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Financial Guaranty Contracts Accounted for as Insurance (Details 7) (USD $)
In Millions, unless otherwise specified
6 Months Ended
Jun. 30, 2011
Mar. 31, 2011
Dec. 31, 2010
Total first lien
     
Key Variables      
Period from initial to final conditional prepayment rate (in months) 12    
Increased conditional prepayment rate used in alternate scenario for loss estimate (as a percent) 15.00%    
Increase in the plateau period used to calculate potential change in loss estimate (in months) 3    
Increased plateau period used to calculate potential change in loss estimate (in months) 27    
Increased loss severity recovery period used to calculate potential change in loss estimate (in years) 2    
Increased final loss severity for subprime transactions used to calculate potential change in loss estimate (as a percent) 60.00%    
Decrease in the plateau period used to calculate potential change in loss estimate (in months) 3    
Decreased plateau period used to calculate potential change in loss estimate (in months) 21    
Prime first lien
     
Key Variables      
Increase in expected loss in scenario with more gradual conditional default rate recovery and increased final conditional prepayment rate $ 0.2    
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions 1.5    
Decrease in expected loss in case of decrease in conditional default rate plateau period 0.9    
Alt-A first lien
     
Key Variables      
Plateau conditional default rate, low end of range (as a percent) 2.90% 2.70% 2.60%
Plateau conditional default rate, high end of range (as a percent) 36.60% 40.20% 42.20%
Intermediate conditional default rate, low end of range (as a percent) 0.40% 0.40% 0.40%
Intermediate conditional default rate, high end of range (as a percent) 5.50% 6.00% 6.30%
Final conditional default rate trended down to, low end of range (as a percent) 0.10% 0.10% 0.10%
Final conditional default rate trended down to, high end of range (as a percent) 1.80% 2.00% 2.10%
Loss severity (as a percent) 65.00% 65.00% 60.00%
Initial conditional prepayment rate low end of range (as a percent) 0.00% 0.40% 0.00%
Initial conditional prepayment rate, high end of range (as a percent) 28.30% 40.50% 36.50%
Final conditional prepayment rate (as a percent) 10.00% 10.00% 10.00%
Increase in expected loss in scenario with more gradual conditional default rate recovery and increased final conditional prepayment rate 8.1    
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions 39.5    
Decrease in expected loss in case of decrease in conditional default rate plateau period 22.4    
Option ARM
     
Key Variables      
Plateau conditional default rate, low end of range (as a percent) 13.10% 12.30% 11.70%
Plateau conditional default rate, high end of range (as a percent) 32.10% 33.20% 32.70%
Intermediate conditional default rate, low end of range (as a percent) 2.00% 1.80% 1.80%
Intermediate conditional default rate, high end of range (as a percent) 4.80% 5.00% 4.90%
Final conditional default rate trended down to, low end of range (as a percent) 0.70% 0.60% 0.60%
Final conditional default rate trended down to, high end of range (as a percent) 1.60% 1.70% 1.60%
Loss severity (as a percent) 65.00% 65.00% 60.00%
Initial conditional prepayment rate low end of range (as a percent) 0.00% 0.00% 0.00%
Initial conditional prepayment rate, high end of range (as a percent) 7.20% 24.50% 17.70%
Final conditional prepayment rate (as a percent) 10.00% 10.00% 10.00%
Increase in expected loss in scenario with more gradual conditional default rate recovery and increased final conditional prepayment rate 55.8    
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions 140.7    
Decrease in expected loss in case of decrease in conditional default rate plateau period 76.8    
Subprime
     
Key Variables      
Plateau conditional default rate, low end of range (as a percent) 7.70% 8.00% 9.00%
Plateau conditional default rate, high end of range (as a percent) 34.20% 34.30% 34.60%
Intermediate conditional default rate, low end of range (as a percent) 1.20% 1.20% 1.30%
Intermediate conditional default rate, high end of range (as a percent) 5.10% 5.10% 5.20%
Final conditional default rate trended down to, low end of range (as a percent) 0.40% 0.40% 0.40%
Final conditional default rate trended down to, high end of range (as a percent) 1.70% 1.70% 1.70%
Loss severity (as a percent) 80.00% 80.00% 80.00%
Initial conditional prepayment rate low end of range (as a percent) 0.00% 0.00% 0.00%
Initial conditional prepayment rate, high end of range (as a percent) 9.30% 13.30% 13.50%
Final conditional prepayment rate (as a percent) 10.00% 10.00% 10.00%
Increase in expected loss in scenario with more gradual conditional default rate recovery and increased final conditional prepayment rate 13.8    
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions 149.0    
Decrease in expected loss in case of decrease in conditional default rate plateau period $ 29.7