- Quantitative Information - Liabilities (Details) - Income Approach Valuation Technique [Member] - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016		Dec. 31, 2015
Credit derivative liabilities, net [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Total liabilities carried at fair value	$ (434)	[1]	$ (365)	[2]
Credit derivative liabilities, net [Member] | Minimum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Internal floor (as a percent)	0.07%		0.07%
Bank profit (as a percent)	0.038%		0.038%
Hedge cost (as a percent)	0.255%		0.328%
Credit derivative liabilities, net [Member] | Minimum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Year 1 loss estimates (as a percent)	0.00%	[1]	0.00%	[2]
Credit derivative liabilities, net [Member] | Maximum [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Internal floor (as a percent)	1.00%		1.00%
Bank profit (as a percent)	15.444%		10.175%
Hedge cost (as a percent)	2.318%		2.82%
Credit derivative liabilities, net [Member] | Maximum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Year 1 loss estimates (as a percent)	41.00%	[1]	41.00%	[2]
Credit derivative liabilities, net [Member] | Weighted Average [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Internal floor (as a percent)	0.182%		0.168%
Bank profit (as a percent)	1.123%		1.108%
Hedge cost (as a percent)	0.528%		0.663%
Credit derivative liabilities, net [Member] | Weighted Average [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Year 1 loss estimates (as a percent)	0.80%	[1]	0.60%	[2]
Financial Guaranty Variable Interest Entities [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Total liabilities carried at fair value	$ (1,284)	[1]	$ (1,349)	[2]
Financial Guaranty Variable Interest Entities [Member] | Minimum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Loss severity rate (as a percent)	40.00%	[1]	40.00%	[2]
Conditional default rate (as a percent)	1.20%	[1]	1.20%	[2]
Conditional prepayment rate (as a percent)	2.50%	[1]	0.30%	[2]
Yield (as a percent)	3.50%	[1]	1.90%	[2]
Financial Guaranty Variable Interest Entities [Member] | Maximum [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Loss severity rate (as a percent)	100.00%	[1]	100.00%	[2]
Conditional default rate (as a percent)	23.10%	[1]	16.00%	[2]
Conditional prepayment rate (as a percent)	8.60%	[1]	9.20%	[2]
Yield (as a percent)	20.90%	[1]	20.00%	[2]
Financial Guaranty Variable Interest Entities [Member] | Weighted Average [Member] | Level 3 [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]
Loss severity rate (as a percent)	86.80%	[1]	85.90%	[2]
Conditional default rate (as a percent)	5.60%	[1]	4.70%	[2]
Conditional prepayment rate (as a percent)	5.10%	[1]	3.90%	[2]
Yield (as a percent)	5.90%	[1]	5.60%	[2]

[1] Discounted cash flow is used as valuation technique for all financial instruments.

[2] Discounted cash flow is used as valuation technique for all financial instruments.