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Financial Guaranty Insurance Contracts (Details 7) (USD $)
In Millions, unless otherwise specified
9 Months Ended
Sep. 30, 2011
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   
Current conditional prepayment rate used in alternate scenario for loss estimate (as a percent)15.00%   
Prior conditional prepayment rate used in alternate scenario for loss estimate (as a percent)10.00%   
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   
Prior loss severity recovery period used to calculate potential change in loss estimate (in years)2   
Current loss severity recovery period used to calculate potential change in loss estimate (in years)4   
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$ 0.1   
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions0.8   
Decrease in expected loss in case of decrease in conditional default rate plateau period0.6   
Alt-A first lien
    
Key Variables    
Plateau conditional default rate, low end of range (as a percent)2.90%2.90%2.70%2.60%
Plateau conditional default rate, high end of range (as a percent)40.50%36.60%40.20%42.20%
Intermediate conditional default rate, low end of range (as a percent)0.40%0.40%0.40%0.40%
Intermediate conditional default rate, high end of range (as a percent)6.10%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%0.10%
Final conditional default rate trended down to, high end of range (as a percent)2.00%1.80%2.00%2.10%
Loss severity (as a percent)65.00%65.00%65.00%60.00%
Initial conditional prepayment rate low end of range (as a percent)0.00%0.00%0.40%0.00%
Initial conditional prepayment rate, high end of range (as a percent)17.00%28.30%40.50%36.50%
Final conditional prepayment rate (as a percent)10.00%10.00%10.00%10.00%
Increase in expected loss in scenario with more gradual conditional default rate recovery and increased final conditional prepayment rate7.1   
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions38.2   
Decrease in expected loss in case of decrease in conditional default rate plateau period22.9   
Option ARM
    
Key Variables    
Plateau conditional default rate, low end of range (as a percent)12.70%13.10%12.30%11.70%
Plateau conditional default rate, high end of range (as a percent)32.20%32.10%33.20%32.70%
Intermediate conditional default rate, low end of range (as a percent)1.90%2.00%1.80%1.80%
Intermediate conditional default rate, high end of range (as a percent)4.80%4.80%5.00%4.90%
Final conditional default rate trended down to, low end of range (as a percent)0.60%0.70%0.60%0.60%
Final conditional default rate trended down to, high end of range (as a percent)1.60%1.60%1.70%1.60%
Loss severity (as a percent)65.00%65.00%65.00%60.00%
Initial conditional prepayment rate low end of range (as a percent)0.10%0.00%0.00%0.00%
Initial conditional prepayment rate, high end of range (as a percent)4.20%7.20%24.50%17.70%
Final conditional prepayment rate (as a percent)10.00%10.00%10.00%10.00%
Increase in expected loss in scenario with more gradual conditional default rate recovery and increased final conditional prepayment rate56.8   
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions138.0   
Decrease in expected loss in case of decrease in conditional default rate plateau period76.9   
Subprime
    
Key Variables    
Plateau conditional default rate, low end of range (as a percent)8.60%7.70%8.00%9.00%
Plateau conditional default rate, high end of range (as a percent)33.40%34.20%34.30%34.60%
Intermediate conditional default rate, low end of range (as a percent)1.30%1.20%1.20%1.30%
Intermediate conditional default rate, high end of range (as a percent)5.00%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%0.40%
Final conditional default rate trended down to, high end of range (as a percent)1.70%1.70%1.70%1.70%
Loss severity (as a percent)80.00%80.00%80.00%80.00%
Initial conditional prepayment rate low end of range (as a percent)0.00%0.00%0.00%0.00%
Initial conditional prepayment rate, high end of range (as a percent)16.80%9.30%13.30%13.50%
Final conditional prepayment rate (as a percent)10.00%10.00%10.00%10.00%
Increase in expected loss in scenario with more gradual conditional default rate recovery and increased final conditional prepayment rate43.8   
Increase in expected loss in case of increase in conditional default rate plateau period, loss severity recovery period and final loss severity for subprime transactions194.2   
Decrease in expected loss in case of decrease in conditional default rate plateau period$ 38.6