311 $ 268 $ — $ 68 $ 1 $ 1,648 Total gains (losses) included in: Other comprehensive income 1 2 — — 1 4 Purchases 109 132 65 64 — 370 Settlements (154 ) (34 ) — (15 ) — (203 ) Transfers into Level 3 — 20 — 27 8 55 Transfers out of Level 3 — (223 ) — (109 ) (9 ) (341 ) Balance, September 30, 2017 $ 1,267 $ 165 $ 65 $ 35 $ 1 $ 1,533 Changes in unrealized gains (losses) relating to assets held at September 30, 2017 $ — $ — $ — $ (1 ) $ — $ (1 ) (3) Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2017 $ 464 $ 614 $ 1,078 $ 13 Total (gains) losses included in: Net income 75 (1) (798 ) (2) (723 ) 1 (4) Issues 70 238 308 13 Settlements (32 ) (9 ) (41 ) — Balance, September 30, 2017 $ 577 $ 45 $ 622 $ 27 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2017 $ 75 (1) $ (771 ) (2) $ (696 ) $ — 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 ) (3) (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 gains (losses) relating to assets held at September 30, 2016 $ (1 ) $ — $ — $ — $ (1 ) (3) $ (2 ) (2) 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 (gains) 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 (gains) losses relating to liabilities held at September 30, 2016 $ 8 (1) $ 830 (2) $ 838 $ — (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. (3) Included in net investment income in the Consolidated Statements of Operations. (4) Included in general and administrative expense in the Consolidated Statements of Operations. The increase (decrease) to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $(37) million and $8 million , net of DAC, DSIC, unearned revenue amortization and the reinsurance accrual, for the three months ended September 30, 2017 and 2016 , respectively. The increase (decrease) to pretax income of the Company’s adjustment for nonperformance risk on the fair value of its embedded derivatives was $(91) million and $295 million , net of DAC, DSIC, unearned revenue amortization and the reinsurance accrual, for the nine months ended September 30, 2017 and 2016 , 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, 2017 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,266 Discounted cash flow Yield/spread to U.S. Treasuries 0.8 % – 2.3% 1.1 % Asset backed securities $ 11 Discounted cash flow Annual short-term default rate 3.8% Annual long-term default rate 2.5% – 3.0% 2.6 % Discount rate 11.0% Constant prepayment rate 5.0 % – 10.0% 9.9 % Loss recovery 36.4 % – 63.6% 63.1 % IUL embedded derivatives $ 577 Discounted cash flow Nonperformance risk (1) 67 bps GMWB and GMAB embedded derivatives $ 45 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 42.0% Surrender rate 0.1 % – 74.7% Market volatility (3) 4.3 % – 15.9% Nonperformance risk (1) 67 bps Contingent consideration liabilities $ 27 Discounted cash flow Discount rate 9.0% December 31, 2016 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,308 Discounted cash flow Yield/spread to U.S. Treasuries 0.9 % – 2.5% 1.3 % Asset backed securities $ 14 Discounted cash flow Annual short-term default rate 4.8% Annual long-term default rate 2.5% Discount rate 13.5% Constant prepayment rate 5.0 % – 10.0% 9.9 % Loss recovery 36.4 % – 63.6% 62.8 % IUL embedded derivatives $ 464 Discounted cash flow Nonperformance risk (1) 82 bps GMWB and GMAB embedded derivatives $ 614 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 75.6% Surrender rate 0.1 % – 66.4% Market volatility (3) 5.3 % – 21.2% Nonperformance risk (1) 82 bps Contingent consideration liabilities $ 13 Discounted cash flow Discount rate 9.0% (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 counterparties’ nonperformance risk associated with uncollateralized derivative assets was immaterial as of September 30, 2017 and December 31, 2016 . 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. The Company’s nonperformance risk associated with uncollateralized derivative liabilities was immaterial as of September 30, 2017 and December 31, 2016 . 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. Contingent consideration liabilities consist of earn-outs and/or deferred payments related to the Company’s acquisitions . C ontingent consideration liabilities are recorded at fair value using a discounted cash flow model under multiple scenarios and an unobservable input (discount rate). Given the use of a significant unobservable input, the fair value of contingent consideration liabilities is classified as Level 3 within the fair value hierarchy. Loans held for sale are required to be recorded at the lower of cost or fair value. During the third quarter of 2017, the Company entered into an agreement with an unaffiliated third party to sell $258 million of consumer loans at a $7 million loss. The loans are measured at fair value on a nonrecurring basis. The fair value of the loans, which reflects the selling price negotiated with the third party, was $251 million as of September 30, 2017, and is classified as Level 3 as the valuation includes unobservable inputs. During the reporting periods, there were no other 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, 2017 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,749 $ — $ — $ 2,768 $ 2,768 Policy and certificate loans 841 — 1 797 798 Receivables 1,595 196 942 457 1,595 Restricted and segregated cash 2,707 2,707 — — 2,707 Other investments and assets 511 — 439 71 510 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,415 $ — $ — $ 11,052 $ 11,052 Investment certificate reserves 6,364 — — 6,351 6,351 Brokerage customer deposits 4,065 4,065 — — 4,065 Separate account liabilities measured at NAV 4,989 4,989 (1) Debt and other liabilities 3,395 202 3,197 140 3,539 December 31, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,986 $ — $ — $ 2,972 $ 2,972 Policy and certificate loans 831 — 1 807 808 Receivables (2) 1,396 127 870 403 1,400 Restricted and segregated cash 2,905 2,905 — — 2,905 Other investments and assets 508 — 449 61 510 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,906 $ — $ — $ 11,417 $ 11,417 Investment certificate reserves 5,927 — — 5,914 5,914 Brokerage customer deposits 4,112 4,112 — — 4,112 Separate account liabilities measured at NAV 4,253 4,253 (1) Debt and other liabilities 3,371 146 3,176 169 3,491 (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. (2) In the third quarter of 2017, the Company corrected the classification of the fair value of advisor loans, net from Level 2 to Level 3 as the valuation includes a significant unobservable input. The fair value levels at December 31, 2016 have been revised to reflect this change. The fair value of advisor loans, net was $400 million at December 31, 2016. 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 without the underlying insurance or annuity contract. The fair value of policy loans is determined by estimating expected cash flows discounted at rates based on the U.S. Treasury curve. Policy loans are classified as Level 3 as the discount rate used may be adjusted for the underlying performance of individual policies. Certificate loans represent loans made against and collateralized by the underlying certificate balance. These loans do not transfer to third parties separate from the underlying certificate. The outstanding balance of these loans is considered a reasonable estimate of fair value and is classified as Level 2. Receivables Brokerage margin loans are measured at outstanding balances, which are a reasonable estimate of fair value because of the sufficiency of the collateral and short term nature of these loans. Margin loans that are sufficiently collateralized are classified as Level 2. Margin loans that are not sufficiently collateralized are classified as Level 3. Securities borrowed require the Company to deposit cash or collateral with the lender. As the market value of the securities borrowed is monitored daily, the carrying value is a reasonable estimate of fair value. The fair value of securities borrowed is classified as Level 1 as the value of the underlying securities is base

Offsetting Assets and Liabiliti

Offsetting Assets and Liabilities	9 Months Ended
	Sep. 30, 2017
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 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, 2017 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 $ 3,156 $ — $ 3,156 $ (2,379 ) $ (661 ) $ (109 ) $ 7 OTC cleared (2) 14 — 14 (12 ) — — 2 Exchange-traded 20 — 20 (2 ) — — 18 Total derivatives 3,190 — 3,190 (2,393 ) (661 ) (109 ) 27 Securities borrowed 196 — 196 (48 ) — (145 ) 3 Total $ 3,386 $ — $ 3,386 $ (2,441 ) $ (661 ) $ (254 ) $ 30 December 31, 2016 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 $ 2,920 $ — $ 2,920 $ (2,214 ) $ (406 ) $ (235 ) $ 65 OTC cleared 512 — 512 (509 ) (3 ) — — Exchange-traded 14 — 14 (2 ) — — 12 Total derivatives 3,446 — 3,446 (2,725 ) (409 ) (235 ) 77 Securities borrowed 127 — 127 (16 ) — (108 ) 3 Total $ 3,573 $ — $ 3,573 $ (2,741 ) $ (409 ) $ (343 ) $ 80 (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. (2) The decrease in OTC cleared derivatives from December 31, 2016 is a result of certain central clearing parties amending their rules resulting in variation margin payments being settlement payments, as opposed to collateral. The following tables present the gross and net information about the Company’s liabilities subject to master netting arrangements: September 30, 2017 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 $ 3,102 $ — $ 3,102 $ (2,379 ) $ (48 ) $ (669 ) $ 6 OTC cleared (2) 12 — 12 (12 ) — — — Exchange-traded 2 — 2 (2 ) — — — Total derivatives 3,116 — 3,116 (2,393 ) (48 ) (669 ) 6 Securities loaned 202 — 202 (48 ) — (150 ) 4 Repurchase agreements 50 — 50 — — (48 ) 2 Total $ 3,368 $ — $ 3,368 $ (2,441 ) $ (48 ) $ (867 ) $ 12 December 31, 2016 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 $ 2,626 $ — $ 2,626 $ (2,214 ) $ (53 ) $ (352 ) $ 7 OTC cleared 539 — 539 (509 ) (25 ) — 5 Exchange-traded 6 — 6 (2 ) — — 4 Total derivatives 3,171 — 3,171 (2,725 ) (78 ) (352 ) 16 Securities loaned 146 — 146 (16 ) — (125 ) 5 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,367 $ — $ 3,367 $ (2,741 ) $ (78 ) $ (527 ) $ 21 (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. (2) The decrease in OTC cleared derivatives from December 31, 2016 is a result of certain central clearing parties amending their rules resulting in variation margin payments being settlement payments, as opposed to collateral. 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. Freestanding derivative instruments are reflected in other assets and other liabilities. Cash collateral pledged by the Company is reflected in other assets and cash collateral accepted by the Company is reflected in 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 and Note 9 for additional disclosures related to the Company’s repurchase agreements.

Derivatives and Hedging Activit

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2017
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, 2017 December 31, 2016 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 $ 30 $ — $ 675 $ 40 $ — Foreign exchange contracts 99 — 4 164 12 — Total qualifying hedges 774 30 4 839 52 — Derivatives not designated as hedging instruments Interest rate contracts 66,504 1,171 416 72,449 1,738 989 Equity contracts 60,979 1,942 2,669 63,015 1,574 2,135 Credit contracts 721 4 — 1,039 1 — Foreign exchange contracts 4,494 43 27 4,733 81 47 Other contracts 451 — — 241 — — Total non-designated hedges 133,149 3,160 3,112 141,477 3,394 3,171 Embedded derivatives GMWB and GMAB (4) N/A — 45 N/A — 614 IUL N/A — 577 N/A — 464 EIA N/A — 4 N/A — 5 SMC N/A — 9 N/A — 8 Total embedded derivatives N/A — 635 N/A — 1,091 Total derivatives $ 133,923 $ 3,190 $ 3,751 $ 142,316 $ 3,446 $ 4,262 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 $1.3 billion and $1.5 billion as of September 30, 2017 and December 31, 2016 , respectively. See Note 11 for additional information related to master netting arrangements and cash collateral. (4) The fair value of the GMWB and GMAB embedded derivatives as of September 30, 2017 included $494 million of individual contracts in a liability position and $449 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2016 included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position. See Note 10 for additional information regarding the Company’s fair value measurement of derivative instruments. As of September 30, 2017 and December 31, 2016 , investment securities with a fair value of $122 million and $235 million , respectively, were received as collateral to meet contractual obligations under derivative contracts, of which $122 million and $118 million , respectively, may be sold, pledged or rehypothecated by the Company. As of September 30, 2017 and December 31, 2016 , the Company had sold, pledged or rehypothecated $12 million and $19 million , respectively, of these securities. In addition, as of September 30, 2017 and December 31, 2016 , 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, including embedded derivatives, 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, 2017 Interest rate contracts $ (1 ) $ — $ — $ — $ 14 $ — Equity contracts (10 ) 1 13 18 (261 ) 2 Credit contracts — — — — (3 ) — Foreign exchange contracts — — 1 — 1 1 Other contracts — — — — (2 ) — GMWB and GMAB embedded derivatives — — — — 227 — IUL embedded derivatives — — — (24 ) — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ (11 ) $ — $ 14 $ (6 ) $ (24 ) $ 3 Nine Months Ended September 30, 2017 Interest rate contracts $ (8 ) $ — $ — $ — $ 61 $ — Equity contracts (7 ) 3 36 50 (920 ) 7 Credit contracts — — — — (22 ) — Foreign exchange contracts — — 3 — (27 ) 5 Other contracts — — — — (2 ) — GMWB and GMAB embedded derivatives — — — — 569 — IUL embedded derivatives — — — (43 ) — — SMC embedded derivatives — (3 ) — — — — Total gain (loss) $ (15 ) $ — $ 39 $ 7 $ (341 ) $ 12 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, 2016 Interest rate contracts $ 6 $ — $ — $ — $ (12 ) $ — Equity contracts 2 2 11 12 (385 ) 2 Credit contracts — — — — (3 ) — Foreign exchange contracts 2 — — — (12 ) 3 Other contracts — — — — (1 ) — 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 ) $ — $ — $ — $ 1,175 $ — Equity contracts 2 1 13 10 (536 ) 3 Credit contracts — — — — (34 ) — Foreign exchange contracts — — 2 — (66 ) 15 Other contracts — — — — (2 ) — GMWB and GMAB embedded derivatives — — — — (905 ) — IUL embedded derivatives — — — 12 — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ (52 ) $ — $ 15 $ 22 $ (368 ) $ 18 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 and swaptions is paid or received semi-annually over the life of the contract or at maturity. The following is a summary of the payments the Company is scheduled to make and receive for these options and swaptions as of September 30, 2017 : Premiums Payable Premiums Receivable (in millions) 2017 (1) $ 98 $ 26 2018 232 131 2019 295 171 2020 217 100 2021 187 109 2022 - 2027 739 183 Total $ 1,768 $ 720 (1) 2017 amounts represent the amounts payable and receivable for the period from October 1, 2017 to December 31, 2017 . Actual timing and payment amounts may differ due to future settlements, modifications or exercises of the contracts 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 contain settlement provisions linked to both equity returns and interest rates. The Company’s macro hedge derivatives that contain settlement provisions linked to both equity returns and interest rates are shown 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, credit default swaps 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. In 2015, the Company entered into interest rate swaps to offset interest rate changes on unrealized gains or losses for certain investments. 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, 2017 and 2016 , 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, 2017 that the Company expects to reclassify to earnings within the next twelve months is $1 million , which consists of $2 million of pretax gains to be recorded as a reduction to interest and debt expense and $3 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 18 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 The Company entered into and designated as fair value hedges two interest rate swaps to convert senior notes due 2019 and 2020 from fixed rate debt to floating rate 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, 2017 2016 2017 2016 (in millions) Interest rate contracts Interest and debt expense $ 4 $ 5 $ 12 $ 15 Net Investment Hedges The Company entered into, and designated as net investment hedges in foreign operations, 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 ended September 30, 2017 and 2016 , the Company recognized a loss of $4 million and a gain of $6 million , respectively, in OCI. For the nine months ended September 30, 2017 and 2016 , the Company recognized a loss of $3 million and a gain of $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 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. As of September 30, 2017 and December 31, 2016 , the aggregate fair value of derivative contracts in a net liability position containing such credit contingent provisions was $437 million and $254 million , respectively. The aggregate fair value of assets posted as collateral for such instruments as of September 30, 2017 and December 31, 2016 was $435 million and $246 million , respectively. If the credit contingent provisions of derivative contracts in a net liability position as of September 30, 2017 and December 31, 2016 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 $2 million and $8 million , respectively.

