Fair Value Of Financial Instruments (Narrative) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
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	7.00%		7.00%
Percentage of sector-specific transactions valued using BET model	6.00%		6.00%
Percentage of transactions valued using corporate spreads used	50.00%		50.00%
Percentage of transactions valued using spread benchmarked from most relevant spread source	44.00%		44.00%
Percentage of transactions valued using WARF-sourced and/or ratings sourced credit spreads	72.00%		72.00%
Net insured derivative liability	$ 332		$ 332		$ 1,200
Impact of including the nonperformance risk in valuation of pre-tax net insured derivative liability	84		84		394
Percentage of level 3 assets at fair value in total assets measured at fair value value	23.00%		23.00%		22.00%
Percentage of level 3 liabilities at fair value in total liabilities measured at fair value	49.00%		49.00%		61.00%
Transfers into Level 3	20	73	180	159
Transfers out of Level 3	68	19	82	97
Transfers into Level 2	68	19	82	97
Transfers out of Level 2	20	73	180	159
Transfers into or out of Level 1	$ 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	93.00%		93.00%