XML 63 R59.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Detail) (USD $)
In Thousands, except Per Share data, unless otherwise specified
6 Months Ended 12 Months Ended
Jun. 30, 2014
Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding $ 2,202,760 $ 2,776,103
Successor Ambac [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding 2,202,760 2,776,103
Successor Ambac [Member] | CLO [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding 841,744 1,337,737
Weighted average reference obligation price $ 98.7 $ 98.0
Weighted average life (WAL) in years 1 year 10 months 31 days 2 years 1 month 6 days
Weighted average credit rating AA AA
Weighted average relative change ratio 35.60% 35.30%
CVA percentage 6.05% 13.67%
Fair value of derivative liabilities 3,811 7,993
Successor Ambac [Member] | Other [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Notional outstanding 1,273,684 1,291,371
Weighted average reference obligation price $ 87.9 $ 85.7
Weighted average life (WAL) in years 5 years 0 months 0 days 5 years 4 months 24 days
Weighted average credit rating BBB- BBB-
Weighted average relative change ratio 43.50% 43.10%
CVA percentage 15.80% 30.70%
Fair value of derivative liabilities $ 84,359 $ 84,780