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Investments (Details) - Structured transactions - project finance loans (USD $)
In Thousands, unless otherwise specified
9 Months Ended 12 Months Ended
Sep. 30, 2012
loans
Dec. 31, 2011
loans
Project Finance Loans:    
Aggregate loan value $ 36,960 $ 49,650
Aggregate loan net carrying amount 31,377 40,483
Allowance for loan losses rollforward:    
Opening allowance for loan losses 9,167 9,167
Amounts charged off during the period 3,584 0
Closing allowance for loan losses $ 5,583 $ 9,167
Other details:    
Number of individual loan participations 4 6
Number of individual loan participations relating to the allowance for loan losses 1 2
Weighted average contractual term to maturity 0 years 10 months 24 days 2 years 1 month 6 days
Weighted average credit rating BB BB-
Range of individual credit ratings BB+ to BB- BB+ to CCC