Financial Guaranty Contracts Accounted for as Credit Derivatives - Effect of Changes in Credit Spread (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013
Credit Derivatives
Estimated net fair value (Pre-Tax)	$ (1,923)				$ (1,693)
Estimated Change in Gain/(Loss) (Pre-Tax)	(230)	[1],[2]	(610)	[1],[2]
100% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(3,936)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	(2,013)	[3]
50% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(2,929)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	(1,006)	[3]
25% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(2,426)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	(503)	[3]
10% widening in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(2,124)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	(201)	[3]
Base Scenario
Credit Derivatives
Estimated net fair value (Pre-Tax)	(1,923)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	0	[3]
10% narrowing in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(1,737)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	186	[3]
25% narrowing in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(1,457)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	466	[3]
50% narrowing in spreads
Credit Derivatives
Estimated net fair value (Pre-Tax)	(991)	[3]
Estimated Change in Gain/(Loss) (Pre-Tax)	$ 932	[3]

[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.

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