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Outstanding Exposure (Details) (USD $)
Sep. 30, 2011
Dec. 31, 2010
Outstanding Exposure  
Gross Debt Service Outstanding$ 959,429,000,000$ 1,029,982,000,000
Net Debt Service Outstanding865,692,000,000927,143,000,000
Net Par Outstanding571,725,000,000617,131,000,000
% of Total Net Par Outstanding (as a percent)100.00%100.00%
Public finance
  
Outstanding Exposure  
Gross Debt Service Outstanding811,423,000,000851,634,000,000
Net Debt Service Outstanding727,401,000,000760,167,000,000
Net Par Outstanding447,332,000,000467,739,000,000
Outstanding commitments to provide guaranties1,200,000,000 
Outstanding commitments to provide guaranties, amount expiring prior to December 31, 2011600,000,000 
Public finance | Below investment grade ("BIG")
  
Outstanding Exposure  
Net Par Outstanding5,416,000,0004,954,000,000
% of Total Net Par Outstanding (as a percent)0.90%0.80%
Public finance U.S.
  
Outstanding Exposure  
Net Par Outstanding408,065,000,000426,996,000,000
% of Total Net Par Outstanding (as a percent)100.00%100.00%
Public finance U.S. | AAA.
  
Outstanding Exposure  
Net Par Outstanding5,073,000,0005,784,000,000
% of Total Net Par Outstanding (as a percent)1.20%1.40%
Public finance U.S. | AA.
  
Outstanding Exposure  
Net Par Outstanding149,190,000,000161,906,000,000
% of Total Net Par Outstanding (as a percent)36.60%37.90%
Public finance U.S. | A
  
Outstanding Exposure  
Net Par Outstanding208,837,000,000214,199,000,000
% of Total Net Par Outstanding (as a percent)51.20%50.20%
Public finance U.S. | BBB
  
Outstanding Exposure  
Net Par Outstanding41,700,000,00041,948,000,000
% of Total Net Par Outstanding (as a percent)10.20%9.80%
Public finance U.S. | Below investment grade ("BIG")
  
Outstanding Exposure  
Net Par Outstanding3,265,000,0003,159,000,000
% of Total Net Par Outstanding (as a percent)0.80%0.70%
Public finance Non-U.S.
  
Outstanding Exposure  
Net Par Outstanding39,267,000,00040,743,000,000
% of Total Net Par Outstanding (as a percent)100.00%100.00%
Public finance Non-U.S. | Super senior
  
Outstanding Exposure  
Net Par Outstanding1,386,000,0001,420,000,000
% of Total Net Par Outstanding (as a percent)3.50%3.50%
Public finance Non-U.S. | AAA.
  
Outstanding Exposure  
Net Par Outstanding1,383,000,0001,378,000,000
% of Total Net Par Outstanding (as a percent)3.50%3.40%
Public finance Non-U.S. | AA.
  
Outstanding Exposure  
Net Par Outstanding1,094,000,0001,330,000,000
% of Total Net Par Outstanding (as a percent)2.80%3.30%
Public finance Non-U.S. | A
  
Outstanding Exposure  
Net Par Outstanding12,022,000,00012,482,000,000
% of Total Net Par Outstanding (as a percent)30.60%30.60%
Public finance Non-U.S. | BBB
  
Outstanding Exposure  
Net Par Outstanding21,231,000,00022,338,000,000
% of Total Net Par Outstanding (as a percent)54.10%54.80%
Public finance Non-U.S. | Below investment grade ("BIG")
  
Outstanding Exposure  
Net Par Outstanding2,151,000,0001,795,000,000
% of Total Net Par Outstanding (as a percent)5.50%4.40%
Other Structured finance.
  
Outstanding Exposure  
Gross Debt Service Outstanding148,006,000,000178,348,000,000
Net Debt Service Outstanding138,291,000,000166,976,000,000
Outstanding commitments to provide guaranties2,700,000,000 
Structured finance U.S.
  
