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Financial Guaranty Contracts Accounted for as Credit Derivatives - Narrative (Details) (USD $)
In Millions, unless otherwise specified
3 Months Ended 12 Months Ended
Dec. 31, 2014
Sep. 30, 2014
Jun. 30, 2014
Mar. 31, 2014
Dec. 31, 2013
Sep. 30, 2013
Jun. 30, 2013
Mar. 31, 2013
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Sep. 12, 2014
Transaction
Oct. 10, 2013
Transaction
Credit Derivatives                          
Estimated remaining weighted average life of credit derivatives (in years)                 4 years 7 months 30 days 4 years 1 month 15 days      
Net par outstanding $ 34,996ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount       $ 54,482ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount       $ 34,996ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount $ 54,482ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount      
Net unrealized gains (losses)                 800us-gaap_UnrealizedGainLossOnDerivatives [1] 107us-gaap_UnrealizedGainLossOnDerivatives [1] (477)us-gaap_UnrealizedGainLossOnDerivatives [1]    
Net change in fair value of credit derivatives 676us-gaap_DerivativeGainLossOnDerivativeNet 255us-gaap_DerivativeGainLossOnDerivativeNet 103us-gaap_DerivativeGainLossOnDerivativeNet (211)us-gaap_DerivativeGainLossOnDerivativeNet 229us-gaap_DerivativeGainLossOnDerivativeNet 354us-gaap_DerivativeGainLossOnDerivativeNet 74us-gaap_DerivativeGainLossOnDerivativeNet (592)us-gaap_DerivativeGainLossOnDerivativeNet 823us-gaap_DerivativeGainLossOnDerivativeNet 65us-gaap_DerivativeGainLossOnDerivativeNet (585)us-gaap_DerivativeGainLossOnDerivativeNet    
Gain from narrowing of spreads 346ago_CreditDerivativeGainLossDueToChangeInSpreads               1,413ago_CreditDerivativeGainLossDueToChangeInSpreads        
Collateral agreed to be posted 376us-gaap_CollateralAlreadyPostedAggregateFairValue       677us-gaap_CollateralAlreadyPostedAggregateFairValue       376us-gaap_CollateralAlreadyPostedAggregateFairValue 677us-gaap_CollateralAlreadyPostedAggregateFairValue      
Market value collateralized debt obligations of corporate obligations [Member]                          
Credit Derivatives                          
Maximum average obligor size (as a percent) 1.00%ago_CreditDerivativeMaximumAverageObligorSize
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
              1.00%ago_CreditDerivativeMaximumAverageObligorSize
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
       
Maximum exposure of one industry (as a percent) 10.00%ago_CreditDerivativeIndustryConcentrationRiskExposure
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
              10.00%ago_CreditDerivativeIndustryConcentrationRiskExposure
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
       
Net par outstanding 23,621ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
      37,321ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
      23,621ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
37,321ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
     
Net unrealized gains (losses)                 (18)us-gaap_UnrealizedGainLossOnDerivatives
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
(32)us-gaap_UnrealizedGainLossOnDerivatives
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
59us-gaap_UnrealizedGainLossOnDerivatives
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_CollateralizedDebtObligationsMember
   
Other pooled infrastructure [Member]                          
Credit Derivatives                          
Net par outstanding 2,000ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_OtherPooledInfrastructureTransactionsMember
              2,000ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_OtherPooledInfrastructureTransactionsMember
       
Pooled infrastructure [Member]                          
Credit Derivatives                          
Number of transactions 1us-gaap_NumberOfCreditRiskDerivativesHeld
/ us-gaap_UnderlyingAssetClassAxis
= ago_PooledInfrastructureTransactionsMember
              1us-gaap_NumberOfCreditRiskDerivativesHeld
/ us-gaap_UnderlyingAssetClassAxis
= ago_PooledInfrastructureTransactionsMember
       
Remaining other CDS [Member]                          
Credit Derivatives                          
Net par outstanding 4,400ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_OtherTransactionsMember
              4,400ago_FinancialGuarantyContractsAccountedforasCreditDerivativesOutstandingPrincipalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_OtherTransactionsMember
       
Film securitization CDS [Member]                          
Credit Derivatives                          
Net unrealized gains (losses)                   127us-gaap_UnrealizedGainLossOnDerivatives
/ us-gaap_UnderlyingAssetClassAxis
= ago_FilmsecuritizationMember
     
Net change in fair value of credit derivatives                   7us-gaap_DerivativeGainLossOnDerivativeNet
/ us-gaap_UnderlyingAssetClassAxis
= ago_FilmsecuritizationMember
     
Collateral Debt Obligations, Collateral Requirement [Member]                          
Credit Derivatives                          
Amount of par subject to collateral for which the amount of collateral is capped 6,100invest_DerivativeNotionalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsCollateralRequirementMember
              6,100invest_DerivativeNotionalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsCollateralRequirementMember
       
Collateral Debt Obligations, Collateral Cap Negotiated [Member]                          
Credit Derivatives                          
Amount of par subject to collateral for which the amount of collateral is capped 5,900invest_DerivativeNotionalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsCollateralCapNegotiatedMember
              5,900invest_DerivativeNotionalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsCollateralCapNegotiatedMember
       
