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Financial Guaranty Insurance Contracts (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 transactions1.5  
Decrease in expected loss in case of decrease in conditional default rate plateau period0.9  
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 rate8.1  
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions39.5  
Decrease in expected loss in case of decrease in conditional default rate plateau period22.4  
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 rate55.8  
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions140.7  
Decrease in expected loss in case of decrease in conditional default rate plateau period76.8  
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 rate13.8  
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions149.0  
Decrease in expected loss in case of decrease in conditional default rate plateau period$ 29.7