DERIVATIVES AND HEDGE ACCOUNTING (Details 4) (USD $)	3 Months Ended
	Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Credit derivatives:
Fair value of hybrid securities	$ 135,000,000
Current par value of hybrid securities	430,000,000
Matched investment program written CDS
Credit derivatives:
Notional amount of credit risk derivatives	896,000,000
Fair value of derivative liability	6,000,000
Matched investment program written CDS | Maximum
Credit derivatives:
Derivative weighted average maturity (in years/months)	1 year
Credit Risk-Related Contingent Features
Credit derivatives:
Collateral posted	4,600,000,000
Aggregate fair value of net liability position	4,400,000,000
Additional collateral requirements, one-notch downgrade	137,000,000
Further additional collateral requirements, one-notch downgrade	274,000,000
AIGFP
Credit derivatives:
Credit derivative transactions hedging credit risk	134,000,000
AIGFP | Super Senior CDS AIGFP
Credit derivatives:
Notional amount of credit risk derivatives	22,781,000,000		24,619,000,000
Fair Value of Derivative (Asset) Liability	2,642,000,000		3,223,000,000
Unrealized market valuation gain (loss) on credit derivatives	140,000,000	323,000,000
Unrealized losses on derivatives from change in credit valuation	26,000,000	6,000,000
AIGFP | Super Senior CDS AIGFP | Regulatory Capital
Credit derivatives:
Notional amount of credit risk derivatives	4,910,000,000		6,370,000,000
Fair Value of Derivative (Asset) Liability	3,000,000		9,000,000
Unrealized market valuation gain (loss) on credit derivatives	6,000,000	15,000,000
AIGFP | Super Senior CDS AIGFP | Regulatory Capital | Corporate loans
Credit derivatives:
Notional amount of credit risk derivatives	1,566,000,000		1,830,000,000
Derivative weighted average maturity (in years/months)	6 months
AIGFP | Super Senior CDS AIGFP | Regulatory Capital | Prime residential mortgages
Credit derivatives:
Notional amount of credit risk derivatives	2,526,000,000		3,653,000,000
Unrealized market valuation gain (loss) on credit derivatives		6,000,000
Derivative weighted average maturity (in years/months)	8 months 12 days
AIGFP | Super Senior CDS AIGFP | Regulatory Capital | Other.
Credit derivatives:
Notional amount of credit risk derivatives	818,000,000		887,000,000
Fair Value of Derivative (Asset) Liability	3,000,000		9,000,000
Unrealized market valuation gain (loss) on credit derivatives	6,000,000	9,000,000
Derivative weighted average maturity (in years/months)	3 years 6 months
AIGFP | Super Senior CDS AIGFP | Arbitrage
Credit derivatives:
Notional amount of credit risk derivatives	16,842,000,000		17,260,000,000
Fair Value of Derivative (Asset) Liability	2,620,000,000		3,204,000,000
Unrealized market valuation gain (loss) on credit derivatives	143,000,000	310,000,000
AIGFP | Super Senior CDS AIGFP | Arbitrage | Multi-sector CDOs
Credit derivatives:
Notional amount of credit risk derivatives	4,880,000,000		5,476,000,000
Fair Value of Derivative (Asset) Liability	2,510,000,000		3,077,000,000
Unrealized market valuation gain (loss) on credit derivatives	126,000,000	273,000,000
Notional amount of CDS terminated during period	470,000,000
Unrealized market valuation losses on Capital Markets super senior credit default swap portfolio	416,000,000
Additional amount paid for CDS terminated during period	25,000,000
Unrealized market valuation losses on AIGFP super senior credit default swap portfolio	25,000,000
Notional amount of CDS with cash settlement provisions	4,100,000,000		4,600,000,000
Derivative weighted average maturity (in years/months)	6 years 4 months 24 days
AIGFP | Super Senior CDS AIGFP | Arbitrage | Corporate debt
Credit derivatives:
Notional amount of credit risk derivatives	11,962,000,000		11,784,000,000
Fair Value of Derivative (Asset) Liability	110,000,000		127,000,000
Unrealized market valuation gain (loss) on credit derivatives	17,000,000	37,000,000
Notional amount of CDS written on super senior tranches of CLOs	1,300,000,000		1,200,000,000
Derivative weighted average maturity (in years/months)	3 years 10 months 24 days
AIGFP | Super Senior CDS AIGFP | Mezzanine Tranches
Credit derivatives:
Notional amount of credit risk derivatives	1,029,000,000		989,000,000
Fair Value of Derivative (Asset) Liability	19,000,000		10,000,000
Unrealized market valuation gain (loss) on credit derivatives	(9,000,000)	(2,000,000)
AIGFP | Written single name CDS AIGFP
Credit derivatives:
Notional amount of credit risk derivatives	382,000,000
Notional amount of CDS purchased offsets	69,000,000
Derivative weighted average maturity (in years/months)	18 years 9 months 18 days
Notional amount of single name CDS maximum exposure	313,000,000
Fair value of derivative liability	85,000,000
Collateral posted	$ 78,000,000