Fair Value Measurements (Details 4) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Net investment income [Member]
Summary of Gains and losses realized and unrealized relating to Level 3 assets and liabilities included in earnings
Gains or losses included in earnings	$ 88	$ (3,321)	$ 40	$ (3,371)
Realized gains or (losses) and other settlements on credit derivative contracts [Member]
Summary of Gains and losses realized and unrealized relating to Level 3 assets and liabilities included in earnings
Gains or losses and other settlements on credit derivative contracts	3,072	4,224	6,326	9,547
Unrealized gains or (losses) on credit derivative contracts [Member]
Summary of Gains and losses realized and unrealized relating to Level 3 assets and liabilities included in earnings
Gains or losses and other settlements on credit derivative contracts	(10,489)	20,063	(20,964)	5,837
Changes in unrealized gains or losses relating to the assets and liabilities still held at the reporting date	(10,613)	17,719	(26,647)	536
Derivative products revenue (interest rate swaps) [Member]
Summary of Gains and losses realized and unrealized relating to Level 3 assets and liabilities included in earnings
Gains or losses and other settlements on credit derivative contracts	(112,904)	(76,255)	(45,035)	(66,432)
Changes in unrealized gains or losses relating to the assets and liabilities still held at the reporting date	(107,861)	(83,407)	(46,263)	(69,607)
Variable Interest Entity [Member]
Summary of Gains and losses realized and unrealized relating to Level 3 assets and liabilities included in earnings
Gains or losses and other settlements on credit derivative contracts	173,145	374,333	120,431	312,467
Changes in unrealized gains or losses relating to the assets and liabilities still held at the reporting date	173,145	374,333	120,912	312,467
Other income [Member]
Summary of Gains and losses realized and unrealized relating to Level 3 assets and liabilities included in earnings
Gains or losses and other settlements on credit derivative contracts	38,799	3,491	99,723	21,312
Changes in unrealized gains or losses relating to the assets and liabilities still held at the reporting date	$ (231)	$ 3,491	$ (987)	$ 21,312