Shareholders' Equity

Shareholders' Equity	9 Months Ended
	Sep. 30, 2017
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, 2017 2016 Pretax Income Tax Benefit (Expense) 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) $ 60 $ (22 ) $ 38 $ 82 $ (31 ) $ 51 Reclassification of net securities (gains) losses included in net income (2) (4 ) 1 (3 ) (8 ) 4 (4 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (61 ) 22 (39 ) (114 ) 39 (75 ) Net unrealized securities gains (losses) (5 ) 1 (4 ) (40 ) 12 (28 ) Net unrealized derivatives gains (losses) : Reclassification of net derivative (gains) losses included in net income (3) 1 — 1 1 — 1 Net unrealized derivatives gains (losses) 1 — 1 1 — 1 Defined benefit plans: Net gain arising during the period — — — — — — Defined benefit plans — — — — — — Foreign currency translation 25 (9 ) 16 (26 ) 10 (16 ) Other — — — — — — Total other comprehensive income (loss) $ 21 $ (8 ) $ 13 $ (65 ) $ 22 $ (43 ) Nine Months Ended September 30, 2017 2016 Pretax Income Tax Benefit (Expense) 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) $ 304 $ (107 ) $ 197 $ 1,134 $ (398 ) $ 736 Reclassification of net securities (gains) losses included in net income (2) (43 ) 15 (28 ) (12 ) 5 (7 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (168 ) 59 (109 ) (533 ) 186 (347 ) Net unrealized securities gains (losses) 93 (33 ) 60 589 (207 ) 382 Net unrealized derivatives gains (losses) : Reclassification of net derivative (gains) losses included in net income (4) 3 (1 ) 2 4 (1 ) 3 Net unrealized derivatives gains (losses) 3 (1 ) 2 4 (1 ) 3 Nine Months Ended September 30, 2017 2016 Pretax Income Tax Benefit (Expense) Net of Tax Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Defined benefit plans: Net gain arising during the period 7 (2 ) 5 9 (3 ) 6 Defined benefit plans 7 (2 ) 5 9 (3 ) 6 Foreign currency translation 71 (25 ) 46 (85 ) 30 (55 ) Other (1 ) — (1 ) — — — Total other comprehensive income (loss) $ 173 $ (61 ) $ 112 $ 517 $ (181 ) $ 336 (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 pretax gain reclassified to interest and debt expense for both the three months ended September 30, 2017 and 2016 , and a $1 million pretax loss reclassified to net investment income for both the three months ended September 30, 2017 and 2016 . (4) Includes $1 million pretax gain reclassified to interest and debt expense for both the nine months ended September 30, 2017 and 2016 , and a $3 million and $4 million pretax loss reclassified to net investment income for the nine months ended September 30, 2017 and 2016 , respectively. 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 Other Total (in millions) Balance, July 1, 2017 $ 543 $ 6 $ (120 ) $ (129 ) $ (1 ) $ 299 OCI before reclassifications (1 ) — — 16 — 15 Amounts reclassified from AOCI (3 ) 1 — — — (2 ) Total OCI (4 ) 1 — 16 — 13 Balance, September 30, 2017 $ 539 (1) $ 7 $ (120 ) $ (113 ) $ (1 ) $ 312 Balance, January 1, 2017 $ 479 $ 5 $ (125 ) $ (159 ) $ — $ 200 OCI before reclassifications 88 — — 46 (1 ) 133 Amounts reclassified from AOCI (28 ) 2 5 — — (21 ) Total OCI 60 2 5 46 (1 ) 112 Balance, September 30, 2017 $ 539 (1) $ 7 $ (120 ) $ (113 ) $ (1 ) $ 312 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 ) Total OCI (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 Total OCI 382 3 6 (55 ) 336 Balance, September 30, 2016 $ 814 (1) $ 4 $ (85 ) $ (138 ) $ 595 (1) Includes $8 million and $5 million of noncredit related impairments on securities and net unrealized securities gains (losses) on previously impaired securities as of September 30, 2017 and September 30, 2016 , respectively. For the nine months ended September 30, 2017 and 2016 , the Company repurchased a total of 8.0 million shares and 13.7 million shares, respectively, of its common stock for an aggregate cost of $1.0 billion and $1.3 billion , respectively. In December 2015, 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 December 31, 2017, which was exhausted in the third quarter 2017. In April 2017, the Company’s Board of Directors authorized an additional expenditure of up to $2.5 billion for the repurchase of shares of the Company’s common stock through June 30, 2019. As of September 30, 2017 , the Company had $2.4 billion remaining under this 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, 2017 and 2016 , the Company reacquired 0.3 million shares and 0.3 million shares, respectively, of its common stock through the surrender of shares upon vesting and paid in the aggregate $33 million and $29 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, 2017 and 2016 , the Company reacquired 1.9 million shares and 0.3 million shares, respectively, of its common stock through the net settlement of options for an aggregate value of $248 million and $31 million , respectively. During the nine months ended September 30, 2017 and 2016 , the Company reissued 0.8 million and 0.9 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, 2017
Income Tax Disclosure [Abstract]
Income Taxes [Text Block]	Income Taxes The Company’s effective tax rate was 19.9% and 9.7% for the three months ended September 30, 2017 and 2016 , respectively. The Company’s effective tax rate was 19.5% and 18.6% for the nine months ended September 30, 2017 and 2016 , respectively. The effective tax rates are lower than the statutory rate as a result of tax preferred items including the dividends received deduction, low income housing tax credits, stock compensation and lower taxes on net income from foreign subsidiaries. The increase in the effective tax rate for the three months ended September 30, 2017 compared to the prior year period is primarily due to higher pretax income, partially offset by a $25 million benefit for stock compensation due to the adoption of a new accounting standard. Included in the Company’s deferred income tax assets are tax benefits related to state net operating losses of $15 million , net of federal benefit, which will expire beginning December 31, 2017. The Company is required to establish a valuation allowance for any portion of the deferred tax assets that management believes will not be realized. 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 $14 million and $11 million as of September 30, 2017 and December 31, 2016 , respectively. As of September 30, 2017 and December 31, 2016 , the Company had $127 million and $115 million , respectively, of gross unrecognized tax benefits. If recognized, approximately $55 million and $46 million , net of federal tax benefits, of unrecognized tax benefits as of September 30, 2017 and December 31, 2016 , respectively, would affect the effective tax rate. It is reasonably possible that the total amount 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 $15 million to $25 million in the next 12 months primarily due to resolution of audits and statute expirations. 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 increase of $1 million in interest and penalties for the three months and nine months ended September 30, 2017 , respectively. 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. As of September 30, 2017 and December 31, 2016 , the Company had a payable of $9 million and $8 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. In the third quarter, the Company received final cash settlements for resolution of the 2006 and 2011 audits. The IRS has completed its examination of the 2008 through 2010 tax returns and these years are effectively settled; however, the statutes of limitation, remain open for certain carryover adjustments. The IRS is currently auditing the Company’s U.S. income tax returns for 2012 through 2015. The Company’s state income tax returns are currently under examination by various jurisdictions for years ranging from 2005 through 2015.

Guarantees and Contingencies

Guarantees and Contingencies	9 Months Ended
	Sep. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Guarantees and contingencies [Text Block]	Contingencies 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. As of September 30, 2017 and December 31, 2016 , the estimated liability was $15 million and $16 million , respectively, and the related premium tax asset was $12 million and $14 million , respectively. The expected period over which guaranty fund assessments will be made and the related tax credits recovered is not known. 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, including managed accounts; supervision of the Company’s financial advisors; administration of insurance and annuity claims; security of client information; trading activity and the Company’s monitoring and supervision of such activity; performance advertising and product disclosures, including third party performance claims; and transaction monitoring systems and controls. The Company is also participating in regulatory audits, market conduct examinations and other state inquiries relating to an industry-wide investigation of unclaimed property and escheatment practices and procedures. 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 $106 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. In April 2017, the Court of Appeal denied the Threadneedle Defendants’ appeal. As a result, the case will proceed in England’s High Court of Justice, Commercial Court. A Case Management Conference was held October 6, 2017, and it was directed that trial of the matter shall not be set before May 1, 2019. 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, 2017
Earnings Per Share [Abstract]
Earnings per share attributable to Ameriprise Financial, Inc. common shareholders [Text Block]	Earnings per Share The computation of basic and diluted earnings per share is as follows: Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 (in millions, except per share amounts) Numerator: Net income $ 503 $ 215 $ 1,299 $ 914 Denominator: Basic: Weighted-average common shares outstanding 153.0 164.0 155.2 168.3 Effect of potentially dilutive nonqualified stock options and other share-based awards 2.4 1.8 2.4 1.8 Diluted: Weighted-average common shares outstanding 155.4 165.8 157.6 170.1 Earnings per share: Basic $ 3.29 $ 1.31 $ 8.37 $ 5.43 Diluted $ 3.24 $ 1.30 $ 8.24 $ 5.37 The calculation of diluted earnings per share excludes the incremental effect of 2.9 million options as of September 30, 2016 , due to their anti-dilutive effect. There was no incremental effect as of September 30, 2017 .

Segment Information

Segment Information	9 Months Ended
	Sep. 30, 2017
Segment Reporting [Abstract]
Segment Information[Text Block]	The Company’s reporting segments are Advice & Wealth Management, Asset Management, Annuities, Protection and Corporate & Other. Beginning in the first quarter of 2017, the long term care business, which had been reported as part of the Protection segment, is reflected in the Corporate & Other segment. The Company discontinued underwriting long term care insurance in 2002 and the transfer of this closed block to the Corporate & Other segment allows investors to better understand the performance of the Company’s on-going Protection businesses. Prior periods presented have been restated to reflect the change. 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 $ 13,407 $ 12,654 Asset Management 8,163 7,254 Annuities 96,656 93,481 Protection 17,543 16,780 Corporate & Other 9,717 9,652 Total assets $ 145,486 $ 139,821 Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 (in millions) Operating net revenues: Advice & Wealth Management $ 1,383 $ 1,272 $ 4,026 $ 3,720 Asset Management 778 740 2,252 2,203 Annuities 626 631 1,861 1,846 Protection 478 613 1,516 1,693 Corporate & Other 50 51 162 178 Eliminations (1)(2) (348 ) (353 ) (1,040 ) (1,042 ) Total segment operating revenues 2,967 2,954 8,777 8,598 Net realized investment gains (losses) (3 ) 6 35 (5 ) Revenues attributable to CIEs 23 27 70 77 Market impact on IUL benefits (5 ) 6 (7 ) 18 Market impact of hedges on investments (1 ) 5 (8 ) (54 ) Total net revenues per consolidated statements of operations (3)(4) $ 2,981 $ 2,998 $ 8,867 $ 8,634 (1) Represents the elimination of intersegment revenues recognized for the three months ended September 30, 2017 and 2016 in each segment as follows: Advice & Wealth Management ( $233 million and $244 million , respectively); Asset Management ( $12 million and $12 million , respectively); Annuities ( $88 million and $85 million , respectively); Protection ( $16 million and $12 million , respectively); and Corporate & Other ( $(1) million and nil , respectively). (2) Represents the elimination of intersegment revenues recognized for the nine months ended September 30, 2017 and 2016 in each segment as follows: Advice & Wealth Management ( $701 million and $727 million , respectively); Asset Management ( $35 million and $33 million , respectively); Annuities ( $259 million and $247 million , respectively); Protection ( $46 million and $34 million , respectively); and Corporate & Other ( $(1) million and $1 million , respectively). (3) Includes foreign net revenues of $198 million and $162 million for the three months ended September 30, 2017 and 2016 , respectively. (4) Includes foreign net revenues of $539 million and $500 million for the nine months ended September 30, 2017 and 2016 , respectively. Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 (in millions) Operating earnings: Advice & Wealth Management $ 298 $ 231 $ 837 $ 657 Asset Management 200 155 526 452 Annuities 281 (68 ) 562 202 Protection 55 84 169 190 Corporate & Other (136 ) (145 ) (292 ) (271 ) Total segment operating earnings 698 257 1,802 1,230 Net realized investment gains (losses) (3 ) 6 33 (5 ) Net income (loss) attributable to CIEs — — 2 (1 ) Market impact on variable annuity guaranteed benefits (55 ) (37 ) (198 ) (78 ) Market impact on IUL benefits (10 ) 7 (16 ) 31 Market impact of hedges on investments (1 ) 5 (8 ) (54 ) Integration and restructuring charges (1 ) — (1 ) — Pretax income per consolidated statements of operations $ 628 $ 238 $ 1,614 $ 1,123

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
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, 2017 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 136 $ 1,882 $ — $ 2,018 Available-for-Sale securities: Corporate debt securities — 14,383 1,267 15,650 Residential mortgage backed securities — 6,625 165 6,790 Commercial mortgage backed securities — 3,887 65 3,952 Asset backed securities — 1,611 35 1,646 State and municipal obligations — 2,455 — 2,455 U.S. government and agencies obligations 6 — — 6 Foreign government bonds and obligations — 308 — 308 Common stocks 4 8 1 13 Common stocks measured at net asset value (“NAV”) 6 (1) Total Available-for-Sale securities 10 29,277 1,533 30,826 Trading securities 131 32 — 163 Separate account assets measured at NAV 85,287 (1) Investments segregated for regulatory purposes 424 — — 424 Other assets: Interest rate derivative contracts 1 1,200 — 1,201 Equity derivative contracts 51 1,891 — 1,942 Credit derivative contracts — 4 — 4 Foreign exchange derivative contracts 1 42 — 43 Total other assets 53 3,137 — 3,190 Total assets at fair value $ 754 $ 34,328 $ 1,533 $ 121,908 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 4 $ — $ 4 IUL embedded derivatives — — 577 577 GMWB and GMAB embedded derivatives — — 45 45 (2) Total policyholder account balances, future policy benefits and claims — 4 622 626 (3) Customer deposits — 9 — 9 Other liabilities: Interest rate derivative contracts — 416 — 416 Equity derivative contracts 5 2,664 — 2,669 Foreign exchange derivative contracts 4 27 — 31 Other 6 6 27 39 Total other liabilities 15 3,113 27 3,155 Total liabilities at fair value $ 15 $ 3,126 $ 649 $ 3,790 December 31, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 30 $ 1,796 $ — $ 1,826 Available-for-Sale securities: Corporate debt securities — 14,925 1,311 16,236 Residential mortgage backed securities — 6,650 268 6,918 Commercial mortgage backed securities — 3,367 — 3,367 Asset backed securities — 1,481 68 1,549 State and municipal obligations — 2,358 — 2,358 U.S. government and agencies obligations 8 — — 8 Foreign government bonds and obligations — 261 — 261 Common stocks 8 8 1 17 Common stocks at NAV 5 (1) Total Available-for-Sale securities 16 29,050 1,648 30,719 Trading securities 9 16 — 25 Separate account assets at NAV 80,210 (1) Investments segregated for regulatory purposes 425 — — 425 Other assets: Interest rate derivative contracts — 1,778 — 1,778 Equity derivative contracts 43 1,531 — 1,574 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts 13 80 — 93 Total other assets 56 3,390 — 3,446 Total assets at fair value $ 536 $ 34,252 $ 1,648 $ 116,651 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 464 464 GMWB and GMAB embedded derivatives — — 614 614 (4) Total policyholder account balances, future policy benefits and claims — 5 1,078 1,083 (5) Customer deposits — 8 — 8 Other liabilities: Interest rate derivative contracts 2 987 — 989 Equity derivative contracts 3 2,132 — 2,135 Foreign exchange derivative contracts 2 45 — 47 Other 3 8 13 24 Total other liabilities 10 3,172 13 3,195 Total liabilities at fair value $ 10 $ 3,185 $ 1,091 $ 4,286 (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. (2) The fair value of the GMWB and GMAB embedded derivatives included $494 million of individual contracts in a liability position and $449 million of individual contracts in an asset position as of September 30, 2017 . (3) The Company’s adjustment for nonperformance risk resulted in a $(376) million cumulative increase (decrease) to the embedded derivatives as of September 30, 2017 . (4) The fair value of the GMWB and GMAB embedded derivatives included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position as of December 31, 2016 . (5) The Company’s adjustment for nonperformance risk resulted in a $(498) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2016 .
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 500 500 2.9 2.9 Capitalized lease obligations 41 49 Other (1) 11 18 Total long-term debt 2,902 2,917 Short-term borrowings: Federal Home Loan Bank (“FHLB”) advances 151 150 1.3 0.8 Repurchase agreements 50 50 1.4 0.9 Total short-term borrowings 201 200 Total $ 3,103 $ 3,117 (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]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
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, 2017 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 29 $ — $ 29 Common stocks 22 11 4 37 Other investments 4 — — 4 Syndicated loans — 1,963 182 2,145 Total investments 26 2,003 186 2,215 Receivables — 9 — 9 Total assets at fair value $ 26 $ 2,012 $ 186 $ 2,224 Liabilities Debt (1) $ — $ 2,267 $ — $ 2,267 Other liabilities — 43 — 43 Total liabilities at fair value $ — $ 2,310 $ — $ 2,310 December 31, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Investments: Corporate debt securities $ — $ 19 $ — $ 19 Common stocks 22 6 5 33 Other investments 4 — — 4 Syndicated loans — 1,944 254 2,198 Total investments 26 1,969 259 2,254 Receivables — 11 — 11 Total assets at fair value $ 26 $ 1,980 $ 259 $ 2,265 Liabilities Debt (1) $ — $ 2,319 $ — $ 2,319 Other liabilities — 95 — 95 Total liabilities at fair value $ — $ 2,414 $ — $ 2,414 (1) The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.2 billion and $2.3 billion as of September 30, 2017 and December 31, 2016 , respectively.
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: Corporate Debt Securities Common Stocks Syndicated Loans (in millions) Balance, July 1, 2017 $ — $ 7 $ 185 Total gains (losses) included in: Net income — 1 (1) (1 ) (1) Purchases — — 6 Sales — — (12 ) Settlements — — (3 ) Transfers into Level 3 — — 84 Transfers out of Level 3 — (4 ) (77 ) Balance, September 30, 2017 $ — $ 4 $ 182 Changes in unrealized gains (losses) included in income relating to assets held at September 30, 2017 $ — $ 1 (1) $ — Common Stocks Syndicated Loans Other Assets (in millions) Balance at July 1, 2016 $ 1 $ 243 $ 1 Total gains (losses) 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 (losses) included in income relating to assets held at September 30, 2016 $ — $ 2 (1) $ — Corporate Debt Securities Common Stocks Syndicated Loans (in millions) Balance, January 1, 2017 $ — $ 5 $ 254 Total gains (losses) included in: Net income — 1 (1) — Purchases — 3 133 Sales (2 ) (1 ) (27 ) Settlements — — (56 ) Transfers into Level 3 2 2 197 Transfers out of Level 3 — (6 ) (319 ) Balance, September 30, 2017 $ — $ 4 $ 182 Changes in unrealized gains (losses) included in income relating to assets held at September 30, 2017 $ — $ 1 (1) $ (2 ) (1) 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 (losses) 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 (losses) 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”).
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, 2016 (in millions) Syndicated loans Unpaid principal balance $ 2,215 $ 2,281 Excess unpaid principal over fair value (70 ) (83 ) Fair value $ 2,145 $ 2,198 Fair value of loans more than 90 days past due $ 12 $ 8 Fair value of loans in nonaccrual status 12 8 Difference between fair value and unpaid principal of loans more than 90 days past due, loans in nonaccrual status or both 26 34 Debt Unpaid principal balance $ 2,400 $ 2,459 Excess unpaid principal over carrying value (133 ) (140 ) Carrying value (1) $ 2,267 $ 2,319 (1) The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.2 billion and $2.3 billion as of September 30, 2017 and December 31, 2016 , respectively.
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 2025-2026 $ 2,267 $ 2,319 2.7 % 2.5 %

Investments (Tables)

