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Fair Value Measurements - Additional Information (Detail) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 12 Months Ended
Sep. 30, 2012
Dec. 31, 2011
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Credit valuation adjustment included in fair value of credit derivative liabilities $ 347,745 $ 572,523
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives 155,262 166,868
Percentage of CDS gross par outstanding used in the determination of CDS fair values 83.00%  
Percentage of CDS derivative liability used in the determination of CDS fair values 81.00%  
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value 17.00%  
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value 19.00%  
Additional basis point fee need to receive for issuing a CDS on obligation 0.05%  
Additional basis points fee increase on change of reference obligation spread 0.15%  
Revised relative change ratio of CDS fee to cash market spread 73.20%  
Estimated remaining life 8 years  
CVA percentage 65.00% 75.00%
Notional outstanding 12,274,885 14,166,612
Derivative liabilities 187,121 190,653
Weighted average discount rates   36.57%
Percentage of profit margin 20.00%  
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs 7.00% 8.40%
Minimum [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Basis point fee received for issuing a CDS on reference obligation base fee 0.20%  
Credit spread of reference obligation of a base transaction 0.80%  
Relative change ratio of CDS fee to cash market spread 25.00%  
Maximum [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Basis point fee received for issuing a CDS on reference obligation hypothetical fee 0.25%  
Hypothetical Relative change ratio of CDS fee to cash market spread 35.00%  
Credit spread of reference obligation of revised transaction 0.10%  
Internal Credit Rating [Member] | Minimum [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Revised relative change ratio of CDS fee to cash market spread 33.00%  
Internal Credit Rating [Member] | Maximum [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Full Relative change ratio of CDS fee to cash market spread 100.00%  
U.S. Agency Obligations [Member] | Fair Value, Level 3 [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Fair value of investments in corporate obligation securities classified as level 3 in the fair value hierarchy 0 1,224
Fixed Income Securities [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Percentage of investment portfolio valued using dealer quotes 89.00% 8.00%
Fixed Income Securities [Member] | Minimum [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Percentage of investment portfolio valued using internal valuation models 1.00% 1.00%
Fixed Income Securities [Member] | Maximum [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Percentage of investment portfolio valued using external pricing services 10.00% 91.00%
Corporate Obligations [Member] | Fair Value, Level 3 [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Fair value of investments in corporate obligation securities classified as level 3 in the fair value hierarchy 3,595 7,930
Collateralized debt obligations [Member] | Fair Value, Level 3 [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Fair value of investments in corporate obligation securities classified as level 3 in the fair value hierarchy 6,832 12,482
Other commercial asset-backed securities [Member] | Fair Value, Level 3 [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Fair value of investments in corporate obligation securities classified as level 3 in the fair value hierarchy 50,295 75,886
European ABS transactions [Member] | Fair Value, Level 3 [Member]
   
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items]    
Fair value of investments in corporate obligation securities classified as level 3 in the fair value hierarchy $ 2,993,341 $ 1,934,642