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Financial Guaranty Contracts Accounted for as Credit Derivatives (Details) (USD $)
In Millions, unless otherwise specified
Sep. 30, 2011
Jun. 30, 2011
Dec. 31, 2010
Financial Guaranty Contracts Accounted for as Credit Derivatives   
Estimated remaining weighted average life of credit derivatives (in years)4.5Y 4.9Y
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding$ 90,704 $ 109,771
Pooled corporate obligations
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)31.30% 31.70%
Current Subordination (as a percent)28.60% 29.30%
Net Par Outstanding66,236 79,933
CLOs/CBOs
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)32.70% 32.20%
Current Subordination (as a percent)32.10% 30.40%
Net Par Outstanding36,983 45,953
Maximum average obligor size (as a percent)1.00%  
Maximum exposure of one industry (as a percent)10.00%  
Synthetic investment grade pooled corporate
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)19.80% 19.20%
Current Subordination (as a percent)18.40% 17.60%
Net Par Outstanding13,379 14,905
Synthetic high yield pooled corporate
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)35.60% 39.40%
Current Subordination (as a percent)30.50% 34.60%
Net Par Outstanding6,027 8,249
Trust Preferred Securities Collateralized Debt Obligations Member
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)46.60% 46.80%
Current Subordination (as a percent)31.80% 32.00%
Net Par Outstanding4,613 5,757
Amount of transactions insured converted from CDS form to financial guaranty form 837.8 
Market value collateralized debt obligations of corporate obligations
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)32.10% 36.00%
Current Subordination (as a percent)25.00% 42.90%
Net Par Outstanding5,234 5,069
U.S. RMBS
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)24.00% 23.10%
Current Subordination (as a percent)31.70% 32.40%
Net Par Outstanding8,858 9,776
Option ARM and Alt-A first lien
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)19.60% 19.70%
Current Subordination (as a percent)13.00% 17.00%
Net Par Outstanding4,251 4,767
Subprime
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)30.10% 27.90%
Current Subordination (as a percent)54.00% 50.40%
Net Par Outstanding4,132 4,460
Prime first lien
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)10.90% 10.90%
Current Subordination (as a percent)9.10% 10.30%
Net Par Outstanding410 468
Closed end second lien and HELOCs
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding65 81
CMBS
   
Net Par Outstanding on Credit Derivatives   
Original Subordination (as a percent)33.90% 29.80%
Current Subordination (as a percent)40.10% 31.30%
Net Par Outstanding4,480 6,751
Other:
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding11,130 13,311
Pooled infrastructure transactions
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding3,400  
Number of transactions3  
Remaining other CDS
   
Net Par Outstanding on Credit Derivatives   
Net Par Outstanding$ 7,700