Investments (Tables)	9 Months Ended
	Sep. 30, 2017
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 $ 30,826 $ 30,719 Mortgage loans, net 3,000 2,986 Policy and certificate loans 841 831 Other investments 1,535 1,298 Total $ 36,202 $ 35,834
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, 2017 2016 2017 2016 (in millions) Investment income on fixed maturities $ 340 $ 342 $ 1,012 $ 1,028 Net realized gains (losses) (3 ) 6 35 (5 ) Affordable housing partnerships (17 ) (17 ) (42 ) (35 ) Other 26 25 70 13 Consolidated investment entities 26 31 79 89 Total $ 372 $ 387 $ 1,154 $ 1,090
Available-for-Sale Securities Disclosure [Table Text Block]	Available-for-Sale securities distributed by type were as follows: Description of Securities September 30, 2017 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 14,528 $ 1,145 $ (23 ) $ 15,650 $ — Residential mortgage backed securities 6,740 79 (29 ) 6,790 — Commercial mortgage backed securities 3,917 62 (27 ) 3,952 — Asset backed securities 1,611 39 (4 ) 1,646 5 State and municipal obligations 2,216 249 (10 ) 2,455 — U.S. government and agencies obligations 5 1 — 6 — Foreign government bonds and obligations 292 21 (5 ) 308 — Common stocks 9 11 (1 ) 19 6 Total $ 29,318 $ 1,607 $ (99 ) $ 30,826 $ 11 Description of Securities December 31, 2016 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Noncredit OTTI (1) (in millions) Corporate debt securities $ 15,231 $ 1,065 $ (60 ) $ 16,236 $ — Residential mortgage backed securities 6,899 86 (67 ) 6,918 (3 ) Commercial mortgage backed securities 3,347 59 (39 ) 3,367 — Asset backed securities 1,532 33 (16 ) 1,549 5 State and municipal obligations 2,195 198 (35 ) 2,358 — U.S. government and agencies obligations 7 1 — 8 — Foreign government bonds and obligations 251 17 (7 ) 261 — Common stocks 10 13 (1 ) 22 6 Total $ 29,472 $ 1,472 $ (225 ) $ 30,719 $ 8 (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.
Fixed Maturity Securities by Rating Disclosure [Table Text Block]	A summary of fixed maturity securities by rating was as follows: Ratings September 30, 2017 December 31, 2016 Amortized Cost Fair Value Percent of Total Fair Value Amortized Cost Fair Value Percent of Total Fair Value (in millions, except percentages) AAA $ 10,444 $ 10,528 34 % $ 9,252 $ 9,305 31 % AA 1,914 2,132 7 1,729 1,906 6 A 4,986 5,453 18 5,157 5,567 18 BBB 10,745 11,435 37 11,739 12,340 40 Below investment grade (1) 1,220 1,259 4 1,585 1,579 5 Total fixed maturities $ 29,309 $ 30,807 100 % $ 29,462 $ 30,697 100 % (1) The amortized cost and fair value of below investment grade securities includes interest in CLOs managed by the Company of $6 million and $11 million , respectively, at September 30, 2017 , and $9 million and $14 million , respectively, at December 31, 2016 . These securities are not rated but are included in below investment grade due to their risk characteristics.
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, 2017 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 106 $ 1,151 $ (7 ) 34 $ 325 $ (16 ) 140 $ 1,476 $ (23 ) Residential mortgage backed securities 113 1,901 (16 ) 109 993 (13 ) 222 2,894 (29 ) Commercial mortgage backed securities 90 1,391 (21 ) 19 210 (6 ) 109 1,601 (27 ) Asset backed securities 33 398 (2 ) 16 105 (2 ) 49 503 (4 ) State and municipal obligations 89 176 (1 ) 16 142 (9 ) 105 318 (10 ) Foreign government bonds and obligations 6 19 — 14 21 (5 ) 20 40 (5 ) Common stocks — — — 3 1 (1 ) 3 1 (1 ) Total 437 $ 5,036 $ (47 ) 211 $ 1,797 $ (52 ) 648 $ 6,833 $ (99 ) Description of Securities December 31, 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 187 $ 2,452 $ (33 ) 38 $ 377 $ (27 ) 225 $ 2,829 $ (60 ) Residential mortgage backed securities 127 2,533 (33 ) 177 1,290 (34 ) 304 3,823 (67 ) Commercial mortgage backed securities 100 1,583 (39 ) 5 43 — 105 1,626 (39 ) Asset backed securities 48 524 (9 ) 27 298 (7 ) 75 822 (16 ) State and municipal obligations 181 374 (14 ) 3 110 (21 ) 184 484 (35 ) Foreign government bonds and obligations 7 30 (1 ) 15 23 (6 ) 22 53 (7 ) Common stocks — — — 3 1 (1 ) 3 1 (1 ) Total 650 $ 7,496 $ (129 ) 268 $ 2,142 $ (96 ) 918 $ 9,638 $ (225 )
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, 2017 2016 2017 2016 (in millions) Beginning balance $ 2 $ 81 $ 69 $ 85 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) — — (68 ) (5 ) Ending balance $ 2 $ 81 $ 2 $ 81
Net Realized Gains and Losses on Available-for-Sale Securities 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, 2017 2016 2017 2016 (in millions) Gross realized gains $ 6 $ 10 $ 50 $ 24 Gross realized losses (2 ) (3 ) (6 ) (12 ) Other-than-temporary impairments — — (1 ) (1 ) Total $ 4 $ 7 $ 43 $ 11
Available-for-Sale Securities Contractual Maturity Disclosure [Table Text Block]	Available-for-Sale securities by contractual maturity as of September 30, 2017 were as follows: Amortized Cost Fair Value (in millions) Due within one year $ 2,311 $ 2,340 Due after one year through five years 6,562 6,820 Due after five years through 10 years 3,852 4,010 Due after 10 years 4,316 5,249 17,041 18,419 Residential mortgage backed securities 6,740 6,790 Commercial mortgage backed securities 3,917 3,952 Asset backed securities 1,611 1,646 Common stocks 9 19 Total $ 29,318 $ 30,826

Financing Receivables (Tables)

Financing Receivables (Tables)	9 Months Ended
	Sep. 30, 2017
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, 2017 2016 (in millions) Beginning balance $ 29 $ 32 Charge-offs — (1 ) Provisions (1 ) (1 ) Ending balance $ 28 $ 30 Individually evaluated for impairment $ 3 $ 2 Collectively evaluated for impairment 25 28
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 $ 19 $ 12 Collectively evaluated for impairment 3,490 3,480 Total $ 3,509 $ 3,492
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 $ 237 $ 198 9 % 7 % East South Central 92 88 3 3 Middle Atlantic 198 203 7 8 Mountain 253 240 9 9 New England 87 91 3 3 Pacific 785 746 28 28 South Atlantic 767 783 28 29 West North Central 215 222 8 8 West South Central 136 131 5 5 2,770 2,702 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,749 $ 2,681
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 $ 560 $ 504 20 % 19 % Hotel 41 42 1 1 Industrial 466 446 17 17 Mixed use 48 49 2 2 Office 502 489 18 18 Retail 937 950 34 35 Other 216 222 8 8 2,770 2,702 100 % 100 % Less: allowance for loan losses 21 21 Total $ 2,749 $ 2,681

Deferred Acquisition Costs an30

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Tables)	9 Months Ended
	Sep. 30, 2017
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: 2017 2016 (in millions) Balance at January 1 $ 2,648 $ 2,730 (1) Capitalization of acquisition costs 220 274 (2) Amortization, excluding the impact of valuation assumptions review (201 ) (279 ) Amortization, impact of valuation assumptions review 12 (81 ) Impact of change in net unrealized securities (gains) losses (18 ) (105 ) Balance at September 30 $ 2,661 $ 2,539 (1) (1) DAC balances were restated for the correction of commission expense accrual for certain insurance and annuity products in the fourth quarter of 2016. See Note 1 in the 2016 10-K. (2) 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: 2017 2016 (in millions) Balance at January 1 $ 302 $ 335 Capitalization of sales inducement costs 3 4 Amortization, excluding the impact of valuation assumptions review (26 ) (32 ) Amortization, impact of valuation assumptions review (1 ) 4 Impact of change in net unrealized securities (gains) losses 1 (14 ) Balance at September 30 $ 279 $ 297

Policyholder Account Balances31

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Tables)	9 Months Ended
	Sep. 30, 2017
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 (1) $ 10,100 $ 10,588 Variable annuity fixed sub-accounts 5,187 5,211 Variable universal life (“VUL”)/universal life (“UL”) insurance 3,028 3,007 Indexed universal life (“IUL”) insurance 1,290 1,054 Other life insurance 731 758 Total policyholder account balances 20,336 20,618 Future policy benefits Variable annuity guaranteed minimum withdrawal benefits (“GMWB”) 539 1,017 Variable annuity guaranteed minimum accumulation benefits (“GMAB”) (73 ) (2) (24 ) (2) Other annuity liabilities 85 66 Fixed annuity life contingent liabilities 1,482 1,497 Life, disability income and long term care insurance 6,027 5,556 VUL/UL and other life insurance additional liabilities 674 588 Total future policy benefits 8,734 8,700 Policy claims and other policyholders’ funds 893 884 Total policyholder account balances, future policy benefits and claims $ 29,963 $ 30,202 (1) Includes fixed deferred annuities, non-life contingent fixed payout annuities and equity indexed annuity (“EIA”) host contracts. (2) Includes the fair value of GMAB embedded derivatives that was a net asset as of both September 30, 2017 and December 31, 2016 reported as a contra liability.
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 $ 73,467 $ 69,606 VUL insurance 7,154 6,659 Other insurance 33 33 Threadneedle investment liabilities 4,633 3,912 Total $ 85,287 $ 80,210

Variable Annuity and Insuranc32

Variable Annuity and Insurance Guarantees (Tables)	9 Months Ended
	Sep. 30, 2017
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, 2017 December 31, 2016 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 $ 59,806 $ 57,840 $ 11 66 $ 56,143 $ 54,145 $ 208 65 Five/six-year reset 8,869 6,141 13 66 8,878 6,170 22 66 One-year ratchet 6,502 6,139 12 69 6,426 6,050 110 68 Five-year ratchet 1,562 1,504 1 65 1,542 1,483 7 64 Other 1,057 1,034 58 72 965 942 86 71 Total — GMDB $ 77,796 $ 72,658 $ 95 66 $ 73,954 $ 68,790 $ 433 65 GGU death benefit $ 1,103 $ 1,052 $ 126 69 $ 1,047 $ 996 $ 108 68 GMIB $ 236 $ 219 $ 8 69 $ 245 $ 227 $ 13 68 GMWB: GMWB $ 2,525 $ 2,517 $ 2 71 $ 2,650 $ 2,642 $ 2 70 GMWB for life 42,933 42,813 160 67 39,436 39,282 289 (2) 66 Total — GMWB $ 45,458 $ 45,330 $ 162 67 $ 42,086 $ 41,924 $ 291 66 GMAB $ 3,157 $ 3,153 $ — 59 $ 3,484 $ 3,476 $ 21 59 (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. (2) Amount revised to reflect updated contractholder mortality assumptions at December 31, 2016.
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, 2017 December 31, 2016 Net Amount Weighted Average Attained Age Net Amount Weighted Average Attained Age (in millions, except age) UL secondary guarantees $ 6,443 65 $ 6,376 64
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, 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 Balance at January 1, 2017 $ 16 $ 8 $ 1,017 $ (24 ) $ 434 Incurred claims 3 — (478 ) (49 ) 59 Paid claims (3 ) (1 ) — — (22 ) Balance at September 30, 2017 $ 16 $ 7 $ 539 $ (73 ) $ 471 (1) The incurred claims for GMWB and GMAB represent the change in the fair value of the liabilities (contra liabilities) less paid claims.
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 $ 44,365 $ 40,622 Bond 23,481 23,142 Other 5,117 5,326 Total mutual funds $ 72,963 $ 69,090

Debt (Tables)

Debt (Tables)	9 Months Ended
	Sep. 30, 2017
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 500 500 2.9 2.9 Capitalized lease obligations 41 49 Other (1) 11 18 Total long-term debt 2,902 2,917 Short-term borrowings: Federal Home Loan Bank (“FHLB”) advances 151 150 1.3 0.8 Repurchase agreements 50 50 1.4 0.9 Total short-term borrowings 201 200 Total $ 3,103 $ 3,117 (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 Lia34

Fair Values of Assets and Liabilities (Tables)	9 Months Ended
	Sep. 30, 2017
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, 2017 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 136 $ 1,882 $ — $ 2,018 Available-for-Sale securities: Corporate debt securities — 14,383 1,267 15,650 Residential mortgage backed securities — 6,625 165 6,790 Commercial mortgage backed securities — 3,887 65 3,952 Asset backed securities — 1,611 35 1,646 State and municipal obligations — 2,455 — 2,455 U.S. government and agencies obligations 6 — — 6 Foreign government bonds and obligations — 308 — 308 Common stocks 4 8 1 13 Common stocks measured at net asset value (“NAV”) 6 (1) Total Available-for-Sale securities 10 29,277 1,533 30,826 Trading securities 131 32 — 163 Separate account assets measured at NAV 85,287 (1) Investments segregated for regulatory purposes 424 — — 424 Other assets: Interest rate derivative contracts 1 1,200 — 1,201 Equity derivative contracts 51 1,891 — 1,942 Credit derivative contracts — 4 — 4 Foreign exchange derivative contracts 1 42 — 43 Total other assets 53 3,137 — 3,190 Total assets at fair value $ 754 $ 34,328 $ 1,533 $ 121,908 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 4 $ — $ 4 IUL embedded derivatives — — 577 577 GMWB and GMAB embedded derivatives — — 45 45 (2) Total policyholder account balances, future policy benefits and claims — 4 622 626 (3) Customer deposits — 9 — 9 Other liabilities: Interest rate derivative contracts — 416 — 416 Equity derivative contracts 5 2,664 — 2,669 Foreign exchange derivative contracts 4 27 — 31 Other 6 6 27 39 Total other liabilities 15 3,113 27 3,155 Total liabilities at fair value $ 15 $ 3,126 $ 649 $ 3,790 December 31, 2016 Level 1 Level 2 Level 3 Total (in millions) Assets Cash equivalents $ 30 $ 1,796 $ — $ 1,826 Available-for-Sale securities: Corporate debt securities — 14,925 1,311 16,236 Residential mortgage backed securities — 6,650 268 6,918 Commercial mortgage backed securities — 3,367 — 3,367 Asset backed securities — 1,481 68 1,549 State and municipal obligations — 2,358 — 2,358 U.S. government and agencies obligations 8 — — 8 Foreign government bonds and obligations — 261 — 261 Common stocks 8 8 1 17 Common stocks at NAV 5 (1) Total Available-for-Sale securities 16 29,050 1,648 30,719 Trading securities 9 16 — 25 Separate account assets at NAV 80,210 (1) Investments segregated for regulatory purposes 425 — — 425 Other assets: Interest rate derivative contracts — 1,778 — 1,778 Equity derivative contracts 43 1,531 — 1,574 Credit derivative contracts — 1 — 1 Foreign exchange derivative contracts 13 80 — 93 Total other assets 56 3,390 — 3,446 Total assets at fair value $ 536 $ 34,252 $ 1,648 $ 116,651 Liabilities Policyholder account balances, future policy benefits and claims: EIA embedded derivatives $ — $ 5 $ — $ 5 IUL embedded derivatives — — 464 464 GMWB and GMAB embedded derivatives — — 614 614 (4) Total policyholder account balances, future policy benefits and claims — 5 1,078 1,083 (5) Customer deposits — 8 — 8 Other liabilities: Interest rate derivative contracts 2 987 — 989 Equity derivative contracts 3 2,132 — 2,135 Foreign exchange derivative contracts 2 45 — 47 Other 3 8 13 24 Total other liabilities 10 3,172 13 3,195 Total liabilities at fair value $ 10 $ 3,185 $ 1,091 $ 4,286 (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. (2) The fair value of the GMWB and GMAB embedded derivatives included $494 million of individual contracts in a liability position and $449 million of individual contracts in an asset position as of September 30, 2017 . (3) The Company’s adjustment for nonperformance risk resulted in a $(376) million cumulative increase (decrease) to the embedded derivatives as of September 30, 2017 . (4) The fair value of the GMWB and GMAB embedded derivatives included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position as of December 31, 2016 . (5) The Company’s adjustment for nonperformance risk resulted in a $(498) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2016 .
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 Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Common Stocks Total (in millions) Balance, July 1, 2017 $ 1,333 $ 172 $ — $ 33 $ — $ 1,538 Total gains (losses) included in: Other comprehensive income (1 ) 1 — (2 ) 1 (1 ) Purchases 39 — 65 10 — 114 Settlements (104 ) (9 ) — — — (113 ) Transfers into Level 3 — 20 — 13 — 33 Transfers out of Level 3 — (19 ) — (19 ) — (38 ) Balance, September 30, 2017 $ 1,267 $ 165 $ 65 $ 35 $ 1 $ 1,533 Changes in unrealized gains (losses) relating to assets held at September 30, 2017 $ — $ — $ — $ — $ — $ — Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, July 1, 2017 $ 527 $ 272 $ 799 $ 14 Total (gains) losses included in: Net income 35 (1) (309 ) (2) (274 ) — Issues 26 84 110 13 Settlements (11 ) (2 ) (13 ) — Balance, September 30, 2017 $ 577 $ 45 $ 622 $ 27 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2017 $ 35 (1) $ (307 ) (2) $ (272 ) $ — 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 (3) (2 ) (2) Other comprehensive income (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 gains (losses) relating to assets held at September 30, 2016 $ — $ — $ — $ — $ — $ (2 ) (2) Policyholder Account Balances, Future Policy Benefits and Claims IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total Other Liabilities (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 $ 12 (1) $ (267 ) (2) $ (255 ) $ — Available-for-Sale Securities Corporate Debt Securities Residential Mortgage Backed Securities Commercial Mortgage Backed Securities Asset Backed Securities Common Stocks Total (in millions) Balance, January 1, 2017 $ 1,311 $ 268 $ — $ 68 $ 1 $ 1,648 Total gains (losses) included in: Other comprehensive income 1 2 — — 1 4 Purchases 109 132 65 64 — 370 Settlements (154 ) (34 ) — (15 ) — (203 ) Transfers into Level 3 — 20 — 27 8 55 Transfers out of Level 3 — (223 ) — (109 ) (9 ) (341 ) Balance, September 30, 2017 $ 1,267 $ 165 $ 65 $ 35 $ 1 $ 1,533 Changes in unrealized gains (losses) relating to assets held at September 30, 2017 $ — $ — $ — $ (1 ) $ — $ (1 ) (3) Policyholder Account Balances, Future Policy Benefits and Claims Other Liabilities IUL Embedded Derivatives GMWB and GMAB Embedded Derivatives Total (in millions) Balance, January 1, 2017 $ 464 $ 614 $ 1,078 $ 13 Total (gains) losses included in: Net income 75 (1) (798 ) (2) (723 ) 1 (4) Issues 70 238 308 13 Settlements (32 ) (9 ) (41 ) — Balance, September 30, 2017 $ 577 $ 45 $ 622 $ 27 Changes in unrealized (gains) losses relating to liabilities held at September 30, 2017 $ 75 (1) $ (771 ) (2) $ (696 ) $ — 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 ) (3) (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 gains (losses) relating to assets held at September 30, 2016 $ (1 ) $ — $ — $ — $ (1 ) (3) $ (2 ) (2) 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 (gains) 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 (gains) losses relating to liabilities held at September 30, 2016 $ 8 (1) $ 830 (2) $ 838 $ — (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. (3) Included in net investment income in the Consolidated Statements of Operations. (4) Included in general and administrative expense 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, 2017 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,266 Discounted cash flow Yield/spread to U.S. Treasuries 0.8 % – 2.3% 1.1 % Asset backed securities $ 11 Discounted cash flow Annual short-term default rate 3.8% Annual long-term default rate 2.5% – 3.0% 2.6 % Discount rate 11.0% Constant prepayment rate 5.0 % – 10.0% 9.9 % Loss recovery 36.4 % – 63.6% 63.1 % IUL embedded derivatives $ 577 Discounted cash flow Nonperformance risk (1) 67 bps GMWB and GMAB embedded derivatives $ 45 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 42.0% Surrender rate 0.1 % – 74.7% Market volatility (3) 4.3 % – 15.9% Nonperformance risk (1) 67 bps Contingent consideration liabilities $ 27 Discounted cash flow Discount rate 9.0% December 31, 2016 Fair Value Valuation Technique Unobservable Input Range Weighted Average (in millions) Corporate debt securities (private placements) $ 1,308 Discounted cash flow Yield/spread to U.S. Treasuries 0.9 % – 2.5% 1.3 % Asset backed securities $ 14 Discounted cash flow Annual short-term default rate 4.8% Annual long-term default rate 2.5% Discount rate 13.5% Constant prepayment rate 5.0 % – 10.0% 9.9 % Loss recovery 36.4 % – 63.6% 62.8 % IUL embedded derivatives $ 464 Discounted cash flow Nonperformance risk (1) 82 bps GMWB and GMAB embedded derivatives $ 614 Discounted cash flow Utilization of guaranteed withdrawals (2) 0.0 % – 75.6% Surrender rate 0.1 % – 66.4% Market volatility (3) 5.3 % – 21.2% Nonperformance risk (1) 82 bps Contingent consideration liabilities $ 13 Discounted cash flow Discount rate 9.0% (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, 2017 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,749 $ — $ — $ 2,768 $ 2,768 Policy and certificate loans 841 — 1 797 798 Receivables 1,595 196 942 457 1,595 Restricted and segregated cash 2,707 2,707 — — 2,707 Other investments and assets 511 — 439 71 510 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,415 $ — $ — $ 11,052 $ 11,052 Investment certificate reserves 6,364 — — 6,351 6,351 Brokerage customer deposits 4,065 4,065 — — 4,065 Separate account liabilities measured at NAV 4,989 4,989 (1) Debt and other liabilities 3,395 202 3,197 140 3,539 December 31, 2016 Carrying Value Fair Value Level 1 Level 2 Level 3 Total (in millions) Financial Assets Mortgage loans, net $ 2,986 $ — $ — $ 2,972 $ 2,972 Policy and certificate loans 831 — 1 807 808 Receivables (2) 1,396 127 870 403 1,400 Restricted and segregated cash 2,905 2,905 — — 2,905 Other investments and assets 508 — 449 61 510 Financial Liabilities Policyholder account balances, future policy benefits and claims $ 10,906 $ — $ — $ 11,417 $ 11,417 Investment certificate reserves 5,927 — — 5,914 5,914 Brokerage customer deposits 4,112 4,112 — — 4,112 Separate account liabilities measured at NAV 4,253 4,253 (1) Debt and other liabilities 3,371 146 3,176 169 3,491 (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. (2) In the third quarter of 2017, the Company corrected the classification of the fair value of advisor loans, net from Level 2 to Level 3 as the valuation includes a significant unobservable input. The fair value levels at December 31, 2016 have been revised to reflect this change. The fair value of advisor loans, net was $400 million at December 31, 2016.

