XML 72 R44.htm IDEA: XBRL DOCUMENT  v2.3.0.11
Financial Guaranty Contracts Accounted for as Insurance (Details 6)
6 Months Ended
Jun. 30, 2011
Total first lien
M
Y
Transactions
Loans
Jun. 30, 2011
Alt-A first lien
Mar. 31, 2011
Alt-A first lien
Dec. 31, 2010
Alt-A first lien
Jun. 30, 2011
Option ARM
Mar. 31, 2011
Option ARM
Dec. 31, 2010
Option ARM
Jun. 30, 2011
Subprime
Mar. 31, 2011
Subprime
Dec. 31, 2010
Subprime
Financial guarantee obligations                    
Minimum percentage for categorizing an Option ARM (as a percent) 66.00%                  
Projected period of loan liquidations (in years) 2                  
Liquidation rate for 30 - 59 days delinquent category (as a percent)   50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 45.00% 45.00% 45.00%
Liquidation rate for 60 - 89 days delinquent category (as a percent)   65.00% 65.00% 65.00% 65.00% 65.00% 65.00% 65.00% 65.00% 65.00%
Liquidation rate for 90 - bankruptcy delinquent category (as a percent)   75.00% 75.00% 75.00% 75.00% 75.00% 75.00% 70.00% 70.00% 70.00%
Liquidation rate for foreclosure category (as a percent)   85.00% 85.00% 85.00% 85.00% 85.00% 85.00% 85.00% 85.00% 85.00%
Liquidation rate for real estate owned (as a percent)   100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
Period for constant conditional default rate (in months) 24                  
Period from plateau to intermediate conditional default rate (in months) 12                  
Intermediate conditional default rate as a percentage of plateau conditional default rate (as a percent) 15.00%                  
Period of constant intermediate conditional default rate (in months) 36                  
Final conditional default rate as a percentage of plateau conditional default rate (as a percent) 5.00%                  
Period for which estimated defaults are attributed to loans currently delinquent or in foreclosure (in months) 24                  
Period after which estimated defaults are attributed to currently performing borrowers (in months) 24                  
Period for decline in loss severity (in years) 2                  
Loss severity (as a percent) 40.00%