Expected Loss to be Paid - Narrative (Details) $ in Millions	12 Months Ended
	Dec. 31, 2017 USD ($) Curve Payment scenario	Dec. 31, 2016 USD ($) scenario	Jan. 31, 2017 USD ($)	Dec. 31, 2015 USD ($)	Nov. 26, 2012 USD ($)	Feb. 05, 2009
Schedule of Expected Losses to be Paid [Line Items]
Period of insured credit performance of guaranteed obligations (in some cases over)	30 years
Discount factor (as a percent)	2.38%	2.73%
Net par amount outstanding	$ 264,952	$ 296,318
Liability for unpaid claims and claims adjustment expense, net largest single loss	1,303	1,198		$ 1,391
Net expected loss to be paid	21	22
Total economic loss development (benefit)	$ (313)	$ (139)
Liquidation rate review period	12 months
Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Risk free discount rate	0.00%	0.00%
Liquidation rates assumed		25.00%
Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Risk free discount rate	2.78%	3.23%
Liquidation rates assumed		100.00%
United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	$ 220,616
Puerto Rico [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	$ 4,966	$ 4,786
Non United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Percent of total non-U.S. net expected losses to paid	3.70%	2.80%
Net par amount outstanding	$ 44,336
Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	4,818	$ 5,637
Liability for unpaid claims and claims adjustment expense, net largest single loss	73	206		409
Net expected loss to be paid	0	(22)
Total economic loss development (benefit)	$ 181	91
Maximum number of payments behind to be considered performing borrower | Payment	1
Expected future recoverable (payable) for breached representations and warranties	$ 117	(6)
Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Minimum [Member] | Home equity lines of credit (HELOCs) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Final CPR	2.50%
Triple-X Life Insurance Transaction [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	$ 1,199	2,057
Home equity lines of credit (HELOCs) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial period for which borrower can pay only interest payments	10 years
Loan Modification, Extended Period for Which Borrower Can Pay Only Interest Payments	5 years
Student Loan [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	$ 1,400
Public Finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	252,314	271,179
Liability for unpaid claims and claims adjustment expense, net largest single loss	1,203	904		809
Net expected loss to be paid	13	42
Total economic loss development (benefit)	(549)	(269)
Public Finance [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	209,392	244,798
Liability for unpaid claims and claims adjustment expense, net largest single loss	1,157	871		771
Net expected loss to be paid	0	40
Total economic loss development (benefit)	(554)	(276)
Public Finance [Member] | Puerto Rico [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	4,968
Total economic loss development (benefit)	(554)
Public Finance [Member] | City of Hartford, Connecticut [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	341
Public Finance [Member] | Non United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	42,922	26,381
Liability for unpaid claims and claims adjustment expense, net largest single loss	46	33		38
Net expected loss to be paid	13	2
Total economic loss development (benefit)	5	7
Public Finance Stockton General Fund [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	113
Non-Infrastructure Public Finance [Member] | Spain [Member] | Sovereign and Sub Sovereign [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	461
Non-Infrastructure Public Finance [Member] | Portugal [Member] | Sovereign and Sub Sovereign [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	74
Other structured finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	5,272	15,553
Liability for unpaid claims and claims adjustment expense, net largest single loss	27	88		$ 173
Net expected loss to be paid	8	2
Total economic loss development (benefit)	55	39
BIG [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	12,238	13,074
BIG [Member] | Puerto Rico [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	5,000
BIG [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	2,761	3,151
BIG [Member] | Triple-X Life Insurance Transaction [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	85	126
BIG [Member] | Student Loan [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	114
BIG [Member] | Public Finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	8,871	8,722
BIG [Member] | Public Finance [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	7,140	7,380
BIG [Member] | Public Finance [Member] | City of Hartford, Connecticut [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	339
BIG [Member] | Public Finance [Member] | Non United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	1,731	1,342
BIG [Member] | Non-Infrastructure Public Finance [Member] | Hungary [Member] | Sovereign and Sub Sovereign [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	218
BIG [Member] | Other structured finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	360	645
First Lien [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss	123	119
Total economic loss development (benefit)	$ (1)	68
Number of delinquent payments | Payment	2
Projected loss assumptions, CDR, plateau rate, projection period	36 months
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue	12 months
Intermediate conditional default rate (as a percent)	5.00%
Number of scenarios weighted in estimating expected losses | scenario	5
