Financial Guaranty Contracts Accounted for as Credit Derivatives - Net Change in Unrealized Gains (Losses) on Credit Derivatives By Sector (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013
Credit Derivatives
Net unrealized gains (losses)	$ (230)	[1],[2]	$ (610)	[1],[2]
Pooled corporate
Credit Derivatives
Net unrealized gains (losses)	(58)		(105)
U.S. RMBS
Credit Derivatives
Net unrealized gains (losses)	(140)		(457)
CMBS
Credit Derivatives
Net unrealized gains (losses)	0		(3)
Other
Credit Derivatives
Net unrealized gains (losses)	(32)		(45)
Guaranteed Interest Rate Swaps
Credit Derivatives
Net unrealized gains (losses)	$ 20

[1] Except for net estimated credit impairments (i.e., net expected loss to be paid as discussed in Note 5), the unrealized gains and losses on credit derivatives are expected to reduce to zero as the exposure approaches its maturity date. With considerable volatility continuing in the market, unrealized gains (losses) on credit derivatives may fluctuate significantly in future periods.

[2] “Other” includes all other U.S. and international asset classes, such as commercial receivables, international infrastructure, international RMBS securities, and pooled infrastructure securities.