Offsetting Assets and Liabili35

Offsetting Assets and Liabilities (Tables)	9 Months Ended
	Sep. 30, 2017
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, 2017 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 $ 3,156 $ — $ 3,156 $ (2,379 ) $ (661 ) $ (109 ) $ 7 OTC cleared (2) 14 — 14 (12 ) — — 2 Exchange-traded 20 — 20 (2 ) — — 18 Total derivatives 3,190 — 3,190 (2,393 ) (661 ) (109 ) 27 Securities borrowed 196 — 196 (48 ) — (145 ) 3 Total $ 3,386 $ — $ 3,386 $ (2,441 ) $ (661 ) $ (254 ) $ 30 December 31, 2016 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 $ 2,920 $ — $ 2,920 $ (2,214 ) $ (406 ) $ (235 ) $ 65 OTC cleared 512 — 512 (509 ) (3 ) — — Exchange-traded 14 — 14 (2 ) — — 12 Total derivatives 3,446 — 3,446 (2,725 ) (409 ) (235 ) 77 Securities borrowed 127 — 127 (16 ) — (108 ) 3 Total $ 3,573 $ — $ 3,573 $ (2,741 ) $ (409 ) $ (343 ) $ 80 (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. (2) The decrease in OTC cleared derivatives from December 31, 2016 is a result of certain central clearing parties amending their rules resulting in variation margin payments being settlement payments, as opposed to collateral.
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, 2017 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 $ 3,102 $ — $ 3,102 $ (2,379 ) $ (48 ) $ (669 ) $ 6 OTC cleared (2) 12 — 12 (12 ) — — — Exchange-traded 2 — 2 (2 ) — — — Total derivatives 3,116 — 3,116 (2,393 ) (48 ) (669 ) 6 Securities loaned 202 — 202 (48 ) — (150 ) 4 Repurchase agreements 50 — 50 — — (48 ) 2 Total $ 3,368 $ — $ 3,368 $ (2,441 ) $ (48 ) $ (867 ) $ 12 December 31, 2016 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 $ 2,626 $ — $ 2,626 $ (2,214 ) $ (53 ) $ (352 ) $ 7 OTC cleared 539 — 539 (509 ) (25 ) — 5 Exchange-traded 6 — 6 (2 ) — — 4 Total derivatives 3,171 — 3,171 (2,725 ) (78 ) (352 ) 16 Securities loaned 146 — 146 (16 ) — (125 ) 5 Repurchase agreements 50 — 50 — — (50 ) — Total $ 3,367 $ — $ 3,367 $ (2,741 ) $ (78 ) $ (527 ) $ 21 (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. (2) The decrease in OTC cleared derivatives from December 31, 2016 is a result of certain central clearing parties amending their rules resulting in variation margin payments being settlement payments, as opposed to collateral.

Derivatives and Hedging Activ36

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2017
Derivative Instruments, Gain (Loss)
Schedule of gross fair value of derivative instruments, including embedded derivatives [Table Text Block]	The following table presents the notional value and gross fair value of derivative instruments, including embedded derivatives: September 30, 2017 December 31, 2016 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 $ 30 $ — $ 675 $ 40 $ — Foreign exchange contracts 99 — 4 164 12 — Total qualifying hedges 774 30 4 839 52 — Derivatives not designated as hedging instruments Interest rate contracts 66,504 1,171 416 72,449 1,738 989 Equity contracts 60,979 1,942 2,669 63,015 1,574 2,135 Credit contracts 721 4 — 1,039 1 — Foreign exchange contracts 4,494 43 27 4,733 81 47 Other contracts 451 — — 241 — — Total non-designated hedges 133,149 3,160 3,112 141,477 3,394 3,171 Embedded derivatives GMWB and GMAB (4) N/A — 45 N/A — 614 IUL N/A — 577 N/A — 464 EIA N/A — 4 N/A — 5 SMC N/A — 9 N/A — 8 Total embedded derivatives N/A — 635 N/A — 1,091 Total derivatives $ 133,923 $ 3,190 $ 3,751 $ 142,316 $ 3,446 $ 4,262 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 $1.3 billion and $1.5 billion as of September 30, 2017 and December 31, 2016 , respectively. See Note 11 for additional information related to master netting arrangements and cash collateral. (4) The fair value of the GMWB and GMAB embedded derivatives as of September 30, 2017 included $494 million of individual contracts in a liability position and $449 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2016 included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position.
Schedule of gain (loss) on derivative instruments, including embedded derivatives [Table Text Block]	The following tables present a summary of the impact of derivatives not designated as hedging instruments, including embedded derivatives, 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, 2017 Interest rate contracts $ (1 ) $ — $ — $ — $ 14 $ — Equity contracts (10 ) 1 13 18 (261 ) 2 Credit contracts — — — — (3 ) — Foreign exchange contracts — — 1 — 1 1 Other contracts — — — — (2 ) — GMWB and GMAB embedded derivatives — — — — 227 — IUL embedded derivatives — — — (24 ) — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ (11 ) $ — $ 14 $ (6 ) $ (24 ) $ 3 Nine Months Ended September 30, 2017 Interest rate contracts $ (8 ) $ — $ — $ — $ 61 $ — Equity contracts (7 ) 3 36 50 (920 ) 7 Credit contracts — — — — (22 ) — Foreign exchange contracts — — 3 — (27 ) 5 Other contracts — — — — (2 ) — GMWB and GMAB embedded derivatives — — — — 569 — IUL embedded derivatives — — — (43 ) — — SMC embedded derivatives — (3 ) — — — — Total gain (loss) $ (15 ) $ — $ 39 $ 7 $ (341 ) $ 12 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, 2016 Interest rate contracts $ 6 $ — $ — $ — $ (12 ) $ — Equity contracts 2 2 11 12 (385 ) 2 Credit contracts — — — — (3 ) — Foreign exchange contracts 2 — — — (12 ) 3 Other contracts — — — — (1 ) — 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 ) $ — $ — $ — $ 1,175 $ — Equity contracts 2 1 13 10 (536 ) 3 Credit contracts — — — — (34 ) — Foreign exchange contracts — — 2 — (66 ) 15 Other contracts — — — — (2 ) — GMWB and GMAB embedded derivatives — — — — (905 ) — IUL embedded derivatives — — — 12 — — SMC embedded derivatives — (1 ) — — — — Total gain (loss) $ (52 ) $ — $ 15 $ 22 $ (368 ) $ 18
Schedule of payments to make and receive for options [Table Text Block]	The following is a summary of the payments the Company is scheduled to make and receive for these options and swaptions as of September 30, 2017 : Premiums Payable Premiums Receivable (in millions) 2017 (1) $ 98 $ 26 2018 232 131 2019 295 171 2020 217 100 2021 187 109 2022 - 2027 739 183 Total $ 1,768 $ 720 (1) 2017 amounts represent the amounts payable and receivable for the period from October 1, 2017 to December 31, 2017 .
Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Schedule of gain (loss) on derivative instruments, including embedded derivatives [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, 2017 2016 2017 2016 (in millions) Interest rate contracts Interest and debt expense $ 4 $ 5 $ 12 $ 15

Shareholders' Equity (Tables)

Shareholders' Equity (Tables)	9 Months Ended
	Sep. 30, 2017
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, 2017 2016 Pretax Income Tax Benefit (Expense) 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) $ 60 $ (22 ) $ 38 $ 82 $ (31 ) $ 51 Reclassification of net securities (gains) losses included in net income (2) (4 ) 1 (3 ) (8 ) 4 (4 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (61 ) 22 (39 ) (114 ) 39 (75 ) Net unrealized securities gains (losses) (5 ) 1 (4 ) (40 ) 12 (28 ) Net unrealized derivatives gains (losses) : Reclassification of net derivative (gains) losses included in net income (3) 1 — 1 1 — 1 Net unrealized derivatives gains (losses) 1 — 1 1 — 1 Defined benefit plans: Net gain arising during the period — — — — — — Defined benefit plans — — — — — — Foreign currency translation 25 (9 ) 16 (26 ) 10 (16 ) Other — — — — — — Total other comprehensive income (loss) $ 21 $ (8 ) $ 13 $ (65 ) $ 22 $ (43 ) Nine Months Ended September 30, 2017 2016 Pretax Income Tax Benefit (Expense) 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) $ 304 $ (107 ) $ 197 $ 1,134 $ (398 ) $ 736 Reclassification of net securities (gains) losses included in net income (2) (43 ) 15 (28 ) (12 ) 5 (7 ) Impact of deferred acquisition costs, deferred sales inducement costs, unearned revenue, benefit reserves and reinsurance recoverables (168 ) 59 (109 ) (533 ) 186 (347 ) Net unrealized securities gains (losses) 93 (33 ) 60 589 (207 ) 382 Net unrealized derivatives gains (losses) : Reclassification of net derivative (gains) losses included in net income (4) 3 (1 ) 2 4 (1 ) 3 Net unrealized derivatives gains (losses) 3 (1 ) 2 4 (1 ) 3 Nine Months Ended September 30, 2017 2016 Pretax Income Tax Benefit (Expense) Net of Tax Pretax Income Tax Benefit (Expense) Net of Tax (in millions) Defined benefit plans: Net gain arising during the period 7 (2 ) 5 9 (3 ) 6 Defined benefit plans 7 (2 ) 5 9 (3 ) 6 Foreign currency translation 71 (25 ) 46 (85 ) 30 (55 ) Other (1 ) — (1 ) — — — Total other comprehensive income (loss) $ 173 $ (61 ) $ 112 $ 517 $ (181 ) $ 336 (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 pretax gain reclassified to interest and debt expense for both the three months ended September 30, 2017 and 2016 , and a $1 million pretax loss reclassified to net investment income for both the three months ended September 30, 2017 and 2016 . (4) Includes $1 million pretax gain reclassified to interest and debt expense for both the nine months ended September 30, 2017 and 2016 , and a $3 million and $4 million pretax loss reclassified to net investment income for the nine months ended September 30, 2017 and 2016 , respectively.
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 Other Total (in millions) Balance, July 1, 2017 $ 543 $ 6 $ (120 ) $ (129 ) $ (1 ) $ 299 OCI before reclassifications (1 ) — — 16 — 15 Amounts reclassified from AOCI (3 ) 1 — — — (2 ) Total OCI (4 ) 1 — 16 — 13 Balance, September 30, 2017 $ 539 (1) $ 7 $ (120 ) $ (113 ) $ (1 ) $ 312 Balance, January 1, 2017 $ 479 $ 5 $ (125 ) $ (159 ) $ — $ 200 OCI before reclassifications 88 — — 46 (1 ) 133 Amounts reclassified from AOCI (28 ) 2 5 — — (21 ) Total OCI 60 2 5 46 (1 ) 112 Balance, September 30, 2017 $ 539 (1) $ 7 $ (120 ) $ (113 ) $ (1 ) $ 312 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 ) Total OCI (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 Total OCI 382 3 6 (55 ) 336 Balance, September 30, 2016 $ 814 (1) $ 4 $ (85 ) $ (138 ) $ 595 (1) Includes $8 million and $5 million of noncredit related impairments on securities and net unrealized securities gains (losses) on previously impaired securities as of September 30, 2017 and September 30, 2016 , respectively.

Earnings per Share Attributab38

Earnings per Share Attributable to Ameriprise Financial, Inc. Common Shareholders (Tables)	9 Months Ended
	Sep. 30, 2017
Earnings Per Share [Abstract]
Schedule of earnings per common share [Table Text Block]	The computation of basic and diluted earnings per share is as follows: Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 (in millions, except per share amounts) Numerator: Net income $ 503 $ 215 $ 1,299 $ 914 Denominator: Basic: Weighted-average common shares outstanding 153.0 164.0 155.2 168.3 Effect of potentially dilutive nonqualified stock options and other share-based awards 2.4 1.8 2.4 1.8 Diluted: Weighted-average common shares outstanding 155.4 165.8 157.6 170.1 Earnings per share: Basic $ 3.29 $ 1.31 $ 8.37 $ 5.43 Diluted $ 3.24 $ 1.30 $ 8.24 $ 5.37

Segment Information (Tables)

Segment Information (Tables)	9 Months Ended
	Sep. 30, 2017
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 $ 13,407 $ 12,654 Asset Management 8,163 7,254 Annuities 96,656 93,481 Protection 17,543 16,780 Corporate & Other 9,717 9,652 Total assets $ 145,486 $ 139,821 Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 (in millions) Operating net revenues: Advice & Wealth Management $ 1,383 $ 1,272 $ 4,026 $ 3,720 Asset Management 778 740 2,252 2,203 Annuities 626 631 1,861 1,846 Protection 478 613 1,516 1,693 Corporate & Other 50 51 162 178 Eliminations (1)(2) (348 ) (353 ) (1,040 ) (1,042 ) Total segment operating revenues 2,967 2,954 8,777 8,598 Net realized investment gains (losses) (3 ) 6 35 (5 ) Revenues attributable to CIEs 23 27 70 77 Market impact on IUL benefits (5 ) 6 (7 ) 18 Market impact of hedges on investments (1 ) 5 (8 ) (54 ) Total net revenues per consolidated statements of operations (3)(4) $ 2,981 $ 2,998 $ 8,867 $ 8,634 (1) Represents the elimination of intersegment revenues recognized for the three months ended September 30, 2017 and 2016 in each segment as follows: Advice & Wealth Management ( $233 million and $244 million , respectively); Asset Management ( $12 million and $12 million , respectively); Annuities ( $88 million and $85 million , respectively); Protection ( $16 million and $12 million , respectively); and Corporate & Other ( $(1) million and nil , respectively). (2) Represents the elimination of intersegment revenues recognized for the nine months ended September 30, 2017 and 2016 in each segment as follows: Advice & Wealth Management ( $701 million and $727 million , respectively); Asset Management ( $35 million and $33 million , respectively); Annuities ( $259 million and $247 million , respectively); Protection ( $46 million and $34 million , respectively); and Corporate & Other ( $(1) million and $1 million , respectively). (3) Includes foreign net revenues of $198 million and $162 million for the three months ended September 30, 2017 and 2016 , respectively. (4) Includes foreign net revenues of $539 million and $500 million for the nine months ended September 30, 2017 and 2016 , respectively. Three Months Ended September 30, Nine Months Ended September 30, 2017 2016 2017 2016 (in millions) Operating earnings: Advice & Wealth Management $ 298 $ 231 $ 837 $ 657 Asset Management 200 155 526 452 Annuities 281 (68 ) 562 202 Protection 55 84 169 190 Corporate & Other (136 ) (145 ) (292 ) (271 ) Total segment operating earnings 698 257 1,802 1,230 Net realized investment gains (losses) (3 ) 6 33 (5 ) Net income (loss) attributable to CIEs — — 2 (1 ) Market impact on variable annuity guaranteed benefits (55 ) (37 ) (198 ) (78 ) Market impact on IUL benefits (10 ) 7 (16 ) 31 Market impact of hedges on investments (1 ) 5 (8 ) (54 ) Integration and restructuring charges (1 ) — (1 ) — Pretax income per consolidated statements of operations $ 628 $ 238 $ 1,614 $ 1,123

Basis of Presentation (Details)

Basis of Presentation (Details) - USD ($) $ in Millions	3 Months Ended
	Sep. 30, 2017	Mar. 31, 2017
Income tax provision [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Quantifying misstatement in current year financial statements, amount		$ (20)
Pretax income [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Quantifying misstatement in current year financial statements, amount	$ (14)
Amortization of deferred acquisition costs [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Quantifying misstatement in current year financial statements, amount	(10)
Benefits, claims, losses and settlement expenses [Member]
Quantifying Misstatement in Current Year Financial Statements [Line Items]
Quantifying misstatement in current year financial statements, amount	$ (4)

Recent Accounting Pronounceme41

Recent Accounting Pronouncements Cash Flows Reclassification - Restricted Cash ASU 2016-18 (Details) - Adjustments for new accounting pronouncement [Member] - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2017	Dec. 31, 2016
Restricted cash		$ 2,700	$ 2,900
Impact in restricted cash to operating activities	$ (213)

Recent Accounting Pronounceme42

Recent Accounting Pronouncements Stock Compensation ASU 2016-09 (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Income tax provision	$ (125)	$ (23)	$ (315)	$ (209)
Adjustments for new accounting pronouncement [Member]
Income tax provision	$ 25		$ 57	$ 8

