XML 44 R62.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value Measurements - Information about Valuation Inputs for Variable Interest Entity Assets and Liabilities Classified as Level 3 (Detail) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 12 Months Ended 9 Months Ended 12 Months Ended 4 Months Ended 4 Months Ended 4 Months Ended 4 Months Ended 3 Months Ended 5 Months Ended 9 Months Ended 3 Months Ended 5 Months Ended 9 Months Ended 3 Months Ended 5 Months Ended 9 Months Ended 3 Months Ended 5 Months Ended 9 Months Ended 4 Months Ended 3 Months Ended 5 Months Ended 9 Months Ended 4 Months Ended 3 Months Ended 5 Months Ended 9 Months Ended 4 Months Ended 3 Months Ended 5 Months Ended 9 Months Ended
Sep. 30, 2014
Successor Ambac [Member]
European ABS Transactions [Member]
Dec. 31, 2013
Successor Ambac [Member]
European ABS Transactions [Member]
Sep. 30, 2014
Successor Ambac [Member]
US Commercial ABS Transaction [Member]
Dec. 31, 2013
Successor Ambac [Member]
US Commercial ABS Transaction [Member]
Apr. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Dec. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Apr. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Investments [Member]
Dec. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Investments [Member]
Apr. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Other Assets [Member]
Dec. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Other Assets [Member]
Apr. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Derivative Financial Instruments, Liabilities [Member]
Dec. 31, 2012
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Derivative Financial Instruments, Liabilities [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Dec. 31, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Investments [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Investments [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Investments [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Investments [Member]
Jun. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Investments [Member]
Dec. 31, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Investments [Member]
Jun. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Investments [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Other Assets [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Other Assets [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Other Assets [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Other Assets [Member]
Jun. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Other Assets [Member]
Dec. 31, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Other Assets [Member]
Jun. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Other Assets [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Derivative Financial Instruments, Liabilities [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Derivative Financial Instruments, Liabilities [Member]
Sep. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Derivative Financial Instruments, Liabilities [Member]
Sep. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Derivative Financial Instruments, Liabilities [Member]
Jun. 30, 2014
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Derivative Financial Instruments, Liabilities [Member]
Dec. 31, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Derivative Financial Instruments, Liabilities [Member]
Jun. 30, 2013
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Derivative Financial Instruments, Liabilities [Member]
Apr. 30, 2013
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Dec. 31, 2012
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Sep. 30, 2014
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2014
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2014
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Dec. 31, 2013
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2013
Loan Origination Commitments [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Apr. 30, 2013
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Dec. 31, 2012
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Sep. 30, 2014
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2014
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2014
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Dec. 31, 2013
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2013
Long-term Debt [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Apr. 30, 2013
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Dec. 31, 2012
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Predecessor [Member]
Sep. 30, 2014
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2013
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Sep. 30, 2014
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2014
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Dec. 31, 2013
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Jun. 30, 2013
Investment Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Successor Ambac [Member]
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]                                                                                                                                      
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability         $ 15,170,359 $ 14,416,488 $ 69,412 $ 60,402 $ 14,061 $ 14,557 $ (415,360) $ (322,337) $ 13,725,623 $ 15,341,277 $ 15,341,277 $ 13,725,623 $ 14,917,043 $ 14,253,705 $ 14,231,973 $ 62,660 $ 71,071 $ 71,071 $ 62,660 $ 66,352 $ 67,783 $ 68,572 $ 12,401 $ 13,671 $ 13,671 $ 12,401 $ 12,782 $ 13,384 $ 13,884 $ (215,902) $ (305,674) $ (305,674) $ (215,902) $ (218,661) $ (186,934) $ (340,663) $ 14,752,053 $ 15,359,073 $ 12,503,484 $ 14,762,446 $ 14,762,446 $ 12,503,484 $ 13,743,231 $ 13,398,895 $ 13,820,878 $ (1,750,372) $ (2,956,501) $ (1,288,703) $ (1,624,151) $ (1,624,151) $ (1,288,703) $ (1,375,049) $ (1,514,605) $ (1,573,687) $ 2,500,565 $ 2,261,294 $ 2,651,683 $ 2,423,914 $ 2,423,914 $ 2,651,683 $ 2,688,388 $ 2,475,182 $ 2,242,989
Coupon rate 0.33% 0.72% 5.88% 6.11%                                                                                                                              
Maturity 21 years 5 months 23 days 17 years 9 months 40 days 15 years 10 months 18 days 6 years 9 months 28 days                                                                                                                              
Yield 9.42% 8.02% 7.36% 11.95%                                                                                                                              
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Additions Of Consolidated Vies         (409,300)                                                                                             (409,300)                                   
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings         (1,057,181)   33   496   88,546   (301,522) (291,195) 429,751 (666,194)       (835) (467) (863) (1,676)       381 213 390 983       (3,885) (37,126) (107,253) 36,323       (956,402)   (209,028) (195,305) 391,336 (735,597)       138,914   16,961 (21,816) (26,163) 268,951       (328,768)   (105,116) (36,694) 172,304 (235,178)      
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss         776,014   (12,329)             758,705 (916,364) (613,641) 305,933       254 (5,951) (6,013) 595             0                0          849,833   678,944 (842,715) (560,294) 270,727       (150,987)   (62,314) 76,533 48,319 (24,066)       89,497   141,821 (144,231) (95,653) 58,677      
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases                                   0 (70,000)             0                0                0                     0 (70,000)                  0                     0         
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues                                   0                0                0                0                  0 0                     0                     0         
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales                             (3,388)    0 (3,388)       (3,388)    0 (3,388)          0 0                0                     0                     0                     0         
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements         (716,488)   (3,286)        (4,477)   (70,951) (102,781) 157,369 (294,849)       (885) (4,192) 5,490 (2,608)             0          (1,126) (2,137) (2,433) 7,355       (713,589)   (73,042) (96,452) 158,565 (733,492)       4,864   4,102 0 (4,253) 433,896                  0         
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Into Level Three         0                  0 4,526 (220,649) 0       0 273 273 0             0                0                  0 0          0      4,253 (220,922)                     0         
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Transfers Out Of Level Three         1,598,492                  (659,898)    (365,046) (660,106)             0 (208)             0                0               (696,789)    0 (696,789)       1,598,492   36,891    (365,046) 36,891                  0         
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held         $ 1,053,758        $ (496)   $ (92,002)   $ 307,213 $ 286,586 $ (472,358) $ 666,198          $ 0 $ 0          $ (381) $ (213) $ (390) $ (983)       $ 3,229 $ 32,984 $ 65,509 $ (39,830)       $ 956,402   $ 215,296 $ 195,305 $ (391,336) $ 736,732       $ (138,914)   $ (16,047) $ 21,816 $ 26,163 $ (264,899)       $ 328,768   $ 105,116 $ 36,694 $ (172,304) $ 235,178