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Financial Guaranty Insurance Contracts (Details 5) (USD $)
In Millions, unless otherwise specified
9 Months Ended12 Months Ended9 Months Ended9 Months Ended
Sep. 30, 2011
Second lien
transaction
D
ratingcategory
ratecurve
M
loan
security
Dec. 31, 2010
Second lien
M
Dec. 31, 2009
Second lien
M
Sep. 30, 2011
CES
M
policy
Jun. 30, 2011
CES
M
Mar. 31, 2011
CES
M
Dec. 31, 2010
CES
policy
M
Sep. 30, 2011
HELOCs
M
entity
policy
Jun. 30, 2011
HELOCs
M
Mar. 31, 2011
HELOCs
M
Dec. 31, 2010
HELOCs
M
entity
policy
Key Variables           
Plateau conditional default rate, low end of range (as a percent)   5.80%4.80%7.20%7.30%3.80%4.60%4.70%4.20%
Plateau conditional default rate, high end of range (as a percent)   21.70%22.80%28.90%27.10%35.30%34.60%21.40%22.10%
Final conditional default rate trended down to, low end of range (as a percent)   2.90%2.90%2.90%2.90%0.40%0.40%0.40%0.40%
Final conditional default rate trended down to, high end of range (as a percent)   8.10%8.10%8.10%8.10%3.20%3.20%3.20%3.20%
Expected period until final conditional default rate (in months)   3636362436363624
Initial conditional prepayment rate low end of range (as a percent)   0.30%1.40%0.90%1.30%3.20%0.90%0.90%3.30%
Initial conditional prepayment rate, high end of range (as a percent)   11.70%12.00%12.70%9.70%16.40%15.50%12.60%17.50%
Final conditional prepayment rate (as a percent)   10.00%10.00%10.00%10.00%10.00%10.00%10.00%10.00%
Loss severity (as a percent)   98.00%98.00%98.00%98.00%98.00%98.00%98.00%98.00%
Initial draw rate, low end of range (as a percent)       0.00%0.00%0.00%0.00%
Initial draw rate, high end of range (as a percent)       5.40%8.60%5.20%6.80%
Typical past due period for loans to be charged off (in days)180          
Number of monthly delinquency categories5          
First delinquency category, low end of range (in days)30          
First delinquency category, high end of range (in days)59          
Second delinquency category, low end of range (in days)60          
Second delinquency category, high end of range (in days)89          
Third delinquency category, low end of range (in days)90          
Third delinquency category, high end of range (in days)119          
Fourth delinquency category, low end of range (in days)120          
Fourth delinquency category, high end of range (in days)149          
Fifth delinquency category, low end of range (in days)150          
Fifth delinquency category, high end of range (in days)179          
Period of default estimate (in months)5          
Lookback period for liquidation rates used to estimate default (in months)12          
Period for which default rate is calculated based on current period past due balances (in months)4          
Lookback period for past due balances used to estimate default in fifth month (in months)3          
Period of constant conditional default rate (in months)1          
Period of decrease in conditional default rate until final rate is achieved (in months)3018         
Stress period (in months)363030    39   
Change in stress period (in months)1224         
Loss recovery assumption (as a percent)2.00%          
Period from initial to final draw rate (in months)       3   
Final draw rate, low end of range (as a percent)       0.00%   
Final draw rate, high end of range (as a percent)       2.70%   
Number of conditional default rate curves modeled in estimating losses3          
Increased plateau period used to calculate potential change in loss estimate (in months)4          
Increase in expected loss in case of increase in conditional default rate plateau period   $ 6.5   $ 66.6   
Decreased ramp down period used to calculate potential change in loss estimate (in months)24          
Decrease in expected loss in case of decrease in conditional default rate ramp down period   $ 3.4   $ 57.9