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Fair Value Measurements - Additional Information (Detail) (USD $)
In Thousands, unless otherwise specified
1 Months Ended 9 Months Ended 12 Months Ended
Apr. 30, 2013
Sep. 30, 2013
Dec. 31, 2012
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Credit valuation adjustment included in fair value of credit derivative liabilities   $ 82,366 $ 261,203
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives   63,535 121,928
Percentage of CDS gross par outstanding used in the determination of CDS fair values   64.00%  
Percentage of CDS derivative liability used in the determination of CDS fair values   75.00%  
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value   36.00%  
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value   25.00%  
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  
Notional outstanding   5,207,364 11,281,777
Derivative liabilities   202,653 213,585
Percentage of profit margin 17.00% 17.00% 20.00%
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs   5.00% 7.60%
Credit Derivatives [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
CVA percentage   28.90% 55.00%
Fixed Income Securities [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Percentage of investment portfolio valued using dealer quotes   12.00% 10.00%
U.S. Agency Obligations [Member] | Level 3 [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Fair value of investments in corporate obligation securities classified as Level 3 in the fair value hierarchy   273 0
Corporate Obligations [Member] | Level 3 [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Fair value of investments in corporate obligation securities classified as Level 3 in the fair value hierarchy   3,433 3,656
Collateralized Debt Obligations [Member] | Level 3 [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Fair value of investments in corporate obligation securities classified as Level 3 in the fair value hierarchy   0 6,482
Other Commercial Asset-Backed [Member] | Level 3 [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Fair value of investments in corporate obligation securities classified as Level 3 in the fair value hierarchy   67,365 50,264
European ABS Transactions [Member] | Level 3 [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class   1,275,564 2,956,501
US Commercial ABS Transaction [Member] | Level 3 [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class   $ 348,587  
Minimum [Member]
     
Fair Value Of Assets And Liabilities Measured On Non 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%  
Minimum [Member] | Fixed Income Securities [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Percentage of investment portfolio valued using internal valuation models   1.00% 1.00%
Maximum [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Basis point fee received for issuing a CDS on reference obligation hypothetical fee   0.25%  
Relative change ratio of CDS fee to cash market spread   35.00%  
Credit spread of reference obligation of revised transaction   1.00%  
Maximum [Member] | Fixed Income Securities [Member]
     
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Percentage of investment portfolio valued using external pricing services   87.00% 89.00%
Internal Credit Rating [Member] | Minimum [Member]
     
Fair Value Of Assets And Liabilities Measured On Non 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 Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]      
Full relative change ratio of CDS fee to cash market spread   100.00%