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Financial Guaranty Contracts Accounted for as Credit Derivatives - Narrative (Details)
$ in Millions
3 Months Ended 9 Months Ended 12 Months Ended
Dec. 31, 2015
USD ($)
Sep. 30, 2015
USD ($)
Transaction
Sep. 30, 2014
USD ($)
Sep. 30, 2015
USD ($)
Transaction
Sep. 30, 2014
USD ($)
Dec. 31, 2014
USD ($)
Oct. 09, 2015
Transaction
Credit Derivatives              
Estimated remaining weighted average life of credit derivatives (in years)       5 years 3 months 23 days   4 years 7 months 30 days  
Net par outstanding   $ 29,633.0 [1]   $ 29,633.0 [1]   $ 34,996.0  
Gain due to change in methodology in expected recoveries       49.0      
Gain from narrowing of spreads       56.0      
Collateral agreed to be posted   $ 333.0   $ 333.0   376.0  
Market value collateralized debt obligations of corporate obligations [Member]              
Credit Derivatives              
Maximum average obligor size (as a percent)   1.00%   1.00%      
Maximum exposure of one industry (as a percent)   10.00%   10.00%      
Net par outstanding   $ 19,135.0   $ 19,135.0   23,621.0  
Other pooled infrastructure [Member]              
Credit Derivatives              
Net par outstanding   $ 1,900.0   $ 1,900.0      
Pooled infrastructure [Member]              
Credit Derivatives              
Number of transactions | Transaction   1   1      
Remaining other CDS [Member]              
Credit Derivatives              
Net par outstanding   $ 4,900.0   $ 4,900.0      
CMBS [Member]              
Credit Derivatives              
Net par outstanding   1,127.0   1,127.0   1,952.0  
Collateral Debt Obligations, Collateral Requirement [Member]              
Credit Derivatives              
Amount of par subject to collateral for which the amount of collateral is capped   4,900.0   4,900.0      
Collateral Debt Obligations, Collateral Cap Negotiated [Member]              
Credit Derivatives              
Amount of par subject to collateral for which the amount of collateral is capped   4,700.0   4,700.0      
Collateral Debt Obligations, No Cap Negotiated [Member]              
Credit Derivatives              
Amount of par subject to collateral for which the amount of collateral is capped   575.0   575.0      
Collateral agreed to be posted   333.0   333.0   376.0  
Notional amount subject to collateral based on movements in the mark-to-market valuation of the underlying exposure   235.0   235.0   242.0  
Collateral posted, based on mark-to-market valuation   20.0   20.0   $ 25.0  
Credit Risk Contract [Member]              
Credit Derivatives              
Realized gain due to termination of CDS contracts   0.3 $ (0.1) 12.9 $ 0.6    
Radian [Member]              
Credit Derivatives              
Net par outstanding [1]   $ 4,300.0   $ 4,300.0      
Scenario, Forecast [Member] | Credit Risk Contract [Member] | CMBS [Member]              
Credit Derivatives              
Realized gain due to termination of CDS contracts $ 34.0            
First Lien [Member] | Scenario, Forecast [Member] | Credit Risk Contract [Member] | RMBS [Member]              
Credit Derivatives              
Realized gain due to termination of CDS contracts $ 293.0            
First Lien [Member] | Subsequent Event [Member] | Credit Risk Contract [Member] | RMBS [Member]              
Credit Derivatives              
Number of transactions terminated | Transaction             5
[1] The September 30, 2015 total amount includes $4.3 billion net par outstanding of credit derivatives acquired from Radian Asset.