XML 60 R44.htm IDEA: XBRL DOCUMENT v3.21.1
Outstanding Exposure - Financial Guaranty Portfolio by Internal Rating (Details) - USD ($)
$ in Millions
Mar. 31, 2021
Dec. 31, 2020
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 234,270 $ 234,153
% of total net par outstanding 100.00% 100.00%
AAA    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 4,258 $ 4,255
% of total net par outstanding 1.80% 1.80%
AA    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 25,317 $ 25,791
% of total net par outstanding 10.80% 11.00%
A    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 104,568 $ 103,703
% of total net par outstanding 44.60% 44.30%
BBB    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 92,618 $ 92,429
% of total net par outstanding 39.60% 39.50%
BIG    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 7,509 $ 7,975
% of total net par outstanding 3.20% 3.40%
Public finance    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 225,040 $ 224,625
Public finance | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 172,941 $ 171,597
% of total net par outstanding 100.00% 100.00%
Public finance | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 52,099 $ 53,028
% of total net par outstanding 100.00% 100.00%
Public finance | AAA | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 338 $ 340
% of total net par outstanding 0.20% 0.20%
Public finance | AAA | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 2,626 $ 2,617
% of total net par outstanding 5.00% 4.90%
Public finance | AA | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 16,451 $ 16,742
% of total net par outstanding 9.60% 9.70%
Public finance | AA | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 4,629 $ 4,690
% of total net par outstanding 8.90% 8.80%
Public finance | A | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 92,060 $ 90,914
% of total net par outstanding 53.20% 53.00%
Public finance | A | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 11,439 $ 11,646
% of total net par outstanding 22.00% 22.00%
Public finance | BBB | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 58,694 $ 58,162
% of total net par outstanding 33.90% 33.90%
Public finance | BBB | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 32,890 $ 33,180
% of total net par outstanding 63.10% 62.60%
Public finance | BIG    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 5,913 $ 6,334
Public finance | BIG | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 5,398 $ 5,439
% of total net par outstanding 3.10% 3.20%
Public finance | BIG | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 515 $ 895
% of total net par outstanding 1.00% 1.70%
Structured finance    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 9,230 $ 9,528
Structured finance | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 8,678 $ 8,952
% of total net par outstanding 100.00% 100.00%
Structured finance | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 552 $ 576
% of total net par outstanding 100.00% 100.00%
Structured finance | AAA | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 1,142 $ 1,146
% of total net par outstanding 13.20% 12.80%
Structured finance | AAA | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 152 $ 152
% of total net par outstanding 27.50% 26.40%
Structured finance | AA | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 4,203 $ 4,324
% of total net par outstanding 48.40% 48.30%
Structured finance | AA | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 34 $ 35
% of total net par outstanding 6.20% 6.00%
Structured finance | A | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 931 $ 1,006
% of total net par outstanding 10.70% 11.30%
Structured finance | A | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 138 $ 137
% of total net par outstanding 25.00% 23.80%
Structured finance | BBB | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 806 $ 835
% of total net par outstanding 9.30% 9.30%
Structured finance | BBB | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 228 $ 252
% of total net par outstanding 41.30% 43.80%
Structured finance | BIG    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 1,596 $ 1,641
Structured finance | BIG | United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 1,596 $ 1,641
% of total net par outstanding 18.40% 18.30%
Structured finance | BIG | Non United States    
Schedule of Insured Financial Obligations [Line Items]    
Net Par Outstanding $ 0 $ 0
% of total net par outstanding 0.00% 0.00%