Financial Guaranty Contracts Accounted for as Credit Derivatives (Details 6) (USD $) In Millions, unless otherwise specified	3 Months Ended			6 Months Ended
	Jun. 30, 2013		Jun. 30, 2012	Jun. 30, 2013		Jun. 30, 2012	Dec. 31, 2012
Credit Derivatives
Estimated net fair value (Pre-Tax)	$ (2,248)			$ (2,248)			$ (1,793)
Net unrealized gains (losses) on credit derivatives	160		284	(450)		(350)
100% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(4,558)	[1]		(4,558)	[1]
Net unrealized gains (losses) on credit derivatives	(2,310)	[1]
50% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(3,403)	[1]		(3,403)	[1]
Net unrealized gains (losses) on credit derivatives	(1,155)	[1]
25% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(2,826)	[1]		(2,826)	[1]
Net unrealized gains (losses) on credit derivatives	(578)	[1]
10% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(2,479)	[1]		(2,479)	[1]
Net unrealized gains (losses) on credit derivatives	(231)	[1]
Base Scenario
Credit Derivatives
Estimated net fair value (Pre-Tax)	(2,248)	[1]		(2,248)	[1]
Net unrealized gains (losses) on credit derivatives	0	[1]
10% narrowing in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(2,037)	[1]		(2,037)	[1]
Net unrealized gains (losses) on credit derivatives	211	[1]
25% narrowing in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(1,720)	[1]		(1,720)	[1]
Net unrealized gains (losses) on credit derivatives	528	[1]
50% narrowing in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(1,192)	[1]		(1,192)	[1]
Net unrealized gains (losses) on credit derivatives	$ 1,056	[1]

[1] Includes the effects of spreads on both the underlying asset classes and the Company’s own credit spread.