XML 15 R70.htm IDEA: XBRL DOCUMENT v2.4.0.6
Financial Guaranty Contracts Accounted for as Credit Derivatives (Details 6) (USD $)
3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Dec. 31, 2011
Credit Derivatives          
Estimated net fair value (Pre-Tax) $ (1,666,000,000)   $ (1,666,000,000)   $ (1,303,900,000)
Unrealized Gains (Losses) 283,327,000 (54,059,000) (350,431,000) (325,695,000)  
100% widening in spreads
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (3,462,100,000) [1]   (3,462,100,000) [1]    
Unrealized Gains (Losses)     (1,796,100,000) [1]    
50% widening in spreads
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (2,564,000,000) [1]   (2,564,000,000) [1]    
Unrealized Gains (Losses)     (898,000,000) [1]    
25% widening in spreads
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (2,114,900,000) [1]   (2,114,900,000) [1]    
Unrealized Gains (Losses)     (448,900,000) [1]    
10% widening in spreads
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (1,845,400,000) [1]   (1,845,400,000) [1]    
Unrealized Gains (Losses)     (179,400,000) [1]    
Base Scenario
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (1,666,000,000) [1]   (1,666,000,000) [1]    
Unrealized Gains (Losses)     0 [1]    
10% narrowing in spreads
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (1,509,200,000) [1]   (1,509,200,000) [1]    
Unrealized Gains (Losses)     156,800,000 [1]    
25% narrowing in spreads
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (1,275,000,000) [1]   (1,275,000,000) [1]    
Unrealized Gains (Losses)     391,000,000 [1]    
50% narrowing in spreads
         
Credit Derivatives          
Estimated net fair value (Pre-Tax) (893,600,000) [1]   (893,600,000) [1]    
Unrealized Gains (Losses)     $ 772,400,000 [1]    
[1] udes the effects of spreads on both the underlying asset classes and the Company’s own credit spread.