Recent Accounting Pronounceme43

Recent Accounting Pronouncements Revenue From Contracts With Customers ASU 2014-09 (Details) - Accounting Standards Update 2014-09 [Member] $ in Millions	3 Months Ended
	Sep. 30, 2017USD ($)
Minimum [Member]
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification	$ 95
Maximum [Member]
New Accounting Pronouncement or Change in Accounting Principle, Effect of Adoption, Quantification	$ 120

Variable Interest Entities (Ass

Variable Interest Entities (Asset & Liability Balances) (Details) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2017	Dec. 31, 2016
Nonconsolidated VIEs [Member]
Assets and liabilities measured at fair value
Obligation to provide financial support to VIEs		$ 0
Nonconsolidated VIEs [Member] | Investment in non-consolidated CLOs [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs assets		6	$ 9
Nonconsolidated VIEs [Member] | Property funds [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs assets		26	26
Nonconsolidated VIEs [Member] | Sponsored hedge funds and private equity funds [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs assets		7	13
Nonconsolidated VIEs [Member] | International series funds [Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs assets		26	33
Nonconsolidated VIEs [Member] | Affordable housing partnerships and other real estate partnerships[Member]
Assets and liabilities measured at fair value
Carrying value of nonconsolidated VIEs assets		455	482
Carrying value of nonconsolidated VIE liabilities		114	135
Consolidated investment entities [Member]
Assets and liabilities measured at fair value
Estimated fair value of CLO debt		2,200	2,300
Liabilities
Debt	[1]	2,267	2,319
Recurring basis [Member] | Consolidated investment entities [Member]
Assets
Investments		2,215	2,254
Receivables		9	11
Total assets at fair value		2,224	2,265
Liabilities
Debt	[1]	2,267	2,319
Other liabilities		43	95
Total liabilities at fair value		2,310	2,414
Recurring basis [Member] | Consolidated investment entities [Member] | Corporate debt securities [Member]
Assets
Investments		29	19
Recurring basis [Member] | Consolidated investment entities [Member] | Common stocks [Member]
Assets
Investments		37	33
Recurring basis [Member] | Consolidated investment entities [Member] | Other investments [Member]
Assets
Investments		4	4
Recurring basis [Member] | Consolidated investment entities [Member] | Syndicated loans [Member]
Assets
Investments		2,145	2,198
Recurring basis [Member] | Consolidated investment entities [Member] | Level 1 [Member]
Assets
Investments		26	26
Total assets at fair value		26	26
Recurring basis [Member] | Consolidated investment entities [Member] | Level 1 [Member] | Common stocks [Member]
Assets
Investments		22	22
Recurring basis [Member] | Consolidated investment entities [Member] | Level 1 [Member] | Other investments [Member]
Assets
Investments		4	4
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member]
Assets
Investments		2,003	1,969
Receivables		9	11
Total assets at fair value		2,012	1,980
Liabilities
Debt	[1]	2,267	2,319
Other liabilities		43	95
Total liabilities at fair value		2,310	2,414
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member] | Corporate debt securities [Member]
Assets
Investments		29	19
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member] | Common stocks [Member]
Assets
Investments		11	6
Recurring basis [Member] | Consolidated investment entities [Member] | Level 2 [Member] | Syndicated loans [Member]
Assets
Investments		1,963	1,944
Recurring basis [Member] | Consolidated investment entities [Member] | Level 3 [Member]
Assets
Investments		186	259
Total assets at fair value		186	259
Recurring basis [Member] | Consolidated investment entities [Member] | Level 3 [Member] | Common stocks [Member]
Assets
Investments		4	5
Recurring basis [Member] | Consolidated investment entities [Member] | Level 3 [Member] | Syndicated loans [Member]
Assets
Investments		$ 182	$ 254
[1]	The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.2 billion and $2.3 billion as of September 30, 2017 and December 31, 2016, respectively.

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
		Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
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
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		0		0
Sales				(2)
Transfers into Level 3				2
Balance, at the end of the period		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		7	1	5	3
Total gains (losses) included in net income	[1]	1		1
Purchases			1	3	1
Sales				(1)
Transfers into Level 3			1	2	3
Transfers out of Level 3		(4)		(6)	(2)
Balance, at the end of the period		4	3	4	3
Changes in unrealized gains (losses) included in income relating to assets held at end of period	[1]	1		1
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		185	243	254	529
Total gains (losses) included in net income	[1]	(1)	2		1
Purchases		6	50	133	100
Sales		(12)	(10)	(27)	(11)
Settlements		(3)	(26)	(56)	(51)
Transfers into Level 3		84	57	197	286
Transfers out of Level 3		(77)	(120)	(319)	(354)
Balance, at the end of the period		$ 182	196	182	196
Changes in unrealized gains (losses) included in income relating to assets held at end of period	[1]		2	$ (2)	1
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		2,065
Total gains (losses) included in net income	[2]				1
Balance, at the end of the period			1		1
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					(6,630)
Balance, at the end of the period			$ 0		0
Cumulative effect of 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	[3]				(2)
Cumulative effect of 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	[3]				(304)
Cumulative effect of 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	[3]				(2,065)
Cumulative effect of 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	[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
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
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
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
[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 (FV

Variable Interest Entities (FV Options for consolidated CDOs) (Details 3) - Consolidated investment entities [Member] - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Fair value and unpaid principal balance of assets and liabilities carried at fair value under the fair value option
Estimated fair value of CLO debt		$ 2,200		$ 2,200		$ 2,300
Syndicated loans [Abstract]
Unpaid principal balance		2,215		2,215		2,281
Excess unpaid principal over fair value		(70)		(70)		(83)
Fair value		2,145		2,145		2,198
Fair value of loans more than 90 days past due		12		12		8
Fair value of loans in nonaccrual status		12		12		8
Difference between fair value and unpaid principal of loans more than 90 days past due, loans in nonaccrual status or both		26		26		34
Debt [Abstract]
Unpaid principal balance		2,400		2,400		2,459
Excess unpaid principal over fair value		(133)		(133)		(140)
Carrying value	[1]	2,267		2,267		$ 2,319
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 gains (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		$ (1)	$ 0	$ (3)	$ (5)
[1]	The carrying value of the CLOs’ debt is set equal to the fair value of the CLOs’ assets. The estimated fair value of the CLOs’ debt was $2.2 billion and $2.3 billion as of September 30, 2017 and December 31, 2016, respectively.

Variable Interest Entities (CLO

Variable Interest Entities (CLO Debt) (Details 4) - Consolidated investment entities [Member] - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Carrying value	$ 2,267	$ 2,319
CLO [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Carrying value	$ 2,267	$ 2,319
Weighted average interest rate	2.70%	2.50%
CLO [Member] | Minimum [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Stated interest rate according to the terms of CDO structure	0.00%
CLO [Member] | Maximum [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Stated interest rate according to the terms of CDO structure	7.30%

Investments (Holdings info) (De

Investments (Holdings info) (Details) - Ameriprise Financial [Member] - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Investments	$ 36,202	$ 35,834
Available-for-sale securities [Member]
Investments	30,826	30,719
Mortgage loans, net [Member]
Investments	3,000	2,986
Policy and certificate loans [Member]
Investments	841	831
Other investments [Member]
Investments	$ 1,535	$ 1,298

Investments (Net Inv Inc summar

Investments (Net Inv Inc summary) (Details 2) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Investments, Debt and Equity Securities [Abstract]
Investment income on fixed maturities	$ 340	$ 342	$ 1,012	$ 1,028
Net realized gains (losses)	(3)	6	35	(5)
Affordable housing partnerships	(17)	(17)	(42)	(35)
Other	26	25	70	13
Consolidated investment entities	26	31	79	89
Total	$ 372	$ 387	$ 1,154	$ 1,090

Investments (AFS by Type) (Deta

Investments (AFS by Type) (Details 3) - Ameriprise Financial [Member] - USD ($) $ in Millions		Sep. 30, 2017	Dec. 31, 2016
Investments
Amortized cost		$ 29,318	$ 29,472
Gross unrealized gains		1,607	1,472
Gross unrealized losses		(99)	(225)
Fair value		30,826	30,719
Noncredit OTTI	[1]	11	8
Fair value of securities owned and pledged as collateral		1,700	1,600
Fair value of securities owned and pledged as collateral which are eligible for rehypothecation		$ 793	$ 473
Fixed maturity securities as percentage of total investments		85.00%	86.00%
Fixed maturity investments rated internally		$ 1,100	$ 1,100
Corporate debt securities [Member]
Investments
Amortized cost		14,528	15,231
Gross unrealized gains		1,145	1,065
Gross unrealized losses		(23)	(60)
Fair value		15,650	16,236
Residential mortgage backed securities [Member]
Investments
Amortized cost		6,740	6,899
Gross unrealized gains		79	86
Gross unrealized losses		(29)	(67)
Fair value		6,790	6,918
Noncredit OTTI	[1]		(3)
Commercial mortgage backed securities [Member]
Investments
Amortized cost		3,917	3,347
Gross unrealized gains		62	59
Gross unrealized losses		(27)	(39)
Fair value		3,952	3,367
Asset backed securities [Member]
Investments
Amortized cost		1,611	1,532
Gross unrealized gains		39	33
Gross unrealized losses		(4)	(16)
Fair value		1,646	1,549
Noncredit OTTI	[1]	5	5
State and municipal obligations [Member]
Investments
Amortized cost		2,216	2,195
Gross unrealized gains		249	198
Gross unrealized losses		(10)	(35)
Fair value		2,455	2,358
U.S. government and agencies obligations [Member]
Investments
Amortized cost		5	7
Gross unrealized gains		1	1
Fair value		6	8
Foreign government bonds and obligations [Member]
Investments
Amortized cost		292	251
Gross unrealized gains		21	17
Gross unrealized losses		(5)	(7)
Fair value		308	261
Common stocks [Member]
Investments
Amortized cost		9	10
Gross unrealized gains		11	13
Gross unrealized losses		(1)	(1)
Fair value		19	22
Noncredit OTTI	[1]	$ 6	$ 6
[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, 2017	Dec. 31, 2016
Investments
Percentage of GNMA, FNMA and FHLMC securities rated AAA		41.00%	47.00%
Number of holdings of other than GNMA, FNMA, and FHLMC having greater than 10% of total equity		0	0
AAA [Member]
Investments
Amortized cost		$ 10,444	$ 9,252
Fair value		$ 10,528	$ 9,305
Percent of total fair value		34.00%	31.00%
AA [Member]
Investments
Amortized cost		$ 1,914	$ 1,729
Fair value		$ 2,132	$ 1,906
Percent of total fair value		7.00%	6.00%
A [Member]
Investments
Amortized cost		$ 4,986	$ 5,157
Fair value		$ 5,453	$ 5,567
Percent of total fair value		18.00%	18.00%
BBB [Member]
Investments
Amortized cost		$ 10,745	$ 11,739
Fair value		$ 11,435	$ 12,340
Percent of total fair value		37.00%	40.00%
Below investment grade [Member]
Investments
Amortized cost	[1]	$ 1,220	$ 1,585
Fair value	[1]	$ 1,259	$ 1,579
Percent of total fair value		4.00%	5.00%
Total fixed maturities [Member]
Investments
Amortized cost		$ 29,309	$ 29,462
Fair value		$ 30,807	$ 30,697
Percent of total fair value		100.00%	100.00%
Interest in CLOs managed by the Company [Member] | Below investment grade [Member]
Investments
Amortized cost		$ 6	$ 9
Fair value		$ 11	$ 14
[1]	The amortized cost and fair value of below investment grade securities includes interest in CLOs managed by the Company of $6 million and $11 million, respectively, at September 30, 2017, and $9 million and $14 million, respectively, at December 31, 2016. These securities are not rated but are included in below investment grade due to their risk characteristics.

Investments (EITF info) (Detail

Investments (EITF info) (Details 5) - Ameriprise Financial [Member] $ in Millions	Sep. 30, 2017USD ($)Positions	Dec. 31, 2016USD ($)Positions
Number of securities
Less than 12 months | Positions	437	650
12 months or more | Positions	211	268
Total | Positions	648	918
Fair Value
Less than 12 months	$ 5,036	$ 7,496
12 months or more	1,797	2,142
Total	6,833	9,638
Unrealized losses
Less than 12 months	(47)	(129)
12 months or more	(52)	(96)
Total	$ (99)	$ (225)
Corporate debt securities [Member]
Number of securities
Less than 12 months | Positions	106	187
12 months or more | Positions	34	38
Total | Positions	140	225
Fair Value
Less than 12 months	$ 1,151	$ 2,452
12 months or more	325	377
Total	1,476	2,829
Unrealized losses
Less than 12 months	(7)	(33)
12 months or more	(16)	(27)
Total	$ (23)	$ (60)
Residential mortgage backed securities [Member]
Number of securities
Less than 12 months | Positions	113	127
12 months or more | Positions	109	177
Total | Positions	222	304
Fair Value
Less than 12 months	$ 1,901	$ 2,533
12 months or more	993	1,290
Total	2,894	3,823
Unrealized losses
Less than 12 months	(16)	(33)
12 months or more	(13)	(34)
Total	$ (29)	$ (67)
Commercial mortgage backed securities [Member]
Number of securities
Less than 12 months | Positions	90	100
12 months or more | Positions	19	5
Total | Positions	109	105
Fair Value
Less than 12 months	$ 1,391	$ 1,583
12 months or more	210	43
Total	1,601	1,626
Unrealized losses
Less than 12 months	(21)	(39)
12 months or more	(6)	0
Total	$ (27)	$ (39)
Asset backed securities [Member]
Number of securities
Less than 12 months | Positions	33	48
12 months or more | Positions	16	27
Total | Positions	49	75
Fair Value
Less than 12 months	$ 398	$ 524
12 months or more	105	298
Total	503	822
Unrealized losses
Less than 12 months	(2)	(9)
12 months or more	(2)	(7)
Total	$ (4)	$ (16)
State and municipal obligations [Member]
Number of securities
Less than 12 months | Positions	89	181
12 months or more | Positions	16	3
Total | Positions	105	184
Fair Value
Less than 12 months	$ 176	$ 374
12 months or more	142	110
Total	318	484
Unrealized losses
Less than 12 months	(1)	(14)
12 months or more	(9)	(21)
Total	$ (10)	$ (35)
Foreign government bonds and obligations [Member]
Number of securities
Less than 12 months | Positions	6	7
12 months or more | Positions	14	15
Total | Positions	20	22
Fair Value
Less than 12 months	$ 19	$ 30
12 months or more	21	23
Total	40	53
Unrealized losses
Less than 12 months	0	(1)
12 months or more	(5)	(6)
Total	$ (5)	$ (7)
Common stocks [Member]
Number of securities
12 months or more | Positions	3	3
Total | Positions	3	3
Fair Value
12 months or more	$ 1	$ 1
Total	1	1
Unrealized losses
12 months or more	(1)	(1)
Total	$ (1)	$ (1)

Investments (OTTI rollforward)

Investments (OTTI rollforward) (Details 6) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
OTTI Recognized in Earnings
Beginning balance	$ 2	$ 81	$ 69	$ 85
Credit losses for which an other-than-temporary impairment was not previously recognized	0	0	0	1
Credit losses for which an other-than-temporary impairment was previously recognized	0	0	1	0
Reductions for securities sold during the period (realized)	0	0	(68)	(5)
Ending balance	$ 2	$ 81	$ 2	$ 81

Investments (Realized GL Info)

Investments (Realized GL Info) (Details 7) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Investments
Other-than-temporary impairments	$ 0	$ 0	$ (1)	$ (1)
Ameriprise Financial [Member]
Investments
Gross realized gains	6	10	50	24
Gross realized losses	(2)	(3)	(6)	(12)
Other-than-temporary impairments	0	0	(1)	(1)
Total	$ 4	$ 7	$ 43	$ 11

Investments (AFS contractual ma

Investments (AFS contractual maturity) (Details 8) - Ameriprise Financial [Member] - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Amortized cost
Due within one year	$ 2,311
Due after one year through five years	6,562
Due after five years through 10 years	3,852
Due after 10 years	4,316
Total having single maturity dates	17,041
Amortized cost	29,318	$ 29,472
Fair value
Due within one year	2,340
Due after one year through five years	6,820
Due after five years through 10 years	4,010
Due after 10 years	5,249
Total having single maturity dates	18,419
Fair value	30,826	30,719
Residential mortgage backed securities [Member]
Amortized cost
Without single maturity dates	6,740
Amortized cost	6,740	6,899
Fair value
Without single maturity dates	6,790
Fair value	6,790	6,918
Commercial mortgage backed securities [Member]
Amortized cost
Without single maturity dates	3,917
Amortized cost	3,917	3,347
Fair value
Without single maturity dates	3,952
Fair value	3,952	3,367
Asset backed securities [Member]
Amortized cost
Without single maturity dates	1,611
Amortized cost	1,611	1,532
Fair value
Without single maturity dates	1,646
Fair value	1,646	1,549
Common stocks [Member]
Amortized cost
Without single maturity dates	9
Amortized cost	9	10
Fair value
Without single maturity dates	19
Fair value	$ 19	$ 22

Financing Receivables (Allowanc

Financing Receivables (Allowance for Loan Losses) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Rollforward of the allowance for loan losses
Beginning balance			$ 29	$ 32
Charge-offs			0	(1)
Provisions			(1)	(1)
Ending balance	$ 28	$ 30	28	30
Individually evaluated for impairment	3	2	3	2
Collectively evaluated for impairment	25	28	25	28
Credit quality information [Line Items]
Individually evaluated for impairment	19		19		$ 12
Collectively evaluated for impairment	3,490		3,490		3,480
Total	3,509		3,509		3,492
Recorded investment in financing receivables individually evaluated for impairment with no related allowance for loan losses	13		13		7
Syndicated loans [Member]
Credit quality information [Line Items]
Total	486		486		482
Loans purchased	18	22	154	65
Loans sold	12	$ 0	16
Consumer loans [Member]
Credit quality information [Line Items]
Total	$ 253		$ 253		$ 308
Loans sold				271
Proceeds from sales of loans				260
Loss on sale of loans				$ 11

Financing Receivables (Credit Q

Financing Receivables (Credit Quality Information Text) (Details 2) $ in Millions	3 Months Ended
	Sep. 30, 2017USD ($)item	Dec. 31, 2016USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans, gross	$ 3,509	$ 3,492
90 days or more past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nonperforming loans	2	2
Commercial mortgage loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans, gross	$ 2,770	$ 2,702
Percentage of commercial mortgage loans with highest risk rating	1.00%	0.00%
Syndicated loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans, gross	$ 486	$ 482
Syndicated loans [Member] | 90 days or more past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nonperforming loans	2	1
Consumer loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans, gross	$ 253	$ 308
Percentage of consumer loans below specified FICO score	1.00%	2.00%
FICO score | item	640
Percentage of consumer loans above specified LTV ratios	0.00%	0.00%
LTV ratio	90.00%
Percentage of loan portfolio represented by state of California	52.00%	52.00%
Percentage of loan portfolio represented by state of Colorado	18.00%	18.00%
Percentage of loan portfolio represented by state of Washington	13.00%	13.00%
Consumer loans, at cost	$ 258
Loss on consumer loans	$ 7

