XML 52 R64.htm IDEA: XBRL DOCUMENT v2.3.0.15
Financial Guaranty Contracts Accounted for as Credit Derivatives (Details 3) (USD $)
3 Months Ended6 Months Ended
Jun. 30, 2011
Jun. 30, 2010
Jun. 30, 2011
Jun. 30, 2010
Net Change in Fair Value of Credit Derivatives    
Net credit derivative premiums received and receivable$ 47,600,000$ 50,700,000$ 107,200,000$ 104,400,000
Net ceding commissions (paid and payable) received and receivable800,0001,100,0002,200,0002,100,000
Realized gains on credit derivatives48,400,00051,800,000109,400,000106,500,000
Termination gains (losses)(22,500,000) (22,500,000) 
Net credit derivative losses (paid and payable) recovered and recoverable(36,700,000)(13,400,000)(62,300,000)(41,400,000)
Total realized gains and other settlements on credit derivatives(10,836,000)38,353,00024,591,00065,056,000
Net unrealized gains and other settlements on credit derivatives(54,059,000)35,115,000(325,695,000)287,213,000
Net change in fair value of credit derivatives(64,895,000)73,468,000(301,104,000)352,269,000
Amount received on net par of terminated CDS exposures6,100,000 21,600,000 
Amount paid on net par of terminated CDS exposures  22,500,000 
Net par of terminated CDS transactions5,200,000,000 7,700,000,000 
Claim payments on credit derivatives$ 30,200,000$ 13,000,000$ 43,200,000$ 41,000,000