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Outstanding Exposure (Details) (USD $)
Dec. 31, 2011
Dec. 31, 2010
Outstanding Exposure    
Gross Debt Service Outstanding $ 936,132,000,000 $ 1,029,982,000,000
Net Debt Service Outstanding 845,665,000,000 927,143,000,000
Gross Par Outstanding 614,342,000,000 681,248,000,000
Ceded Par Outstanding 56,294,000,000 64,117,000,000
Net Par Outstanding 558,048,000,000 617,131,000,000
Public finance
    
Outstanding Exposure    
Gross Debt Service Outstanding 798,471,000,000 851,634,000,000
Net Debt Service Outstanding 716,890,000,000 760,167,000,000
Gross Par Outstanding 490,265,000,000 521,466,000,000
Ceded Par Outstanding 48,146,000,000 53,727,000,000
Net Par Outstanding 442,119,000,000 467,739,000,000
Public finance U.S.
    
Outstanding Exposure    
Gross Par Outstanding 441,861,000,000 471,021,000,000
Ceded Par Outstanding 38,788,000,000 44,025,000,000
Net Par Outstanding 403,073,000,000 426,996,000,000
Public finance U.S. | General obligation
    
Outstanding Exposure    
Gross Par Outstanding 187,857,000,000 198,553,000,000
Ceded Par Outstanding 14,796,000,000 16,754,000,000
Net Par Outstanding 173,061,000,000 181,799,000,000
Public finance U.S. | Tax backed
    
Outstanding Exposure    
Gross Par Outstanding 85,866,000,000 92,246,000,000
Ceded Par Outstanding 7,860,000,000 8,843,000,000
Net Par Outstanding 78,006,000,000 83,403,000,000
Public finance U.S. | Municipal utilities
    
Outstanding Exposure    
Gross Par Outstanding 69,803,000,000 75,588,000,000
Ceded Par Outstanding 4,599,000,000 5,522,000,000
Net Par Outstanding 65,204,000,000 70,066,000,000
Public finance U.S. | Transportation
    
Outstanding Exposure    
Gross Par Outstanding 40,409,000,000 42,482,000,000
Ceded Par Outstanding 5,013,000,000 5,509,000,000
Net Par Outstanding 35,396,000,000 36,973,000,000
Public finance U.S. | Healthcare
    
Outstanding Exposure    
Gross Par Outstanding 23,540,000,000 26,383,000,000
Ceded Par Outstanding 4,045,000,000 4,791,000,000
Net Par Outstanding 19,495,000,000 21,592,000,000
Public finance U.S. | Higher education
    
Outstanding Exposure    
Gross Par Outstanding 16,535,000,000 16,584,000,000
Ceded Par Outstanding 858,000,000 897,000,000
Net Par Outstanding 15,677,000,000 15,687,000,000
Public finance U.S. | Housing
    
Outstanding Exposure    
Gross Par Outstanding 6,363,000,000 7,316,000,000
Ceded Par Outstanding 667,000,000 754,000,000
Net Par Outstanding 5,696,000,000 6,562,000,000
Public finance U.S. | Infrastructure finance
    
Outstanding Exposure    
Gross Par Outstanding 4,983,000,000 4,945,000,000
Ceded Par Outstanding 873,000,000 853,000,000
Net Par Outstanding 4,110,000,000 4,092,000,000
Public finance U.S. | Investor-owned utilities
    
Outstanding Exposure    
Gross Par Outstanding 1,125,000,000 1,507,000,000
Ceded Par Outstanding 1,000,000 2,000,000
Net Par Outstanding 1,124,000,000 1,505,000,000
Public finance U.S. | Other public and structured finance
    
Outstanding Exposure    
Gross Par Outstanding 5,380,000,000 5,417,000,000
Ceded Par Outstanding 76,000,000 100,000,000
Net Par Outstanding 5,304,000,000 5,317,000,000
Public finance Non-U.S.
    
Outstanding Exposure    
Gross Par Outstanding 48,404,000,000 50,445,000,000
Ceded Par Outstanding 9,358,000,000 9,702,000,000
Net Par Outstanding 39,046,000,000 40,743,000,000
Public finance Non-U.S. | Infrastructure finance
    
Outstanding Exposure    
Gross Par Outstanding 18,231,000,000 18,780,000,000
Ceded Par Outstanding 2,826,000,000 2,807,000,000
Net Par Outstanding 15,405,000,000 15,973,000,000
Public finance Non-U.S. | Regulated utilities
    
Outstanding Exposure    
Gross Par Outstanding 17,639,000,000 18,427,000,000
Ceded Par Outstanding 4,379,000,000 4,449,000,000
Net Par Outstanding 13,260,000,000 13,978,000,000
Public finance Non-U.S. | Pooled infrastructure
    
Outstanding Exposure    
Gross Par Outstanding 3,351,000,000 3,656,000,000
Ceded Par Outstanding 221,000,000 224,000,000
Net Par Outstanding 3,130,000,000 3,432,000,000
Public finance Non-U.S. | Other public and structured finance
    
Outstanding Exposure    
Gross Par Outstanding 9,183,000,000 9,582,000,000
Ceded Par Outstanding 1,932,000,000 2,222,000,000
Net Par Outstanding 7,251,000,000 7,360,000,000
Structured Finance
    
Outstanding Exposure    
Gross Debt Service Outstanding 137,661,000,000 178,348,000,000
Net Debt Service Outstanding 128,775,000,000 166,976,000,000
Gross Par Outstanding 124,077,000,000 159,782,000,000
Ceded Par Outstanding 8,148,000,000 10,390,000,000
Net Par Outstanding 115,929,000,000 149,392,000,000
Structured finance U.S.
    
