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Financial Guaranty Contracts Accounted for as Credit Derivatives (Details) (USD $)
3 Months Ended6 Months Ended
Jun. 30, 2011
Jun. 30, 2011
Dec. 31, 2010
Financial Guaranty Contracts Accounted for as Credit Derivatives   
Estimated remaining weighted average life of credit derivatives (in years)4.64.64.9
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding$ 98,005,000,000$ 98,005,000,000$ 109,771,000,000
Net par of terminated CDS transactions5,200,000,0007,700,000,000 
Pooled corporate obligations
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)31.10%31.10%31.70%
Current Subordination (as a percent)29.30%29.30%29.30%
Net Par Outstanding72,479,000,00072,479,000,00079,933,000,000
CLOs/CBOs
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)32.50%32.50%32.20%
Current Subordination (as a percent)31.70%31.70%30.40%
Net Par Outstanding41,006,000,00041,006,000,00045,953,000,000
Maximum average obligor size (as a percent)1.00%1.00% 
Maximum exposure of one industry (as a percent)10.00%10.00% 
Synthetic investment grade pooled corporate
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)19.40%19.40%19.20%
Current Subordination (as a percent)17.80%17.80%17.60%
Net Par Outstanding14,496,000,00014,496,000,00014,905,000,000
Synthetic high yield pooled corporate
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)34.70%34.70%39.40%
Current Subordination (as a percent)30.30%30.30%34.60%
Net Par Outstanding7,534,000,0007,534,000,0008,249,000,000
Trust preferred securities collaralized debt obligations
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)46.60%46.60%46.80%
Current Subordination (as a percent)31.60%31.60%32.00%
Net Par Outstanding4,784,000,0004,784,000,0005,757,000,000
Market value collateralized debt obligations of corporate obligations
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)33.80%33.80%36.00%
Current Subordination (as a percent)40.80%40.80%42.90%
Net Par Outstanding4,659,000,0004,659,000,0005,069,000,000
U.S. RMBS
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)23.90%23.90%23.10%
Current Subordination (as a percent)32.60%32.60%32.40%
Net Par Outstanding9,147,000,0009,147,000,0009,776,000,000
Option ARM and Alt-A first lien
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)19.60%19.60%19.70%
Current Subordination (as a percent)15.10%15.10%17.00%
Net Par Outstanding4,419,000,0004,419,000,0004,767,000,000
Subprime
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)30.00%30.00%27.90%
Current Subordination (as a percent)53.90%53.90%50.40%
Net Par Outstanding4,230,000,0004,230,000,0004,460,000,000
Prime first lien
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)10.90%10.90%10.90%
Current Subordination (as a percent)9.50%9.50%10.30%
Net Par Outstanding429,000,000429,000,000468,000,000
Closed end second lien and HELOCs
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding69,000,00069,000,00081,000,000
CMBS
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)33.80%33.80%29.80%
Current Subordination (as a percent)39.40%39.40%31.30%
Net Par Outstanding4,517,000,0004,517,000,0006,751,000,000
Other:
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding11,862,000,00011,862,000,00013,311,000,000
Pooled infrastructure transactions
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding3,600,000,0003,600,000,000 
Number of transactions33 
Remaining other CDS
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding$ 8,300,000,000$ 8,300,000,000