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Component: (Network and Table)
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2319301 - Disclosure - Estimated Fair Values (Tables)
(http://www.fhlbatl.com/role/EstimatedFairValuesTables)
Table(Implied)
Slicers (applies to each fact value in each table cell)
Fair Value Disclosures [Abstract]Period [Axis]
2016-01-01 - 2016-12-31
Fair Value Disclosures [Abstract]
 
Financial Assets and Liabilities Measured at Fair Value on Recurring Basis
Estimated Fair Value Measurements on a Recurring Basis. The following tables present, for each fair value hierarchy level, the Bank’s financial assets and liabilities that are measured at fair value on a recurring basis on its Statements of Condition.

 
As of December 31, 2016
 
Fair Value Measurements Using
 
Netting Adjustment (1)
 
 
 
Level 1        
 
Level 2        
 
Level 3        
 
Total
Assets
 
 
 
 
 
 
 
 
 
Trading securities:
 
 
 
 
 
 
 
 
 
  Government-sponsored enterprises debt obligations
$
—

 
$
261

 
$
—

 
$
—

 
$
261

  State or local housing agency debt obligations
—

 
1

 
—

 
—

 
1

Total trading securities
—

 
262

 
—

 
—

 
262

Available-for-sale securities:
 
 
 
 
 
 
 
 
 
  Private-label residential MBS
—

 
—

 
1,345

 
—

 
1,345

Derivative assets:
 
 
 
 
 
 
 
 
 
  Interest-rate related
—

 
282

 
—

 
73

 
355

Grantor trust (included in Other assets)
37

 
—

 
—

 
—

 
37

Total assets at fair value
$
37

 
$
544

 
$
1,345

 
$
73

 
$
1,999

Liabilities
 
 
 
 
 
 
 
 
 
Derivative liabilities:
 
 
 
 
 
 
 
 
 
Interest-rate related
$
—

 
$
1,073

 
$
—

 
$
(966
)
 
$
107

Total liabilities at fair value
$
—

 
$
1,073

 
$
—

 
$
(966
)
 
$
107

____________ 
(1) Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed with the same clearing agents and/or counterparties.

 
As of December 31, 2015
 
Fair Value Measurements Using
 
Netting Adjustment (1)    
 
 
 
Level 1        
 
Level 2        
 
Level 3        
 
Total
Assets
 
 
 
 
 
 
 
 
 
Trading securities:
 
 
 
 
 
 
 
 
 
  Government-sponsored enterprises debt obligations
$
—

 
$
1,212

 
$
—

 
$
—

 
$
1,212

  Another FHLBank’s bond
—

 
52

 
—

 
—

 
52

  State or local housing agency debt obligations
—

 
1

 
—

 
—

 
1

Total trading securities
—

 
1,265

 
—

 
—

 
1,265

Available-for-sale securities:
 
 
 
 
 
 
 
 
 
  Private-label residential MBS
—

 
—

 
1,662

 
—

 
1,662

Derivative assets:
 
 
 
 
 
 
 
 
 
  Interest-rate related
—

 
337

 
—

 
(161
)
 
176

Grantor trust (included in Other assets)
31

 
—

 
—

 
—

 
31

Total assets at fair value
$
31

 
$
1,602

 
$
1,662

 
$
(161
)
 
$
3,134

Liabilities
 
 
 
 
 
 
 
 
 
Derivative liabilities:
 
 
 
 
 
 
 
 
 
Interest-rate related
$
—

 
$
1,551

 
$
—

 
$
(1,427
)
 
$
124

Total liabilities at fair value
$
—

 
$
1,551

 
$
—

 
$
(1,427
)
 
$
124

____________ 
(1) Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed with the same clearing agents and/or counterparties.
 
 
Reconciliation of Available-For-Sale Securities Measured at Fair Value
The following table presents a reconciliation of available-for-sale securities that are measured at fair value on a recurring basis using significant unobservable inputs (Level 3).
 
 
For the Years Ended December 31,
 
2016
 
2015
 
2014
Balance, beginning of year
$
1,662

 
$
1,981

 
$
2,299

Total (losses) gains realized and unrealized: (1)
 
 
 
 
 
  Included in net impairment losses recognized in earnings
(3
)
 
(5
)
 
(3
)
 Included in other comprehensive income
29

 
(23
)
 
(7
)
     Accretion of credit losses in net interest income
53

 
42

 
34

Settlements
(396
)
 
(333
)
 
(342
)
Balance, end of year
$
1,345

 
$
1,662

 
$
1,981

____________ 
(1) 
Related to available-for-sale securities held at year end.

 
 
Fair Value Measurements, Nonrecurring [Table Text Block]
The following table presents the fair value hierarchy and carrying value of all assets as of the last impairment date that were still held as of December 31, 2015, for which a nonrecurring fair value adjustment was recorded during the period presented. The carrying value for each of the assets presented in the following table was less than $1 as of December 31, 2016.
 
