Financial Guaranty Contracts Accounted for as Credit Derivatives (Details 4) (USD $) In Millions, unless otherwise specified	3 Months Ended			9 Months Ended
	Sep. 30, 2012		Sep. 30, 2011	Sep. 30, 2012		Sep. 30, 2011	Dec. 31, 2011
Credit Derivatives
Unrealized Gains (Losses)	$ (38)		$ 1,156	$ (388)		$ 830
Net fair value of credit derivatives	(1,701)			(1,701)			(1,304)
Present Value of Expected Claim Payments Recoveries	(306)	[1]		(306)	[1]		(419)	[1]
Present Value of Future Installment Fees Receivable	53			53			47
R and W Included in Credit Derivative Asset (Liability)	241			241			215
Pooled corporate obligations
Credit Derivatives
Unrealized Gains (Losses)	32		100	62		67
Net fair value of credit derivatives	9			9			(50)
Present Value of Expected Claim Payments Recoveries	(30)	[1]		(30)	[1]		(45)	[1]
CLOs/CBOs
Credit Derivatives
Unrealized Gains (Losses)	(2)		13	5		11
Net fair value of credit derivatives	3			3			(1)
Present Value of Expected Claim Payments Recoveries	0	[1]		0	[1]		0	[1]
Synthetic investment grade pooled corporate
Credit Derivatives
Unrealized Gains (Losses)	10		1	19		11
Net fair value of credit derivatives	(6)			(6)			(24)
Present Value of Expected Claim Payments Recoveries	0	[1]		0	[1]		0	[1]
Synthetic high yield pooled corporate
Credit Derivatives
Unrealized Gains (Losses)	9		(2)	20		(1)
Net fair value of credit derivatives	4			4			(16)
Present Value of Expected Claim Payments Recoveries	0	[1]		0	[1]		(5)	[1]
Trust Preferred Securities Collateralized Debt Obligations [Member]
Credit Derivatives
Unrealized Gains (Losses)	15		82	18		46
Net fair value of credit derivatives	6			6			(12)
Present Value of Expected Claim Payments Recoveries	(30)	[1]		(30)	[1]		(40)	[1]
Market value collateralized debt obligations of corporate obligations
Credit Derivatives
Unrealized Gains (Losses)	0		6	0		0
Net fair value of credit derivatives	2			2			3
Present Value of Expected Claim Payments Recoveries	0	[1]		0	[1]		0	[1]
U.S. RMBS
Credit Derivatives
Unrealized Gains (Losses)	(78)		1,000	(457)		658
Net fair value of credit derivatives	(1,143)			(1,143)			(678)
Present Value of Expected Claim Payments Recoveries	(183)	[1]		(183)	[1]		(279)	[1]
Option ARM and Alt-A first lien
Credit Derivatives
Unrealized Gains (Losses)	(63)		781	(406)		541
Net fair value of credit derivatives	(1,026)			(1,026)			(596)
Present Value of Expected Claim Payments Recoveries	(118)	[1]		(118)	[1]		(191)	[1]
Subprime
Credit Derivatives
Unrealized Gains (Losses)	(24)		109	(11)		18
Net fair value of credit derivatives	(17)			(17)			(23)
Present Value of Expected Claim Payments Recoveries	(69)	[1]		(69)	[1]		(95)	[1]
Prime first lien
Credit Derivatives
Unrealized Gains (Losses)	9		102	(42)		90
Net fair value of credit derivatives	(87)			(87)			(44)
Present Value of Expected Claim Payments Recoveries	0	[1]		0	[1]		0	[1]
Closed end second lien and HELOCs
Credit Derivatives
Unrealized Gains (Losses)	0		8	2		9
Net fair value of credit derivatives	(13)			(13)			(15)
Present Value of Expected Claim Payments Recoveries	4	[1]		4	[1]		7	[1]
CMBS
Credit Derivatives
Unrealized Gains (Losses)	0		0	0		10
Net fair value of credit derivatives	(4)			(4)			(5)
Present Value of Expected Claim Payments Recoveries	0	[1]		0	[1]		0	[1]
Other
Credit Derivatives
Unrealized Gains (Losses)	8		56	7		95
Net fair value of credit derivatives	(563)			(563)			(571)
Present Value of Expected Claim Payments Recoveries	$ (93)	[1]		$ (93)	[1]		$ (95)	[1]

[1] Represents amount in excess of the present value of future installment fees to be received of $53 million as of September 30, 2012 and $47 million as of December 31, 2011. Includes R&W benefit of $241 million as of September 30, 2012 and $215 million as of December 31, 2011.