Outstanding Exposure    
Gross Par Outstanding 98,090,000,000 126,083,000,000
Ceded Par Outstanding 5,856,000,000 7,327,000,000
Net Par Outstanding 92,234,000,000 118,756,000,000
Structured finance U.S. | Pooled corporate obligations
    
Outstanding Exposure    
Gross Par Outstanding 54,585,000,000 71,591,000,000
Ceded Par Outstanding 3,065,000,000 4,207,000,000
Net Par Outstanding 51,520,000,000 67,384,000,000
Structured finance U.S. | RMBS
    
Outstanding Exposure    
Gross Par Outstanding 22,842,000,000 26,609,000,000
Ceded Par Outstanding 1,275,000,000 1,479,000,000
Net Par Outstanding 21,567,000,000 25,130,000,000
Structured finance U.S. | Financial products
    
Outstanding Exposure    
Gross Par Outstanding 5,217,000,000 6,831,000,000
Net Par Outstanding 5,217,000,000 6,831,000,000
Structured finance U.S. | Commercial Mortgage-Backed Securities ("CMBS") and other commercial real estate related exposures
    
Outstanding Exposure    
Gross Par Outstanding 4,827,000,000 7,137,000,000
Ceded Par Outstanding 53,000,000 53,000,000
Net Par Outstanding 4,774,000,000 7,084,000,000
Structured finance U.S. | Consumer receivables
    
Outstanding Exposure    
Gross Par Outstanding 4,489,000,000 6,343,000,000
Ceded Par Outstanding 163,000,000 270,000,000
Net Par Outstanding 4,326,000,000 6,073,000,000
Structured finance U.S. | Insurance securitization
    
Outstanding Exposure    
Gross Par Outstanding 1,966,000,000 1,656,000,000
Ceded Par Outstanding 73,000,000 72,000,000
Net Par Outstanding 1,893,000,000 1,584,000,000
Structured finance U.S. | Commercial receivables
    
Outstanding Exposure    
Gross Par Outstanding 1,222,000,000 2,142,000,000
Ceded Par Outstanding 8,000,000 3,000,000
Net Par Outstanding 1,214,000,000 2,139,000,000
Structured finance U.S. | Structured credit
    
Outstanding Exposure    
Gross Par Outstanding 489,000,000 1,794,000,000
Ceded Par Outstanding 65,000,000 65,000,000
Net Par Outstanding 424,000,000 1,729,000,000
Structured finance U.S. | Other public and structured finance
    
Outstanding Exposure    
Gross Par Outstanding 2,453,000,000 1,980,000,000
Ceded Par Outstanding 1,154,000,000 1,178,000,000
Net Par Outstanding 1,299,000,000 802,000,000
Structured finance Non-U.S.
    
Outstanding Exposure    
Gross Par Outstanding 25,987,000,000 33,699,000,000
Ceded Par Outstanding 2,292,000,000 3,063,000,000
Net Par Outstanding 23,695,000,000 30,636,000,000
Structured finance Non-U.S. | Pooled corporate obligations
    
Outstanding Exposure    
Gross Par Outstanding 19,670,000,000 25,087,000,000
Ceded Par Outstanding 1,939,000,000 2,477,000,000
Net Par Outstanding 17,731,000,000 22,610,000,000
Structured finance Non-U.S. | RMBS
    
Outstanding Exposure    
Gross Par Outstanding 1,765,000,000 3,749,000,000
Ceded Par Outstanding 167,000,000 355,000,000
Net Par Outstanding 1,598,000,000 3,394,000,000
Structured finance Non-U.S. | Commercial Mortgage-Backed Securities ("CMBS") and other commercial real estate related exposures
    
Outstanding Exposure    
Gross Par Outstanding 180,000,000 251,000,000
Net Par Outstanding 180,000,000 251,000,000
Structured finance Non-U.S. | Insurance securitization
    
Outstanding Exposure    
Gross Par Outstanding 979,000,000 979,000,000
Ceded Par Outstanding 15,000,000 15,000,000
Net Par Outstanding 964,000,000 964,000,000
Structured finance Non-U.S. | Commercial receivables
    
Outstanding Exposure    
Gross Par Outstanding 1,893,000,000 1,764,000,000
Ceded Par Outstanding 28,000,000 35,000,000
Net Par Outstanding 1,865,000,000 1,729,000,000
Structured finance Non-U.S. | Structured credit
    
Outstanding Exposure    
Gross Par Outstanding 1,097,000,000 1,397,000,000
Ceded Par Outstanding 118,000,000 130,000,000
Net Par Outstanding 979,000,000 1,267,000,000
Structured finance Non-U.S. | Other public and structured finance
    
Outstanding Exposure    
Gross Par Outstanding 403,000,000 472,000,000
Ceded Par Outstanding 25,000,000 51,000,000
Net Par Outstanding $ 378,000,000 $ 421,000,000