Expected Loss to be Paid - Narrative (Details) $ in Millions				12 Months Ended
		Jul. 01, 2016 USD ($)	Feb. 04, 2015 USD ($)	Dec. 31, 2016 USD ($) scenario Payment Transaction Curve		Dec. 31, 2015 USD ($) scenario		Dec. 31, 2014 USD ($)	Jan. 15, 2013 USD ($)	Nov. 26, 2012 USD ($)	Feb. 05, 2009 USD ($)
Schedule of Expected Losses to be Paid [Line Items]
Period of insured credit performance of guaranteed obligations (in some cases over)				30 years
Discount factor (as a percent)				2.73%		2.36%
Net par amount outstanding				$ 296,318.0	[1]	$ 358,571.0	[2]
Liability for unpaid claims and claims adjustment expense, net largest single loss				1,198.0	[3]	1,391.0	[3]	$ 1,169.0
Net expected loss to be paid				22.0		190.0
Economic loss development after recoveries for R&W				$ (139.0)		$ (319.0)
Liquidation rate review period				12 months
Minimum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Insured Financial Obligations, Claim Liability, Risk Free Discount Rate				0.00%		0.00%
Liquidation rates assumed						25.00%
Maximum [Member]
Schedule of Expected Losses to be Paid [Line Items]
Insured Financial Obligations, Claim Liability, Risk Free Discount Rate				3.23%		3.25%
Liquidation rates assumed						100.00%
United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				$ 266,855.0
Puerto Rico [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				4,786.0		$ 5,053.0
Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				5,637.0		7,067.0
Liability for unpaid claims and claims adjustment expense, net largest single loss				206.0	[3]	409.0	[3]	584.0
Net expected loss to be paid				(22.0)		4.0
Economic loss development after recoveries for R&W				$ 91.0		82.0
Maximum number of payments behind to be considered performing borrower | Payment				1
Expected future recoverable for breached representations and warranties						79.0
Estimated benefit from loan repurchases related to breaches of R&W included in net expected loss estimates	[4]			$ 6.0		(79.0)		(317.0)
Triple-X Life Insurance Transaction [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				2,057.0		2,750.0
Liability for unpaid claims and claims adjustment expense, net largest single loss				54.0	[3]	99.0	[3]	161.0
Net expected loss to be paid				0.0		0.0
Economic loss development after recoveries for R&W				$ 22.0		(11.0)
Home equity lines of credit (HELOCs) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial period for which borrower can pay only interest payments				10 years
Student Loan [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				$ 1,400.0
Liability for unpaid claims and claims adjustment expense, net largest single loss				32.0
Economic loss development after recoveries for R&W				14.0
Public Finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				271,179.0		321,443.0
Liability for unpaid claims and claims adjustment expense, net largest single loss				904.0	[3]	809.0	[3]	348.0
Net expected loss to be paid				42.0		85.0
Economic loss development after recoveries for R&W				(269.0)		(405.0)
Public Finance [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				244,798.0	[1]	291,866.0	[2]
Liability for unpaid claims and claims adjustment expense, net largest single loss				871.0	[3]	771.0	[3]	303.0
Net expected loss to be paid				40.0		81.0
Economic loss development after recoveries for R&W				(276.0)		(416.0)
Public Finance [Member] | Puerto Rico [Member]
Schedule of Expected Losses to be Paid [Line Items]
Economic loss development after recoveries for R&W				(276.0)
Public Finance Stockton General Fund [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				113.0
Non-Infrastructure Public Finance [Member] | Spain [Member] | Sovereign and Sub Sovereign [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				342.0
Non-Infrastructure Public Finance [Member] | Portugal [Member] | Sovereign and Sub Sovereign [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				76.0
Non-Infrastructure Public Finance [Member] | Spain, Hungry and Portugal [Member] | Sovereign and Sub Sovereign [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss				29.0
Economic loss development after recoveries for R&W				7.0
Other structured finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				15,553.0		22,932.0
Liability for unpaid claims and claims adjustment expense, net largest single loss				34.0	[3]	74.0	[3]	76.0
Net expected loss to be paid				2.0		101.0
Economic loss development after recoveries for R&W				17.0		15.0
Other Structured Finance and TruPS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Economic loss development after recoveries for R&W				(3.0)
BIG [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				13,074.0	[1]	15,183.0	[2]
BIG [Member] | Puerto Rico [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				4,800.0
BIG [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				3,151.0		3,973.0
BIG [Member] | Triple-X Life Insurance Transaction [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				$ 126.0		216.0
Number of transactions insured | Transaction				2
BIG [Member] | Student Loan [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				$ 109.0
BIG [Member] | Public Finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				8,722.0		9,162.0