Financing Receivables (Credit58

Financing Receivables (Credit Quality Information Tables) (Details 3) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016	Sep. 30, 2016	Dec. 31, 2015
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 3,509	$ 3,492
Less: allowance for loan losses	28	29	$ 30	$ 32
Commercial mortgage loans [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	2,770	2,702
Less: allowance for loan losses	21	21
Total loans, net	$ 2,749	$ 2,681
Percentage of gross commercial mortgage loans	100.00%	100.00%
Commercial mortgage loans [Member] | Apartment Building [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 560	$ 504
Percentage of gross commercial mortgage loans	20.00%	19.00%
Commercial mortgage loans [Member] | Hotel [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 41	$ 42
Percentage of gross commercial mortgage loans	1.00%	1.00%
Commercial mortgage loans [Member] | Industrial [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 466	$ 446
Percentage of gross commercial mortgage loans	17.00%	17.00%
Commercial mortgage loans [Member] | Mixed use [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 48	$ 49
Percentage of gross commercial mortgage loans	2.00%	2.00%
Commercial mortgage loans [Member] | Office [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 502	$ 489
Percentage of gross commercial mortgage loans	18.00%	18.00%
Commercial mortgage loans [Member] | Retail [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 937	$ 950
Percentage of gross commercial mortgage loans	34.00%	35.00%
Commercial mortgage loans [Member] | Other [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 216	$ 222
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial mortgage loans [Member] | East North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 237	$ 198
Percentage of gross commercial mortgage loans	9.00%	7.00%
Commercial mortgage loans [Member] | East South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 92	$ 88
Percentage of gross commercial mortgage loans	3.00%	3.00%
Commercial mortgage loans [Member] | Middle Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 198	$ 203
Percentage of gross commercial mortgage loans	7.00%	8.00%
Commercial mortgage loans [Member] | Mountain [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 253	$ 240
Percentage of gross commercial mortgage loans	9.00%	9.00%
Commercial mortgage loans [Member] | New England [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 87	$ 91
Percentage of gross commercial mortgage loans	3.00%	3.00%
Commercial mortgage loans [Member] | Pacific [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 785	$ 746
Percentage of gross commercial mortgage loans	28.00%	28.00%
Commercial mortgage loans [Member] | South Atlantic [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 767	$ 783
Percentage of gross commercial mortgage loans	28.00%	29.00%
Commercial mortgage loans [Member] | West North Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 215	$ 222
Percentage of gross commercial mortgage loans	8.00%	8.00%
Commercial mortgage loans [Member] | West South Central [Member]
Mortgage Loans on Real Estate [Line Items]
Financing Receivable, Gross	$ 136	$ 131
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, 2017	Dec. 31, 2016
Receivables [Abstract]
Commitments to lend additional funds to borrowers whose loans have been restructured	$ 0	$ 0

Deferred Acquisition Costs an60

Deferred Acquisition Costs and Deferred Sales Inducement Costs (Details) - Ameriprise Financial [Member] - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016
Balances of and changes in DAC [Roll Forward]
Balance, at the beginning of the period	$ 2,648	$ 2,730	[1]
Capitalization of acquisition costs	220	274	[2]
Amortization, excluding the impact of valuations assumptions review	(201)	(279)
Amortization, impact of valuation assumptions review	12	(81)
Impact of change in net unrealized securities (gains) losses	(18)	(105)
Balance, at the end of the period	2,661	2,539	[1]
Benefit related to the write-off of the deferred reinsurance liability		27
Balances of and changes in DSIC [Roll Forward]
Balance at the beginning of the period	302	335
Capitalization of sales inducement costs	3	4
Amortization, excluding the impact of valuation assumptions review	(26)	(32)
Amortization, impact of valuation assumptions review	(1)	4
Impact of change in net unrealized securities (gains) losses	1	(14)
Balance at the end of the period	$ 279	$ 297
[1]	DAC balances were restated for the correction of commission expense accrual for certain insurance and annuity products in the fourth quarter of 2016. See Note 1 in the 2016 10-K.
[2]	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 Balances61

Policyholder Account Balances, Future Policy Benefits and Claims and Separate Account Liabilities (Balances by product) (Details) - USD ($) $ in Millions		Sep. 30, 2017	Dec. 31, 2016
Policyholder account balances		$ 20,336	$ 20,618
Future policy benefits		8,734	8,700
Policy claims and other policyholders' funds		893	884
Policyholder account balances, future policy benefits and claims		29,963	30,202
Fixed annuities [Member]
Policyholder account balances	[1]	10,100	10,588
Variable annuity fixed sub-accounts [Member]
Policyholder account balances		5,187	5,211
VUL/UL insurance [Member]
Policyholder account balances		3,028	3,007
IUL [Member]
Policyholder account balances		1,290	1,054
Other life insurance [Member]
Policyholder account balances		731	758
Variable annuity GMWB [Member]
Future policy benefits		539	1,017
Variable annuity GMAB [Member]
Future policy benefits	[2]	(73)	(24)
Other annuity liabilities [Member]
Future policy benefits		85	66
Fixed annuities life contingent liabilities [Member]
Future policy benefits		1,482	1,497
Life, disability income and long term care insurance [Member]
Future policy benefits		6,027	5,556
VUL/UL and other life insurance additional liabilities [Member]
Future policy benefits		$ 674	$ 588
[1]	Includes fixed deferred annuities, non-life contingent fixed payout annuities and equity indexed annuity (“EIA”) host contracts.
[2]	Includes the fair value of GMAB embedded derivatives that was a net asset as of both September 30, 2017 and December 31, 2016 reported as a contra liability.

Policyholder Account Balances62

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, 2017	Dec. 31, 2016
Separate Accounts Disclosure [Abstract]
Variable annuity	$ 73,467	$ 69,606
VUL insurance	7,154	6,659
Other insurance	33	33
Threadneedle investment liabilities	4,633	3,912
Total	$ 85,287	$ 80,210

Variable Annuity and Insuranc63

Variable Annuity and Insurance Guarantees (VA Guarantees Details) (Details) - USD ($) $ in Millions		9 Months Ended	12 Months Ended
		Sep. 30, 2017	Dec. 31, 2016
GMDB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 77,796	$ 73,954
Contract value in separate accounts	[1]	72,658	68,790
Net amount at risk	[1]	$ 95	$ 433
Weighted average attained age	[1]	66 years	65 years
GMDB [Member] | Return of premium [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 59,806	$ 56,143
Contract value in separate accounts	[1]	57,840	54,145
Net amount at risk	[1]	$ 11	$ 208
Weighted average attained age	[1]	66 years	65 years
GMDB [Member] | Five/six-year reset [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 8,869	$ 8,878
Contract value in separate accounts	[1]	6,141	6,170
Net amount at risk	[1]	$ 13	$ 22
Weighted average attained age	[1]	66 years	66 years
GMDB [Member] | One-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 6,502	$ 6,426
Contract value in separate accounts	[1]	6,139	6,050
Net amount at risk	[1]	$ 12	$ 110
Weighted average attained age	[1]	69 years	68 years
GMDB [Member] | Five-year ratchet [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,562	$ 1,542
Contract value in separate accounts	[1]	1,504	1,483
Net amount at risk	[1]	$ 1	$ 7
Weighted average attained age	[1]	65 years	64 years
GMDB [Member] | Other [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,057	$ 965
Contract value in separate accounts	[1]	1,034	942
Net amount at risk	[1]	$ 58	$ 86
Weighted average attained age	[1]	72 years	71 years
GGU death benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 1,103	$ 1,047
Contract value in separate accounts	[1]	1,052	996
Net amount at risk	[1]	$ 126	$ 108
Weighted average attained age	[1]	69 years	68 years
GMIB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 236	$ 245
Contract value in separate accounts	[1]	219	227
Net amount at risk	[1]	$ 8	$ 13
Weighted average attained age	[1]	69 years	68 years
GMWB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 45,458	$ 42,086
Contract value in separate accounts	[1]	45,330	41,924
Net amount at risk	[1]	$ 162	$ 291
Weighted average attained age	[1]	67 years	66 years
GMWB [Member] | GMWB standard benefit [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 2,525	$ 2,650
Contract value in separate accounts	[1]	2,517	2,642
Net amount at risk	[1]	$ 2	$ 2
Weighted average attained age	[1]	71 years	70 years
GMWB [Member] | GMWB for life [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 42,933	$ 39,436
Contract value in separate accounts	[1]	42,813	39,282
Net amount at risk	[1]	$ 160	$ 289	[2]
Weighted average attained age	[1]	67 years	66 years
GMAB [Member]
Variable Annuity Guarantees by Benefit Type
Total contract value	[1]	$ 3,157	$ 3,484
Contract value in separate accounts	[1]	3,153	3,476
Net amount at risk	[1]	$ 0	$ 21
Weighted average attained age	[1]	59 years	59 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.
[2]	Amount revised to reflect updated contractholder mortality assumptions at December 31, 2016.

Variable Annuity and Insuranc64

Variable Annuity and Insurance Guarantees (IUL Secondary Guarantees) (Details) - UL secondary guarantees [Member] - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Insurance Guarantees by Benefit Type
Net amount at risk	$ 6,443	$ 6,376
Weighted average attained age	65 years	64 years

Variable Annuity and Insuranc65

Variable Annuity and Insurance Guarantees (Liability Rollforward) (Details) - USD ($) $ in Millions		9 Months Ended
		Sep. 30, 2017	Sep. 30, 2016
GMDB and GGU [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period		$ 16	$ 14
Incurred claims		3	10
Paid claims		(3)	(7)
Balance, at the end of the period		16	17
GMIB [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period		8	8
Paid claims		(1)
Balance, at the end of the period		7	8
GMWB [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period	[1]	1,017	1,057
Incurred claims	[1]	(478)	1,056
Balance, at the end of the period	[1]	539	2,113
GMAB [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period	[1]	(24)
Incurred claims	[1]	(49)	9
Paid claims	[1]		(1)
Balance, at the end of the period	[1]	(73)	8
UL [Member]
Changes in Additional Liabilities for Variable Annuity and Insurance Guarantees
Balance, at the beginning of the period		434	332
Incurred claims		59	99
Paid claims		(22)	(18)
Balance, at the end of the period		$ 471	$ 413
[1]	The incurred claims for GMWB and GMAB represent the change in the fair value of the liabilities (contra liabilities) less paid claims.

Variable Annuity and Insuranc66

Variable Annuity and Insurance Guarantees (Separate Account Balances by Type) (Details) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Mutual funds
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 72,963	$ 69,090
Equity [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	44,365	40,622
Bond [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	23,481	23,142
Other [Member]
Variable Annuity and Insurance Guarantees
Total mutual funds	$ 5,117	$ 5,326

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, 2017	Sep. 30, 2016	Dec. 31, 2016
Debt and stated interest rates
Proceeds from issuance of debt					$ 0	$ 495
Ameriprise Financial [Member]
Debt and stated interest rates
Long-term debt					2,902		$ 2,917
Total long-term debt					2,902		2,917
Short-term borrowings					201		200
Total					3,103		3,117
Ameriprise Financial [Member] | Federal Home Loan Bank [Member]
Debt and stated interest rates
Short-term borrowings					$ 151		$ 150
Stated interest rate (as a percent) short-term debt					1.30%		0.80%
Remaining maturity of outstanding amount of short term borrowings					3 months		4 months
Ameriprise Financial [Member] | Repurchase agreements [Member]
Debt and stated interest rates
Short-term borrowings					$ 50		$ 50
Stated interest rate (as a percent) short-term debt					1.40%		0.90%
Remaining maturity of outstanding amount of short term borrowings					1 month		3 months
Ameriprise Financial [Member] | Senior notes due 2019 [Member]
Debt and stated interest rates
Long-term debt					$ 300		$ 300
Stated interest rate (as a percent) long-term debt					7.30%		7.30%
Ameriprise Financial [Member] | Senior notes due 2020 [Member]
Debt and stated interest rates
Long-term debt					$ 750		$ 750
Stated interest rate (as a percent) long-term debt					5.30%		5.30%
Ameriprise Financial [Member] | Senior notes due 2023 [Member]
Debt and stated interest rates
Long-term debt					$ 750		$ 750
Stated interest rate (as a percent) long-term debt					4.00%		4.00%
Ameriprise Financial [Member] | Senior notes due 2024 [Member]
Debt and stated interest rates
Long-term debt					$ 550		$ 550
Stated interest rate (as a percent) long-term debt					3.70%		3.70%
Ameriprise Financial [Member] | Senior notes due 2026 [Member]
Debt and stated interest rates
Long-term debt					$ 500		$ 500
Stated interest rate (as a percent) long-term debt					2.90%		2.90%
Proceeds from issuance of debt		$ 500
Debt issuance costs		$ 4
Ameriprise Financial [Member] | Capitalized lease obligations [Member]
Debt and stated interest rates
Capitalized lease obligations					$ 41		$ 49
Ameriprise Financial [Member] | Other [Member]
Debt and stated interest rates
Other	[1]				11		18
Ameriprise Financial [Member] | Junior Subordinated Debt [Member]
Debt and stated interest rates
Extinguishment of debt			$ 229	$ 16
Gain on extinguishment of debt				$ 1
Residential mortgage backed securities [Member] | Ameriprise Financial [Member] | Repurchase agreements [Member]
Debt and stated interest rates
Available-for-sale securities pledged as collateral					32		33
Commercial mortgage backed securities [Member] | Ameriprise Financial [Member] | Federal Home Loan Bank [Member]
Debt and stated interest rates
Available-for-sale securities pledged as collateral					764		771
Commercial mortgage backed securities [Member] | Ameriprise Financial [Member] | Repurchase agreements [Member]
Debt and stated interest rates
Available-for-sale securities pledged as collateral					$ 16		$ 19
[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	Oct. 12, 2017	Sep. 30, 2017	Dec. 31, 2016
Line of Credit Facility
Current borrowing capacity for line of credit facility	$ 750
Maximum borrowing capacity for line of credit facility	$ 1,000
Line of credit borrowings outstanding		$ 0	$ 0
Outstanding letters of credit issued against line of credit facility		$ 1	$ 1

Fair Values of Assets and Lia69

Fair Values of Assets and Liabilities (Recurring) (Details) - USD ($) $ in Millions		9 Months Ended		12 Months Ended
		Sep. 30, 2017		Dec. 31, 2016
Assets
Investments segregated for regulatory purposes		$ 424		$ 425
Liabilities
Individual contracts in a liability position	[1],[2]	3,751		4,262
Individual contracts in an asset position	[3]	3,190		3,446
Cumulative increase (decrease) in embedded derivatives due to nonperformance		(376)		(498)
GMWB and GMAB embedded derivatives [Member]
Liabilities
Individual contracts in a liability position		494		880
Individual contracts in an asset position		449		266
Ameriprise Financial [Member]
Assets
Available-for-Sale securities		30,826		30,719
Separate account assets measured at NAV		85,287		80,210
Ameriprise Financial [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		15,650		16,236
Ameriprise Financial [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		6,790		6,918
Ameriprise Financial [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		3,952		3,367
Ameriprise Financial [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		1,646		1,549
Ameriprise Financial [Member] | State and municipal obligations [Member]
Assets
Available-for-Sale securities		2,455		2,358
Ameriprise Financial [Member] | U.S. government and agencies obligations [Member]
Assets
Available-for-Sale securities		6		8
Ameriprise Financial [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-Sale securities		308		261
Ameriprise Financial [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		19		22
Ameriprise Financial [Member] | Recurring basis [Member]
Assets
Cash equivalents		2,018		1,826
Available-for-Sale securities		30,826		30,719
Trading securities		163		25
Separate account assets measured at NAV	[4]	85,287		80,210
Investments segregated for regulatory purposes		424		425
Other assets		3,190		3,446
Total assets at fair value		121,908		116,651
Liabilities
Policyholder account balances, future policy benefits and claims		626	[5]	1,083	[6]
Customer deposits		9		8
Other liabilities		3,155		3,195
Total liabilities at fair value		3,790		4,286
Ameriprise Financial [Member] | Recurring basis [Member] | Other liabilities [Member]
Liabilities
Other liabilities		39		24
Ameriprise Financial [Member] | Recurring basis [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		1,201		1,778
Liabilities
Other liabilities		416		989
Ameriprise Financial [Member] | Recurring basis [Member] | Equity derivative contracts [Member]
Assets
Other assets		1,942		1,574
Liabilities
Other liabilities		2,669		2,135
Ameriprise Financial [Member] | Recurring basis [Member] | Credit derivative contracts [Member]
Assets
Other assets		4		1
Ameriprise Financial [Member] | Recurring basis [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		43		93
Liabilities
Other liabilities		31		47
Ameriprise Financial [Member] | Recurring basis [Member] | EIA embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		4		5
Ameriprise Financial [Member] | Recurring basis [Member] | IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		577		464
Ameriprise Financial [Member] | Recurring basis [Member] | GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		45	[7]	614	[8]
Ameriprise Financial [Member] | Recurring basis [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		15,650		16,236
Ameriprise Financial [Member] | Recurring basis [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		6,790		6,918
Ameriprise Financial [Member] | Recurring basis [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		3,952		3,367
Ameriprise Financial [Member] | Recurring basis [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		1,646		1,549
Ameriprise Financial [Member] | Recurring basis [Member] | State and municipal obligations [Member]
Assets
Available-for-Sale securities		2,455		2,358
Ameriprise Financial [Member] | Recurring basis [Member] | U.S. government and agencies obligations [Member]
Assets
Available-for-Sale securities		6		8
Ameriprise Financial [Member] | Recurring basis [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-Sale securities		308		261
Ameriprise Financial [Member] | Recurring basis [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		13		17
Ameriprise Financial [Member] | Recurring basis [Member] | Common stocks measured at NAV [Member]
Assets
Available-for-Sale securities	[4]	6		5
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member]
Assets
Cash equivalents		136		30
Available-for-Sale securities		10		16
Trading securities		131		9
Investments segregated for regulatory purposes		424		425
Other assets		53		56
Total assets at fair value		754		536
Liabilities
Other liabilities		15		10
Total liabilities at fair value		15		10
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Other liabilities [Member]
Liabilities
Other liabilities		6		3
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		1
Liabilities
Other liabilities				2
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Equity derivative contracts [Member]
Assets
Other assets		51		43
Liabilities
Other liabilities		5		3
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		1		13
Liabilities
Other liabilities		4		2
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | U.S. government and agencies obligations [Member]
Assets
Available-for-Sale securities		6		8
Ameriprise Financial [Member] | Recurring basis [Member] | Level 1 [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		4		8
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member]
Assets
Cash equivalents		1,882		1,796
Available-for-Sale securities		29,277		29,050
Trading securities		32		16
Other assets		3,137		3,390
Total assets at fair value		34,328		34,252
Liabilities
Policyholder account balances, future policy benefits and claims		4		5
Customer deposits		9		8
Other liabilities		3,113		3,172
Total liabilities at fair value		3,126		3,185
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Other liabilities [Member]
Liabilities
Other liabilities		6		8
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Interest rate derivative contracts [Member]
Assets
Other assets		1,200		1,778
Liabilities
Other liabilities		416		987
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Equity derivative contracts [Member]
Assets
Other assets		1,891		1,531
Liabilities
Other liabilities		2,664		2,132
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Credit derivative contracts [Member]
Assets
Other assets		4		1
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Foreign exchange derivative contracts [Member]
Assets
Other assets		42		80
Liabilities
Other liabilities		27		45
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | EIA embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		4		5
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		14,383		14,925
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		6,625		6,650
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		3,887		3,367
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		1,611		1,481
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | State and municipal obligations [Member]
Assets
Available-for-Sale securities		2,455		2,358
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Foreign government bonds and obligations [Member]
Assets
Available-for-Sale securities		308		261
Ameriprise Financial [Member] | Recurring basis [Member] | Level 2 [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		8		8
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member]
Assets
Available-for-Sale securities		1,533		1,648
Total assets at fair value		1,533		1,648
Liabilities
Policyholder account balances, future policy benefits and claims		622		1,078
Other liabilities		27		13
Total liabilities at fair value		649		1,091
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Other liabilities [Member]
Liabilities
Other liabilities		27		13
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | IUL embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		577		464
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | GMWB and GMAB embedded derivatives [Member]
Liabilities
Policyholder account balances, future policy benefits and claims		45		614
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Corporate debt securities [Member]
Assets
Available-for-Sale securities		1,267		1,311
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Residential mortgage backed securities [Member]
Assets
Available-for-Sale securities		165		268
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Commercial mortgage backed securities [Member]
Assets
Available-for-Sale securities		65
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Asset backed securities [Member]
Assets
Available-for-Sale securities		35		68
Ameriprise Financial [Member] | Recurring basis [Member] | Level 3 [Member] | Common stocks [Member]
Assets
Available-for-Sale securities		$ 1		$ 1
[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 $1.3 billion and $1.5 billion as of September 30, 2017 and December 31, 2016, respectively. See Note 11 for additional information related to master netting arrangements and cash collateral.
[3]	The fair value of freestanding derivative assets is included in Other assets on the Consolidated Balance Sheets.
[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.
[5]	The Company’s adjustment for nonperformance risk resulted in a $(376) million cumulative increase (decrease) to the embedded derivatives as of September 30, 2017.
[6]	The Company’s adjustment for nonperformance risk resulted in a $(498) million cumulative increase (decrease) to the embedded derivatives as of December 31, 2016.
[7]	The fair value of the GMWB and GMAB embedded derivatives included $494 million of individual contracts in a liability position and $449 million of individual contracts in an asset position as of September 30, 2017.
[8]	The fair value of the GMWB and GMAB embedded derivatives included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position as of December 31, 2016.