Collateral Debt Obligations, No Cap Negotiated [Member]                          
Credit Derivatives                          
Amount of par subject to collateral for which the amount of collateral is capped 665invest_DerivativeNotionalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
              665invest_DerivativeNotionalAmount
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
       
Collateral agreed to be posted 376us-gaap_CollateralAlreadyPostedAggregateFairValue
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
      677us-gaap_CollateralAlreadyPostedAggregateFairValue
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
      376us-gaap_CollateralAlreadyPostedAggregateFairValue
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
677us-gaap_CollateralAlreadyPostedAggregateFairValue
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
     
Notional amount subject to collateral based on movements in the mark-to-market valuation of the underlying exposure 242ago_CreditDerivativeNotionalAmountSubjecttoCollateralbasedinMTMvaluation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
      347ago_CreditDerivativeNotionalAmountSubjecttoCollateralbasedinMTMvaluation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
      242ago_CreditDerivativeNotionalAmountSubjecttoCollateralbasedinMTMvaluation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
347ago_CreditDerivativeNotionalAmountSubjecttoCollateralbasedinMTMvaluation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
     
Collateral posted, based on mark-to-market valuation 25ago_CreditDerivativeCollateralPostedBasedInMtmValuation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
      62ago_CreditDerivativeCollateralPostedBasedInMtmValuation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
      25ago_CreditDerivativeCollateralPostedBasedInMtmValuation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
62ago_CreditDerivativeCollateralPostedBasedInMtmValuation
/ us-gaap_UnderlyingAssetClassAxis
= ago_CollateralDebtObligationsNoCapNegotiatedMember
     
Credit Risk Contract [Member]                          
Credit Derivatives                          
Realized gains (losses) and other settlements                 1us-gaap_GainLossOnContractTermination
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
21us-gaap_GainLossOnContractTermination
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
3us-gaap_GainLossOnContractTermination
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
   
Credit Risk Contract [Member] | Film securitization CDS [Member]                          
Credit Derivatives                          
Realized gains (losses) and other settlements                   120us-gaap_GainLossOnContractTermination
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_UnderlyingAssetClassAxis
= ago_FilmsecuritizationMember
     
Deutsche Bank [Member]                          
Credit Derivatives                          
Number of transactions terminated 1ago_NumberofTransactionsTerminated
/ us-gaap_CounterpartyNameAxis
= ago_DeutscheBankMember
              1ago_NumberofTransactionsTerminated
/ us-gaap_CounterpartyNameAxis
= ago_DeutscheBankMember
    2ago_NumberofTransactionsTerminated
/ us-gaap_CounterpartyNameAxis
= ago_DeutscheBankMember
1ago_NumberofTransactionsTerminated
/ us-gaap_CounterpartyNameAxis
= ago_DeutscheBankMember
Variable Interest Entity, Primary Beneficiary [Member] | Deutsche Bank [Member] | Settled Litigation [Member]                          
Credit Derivatives                          
Net unrealized gains (losses)                     85us-gaap_UnrealizedGainLossOnDerivatives
/ us-gaap_CounterpartyNameAxis
= ago_DeutscheBankMember
/ us-gaap_LitigationStatusAxis
= us-gaap_SettledLitigationMember
/ us-gaap_VariableInterestEntitiesByClassificationOfEntityAxis
= us-gaap_VariableInterestEntityPrimaryBeneficiaryMember
   
Option Adjustable Rate Mortgage and Alt-A Mortgage [Member] | First Lien [Member] | RMBS [Member]                          
Credit Derivatives                          
Unrealized fair value gain on termination of transactions                 $ 543ago_CreditDerivativeUnrealizedGainLossonTerminationofTransactionsFairValue
/ us-gaap_FinancialInstrumentAxis
= ago_OptionAdjustableRateMortgageandAltAMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= us-gaap_FirstMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
       
Alt-A [Member] | First Lien [Member] | RMBS [Member]                          
Credit Derivatives                          
Number of transactions terminated 3ago_NumberofTransactionsTerminated
/ us-gaap_FinancialInstrumentAxis
= ago_AlternativeAPaperMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= us-gaap_FirstMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
              3ago_NumberofTransactionsTerminated
/ us-gaap_FinancialInstrumentAxis
= ago_AlternativeAPaperMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= us-gaap_FirstMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
       
Option Adjustable Rate Mortgage [Member] | First Lien [Member] | RMBS [Member]                          
Credit Derivatives                          
Number of transactions terminated 1ago_NumberofTransactionsTerminated
/ us-gaap_FinancialInstrumentAxis
= ago_OptionAdjustableRateMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= us-gaap_FirstMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
              1ago_NumberofTransactionsTerminated
/ us-gaap_FinancialInstrumentAxis
= ago_OptionAdjustableRateMortgageMember
/ us-gaap_MortgageLoansOnRealEstateDescriptionLoanCategoryAxis
= us-gaap_FirstMortgageMember
/ us-gaap_UnderlyingAssetClassAxis
= us-gaap_ResidentialMortgageBackedSecuritiesMember
       
[1] Except for net estimated credit impairments (i.e., net expected loss to be paid as discussed in Note 6), the unrealized gains and losses on credit derivatives are expected to reduce to zero as the exposure approaches its maturity date. With considerable volatility continuing in the market, unrealized gains (losses) on credit derivatives may fluctuate significantly in future periods.