- Quantitative Information - Liabilities (Details) (Income Approach Valuation Technique [Member], USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2014		Dec. 31, 2013
Credit derivative liabilities, net [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Total liabilities carried at fair value	(895)	[1]	(1,693)	[1]
Credit derivative liabilities, net [Member] | Minimum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Internal floor (as a percent)	0.07%		0.07%
Bank profit (as a percent)	0.01%		0.01%
Hedge cost (as a percent)	0.20%		0.463%
Credit derivative liabilities, net [Member] | Minimum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Year 1 loss estimates (as a percent)	0.00%		0.00%
Credit derivative liabilities, net [Member] | Maximum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Internal floor (as a percent)	1.00%		1.00%
Bank profit (as a percent)	9.944%		14.185%
Hedge cost (as a percent)	2.438%		5.25%
Credit derivative liabilities, net [Member] | Maximum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Year 1 loss estimates (as a percent)	93.00%		48.00%
Credit derivative liabilities, net [Member] | Weighted Average [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Internal floor (as a percent)	0.16%		0.16%
Bank profit (as a percent)	1.27%		2.50%
Hedge cost (as a percent)	0.62%		1.10%
Credit derivative liabilities, net [Member] | Weighted Average [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Year 1 loss estimates (as a percent)	2.10%		1.90%
Financial Guaranty Variable Interest Entities [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Total liabilities carried at fair value	(1,419)	[1]	(2,871)	[1]
Financial Guaranty Variable Interest Entities [Member] | Minimum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Loss severity rate (as a percent)	40.00%		37.50%
Conditional default rate (as a percent)	1.60%		3.00%
Conditional prepayment rate (as a percent)	0.30%		0.30%
Yield (as a percent)	2.70%		3.50%
Financial Guaranty Variable Interest Entities [Member] | Maximum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Loss severity rate (as a percent)	100.00%		102.00%
Conditional default rate (as a percent)	11.80%		25.80%
Conditional prepayment rate (as a percent)	11.00%		11.80%
Yield (as a percent)	17.70%		10.20%
Financial Guaranty Variable Interest Entities [Member] | Weighted Average [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Loss severity rate (as a percent)	82.20%		94.60%
Conditional default rate (as a percent)	5.10%		13.60%
Conditional prepayment rate (as a percent)	3.30%		3.60%
Yield (as a percent)	5.80%		5.40%

[1] (1)Discounted cash flow is used as valuation technique for all financial instruments.