Financial Guaranty Contracts Accounted for as Credit Derivatives - Net Change in Fair Value of Credit Derivatives Gain (Loss) and Net Par and Accelerations of Credit Derivative Revenues from Termination of CDS Contracts (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended				9 Months Ended				3 Months Ended		9 Months Ended		3 Months Ended		9 Months Ended		3 Months Ended		9 Months Ended		3 Months Ended				9 Months Ended				0 Months Ended	3 Months Ended
	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014 Pooled corporate obligations	Sep. 30, 2013 Pooled corporate obligations	Sep. 30, 2014 Pooled corporate obligations	Sep. 30, 2013 Pooled corporate obligations	Sep. 30, 2014 U.S. RMBS	Sep. 30, 2013 U.S. RMBS	Sep. 30, 2014 U.S. RMBS	Sep. 30, 2013 U.S. RMBS	Sep. 30, 2014 CMBS	Sep. 30, 2013 CMBS	Sep. 30, 2014 CMBS	Sep. 30, 2013 CMBS	Sep. 30, 2014 Other		Sep. 30, 2013 Other		Sep. 30, 2014 Other		Sep. 30, 2013 Other		Oct. 07, 2014 Subsequent event	Dec. 31, 2014 Subsequent event
Derivative Instruments, Gain (Loss) [Line Items]
Realized gains on credit derivatives	$ 17	[1]	$ 24	[1]	$ 58	[1]	$ 93	[1]
Net credit derivative losses (paid and payable) recovered and recoverable and other settlements	(31)		0		(38)		(137)
Realized gains (losses) and other settlements on credit derivatives	(14)		24		20		(44)
Net change in unrealized gains (losses) on credit derivatives	(269)	[2]	(330)	[2]	(127)	[2]	120	[2]	(4)	(96)	(10)	43	(252)	(195)	(117)	248	0	(3)	(2)	1	(13)	[3]	(36)	[3]	2	[3]	(172)	[3]
Net change in fair value of credit derivatives	255		354		147		(164)
Net par of terminated CDS contracts	1,600		300		2,900		3,300																							622
Accelerations of credit derivative revenues	(0.1)		0.1		0.6		15.0
Fair value losses that will reverse to gains upon termination of transactions																													$ 372

[1] Includes accelerations due to terminations of CDS contracts of $(0.1) million and $0.1 million related to net par of $1.6 billion and $0.3 billion for Third Quarter 2014 and Third Quarter 2013, respectively, and $0.6 million and $15 million related to net par of $2.9 billion and $3.3 billion for Nine Months 2014 and Nine Months 2013, respectively.

[2] 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.

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