As of December 31, 2015
 
Fair Value Measurements Using
 
 
 
Level 1        
 
Level 2        
 
Level 3        
Total
Mortgage loans held for portfolio
$
—

 
$
—

 
$
1

 
$
1

Real estate owned (included in Other assets)
—

 
—

 
3

 
3

Total nonrecurring assets at fair value
$
—

 
$
—

 
$
4

 
$
4

 
 
Carrying Values and Estimated Fair Values
The following tables present the carrying values and estimated fair values of the Bank’s financial instruments.
 
 
As of December 31, 2016
 
 
 
Estimated Fair Value
 
Carrying Value
 
Total        
 
Level 1        
 
Level 2        
 
Level 3        
 
Netting Adjustment (1)
Assets:
 
 
 
 
 
 
 
 
 
 
 
 Cash and due from banks
$
1,815

 
$
1,815

 
$
1,815

 
$
—

 
$
—

 
$
—

 Interest bearing-deposits
1,106

 
1,106

 
—

 
1,106

 
—

 
—

 Securities purchased under agreements to resell
1,386

 
1,386

 
—

 
1,386

 
—

 
—

 Federal funds sold
7,770

 
7,770

 
—

 
7,770

 
—

 
—

 Trading securities
262

 
262

 
—

 
262

 
—

 
—

 Available-for-sale securities
1,345

 
1,345

 
—

 
—

 
1,345

 
—

 Held-to-maturity securities
24,641

 
24,633

 
—

 
23,843

 
790

 
—

 Advances
99,077

 
99,062

 
—

 
99,062

 
—

 
—

 Mortgage loans held for portfolio, net
523

 
569

 
—

 
569

 
—

 
—

 Accrued interest receivable
171

 
171

 
—

 
171

 
—

 
—

 Derivative assets
355

 
355

 
—

 
282

 
—

 
73

    Grantor trust assets (included in Other assets)
37

 
37

 
37

 
—

 
—

 
—

Liabilities:
 
 
 
 
 
 
 
 
 
 
 
 Interest-bearing deposits
1,118

 
1,118

 
—

 
1,118

 
—

 
—

 Consolidated obligations, net:
 
 
 
 
 
 
 
 
 
 
 
Discount notes
41,292

 
41,293

 
—

 
41,293

 
—

 
—

Bonds
88,647

 
88,768

 
—

 
88,768

 
—

 
—

 Mandatorily redeemable capital stock
1

 
1

 
1

 
—

 
—

 
—

 Accrued interest payable
128

 
128

 
—

 
128

 
—

 
—

 Derivative liabilities
107

 
107

 
—

 
1,073

 
—

 
(966
)
____________ 
(1) 
Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed with the same clearing agents and/or counterparties.

 
As of December 31, 2015
 
 
 
Estimated Fair Value
 
Carrying Value
 
Total        
 
Level 1        
 
Level 2        
 
Level 3        
 
Netting Adjustment (1)
Assets:
 
 
 
 
 
 
 
 
 
 
 
 Cash and due from banks
$
1,751

 
$
1,751

 
$
1,751

 
$
—

 
$
—

 
$
—

 Interest bearing-deposits
1,088

 
1,088

 
—

 
1,088

 
—

 
—

 Securities purchased under agreements to resell
2,500

 
2,500

 
—

 
2,500

 
—

 
—

 Federal funds sold
5,421

 
5,421

 
—

 
5,421

 
—

 
—

 Trading securities
1,265

 
1,265

 
—

 
1,265

 
—

 
—

 Available-for-sale securities
1,662

 
1,662

 
—

 
—

 
1,662

 
—

 Held-to-maturity securities
23,239

 
23,263

 
—

 
22,179

 
1,084

 
—

 Advances
104,168

 
104,021

 
—

 
104,021

 
—

 
—

 Mortgage loans held for portfolio, net
584

 
647

 
—

 
646

 
1

 
—

 Accrued interest receivable
171

 
171

 
—

 
171

 
—

 
—

 Derivative assets
176

 
176

 
—

 
337

 
—

 
(161
)
    Grantor trust assets (included in Other assets)
31

 
31

 
31

 
—

 
—

 
—

Liabilities:
 
 
 
 
 
 
 
 
 
 
 
 Interest-bearing deposits
1,084

 
1,084

 
—

 
1,084

 
—

 
—

 Consolidated obligations, net:
 
 
 
 
 
 
 
 
 
 
 
Discount notes
69,434

 
69,432

 
—

 
69,432

 
—

 
—

Bonds 
63,953

 
63,940

 
—

 
63,940

 
—

 
—

 Mandatorily redeemable capital stock
14

 
14

 
14

 
—

 
—

 
—

 Accrued interest payable
127

 
127

 
—

 
127

 
—

 
—

 Derivative liabilities
124

 
124

 
—

 
1,551

 
—

 
(1,427
)

____________ 
(1) 
Amounts represent the application of the netting requirements that allow the Bank to settle positive and negative positions and also cash collateral held or placed with the same clearing agents and/or counterparties.