Outstanding Exposure  
Net Par Outstanding97,969,000,000118,756,000,000
% of Total Net Par Outstanding (as a percent)100.00%100.00%
Structured finance U.S. | Super senior
  
Outstanding Exposure  
Net Par Outstanding17,544,000,00021,837,000,000
% of Total Net Par Outstanding (as a percent)17.90%18.40%
Structured finance U.S. | AAA.
  
Outstanding Exposure  
Net Par Outstanding37,544,000,00045,067,000,000
% of Total Net Par Outstanding (as a percent)38.30%37.90%
Structured finance U.S. | AA.
  
Outstanding Exposure  
Net Par Outstanding12,532,000,00017,355,000,000
% of Total Net Par Outstanding (as a percent)12.80%14.60%
Structured finance U.S. | A
  
Outstanding Exposure  
Net Par Outstanding5,086,000,0006,396,000,000
% of Total Net Par Outstanding (as a percent)5.20%5.40%
Structured finance U.S. | BBB
  
Outstanding Exposure  
Net Par Outstanding5,283,000,0007,543,000,000
% of Total Net Par Outstanding (as a percent)5.40%6.40%
Structured finance U.S. | Below investment grade ("BIG")
  
Outstanding Exposure  
Net Par Outstanding19,980,000,00020,558,000,000
% of Total Net Par Outstanding (as a percent)20.40%17.30%
Structured finance Non-U.S.
  
Outstanding Exposure  
Net Par Outstanding26,424,000,00030,636,000,000
% of Total Net Par Outstanding (as a percent)100.00%100.00%
Structured finance Non-U.S. | Super senior
  
Outstanding Exposure  
Net Par Outstanding6,664,000,0007,882,000,000
% of Total Net Par Outstanding (as a percent)25.20%25.70%
Structured finance Non-U.S. | AAA.
  
Outstanding Exposure  
Net Par Outstanding12,159,000,00013,573,000,000
% of Total Net Par Outstanding (as a percent)46.00%44.30%
Structured finance Non-U.S. | AA.
  
Outstanding Exposure  
Net Par Outstanding1,255,000,0001,969,000,000
% of Total Net Par Outstanding (as a percent)4.70%6.40%
Structured finance Non-U.S. | A
  
Outstanding Exposure  
Net Par Outstanding926,000,0001,873,000,000
% of Total Net Par Outstanding (as a percent)3.50%6.10%
Structured finance Non-U.S. | BBB
  
Outstanding Exposure  
Net Par Outstanding3,589,000,0004,045,000,000
% of Total Net Par Outstanding (as a percent)13.70%13.20%
Structured finance Non-U.S. | Below investment grade ("BIG")
  
Outstanding Exposure  
Net Par Outstanding1,831,000,0001,294,000,000
% of Total Net Par Outstanding (as a percent)6.90%4.30%
Super senior
  
Outstanding Exposure  
Net Par Outstanding25,594,000,00031,139,000,000
% of Total Net Par Outstanding (as a percent)4.50%5.00%
AAA.
  
Outstanding Exposure  
Net Par Outstanding56,159,000,00065,802,000,000
% of Total Net Par Outstanding (as a percent)9.80%10.70%
AA.
  
Outstanding Exposure  
Net Par Outstanding164,071,000,000182,560,000,000
% of Total Net Par Outstanding (as a percent)28.70%29.60%
A
  
Outstanding Exposure  
Net Par Outstanding226,871,000,000234,950,000,000
% of Total Net Par Outstanding (as a percent)39.70%38.10%
BBB
  
Outstanding Exposure  
Net Par Outstanding71,803,000,00075,874,000,000
% of Total Net Par Outstanding (as a percent)12.50%12.30%
Below investment grade ("BIG")
  
Outstanding Exposure  
Net Par Outstanding$ 27,227,000,000$ 26,806,000,000
% of Total Net Par Outstanding (as a percent)4.80%4.30%