BIG [Member] | Public Finance [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				7,380.0	[1]	7,784.0	[2]
BIG [Member] | Non-Infrastructure Public Finance [Member] | Hungary [Member] | Sovereign and Sub Sovereign [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				236.0
BIG [Member] | Other structured finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				645.0		1,026.0
BIG [Member] | Other Structured Finance and TruPS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				966.0
First Lien [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Economic loss development after recoveries for R&W				$ 68.0		124.0
Number of delinquent payments | Payment				2
Projected loss assumptions, CDR, plateau rate, projection period				36 months
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue				12 months
Intermediate conditional default rate (as a percent)				5.00%
Number of scenarios weighted in estimating expected losses | scenario				5
Estimated benefit from loan repurchases related to breaches of R&W included in net expected loss estimates	[4]			$ 53.0		0.0		(232.0)
First Lien [Member] | Base Scenario [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Final conditional default rate, shortened term				12 months
Projected loss assumptions, CDR, plateau rate, projection period				36 months
Period from plateau to intermediate conditional default rate (in months)				12 months
Intermediate conditional default rate as a percentage of plateau conditional default rate				20.00%
Period of constant intermediate conditional default rate (in months)				36 months
Final conditional default rate as a percentage of plateau conditional default rate				5.00%
Projected loss assumptions, Final CDR, Period for voluntary prepayments to continue				6 years 6 months
Period for which estimated defaults are attributed to loans currently delinquent or in foreclosure				36 months
Projected loss assumptions, loss severity, subsequent period				18 months
Estimated loss severity rate, one through six months (as a percent)				18 months
Loss severity (as a percent)				40.00%
Projected loss assumptions, period to reach final loss severity rate				2 years 6 months
Current conditional prepayment rate used in alternate scenario for loss estimate (as a percent)				15.00%
First Lien [Member] | More Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period from plateau to intermediate conditional default rate (in months)				15 months
Projected loss assumptions, period to reach final loss severity rate				9 years
First Lien [Member] | More Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Financing Receivable, Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				$ 1.0
First Lien [Member] | More Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				46.0
First Lien [Member] | More Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				8.0
First Lien [Member] | More Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Alt-A [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				$ 27.0
First Lien [Member] | Least Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, CDR, plateau rate, projection period				30 months
Period from plateau to intermediate conditional default rate (in months)				9 months
Decrease in the plateau period used to calculate potential change in loss estimate (in months)				6 months
First Lien [Member] | Least Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Financing Receivable, Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				$ (0.1)
First Lien [Member] | Least Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				(25.0)
First Lien [Member] | Least Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				(22.0)
First Lien [Member] | Least Stressful Environment [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Alt-A [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, increase (decrease) in expected loss to be paid, net				$ (13.0)
First Lien [Member] | UBS [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Agreed reimbursement of R&W, percentage				85.00%
Agreed reimbursement of R&W, number of transactions | Transaction				3
Second Lien [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Economic loss development after recoveries for R&W				$ 23.0		$ (42.0)
Period from plateau to intermediate conditional default rate (in months)				28 months		28 months
Number of scenarios weighted in estimating expected losses | scenario				5		5
Period of loan default estimate				6 months
Number of preceding months average liquidation rates used to estimate loan default rate				6 months
Monthly Delinquency Threshold, Period				5 months
Monthly delinquency, threshold period				6 months		6 months
Period of consistent CDR				6 months
Stress period (in months)				34 months		34 months
Loss recovery assumption				2.00%
Final CPR				15.00%
Number of conditional default rate curves modeled in estimating losses | Curve				5
Estimated benefit from loan repurchases related to breaches of R&W included in net expected loss estimates	[4]			$ (47.0)		$ (79.0)		$ (85.0)
Second Lien [Member] | Base Scenario [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period from plateau to intermediate conditional default rate (in months)				28 months
Stress period (in months)				34 months
