Fair Value Of Financial Instruments (Narrative) (Detail) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 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	2.00%		2.00%
Percentage of sector-specific transactions valued using BET model	8.00%		8.00%
Percentage of transactions valued using corporate spreads used	50.00%		50.00%
Percentage of transactions valued using spread benchmarked from most relevant spread source	42.00%		42.00%
Percentage of transactions valued using WARF-sourced and/or ratings sourced credit spreads	76.00%		76.00%
Net insured derivative liability	$ 1,400,000,000		$ 1,400,000,000		$ 2,900,000,000
Impact of including the nonperformance risk in valuation of pre-tax net insured derivative liability	548,000,000		548,000,000		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	57.00%		57.00%		73.00%
Transfers into Level 3	41,000,000	168,000,000	199,000,000	270,000,000
Transfers out of Level 3	34,000,000	44,000,000	132,000,000	99,000,000
Transfers into Level 2	34,000,000	44,000,000	132,000,000	99,000,000
Transfers out of Level 2	41,000,000	168,000,000	199,000,000	270,000,000
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	98.00%		98.00%