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Financial Guaranty Insurance Contracts (Details 6) (USD $)
In Millions, unless otherwise specified
3 Months Ended 12 Months Ended
Dec. 31, 2011
Dec. 31, 2011
category
Curve
Dec. 31, 2010
Dec. 31, 2009
Key Variables        
Loss severity (as a percent)     80.00% 70.00%
Second lien
       
Key Variables        
Loss severity (as a percent)     98.00% 95.00%
Typical past due period for loans to be charged off (in days) 180 days 180 days    
Number of monthly delinquency categories   5    
Period of default estimate (in months)   5 months    
Lookback period for liquidation rates used to estimate default (in months)   12 months    
Period for which default rate is calculated based on current period past due balances (in months)   4 months    
Lookback period for past due balances used to estimate default in fifth month (in months)   3 months    
Period of constant conditional default rate (in months)   1 month    
Period of decrease in conditional default rate until final rate is achieved (in months) 30 months 30 months 18 months 18 months
Stress period (in months)   36 months 36 months 24 months
Change in stress period (in months) 12 months   24 months  
Loss recovery assumption (as a percent)     2.00%  
Number of conditional default rate curves modeled in estimating losses   3    
Increased plateau period used to calculate potential change in loss estimate (in months)   30 months    
Total stress period in scenario with increased plateau period (in months)   39 months    
Decreased ramp down period used to calculate potential change in loss estimate (in months)   24 months    
Total stress period in scenario with decreased ramp down period (in months)   30 months    
Second lien | Low end of range
       
Key Variables        
First delinquency category (in days)   30 days    
Second delinquency category (in days)   60 days    
Third delinquency category (in days)   90 days    
Fourth delinquency category (in days)   120 days    
Fifth delinquency category (in days)   150 days    
Second lien | High end of range
       
Key Variables        
First delinquency category (in days)   59 days    
Second delinquency category (in days)   89 days    
Third delinquency category (in days)   119 days    
Fourth delinquency category (in days)   149 days    
Fifth delinquency category (in days)   179 days    
Loss recovery assumption (as a percent)       5.00%
CES
       
Key Variables        
Expected period until final conditional default rate (in months) 36 months 36 months 24 months 21 months
Final conditional prepayment rate (as a percent) 10.00% 10.00% 10.00% 10.00%
Loss severity (as a percent) 98.00% 98.00% 98.00% 95.00%
Increase in expected loss in case of increase in conditional default rate plateau period   5.0    
Decrease in expected loss in case of decrease in conditional default rate ramp down period   2.9    
CES | Low end of range
       
Key Variables        
Plateau conditional default rate (as a percent) 6.90% 6.90% 7.30% 21.50%
Final conditional default rate trended down to (as a percent) 3.50% 3.50% 2.90% 3.30%
Initial conditional prepayment rate (as a percent) 0.90% 0.90% 1.30% 0.80%
CES | High end of range
       
Key Variables        
Plateau conditional default rate (as a percent) 24.80% 24.80% 27.10% 44.20%
Final conditional default rate trended down to (as a percent) 9.20% 9.20% 8.10% 8.10%
Initial conditional prepayment rate (as a percent) 14.70% 14.70% 9.70% 3.60%
HELOCs
       
Key Variables        
Expected period until final conditional default rate (in months) 36 months 36 months 24 months 21 months
Final conditional prepayment rate (as a percent) 10.00% 10.00% 10.00% 10.00%
Loss severity (as a percent) 98.00% 98.00% 98.00% 95.00%
Period from initial to final draw rate (in months)   3 months    
Final draw rate (as a percent) 7.70% 7.70%    
Increase in expected loss in case of increase in conditional default rate plateau period   56.9    
Decrease in expected loss in case of decrease in conditional default rate ramp down period   53.6    
HELOCs | Low end of range
       
Key Variables        
Plateau conditional default rate (as a percent) 4.00% 4.00% 4.20% 10.70%
Final conditional default rate trended down to (as a percent) 0.40% 0.40% 0.40% 0.50%
Initial conditional prepayment rate (as a percent) 1.40% 1.40% 3.30% 1.90%
Initial draw rate (as a percent) 0.00% 0.00% 0.00% 0.10%
Final draw rate in all but one instance (as a percent) 0.00% 0.00%    
HELOCs | High end of range
       
Key Variables        
Plateau conditional default rate (as a percent) 27.40% 27.40% 22.10% 40.00%
Final conditional default rate trended down to (as a percent) 3.20% 3.20% 3.20% 3.20%
Initial conditional prepayment rate (as a percent) 25.80% 25.80% 17.50% 14.90%
Initial draw rate (as a percent) 15.30% 15.30% 6.80% 2.00%
Final draw rate in all but one instance (as a percent) 1.30% 1.30%