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Financial Guaranty Insurance Contracts (Details 6) (USD $)
In Millions, unless otherwise specified
3 Months Ended 12 Months Ended
Mar. 31, 2012
Curve
category
Dec. 31, 2011
HELOCs
   
Key Variables    
Expected period until final conditional default rate (in months) 36 months 36 months
Final conditional prepayment rate (as a percent) 10.00% 10.00%
Loss severity (as a percent) 98.00% 98.00%
Period from initial to final draw rate (in months) 3 months  
Final draw rate (as a percent) 3.90%  
Increase in expected loss in case of increase in conditional default rate plateau period 49.9  
Decrease in expected loss in case of decrease in conditional default rate ramp down period 46.7  
HELOCs | Low end of range
   
Key Variables    
Plateau conditional default rate (as a percent) 3.30% 4.00%
Final conditional default rate trended down to (as a percent) 0.40% 0.40%
Initial conditional prepayment rate (as a percent) 2.60% 1.40%
Initial draw rate (as a percent) 0.00% 0.00%
Final draw rate in all but one instance (as a percent) 0.00%  
HELOCs | High end of range
   
Key Variables    
Plateau conditional default rate (as a percent) 26.30% 27.40%
Final conditional default rate trended down to (as a percent) 3.20% 3.20%
Initial conditional prepayment rate (as a percent) 15.10% 25.80%
Initial draw rate (as a percent) 7.80% 15.30%
Final draw rate in all but one instance (as a percent) 1.50%  
CES
   
Key Variables    
Expected period until final conditional default rate (in months) 36 months 36 months
Final conditional prepayment rate (as a percent) 10.00% 10.00%
Loss severity (as a percent) 98.00% 98.00%
Increase in expected loss in case of increase in conditional default rate plateau period 4.8  
Decrease in expected loss in case of decrease in conditional default rate ramp down period 2.6  
CES | Low end of range
   
Key Variables    
Plateau conditional default rate (as a percent) 5.40% 6.90%
Final conditional default rate trended down to (as a percent) 3.30% 3.50%
Initial conditional prepayment rate (as a percent) 1.20% 0.90%
CES | High end of range
   
Key Variables    
Plateau conditional default rate (as a percent) 24.90% 24.80%
Final conditional default rate trended down to (as a percent) 9.20% 9.20%
Initial conditional prepayment rate (as a percent) 8.60% 14.70%
Second lien
   
Key Variables    
Typical past due period for loans to be charged off (in days) 180 days  
Number of monthly delinquency categories 5  
Period of default estimate (in months) 5 months  
Lookback period for liquidation rates used to estimate default (in months) 12 months  
Period for which default rate is calculated based on current period past due balances (in months) 4 months  
Lookback period for past due balances used to estimate default in fifth month (in months) 3 months  
Period of constant conditional default rate (in months) 1 month  
Period of decrease in conditional default rate until final rate is achieved (in months) 30 months  
Stress period (in months)   36 months
Loss recovery assumption (as a percent) 2.00% 2.00%
Number of conditional default rate curves modeled in estimating losses 3  
Increased plateau period used to calculate potential change in loss estimate (in months) 4 months  
Total stress period in scenario with increased plateau period (in months) 39 months  
Decreased ramp down period used to calculate potential change in loss estimate (in months) 24 months  
Total stress period in scenario with decreased ramp down period (in months) 30 months  
Second lien | Low end of range
   
Key Variables    
First delinquency category (in days) 30 days  
Second delinquency category (in days) 60 days  
Third delinquency category (in days) 90 days  
Fourth delinquency category (in days) 120 days  
Fifth delinquency category (in days) 150 days  
Second lien | High end of range
   
Key Variables    
First delinquency category (in days) 59 days  
Second delinquency category (in days) 89 days  
Third delinquency category (in days) 119 days  
Fourth delinquency category (in days) 149 days  
Fifth delinquency category (in days) 179 days