XML 113 R97.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative Instruments - Summary of Gross Principal Notional Outstanding for CDS Contracts (Detail) - USD ($)
$ in Thousands
Dec. 31, 2016
Dec. 31, 2015
Ambac Rating    
Notional outstanding $ 737,380 $ 970,883
Successor [Member]    
Ambac Rating    
Notional outstanding 737,380 970,883
Other Derivatives [Member] | Successor [Member]    
Ambac Rating    
Notional outstanding 737,380 970,883
Other Derivatives [Member] | Successor [Member] | AAA Rating [Member]    
Ambac Rating    
Notional outstanding 0 0
Other Derivatives [Member] | Successor [Member] | AA Rating [Member]    
Ambac Rating    
Notional outstanding 315,201 536,712
Other Derivatives [Member] | Successor [Member] | A Rating [Member]    
Ambac Rating    
Notional outstanding 227,146 9,322
Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]    
Ambac Rating    
Notional outstanding 127,250 356,323
Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]    
Ambac Rating    
Notional outstanding 67,783 68,526
CLO [Member] | Successor [Member]    
Ambac Rating    
Notional outstanding 123,052 295,254
CLO [Member] | Other Derivatives [Member] | Successor [Member]    
Ambac Rating    
Notional outstanding 123,052 295,254
CLO [Member] | Other Derivatives [Member] | Successor [Member] | AAA Rating [Member]    
Ambac Rating    
Notional outstanding 0 0
CLO [Member] | Other Derivatives [Member] | Successor [Member] | AA Rating [Member]    
Ambac Rating    
Notional outstanding 123,052 295,254
CLO [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member] [Member]    
Ambac Rating    
Notional outstanding 0 0
Other [Member] | Successor [Member]    
Ambac Rating    
Notional outstanding 614,328 675,629
Other [Member] | Other Derivatives [Member] | Successor [Member]    
Ambac Rating    
Notional outstanding 614,328 675,629
Other [Member] | Other Derivatives [Member] | Successor [Member] | AAA Rating [Member]    
Ambac Rating    
Notional outstanding 0 0
Other [Member] | Other Derivatives [Member] | Successor [Member] | AA Rating [Member]    
Ambac Rating    
Notional outstanding 192,149 241,458
Other [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member]    
Ambac Rating    
Notional outstanding 227,146 9,322
Other [Member] | Other Derivatives [Member] | Successor [Member] | BBB Rating [Member]    
Ambac Rating    
Notional outstanding 127,250 356,323
Other [Member] | Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member]    
Ambac Rating    
Notional outstanding $ 67,783 $ 68,526