Period of constant conditional default rate (in months)				6 months
Second Lien [Member] | Base Scenario One [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Projected loss assumptions, CDR, plateau rate, projection period				8 months
Period from plateau to intermediate conditional default rate (in months)				31 months
Stress period (in months)				39 months
Increase in conditional default rate ramp down period				3 months
Second Lien [Member] | Base Scenario One [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Home equity lines of credit (HELOCs) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Change in estimate for increased conditional default rate plateau period				$ 39.0
Second Lien [Member] | Based Scenario Two [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Stress period (in months)				29 months
Period of constant conditional default rate (in months)				4 months
Ultimate prepayment rate				10.00%
Decreased conditional default rate ramp down period				25 months
Second Lien [Member] | Based Scenario Two [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member] | Home equity lines of credit (HELOCs) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Change in estimate for decreased conditional default rate ramp down period				$ 23.0
Second Lien [Member] | Bank of America [Member] | Residential Mortgage-Backed Securities (RMBS) [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Agreed reimbursement of R&W, percentage				80.00%
Financial Guarantee Accounted for as Credit Derivatives [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss	[5]			$ 10.0		16.0
Economic loss development after recoveries for R&W	[6]			17.0		82.0
Financial Guarantee Accounted for as Credit Derivatives [Member] | Public Finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss	[5]			0.0		0.0
Economic loss development after recoveries for R&W	[6]			0.0		5.0
Southern District of Mississippi Vs Madison County, Mississippi [Member] | Parkway East [Member] | Public Finance [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				$ 20.0
Remaining principle amount after tender offer				2 years
Supreme Court Of The State Of New York Vs J.P. Morgan Investment Management Inc. [Member] | Triple-X Life Insurance Transaction [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				$ 423.0
CIFG Holding Inc. [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				2,900.0
Net expected loss to be paid				22.0		$ 0.0
CIFG Holding Inc. [Member] | Public Finance [Member] | United States [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net expected loss to be paid		$ 40.0
ACA 2005-2 Collateralized Debt Obligations [Member] | Credit Default Swap [Member] | CIFG Holding Inc. [Member] | CIFG Holdings Inc. vs JP Morgan Securities LLC [Member] | Financial Guarantee Accounted for as Credit Derivatives [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss										$ 400.0
Libertas II Collateralized Debt Obligations [Member] | Credit Default Swap [Member] | CIFG Holding Inc. [Member] | CIFG Holdings Inc. vs JP Morgan Securities LLC [Member] | Financial Guarantee Accounted for as Credit Derivatives [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss										$ 325.0
Class A-1 Note [Member] | Domestic Corporate Debt Securities [Member] | CIFG Holding Inc. [Member] | CIFG Holding Inc. vs Goldman, Sachs & Co [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liability for unpaid claims and claims adjustment expense, net largest single loss									$ 325.0
Class A-2 Note [Member] | Domestic Corporate Debt Securities [Member] | CIFG Holding Inc. [Member] | CIFG Holding Inc. vs Goldman, Sachs & Co [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Purchased debt securities									$ 10.0
Positive Outcome of Litigation [Member] | CIFG Holding Inc. [Member] | CIFG Holding Inc. vs Goldman, Sachs & Co [Member] | Residential Mortgage-Backed Securities (RMBS) [Member]
Schedule of Expected Losses to be Paid [Line Items]
Litigation settlement			$ 2.5
Pending Litigation [Member] | CIFG Holding Inc. Vs. GreenPoint Mortgage Funding, Inc. [Member]
Schedule of Expected Losses to be Paid [Line Items]
Net par amount outstanding				$ 23.0							$ 500.0

[1] The December 31, 2016 amounts include $2.9 billion of net par from the CIFG Acquisition.

[2] The December 31, 2015 amounts include $10.9 billion of net par from the Radian Asset Acquisition.

[3] Includes expected LAE to be paid of $12 million as of December 31, 2016 and $12 million as of December 31, 2015.

[4] (1)The Company’s agreements with R&W providers generally provide that, as the Company makes claim payments, the R&W providers reimburse it for those claims; if the Company later receives reimbursement through the transaction (for example, from excess spread), the Company repays the R&W providers. See the section “Breaches of Representations and Warranties” for information about the R&W agreements. When the Company projects receiving more reimbursements in the future than it projects paying in claims on transactions covered by R&W settlement agreements, the Company will have a net R&W payable.

[5] Refer to Note 8, Contracts Accounted for as Credit Derivatives.

[6] Refer to Note 8, Contracts Accounted for as Credit Derivatives.