Fair Values of Assets and Lia70

Fair Values of Assets and Liabilities (Level 3 rollforwards-Assets) (Details 2) - Ameriprise Financial [Member] - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017		Sep. 30, 2016
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		1,333	1,350	1,311		1,425
Total gains (losses) included in net income						(2)
Total gains (losses) included in other comprehensive income		(1)	(2)	1		29
Purchases		39	20	109		34
Settlements		(104)	(26)	(154)		(144)
Balance, at the end of the period		1,267	1,342	1,267		1,342
Changes in unrealized gains (losses) relating to assets held at end of period						(1)
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		172	153	268		218
Total gains (losses) included in other comprehensive income		1	1	2
Purchases			144	132		144
Settlements		(9)	(14)	(34)		(53)
Transfers into Level 3		20		20
Transfers out of Level 3		(19)	1	(223)		(24)
Balance, at the end of the period		165	285	165		285
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	0	0		3
Purchases		65	33	65		42
Settlements						(3)
Transfers out of Level 3						(9)
Balance, at the end of the period		65	33	65		33
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		33	178	68		162
Total gains (losses) included in net income			1
Total gains (losses) included in other comprehensive income		(2)	1			(5)
Purchases		10	12	64		28
Settlements				(15)		(1)
Transfers into Level 3		13		27		12
Transfers out of Level 3		(19)	(27)	(109)		(52)
Balance, at the end of the period		35	165	35		165
Changes in unrealized gains (losses) relating to assets held at end of period				(1)
Asset backed securities [Member] | Cumulative effect of change in accounting policies [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
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		0		1
Total gains (losses) included in other comprehensive income		1		1
Transfers into Level 3				8
Transfers out of Level 3				(9)
Balance, at the end of the period		1		1
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		1,538	1,681	1,648		1,808
Total gains (losses) included in net income	[1]		1			(2)
Total gains (losses) included in other comprehensive income		(1)	0	4		24
Purchases		114	209	370		248
Settlements		(113)	(40)	(203)		(201)
Transfers into Level 3		33		55		12
Transfers out of Level 3		(38)	(26)	(341)		(85)
Balance, at the end of the period		1,533	1,825	1,533		1,825
Changes in unrealized gains (losses) relating to assets held at end of period		$ 0	0	$ (1)	[1]	(1)	[1]
Total available-for-sale securities [Member] | Cumulative effect of change in accounting policies [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
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			0
Total gains (losses) included in net income	[2]		(2)			(2)
Purchases						2
Balance, at the end of the period			0			0
Changes in unrealized gains (losses) relating to assets held at end of period	[2]		$ (2)			$ (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.

Fair Values of Assets and Lia71

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, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
Transfers from Level 1 to Level 2, liabilities		$ 0	$ 0	$ 0	$ 0
Transfers from Level 2 to Level 1, liabilities		0	0	0	0
Net increase (decrease) to pretax income from embedded derivative liability		(37)	8	(91)	295
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		527	408	464	364
Total gains (losses) included in net income	[1]	35	12	75	8
Issues		26	25	70	86
Settlements		(11)	(7)	(32)	(20)
Balance, at the end of the period		577	438	577	438
Changes in unrealized (gains) losses relating to liabilities held at end of period	[1]	35	12	75	8
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		272	1,965	614	851
Total gains (losses) included in net income	[2]	(309)	(280)	(798)	708
Issues		84	77	238	215
Settlements		(2)	(6)	(9)	(18)
Balance, at the end of the period		45	1,756	45	1,756
Changes in unrealized (gains) losses relating to liabilities held at end of period	[2]	(307)	(267)	(771)	830
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		799	2,373	1,078	1,215
Total gains (losses) included in net income		(274)	(268)	(723)	716
Issues		110	102	308	301
Settlements		(13)	(13)	(41)	(38)
Balance, at the end of the period		622	2,194	622	2,194
Changes in unrealized (gains) losses relating to liabilities held at end of period		(272)	(255)	(696)	838
Contingent consideration liabilities [Member]
Summary of changes in Level 3 liabilities measured at fair value on a recurring basis [Rollforward]
Balance, at the beginning of the period		14	0	13	0
Total gains (losses) included in net income	[3]			1
Issues		13	13	13	13
Balance, at the end of the period		$ 27	$ 13	$ 27	$ 13
[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.
[3]	Included in general and administrative expense 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, 2017	Dec. 31, 2016
IUL embedded derivatives [Member]
Fair values of assets and liabilities
Liabilities at fair value		$ 577	$ 464
Nonperformance risk (as a percent)	[1]	0.67%	0.82%
GMWB and GMAB embedded derivatives [Member]
Fair values of assets and liabilities
Liabilities at fair value		$ 45	$ 614
Nonperformance risk (as a percent)	[1]	0.67%	0.82%
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%	0.10%
Market volatility (as a percent)	[3]	4.30%	5.30%
GMWB and GMAB embedded derivatives [Member] | Maximum [Member]
Fair values of assets and liabilities
Utilization of guaranteed withdrawals (as a percent)	[2]	42.00%	75.60%
Surrender rate (as a percent)		74.70%	66.40%
Market volatility (as a percent)	[3]	15.90%	21.20%
Contingent consideration liabilities [Member]
Fair values of assets and liabilities
Discount rate		9.00%	9.00%
Liabilities at fair value		$ 27	$ 13
Corporate debt securities [Member]
Fair values of assets and liabilities
Assets at fair value		$ 1,266	$ 1,308
Corporate debt securities [Member] | Minimum [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		0.80%	0.90%
Corporate debt securities [Member] | Maximum [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		2.30%	2.50%
Corporate debt securities [Member] | Weighted average [Member]
Fair values of assets and liabilities
Yield/spread to U.S. Treasuries (as a percent)		1.10%	1.30%
Asset-backed Securities [Member]
Fair values of assets and liabilities
Assets at fair value		$ 11	$ 14
Annual short-term default rate		3.80%	4.80%
Annual long-term default rate			2.50%
Discount rate		11.00%	13.50%
Asset-backed Securities [Member] | Minimum [Member]
Fair values of assets and liabilities
Annual long-term default rate		2.50%
Constant prepayment rate		5.00%	5.00%
Loss recovery (as a percent)		36.40%	36.40%
Asset-backed Securities [Member] | Maximum [Member]
Fair values of assets and liabilities
Annual long-term default rate		3.00%
Constant prepayment rate		10.00%	10.00%
Loss recovery (as a percent)		63.60%	63.60%
Asset-backed Securities [Member] | Weighted average [Member]
Fair values of assets and liabilities
Annual long-term default rate		2.60%
Constant prepayment rate		9.90%	9.90%
Loss recovery (as a percent)		63.10%	62.80%
[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 Lia73

Fair Values of Assets and Liabilities Fair Value of Assets & Liabilities (Non-Recurring) (Details) - Ameriprise Financial [Member] $ in Millions	3 Months Ended
	Sep. 30, 2017USD ($)
Consumer loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loss on consumer loans	$ 7
Non-recurring basis [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Consumer loans, at cost	258
Consumer loans, at fair value	$ 251

Fair Values of Assets and Lia74

Fair Values of Assets and Liabilities (Financial Instruments not at FV) (Details 5) - USD ($) $ in Millions		Sep. 30, 2017	Dec. 31, 2016
Financial Liabilities
Separate account liabilities measured at NAV		$ 85,287	$ 80,210
Ameriprise Financial [Member]
Financial Liabilities
Separate account liabilities measured at NAV		85,287	80,210
Ameriprise Financial [Member] | Carrying Value [Member]
Financial Assets
Mortgage Loans, Net		2,749	2,986
Policy and certificate loans		841	831
Receivables		1,595	1,396	[1]
Restricted and segregated cash		2,707	2,905
Other investments and assets		511	508
Financial Liabilities
Policyholder account balances, future policy benefits and claims		10,415	10,906
Investment certificate reserves		6,364	5,927
Brokerage customer deposits		4,065	4,112
Separate account liabilities measured at NAV		4,989	4,253
Debt and other Liabilities		3,395	3,371
Recurring basis [Member] | Ameriprise Financial [Member]
Financial Assets
Mortgage Loans, Net		2,768	2,972
Policy and certificate loans		798	808
Receivables		1,595	1,400	[1]
Restricted and segregated cash		2,707	2,905
Other investments and assets		510	510
Fair value of advisor loans moved from Level 2 to Level 3			400
Financial Liabilities
Policyholder account balances, future policy benefits and claims		11,052	11,417
Investment certificate reserves		6,351	5,914
Brokerage customer deposits		4,065	4,112
Separate account liabilities measured at NAV	[2]	4,989	4,253
Debt and other Liabilities		3,539	3,491
Recurring basis [Member] | Ameriprise Financial [Member] | Level 1 [Member]
Financial Assets
Receivables		196	127	[1]
Restricted and segregated cash		2,707	2,905
Financial Liabilities
Brokerage customer deposits		4,065	4,112
Debt and other Liabilities		202	146
Recurring basis [Member] | Ameriprise Financial [Member] | Level 2 [Member]
Financial Assets
Policy and certificate loans		1	1
Receivables		942	870	[1]
Other investments and assets		439	449
Financial Liabilities
Debt and other Liabilities		3,197	3,176
Recurring basis [Member] | Ameriprise Financial [Member] | Level 3 [Member]
Financial Assets
Mortgage Loans, Net		2,768	2,972
Policy and certificate loans		797	807
Receivables		457	403	[1]
Other investments and assets		71	61
Financial Liabilities
Policyholder account balances, future policy benefits and claims		11,052	11,417
Investment certificate reserves		6,351	5,914
Debt and other Liabilities		$ 140	$ 169
[1]	In the third quarter of 2017, the Company corrected the classification of the fair value of advisor loans, net from Level 2 to Level 3 as the valuation includes a significant unobservable input. The fair value levels at December 31, 2016 have been revised to reflect this change. The fair value of advisor loans, net was $400 million at December 31, 2016.
[2]	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.

Assets Subject to Netting (Deta

Assets Subject to Netting (Details) - USD ($) $ in Millions		Sep. 30, 2017		Dec. 31, 2016
Derivatives [Abstract]
Gross amounts of recognized assets	[1]	$ 3,190		$ 3,446
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(2,393)		(2,725)
Cash collateral		(661)		(409)
Securities collateral		(109)		(235)
Net amount		27		77
Securities borrowed [Abstract]
Gross amounts of recognized assets		196		127
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(48)		(16)
Securities collateral		(145)		(108)
Net amount		3		3
Total [Abstract]
Gross amounts of recognized assets		3,386		3,573
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(2,441)		(2,741)
Cash collateral		(661)		(409)
Securities collateral		(254)		(343)
Net amount		30		80
OTC [Member]
Derivatives [Abstract]
Gross amounts of recognized assets		3,156		2,920
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(2,379)		(2,214)
Cash collateral		(661)		(406)
Securities collateral		(109)		(235)
Net amount		7		65
OTC cleared [Member]
Derivatives [Abstract]
Gross amounts of recognized assets		14	[3]	512
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(12)	[3]	(509)
Cash collateral				(3)
Net amount		2	[3]	0
Exchange-traded [Member]
Derivatives [Abstract]
Gross amounts of recognized assets		20		14
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[2]	(2)		(2)
Net amount		$ 18		$ 12
[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.
[3]	The decrease in OTC cleared derivatives from December 31, 2016 is a result of certain central clearing parties amending their rules resulting in variation margin payments being settlement payments, as opposed to collateral.

Liabilities Subject to Netting

Liabilities Subject to Netting (Details 2) - USD ($) $ in Millions		Sep. 30, 2017		Dec. 31, 2016
Derivatives [Abstract]
Gross amounts of recognized liabilities	[1],[2]	$ 3,751		$ 4,262
Securities loaned [Abstract]
Gross amounts of recognized liabilities		202		146
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(48)		(16)
Securities collateral		(150)		(125)
Net amount		4		5
Repurchase agreements [Abstract]
Gross amounts of recognized liabilities		50		50
Gross amounts not offset in the consolidated balance sheets [Abstract]
Securities collateral		(48)		(50)
Net amount		2		0
Total [Abstract]
Gross amounts of recognized liabilities		3,368		3,367
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(2,441)		(2,741)
Cash collateral		(48)		(78)
Securities collateral		(867)		(527)
Net amount		12		21
OTC [Member]
Derivatives [Abstract]
Gross amounts of recognized liabilities		3,102		2,626
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(2,379)		(2,214)
Cash collateral		(48)		(53)
Securities collateral		(669)		(352)
Net amount		6		7
OTC cleared [Member]
Derivatives [Abstract]
Gross amounts of recognized liabilities		12	[4]	539
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(12)	[4]	(509)
Cash collateral				(25)
Net amount		0	[4]	5
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)		(2)
Net amount		0		4
Total derivatives [Member]
Derivatives [Abstract]
Gross amounts of recognized liabilities		3,116		3,171
Gross amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments	[3]	(2,393)		(2,725)
Cash collateral		(48)		(78)
Securities collateral		(669)		(352)
Net amount		$ 6		$ 16
[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 $1.3 billion and $1.5 billion as of September 30, 2017 and December 31, 2016, respectively. See Note 11 for additional information related to master netting arrangements and cash collateral.
[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.
[4]	The decrease in OTC cleared derivatives from December 31, 2016 is a result of certain central clearing parties amending their rules resulting in variation margin payments being settlement payments, as opposed to collateral.

Derivatives and Hedging Activ77

Derivatives and Hedging Activities (Balance Sheet) (Details) - USD ($) $ in Millions		Sep. 30, 2017	Dec. 31, 2016
Derivatives and Hedging Activities
Notional amount		$ 133,923	$ 142,316
Derivative liability after application of master netting arrangements and cash collateral including embedded derivative liabilities		1,300	1,500
Gross fair value of assets	[1]	3,190	3,446
Gross fair value of liabilities	[2],[3]	3,751	4,262
Fair value of investment securities received as collateral		122	235
Fair value of investment securities received as collateral that can be repledged		122	118
Fair value of investment securities received as collateral that were repledged		12	19
GMWB and GMAB embedded derivatives [Member]
Derivatives and Hedging Activities
Gross fair value of assets		449	266
Gross fair value of liabilities		494	880
GMWB and GMAB embedded derivatives [Member] | Policyholder account balances, future policy benefits and claims [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3],[4]	45	614
IUL embedded derivatives [Member] | Policyholder account balances, future policy benefits and claims [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	577	464
EIA embedded derivatives [Member] | Policyholder account balances, future policy benefits and claims [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	4	5
SMC embedded derivatives [Member] | Customer deposits [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	9	8
Total embedded derivatives [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	635	1,091
Derivatives designated as hedging instruments [Member]
Derivatives and Hedging Activities
Notional amount		774	839
Derivatives designated as hedging instruments [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]	30	52
Derivatives designated as hedging instruments [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	4
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
Gross fair value of assets	[1]	30	40
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Notional amount		99	164
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]		12
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	4
Derivatives not designated as hedging instruments [Member]
Derivatives and Hedging Activities
Notional amount		133,149	141,477
Derivatives not designated as hedging instruments [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]	3,160	3,394
Derivatives not designated as hedging instruments [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	3,112	3,171
Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives and Hedging Activities
Notional amount		66,504	72,449
Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]	1,171	1,738
Derivatives not designated as hedging instruments [Member] | Interest rate contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	416	989
Derivatives not designated as hedging instruments [Member] | Equity contracts [Member]
Derivatives and Hedging Activities
Notional amount		60,979	63,015
Derivatives not designated as hedging instruments [Member] | Equity contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]	1,942	1,574
Derivatives not designated as hedging instruments [Member] | Equity contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	2,669	2,135
Derivatives not designated as hedging instruments [Member] | Credit contracts [Member]
Derivatives and Hedging Activities
Notional amount		721	1,039
Derivatives not designated as hedging instruments [Member] | Credit contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]	4	1
Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives and Hedging Activities
Notional amount		4,494	4,733
Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]	43	81
Derivatives not designated as hedging instruments [Member] | Foreign exchange contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	27	47
Derivatives not designated as hedging instruments [Member] | Other contracts [Member]
Derivatives and Hedging Activities
Notional amount		451	241
Derivatives not designated as hedging instruments [Member] | Other contracts [Member] | Other assets [Member]
Derivatives and Hedging Activities
Gross fair value of assets	[1]	0	0
Derivatives not designated as hedging instruments [Member] | Other contracts [Member] | Other liabilities [Member]
Derivatives and Hedging Activities
Gross fair value of liabilities	[2],[3]	$ 0	$ 0
[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 $1.3 billion and $1.5 billion as of September 30, 2017 and December 31, 2016, respectively. See Note 11 for additional information related to master netting arrangements and cash collateral.
[4]	The fair value of the GMWB and GMAB embedded derivatives as of September 30, 2017 included $494 million of individual contracts in a liability position and $449 million of individual contracts in an asset position. The fair value of the GMWB and GMAB embedded derivatives as of December 31, 2016 included $880 million of individual contracts in a liability position and $266 million of individual contracts in an asset position.

