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Financial Guaranty Contracts Accounted for as Credit Derivatives - Net Fair Value and Expected Losses of Credit Derivatives by Sector (Details) (USD $)
In Millions, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Credit Derivatives    
Net fair value of credit derivatives $ (895)us-gaap_CreditRiskDerivativesAtFairValueNet [1] $ (1,693)us-gaap_CreditRiskDerivativesAtFairValueNet
Expected Loss to be (Paid) Recovered (58)ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit [2] (184)ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit [2]
Pooled corporate obligations [Member]    
Credit Derivatives    
Net fair value of credit derivatives (49)us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
(30)us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
Expected Loss to be (Paid) Recovered (23)ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
[2] (48)ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
[2]
RMBS [Member] | United States [Member]    
Credit Derivatives    
Net fair value of credit derivatives (494)us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_StatementGeographicalAxis
= country_US
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
(1,308)us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_StatementGeographicalAxis
= country_US
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
Expected Loss to be (Paid) Recovered (73)ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_StatementGeographicalAxis
= country_US
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
[2] (175)ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_StatementGeographicalAxis
= country_US
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
[2]
CMBS [Member]    
Credit Derivatives    
Net fair value of credit derivatives 0us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CommercialMortgageBackedSecuritiesMember
(2)us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CommercialMortgageBackedSecuritiesMember
Expected Loss to be (Paid) Recovered 0ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CommercialMortgageBackedSecuritiesMember
[2] 0ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CommercialMortgageBackedSecuritiesMember
[2]
Other [Member]    
Credit Derivatives    
Net fair value of credit derivatives (352)us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_UnderlyingOtherMember
(353)us-gaap_CreditRiskDerivativesAtFairValueNet
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_UnderlyingOtherMember
Expected Loss to be (Paid) Recovered 38ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_UnderlyingOtherMember
[2] 39ago_ExpectedLossonCreditDerivativetoBePaidRecoveredIncludingRepresentationandWarrantyLiabilityBenefit
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_UnderlyingOtherMember
[2]
Credit Risk Contract [Member]    
Credit Derivatives    
R&W Included in Credit Derivative Asset (Liability) $ 86ago_FinancialGuaranteeInsuranceContractsExpectedFutureRecoveriesforBreachedRepresentationsandWarranties
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
$ 180ago_FinancialGuaranteeInsuranceContractsExpectedFutureRecoveriesforBreachedRepresentationsandWarranties
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
[1] Includes the effects of spreads on both the underlying asset classes and the Company’s own credit spread.
[2] Includes R&W benefit of $86 million as of December 31, 2014 and $180 million as of December 31, 2013.