First Lien [Member] | Base Scenario [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, CDR, plateau rate, projection period	36 months
Period from plateau to intermediate conditional default rate (in months)	12 months
Intermediate conditional default rate as a percentage of plateau conditional default rate	20.00%
Period of constant intermediate conditional default rate (in months)	36 months
Final conditional default rate as a percentage of plateau conditional default rate	5.00%
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue	5 years 6 months
Period for which estimated defaults are attributed to loans currently delinquent or in foreclosure	36 months
Projected loss assumptions, loss severity, subsequent period	18 months
Estimated loss severity rate, one through six months (as a percent)	18 months
Loss severity (as a percent)	40.00%
Projected loss assumptions, period to reach final loss severity rate	2 years 6 months
Current conditional prepayment rate used in alternate scenario for loss estimate (as a percent)	15.00%
First Lien [Member] | More Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period from plateau to intermediate conditional default rate (in months)	15 months
Projected loss assumptions, period to reach final loss severity rate	9 years
Projected loss assumptions, increase (decrease) in expected loss to be paid, net	$ 71
First Lien [Member] | Least Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, CDR, plateau rate, projection period	30 months
Period from plateau to intermediate conditional default rate (in months)	9 months
Projected loss assumptions, increase (decrease) in expected loss to be paid, net	$ 51
Decrease in the plateau period used to calculate potential change in loss estimate (in months)	6 months
Second Lien [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss	$ 50	87
Total economic loss development (benefit)	$ 182	$ 23
Period from plateau to intermediate conditional default rate (in months)	28 months	28 months
Number of scenarios weighted in estimating expected losses | scenario	5	5
Period of loan default estimate	6 months
Number of preceding months average liquidation rates used to estimate loan default rate	6 months
Monthly delinquency, threshold period	6 months	6 months
Period of consistent CDR	6 months
Stress period (in months)	34 months	34 months
Loss recovery assumption	2.00%
Final CPR	15.00%
Number of conditional default rate curves modeled in estimating losses | Curve	5
Second Lien [Member] | Base Scenario [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period from plateau to intermediate conditional default rate (in months)	28 months
Stress period (in months)	34 months
Period of constant conditional default rate (in months)	6 months
Second Lien [Member] | Base Scenario One [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, CDR, plateau rate, projection period	8 months
Period from plateau to intermediate conditional default rate (in months)	31 months
Stress period (in months)	39 months
Increase in conditional default rate ramp down period	3 months
Second Lien [Member] | Base Scenario One [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Home equity lines of credit (HELOCs) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Change in estimate for increased conditional default rate plateau period	$ 12
Second Lien [Member] | Based Scenario Two [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Stress period (in months)	29 months
Period of constant conditional default rate (in months)	4 months
Ultimate prepayment rate	10.00%
Decreased conditional default rate ramp down period	25 months
Second Lien [Member] | Based Scenario Two [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Home equity lines of credit (HELOCs) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Change in estimate for decreased conditional default rate ramp down period	$ 14
Financial Guarantee Accounted for as Credit Derivatives [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss	(14)	$ 10
Total economic loss development (benefit)	34	17
Southern District of Mississippi Vs Madison County, Mississippi [Member] | Parkway East [Member] | Public Finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	$ 19
Remaining principle amount after tender offer	2 years
MBIA UK [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net expected loss to be paid	$ 21	0
MBIA UK [Member] | Europe [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding	222
MBIA UK [Member] | Public Finance [Member] | Non United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss			$ 13
CIFG Holding Inc. [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net expected loss to be paid	$ 0	$ 22
ACA 2005-2 Collateralized Debt Obligations [Member] | Credit Default Swap [Member] | CIFG Holding Inc. [Member] | CIFG Holdings Inc. vs JP Morgan Securities LLC [Member] | Financial Guarantee Accounted for as Credit Derivatives [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss					$ 400
Libertas II Collateralized Debt Obligations [Member] | Credit Default Swap [Member] | CIFG Holding Inc. [Member] | CIFG Holdings Inc. vs JP Morgan Securities LLC [Member] | Financial Guarantee Accounted for as Credit Derivatives [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss					$ 325
Pending Litigation [Member] | CIFG Holding Inc. Vs. GreenPoint Mortgage Funding, Inc. [Member]
Schedule of Expected Losses to be Paid [Line Items]
Percentage of total principal related to HELOCs						95.00%
Percentage of total principal related to close-end seconds	5.00%