Fair Value Of Financial Instruments (Narrative) (Detail) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Percentage of insured credit derivatives, value under Direct Price Model and Dual-Default Model	1.00%		1.00%
Percentage of sector-specific transactions valued using BET model	11.00%		11.00%
Percentage of transactions valued using corporate spreads used	48.00%		48.00%
Percentage of transactions valued using spread benchmarked from most relevant spread source	41.00%		41.00%
Percentage of transactions valued using WARF-sourced and/or ratings sourced credit spreads	69.00%		69.00%
Net insured derivative liability	$ 1,600,000,000		$ 1,600,000,000		$ 2,900,000,000
Impact of including the nonperformance risk in valuation of pre-tax net insured derivative liability	485,000,000		485,000,000		4,400,000,000
Percentage of level 3 assets at fair value in total assets measured at fair value value	29.00%		29.00%		29.00%
Percentage of level 3 liabilities at fair value in total liabilities measured at fair value	59.00%		59.00%		73.00%
Transfers into Level 3	73,000,000	72,000,000	159,000,000	103,000,000
Transfers out of Level 3	19,000,000	15,000,000	97,000,000	55,000,000
Transfers into Level 2	19,000,000	15,000,000	97,000,000	55,000,000
Transfers out of Level 2	73,000,000	72,000,000	159,000,000	103,000,000
Transfers into or out of Level 1	$ 0	$ 0	$ 0	$ 0	$ 0
B E T Valuation Model [Member]
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Percentage of insured credit derivatives, fair value using the BET model	99.00%		99.00%