Derivatives and Hedging Activ78

Derivatives and Hedging Activities (Income Statement) (Details 2) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
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	$ (11)	$ 10	$ (15)	$ (52)
Net investment income [Member] | Derivatives not designated as hedging instruments [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	(1)	6	(8)	(54)
Net investment income [Member] | Derivatives not designated as hedging instruments [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	(10)	2	(7)	2
Net investment income [Member] | Derivatives not designated as hedging instruments [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	0	1	0	0
Banking and deposit interest expense [Member] | SMC 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)	(3)	(1)
Banking and deposit interest expense [Member] | Derivatives not designated as hedging instruments [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	1	2	3	1
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	14	11	39	15
Distribution expenses [Member] | Derivatives not designated as hedging instruments [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	13	11	36	13
Distribution expenses [Member] | Derivatives not designated as hedging instruments [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	1		3	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	(6)	7	7	22
Interest credited to fixed accounts [Member] | IUL 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	(24)	(5)	(43)	12
Interest credited to fixed accounts [Member] | Derivatives not designated as hedging instruments [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	18	12	50	10
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	(24)	(204)	(341)	(368)
Benefits, claims, losses and settlement expenses [Member] | GMWB and GMAB 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	227	209	569	(905)
Benefits, claims, losses and settlement expenses [Member] | Derivatives not designated as hedging instruments [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	14	(12)	61	1,175
Benefits, claims, losses and settlement expenses [Member] | Derivatives not designated as hedging instruments [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	(261)	(385)	(920)	(536)
Benefits, claims, losses and settlement expenses [Member] | Derivatives not designated as hedging instruments [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)	(3)	(22)	(34)
Benefits, claims, losses and settlement expenses [Member] | Derivatives not designated as hedging instruments [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	1	(12)	(27)	(66)
Benefits, claims, losses and settlement expenses [Member] | Derivatives not designated as hedging instruments [Member] | Other 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)	(1)	(2)	(2)
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	3	5	12	18
General and administrative expense [Member] | Derivatives not designated as hedging instruments [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	7	3
General and administrative expense [Member] | Derivatives not designated as hedging instruments [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	$ 1	$ 3	$ 5	$ 15

Derivatives and Hedging Activ79

Derivatives and Hedging Activites (Option Pay/Rec) (Details 3) $ in Millions	Sep. 30, 2017USD ($)
Summary of Option Premiums Payable and Receivable
Premiums payable	$ 1,768
Premiums receivable	720
2017 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	98	[1]
Premiums receivable	26	[1]
2018 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	232
Premiums receivable	131
2019 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	295
Premiums receivable	171
2020 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	217
Premiums receivable	100
2021 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	187
Premiums receivable	109
2022-2027 [Member]
Summary of Option Premiums Payable and Receivable
Premiums payable	739
Premiums receivable	$ 183
[1]	2017 amounts represent the amounts payable and receivable for the period from October 1, 2017 to December 31, 2017.

Derivatives and Hedging Activ80

Derivatives and Hedging Activities (Impact of Hedging Activity) (Details 4) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Derivative, Credit Risk Related Contingent Features [Abstract]
Aggregate fair value of derivative contracts in a net liability position containing such credit contingent instruments	$ 437		$ 437		$ 254
Aggregate fair value of assets posted as collateral for such instruments	435		435		246
Aggregate fair value of additional assets required to be posted or needed to settle the instruments	2		2		$ 8
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			(1)
Cash flow hedge gain to be reclassified within twelve months to interest and debt expense			2
Cash flow hedge loss to be reclassified within twelve months recorded in net investment income			$ (3)
Longest period of time over which the entity hedges exposure to the variability in future cash flows			18 years
Net investment hedges [Member]
Derivative Instruments, Gain (Loss)
Gain (loss) on net investment hedge	(4)	$ 6	$ (3)	$ 25
Interest rate contracts [Member] | Interest and debt expense [Member] | Fair value hedges [Member]
Derivative Instruments, Gain (Loss)
Amount of gain on fair value hedges recognized in income on derivatives	$ 4	$ 5	$ 12	$ 15

Shareholders' Equity Comprehens

Shareholders' Equity Comprehensive Income (Loss) (Details) - USD ($) $ in Millions		3 Months Ended				9 Months Ended
		Sep. 30, 2017		Sep. 30, 2016		Sep. 30, 2017		Sep. 30, 2016
Net unrealized securities gains, before tax [Abstract]
Net unrealized securities gains arising during the period, before tax	[1]	$ 60		$ 82		$ 304		$ 1,134
Reclassification of net securities gains included in net income, before tax	[2]	(4)		(8)		(43)		(12)
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, before tax		(61)		(114)		(168)		(533)
Net unrealized securities gains, before tax		(5)		(40)		93		589
Net unrealized derivatives gains, before tax [Abstract]
Reclassification of net derivative losses included in net income, before tax		1	[3]	1	[3]	3	[4]	4	[4]
Net unrealized derivatives gains, before tax		1		1		3		4
Defined benefit plans net gain arising during the period, before tax		0		0		7		9
Defined benefit plans, before tax		0		0		7		9
Foreign currency translation, before tax		25		(26)		71		(85)
Other, before tax		0		0		(1)		0
Other comprehensive income attributable to Ameriprise Financial, before tax		21		(65)		173		517
Net unrealized securities gains (losses), tax impact [Abstract]
Net unrealized securities gains arising during the period, tax impact	[1]	(22)		(31)		(107)		(398)
Reclassification of net securities gains included in net income, tax impact	[2]	1		4		15		5
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, tax impact		22		39		59		186
Net unrealized securities gains, tax impact		1		12		(33)		(207)
Net unrealized derivatives losses, tax impact [Abstract]
Reclassification of net derivative losses included in net income, tax impact		0	[3]	0	[3]	(1)	[4]	(1)	[4]
Net unrealized derivatives gains, tax impact		0		0		(1)		(1)
Defined benefit plans net gain arising during the period, tax impact		0		0		(2)		(3)
Defined benefit plans, tax impact		0		0		(2)		(3)
Foreign currency translation, tax impact		(9)		10		(25)		30
Other, tax impact		0		0		0		0
Other comprehensive income attributable to Ameriprise Financial, tax impact		(8)		22		(61)		(181)
Net unrealized securities gains (losses), net of tax [Abstract]
Net unrealized securities gains arising during the period, net of tax	[1]	38		51		197		736
Reclassification of net securities gains included in net income, net of tax	[2]	(3)		(4)		(28)		(7)
Impact of DAC, DSIC, unearned revenue, benefit reserves and reinsurance recoverables, net of tax		(39)		(75)		(109)		(347)
Net unrealized securities gains, net of tax		(4)		(28)		60		382
Net unrealized derivatives losses, net of tax [Abstract]
Reclassification of net derivative losses included in net income, net of tax		1	[3]	1	[3]	2	[4]	3	[4]
Net unrealized derivatives gains, net of tax		1		1		2		3
Defined benefit plans net gain arising during the period, net of tax		0		0		5		6
Defined benefit plans, net of tax		0		0		5		6
Foreign currency translation, net of tax		16		(16)		46		(55)
Other, net of tax		0		0		(1)		0
Other comprehensive income attributable to Ameriprise Financial, net of tax		13		(43)		112		336
Interest and debt expense [Member]
Net unrealized derivatives gains (losses) reclassified from AOCI into income, effective portion, net		0		0		1		1
Net investment income [Member]
Net unrealized derivatives gains (losses) reclassified from AOCI into income, effective portion, net		$ 1		$ 1		$ 3		$ 4
[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 pretax gain reclassified to interest and debt expense for both the three months ended September 30, 2017 and 2016, and a $1 million pretax loss reclassified to net investment income for both the three months ended September 30, 2017 and 2016.
[4]	Includes $1 million pretax gain reclassified to interest and debt expense for both the nine months ended September 30, 2017 and 2016, and a $3 million and $4 million pretax loss reclassified to net investment income for the nine months ended September 30, 2017 and 2016

AOCI Rollforward (Details 2)

AOCI Rollforward (Details 2) - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2015
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		$ 299	$ 638	$ 200	$ 253
Cumulative effect of change in accounting policies						$ (1,318)
OCI before reclassifications		15	(40)	133	334
Amounts reclassified from AOCI		(2)	(3)	(21)	2
Other comprehensive income attributable to Ameriprise Financial, net of tax		13	(43)	112	336
Ending balance		312	595	312	595
Noncredit related impairments on securities and net unrealized securities gains (losses) on previously impaired securities		8	5	8	5
Net unrealized securities gains [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		543	842	479	426
Cumulative effect of change in accounting policies						6
OCI before reclassifications		(1)	(24)	88	389
Amounts reclassified from AOCI		(3)	(4)	(28)	(7)
Other comprehensive income attributable to Ameriprise Financial, net of tax		(4)	(28)	60	382
Ending balance	[1]	539	814	539	814
Net unrealized derivatives gains [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		6	3	5	1
OCI before reclassifications		0	0	0	0
Amounts reclassified from AOCI		1	1	2	3
Other comprehensive income attributable to Ameriprise Financial, net of tax		1	1	2	3
Ending balance		7	4	7	4
Defined benefit plans [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		(120)	(85)	(125)	(91)
OCI before reclassifications		0	0	0	0
Amounts reclassified from AOCI		0	0	5	6
Other comprehensive income attributable to Ameriprise Financial, net of tax		0	0	5	6
Ending balance		(120)	(85)	(120)	(85)
Foreign currency translation [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		(129)	(122)	(159)	(83)
OCI before reclassifications		16	(16)	46	(55)
Amounts reclassified from AOCI		0	0	0	0
Other comprehensive income attributable to Ameriprise Financial, net of tax		16	(16)	46	(55)
Ending balance		(113)	$ (138)	(113)	(138)
Other [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance		(1)		0
OCI before reclassifications		0		(1)
Amounts reclassified from AOCI		0		0
Other comprehensive income attributable to Ameriprise Financial, net of tax		0		(1)
Ending balance	[1]	$ (1)		$ (1)
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Cumulative effect of change in accounting policies						$ 6
Balance adjusted for change in accounting policies [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance					259
Balance adjusted for change in accounting policies [Member] | Net unrealized securities gains [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning balance					$ 432
[1]	Includes $8 million and $5 million of noncredit related impairments on securities and net unrealized securities gains (losses) on previously impaired securities as of September 30, 2017 and September 30, 2016, respectively.

Changes in Shareholders' Equity

Changes in Shareholders' Equity (Details 3) - USD ($) shares in Millions, $ in Millions	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2015
Stock repurchase program, authorized amount	$ 2,500		$ 2,500
Remaining balance under stock repurchase program	$ 2,400
Number of shares reacquired through surrender of restricted shares	0.3	0.3
Value of shares reacquired through surrender of restricted shares	$ 33	$ 29
Number of shares reacquired through net settlement options	1.9	0.3
Aggregate value of shares reacquired through net settlement options	$ 248	$ 31
Treasury shares reissued for restricted stock award grants and Ameriprise Financial Franchise Advisor Deferred Compensation Plan	0.8	0.9
Open market share repurchases [Member]
Repurchase of common shares (in shares)	8	13.7
Repurchase of common shares	$ 1,000	$ 1,300

Income Taxes (Details)

Income Taxes (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Operating Loss Carryforwards [Line Items]
Effective tax rate on income from continuing operations (as a percent)	19.90%	9.70%	19.50%	18.60%
Adoption impact of stock compensation accounting guidance	$ (125)	$ (23)	$ (315)	$ (209)
Valuation allowance	14		14		$ 11
Gross unrecognized tax benefits	127		127		115
Unrecognized tax benefits net of federal tax benefits that would affect the effective tax rate	55		55		46
Increase (decrease) in interest and penalties	0	$ 0	1	(44)
Payable related to accrued interest and penalties	9		9		$ 8
Minimum [Member]
Operating Loss Carryforwards [Line Items]
Decrease in gross unrecognized tax benefits due to resolution of audits and statute expirations	15		15
Maximum [Member]
Operating Loss Carryforwards [Line Items]
Decrease in gross unrecognized tax benefits due to resolution of audits and statute expirations	25		25
State and Local [Member]
Operating Loss Carryforwards [Line Items]
State net operating losses	15		15
Adjustments for new accounting pronouncement [Member]
Operating Loss Carryforwards [Line Items]
Adoption impact of stock compensation accounting guidance	$ 25		$ 57	$ 8

Guarantees and Contingencies (D

Guarantees and Contingencies (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
Future guaranty fund assessments [Member]
Contingencies
Liability related to guaranty fund assessments	$ 15	$ 16
Related premium tax asset	12	$ 14
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	$ 106

Earnings per Share Attributab86

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, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Numerator:
Net income	$ 503	$ 215	$ 1,299	$ 914
Denominator:
Basic: Weighted-average common shares outstanding	153	164	155.2	168.3
Effect of potentially dilutive nonqualified stock options and other share-based awards (in shares)	2.4	1.8	2.4	1.8
Diluted: Weighted-average common shares outstanding	155.4	165.8	157.6	170.1
Basic:
Net income (in dollars per share)	$ 3.29	$ 1.31	$ 8.37	$ 5.43
Diluted:
Net income (in dollars per share)	$ 3.24	$ 1.30	$ 8.24	$ 5.37
Effect of potentially dilutive nonqualified stock options and other share-based awards (in shares)			0	2.9

Segment Information - Total Ass

Segment Information - Total Assets (Details) - USD ($) $ in Millions	Sep. 30, 2017	Dec. 31, 2016
Summary of assets by segment
Total assets	$ 145,486	$ 139,821
Advice and Wealth Management [Member]
Summary of assets by segment
Total assets	13,407	12,654
Asset Management [Member]
Summary of assets by segment
Total assets	8,163	7,254
Annuities [Member]
Summary of assets by segment
Total assets	96,656	93,481
Protection [Member]
Summary of assets by segment
Total assets	17,543	16,780
Corporate and Other [Member]
Summary of assets by segment
Total assets	$ 9,717	$ 9,652

Segment Information - Operating

Segment Information - Operating net revenues (Details 2) - USD ($) $ in Millions	3 Months Ended				9 Months Ended
	Sep. 30, 2017		Sep. 30, 2016		Sep. 30, 2017		Sep. 30, 2016
Summary of segment operating results [Abstract]
Total segment operating revenues	$ 2,967		$ 2,954		$ 8,777		$ 8,598
Net Realized Gains (Losses)	(3)		6		35		(5)
Revenues attributable to CIEs	23		27		70		77
Market impact on IUL benefits	(5)		6		(7)		18
Market impact of hedges on investments	(1)		5		(8)		(54)
Total net revenues	2,981	[1]	2,998	[1]	8,867	[2]	8,634	[2]
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings	698		257		1,802		1,230
Net Realized Gains (Losses) including DAC offset	(3)		6		33		(5)
Net income (loss) attributable to CIEs					2		(1)
Market impact on variable annuity guaranteed benefits	(55)		(37)		(198)		(78)
Market impact on IUL benefits	(10)		7		(16)		31
Market impact of hedges on investments	(1)		5		(8)		(54)
Business Combination, Integration Related Costs	(1)				(1)
Pretax income	628		238		1,614		1,123
Advice and Wealth Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	1,383		1,272		4,026		3,720
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings	298		231		837		657
Asset Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	778		740		2,252		2,203
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings	200		155		526		452
Annuities [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	626		631		1,861		1,846
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings	281		(68)		562		202
Protection [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	478		613		1,516		1,693
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings	55		84		169		190
Corporate and Other [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	50		51		162		178
Reconciliation of operating profit (loss) from segments to consolidated
Total segment operating earnings	(136)		(145)		(292)		(271)
Eliminations [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	(348)	[3]	(353)	[3]	(1,040)	[4]	(1,042)	[4]
Non-US [Member]
Summary of segment operating results [Abstract]
Total net revenues	198		162		539		500
Consolidation, Eliminations [Member] | Advice and Wealth Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	233		244		701		727
Consolidation, Eliminations [Member] | Asset Management [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	12		12		35		33
Consolidation, Eliminations [Member] | Annuities [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	88		85		259		247
Consolidation, Eliminations [Member] | Protection [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	16		12		46		34
Consolidation, Eliminations [Member] | Corporate and Other [Member]
Summary of segment operating results [Abstract]
Total segment operating revenues	$ (1)		$ 0		$ (1)		$ 1
[1]	Includes foreign net revenues of $198 million and $162 million for the three months ended September 30, 2017 and 2016, respectively.
[2]	Includes foreign net revenues of $539 million and $500 million for the nine months ended September 30, 2017 and 2016, respectively.
[3]	Represents the elimination of intersegment revenues recognized for the three months ended September 30, 2017 and 2016 in each segment as follows: Advice & Wealth Management ($233 million and $244 million, respectively); Asset Management ($12 million and $12 million, respectively); Annuities ($88 million and $85 million, respectively); Protection ($16 million and $12 million, respectively); and Corporate & Other ($(1) million and nil, respectively).
[4]	Represents the elimination of intersegment revenues recognized for the nine months ended September 30, 2017 and 2016 in each segment as follows: Advice & Wealth Management ($701 million and $727 million, respectively); Asset Management ($35 million and $33 million, respectively); Annuities ($259 million and $247 million, respectively); Protection ($46 million and $34 million, respectively); and Corporate & Other ($(1) million and $1 million, respectively).