XML 57 R62.htm IDEA: XBRL DOCUMENT v2.4.0.6
Note 5 - Fair Value of Financial Instruments Fair Value, Option, Quantitative Disclosures (Details) (USD $)
12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Dec. 31, 2011
Collateralized Debt Obligations [Member]
Dec. 31, 2011
Fair Value, Inputs, Level 3 [Member]
Dec. 31, 2010
Fair Value, Inputs, Level 3 [Member]
Dec. 31, 2011
Consolidated Financial Guaranty Insurance Contracts [Member]
Dec. 31, 2010
Consolidated Financial Guaranty Insurance Contracts [Member]
Dec. 31, 2011
Consolidated Financial Guaranty Insurance Contracts [Member]
Fair Value, Inputs, Level 3 [Member]
Dec. 31, 2011
NIMS VIEs [Member]
Dec. 31, 2010
NIMS VIEs [Member]
Dec. 31, 2011
NIMS VIEs [Member]
Fair Value, Inputs, Level 3 [Member]
Dec. 31, 2010
NIMS VIEs [Member]
Fair Value, Inputs, Level 3 [Member]
Dec. 31, 2011
Consolidated Committed Preferred Custodial Trust Securities [Member]
Dec. 31, 2010
Consolidated Committed Preferred Custodial Trust Securities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]                              
Net Par Outstanding Subject To Recapture or Terminatino, Percentage       90.00%                      
Portion of Percentage of Net Par Outstanding With Option to Terminate That Have Fair Value Caps At Zero       19.00%                      
Percent of Corporate CDO Deals With Minimum Fair Premium Amount       43.00%                      
Percent of Aggregate Net Par Outstanding for Non Corporate CDOs Whose Contractual Premiums are Subject to Change Due to Right of Termination       89.00%                      
Percent of Aggregate Net Par Outstanding Non Corporate CDOs Subject to Termination With Fair Value Cap       26.00%                      
Net par outstanding on CDO of ABS transaction       $ 450,600,000     $ 580,000,000 [1] $ 584,600,000 [1] $ 129,400,000 $ 18,500,000 [2] $ 135,800,000 [2] $ 18,000,000 $ 135,600,000 $ 150,000,000 [3] $ 150,000,000 [3]
Derivative Assets 17,212,000 26,212,000         0 0   1,600,000 10,900,000        
VIE debt 228,240,000 520,114,000 296,080,000       218,800,000 379,100,000 103,700,000 9,400,000 141,000,000        
Variable Interest Entity Accounts Payable And Other Liabilities 530,000 837,000             300,000            
Number Of Consolidated Other Financial Guaranty Transactions         2 2 2   2            
Change in Impact of Non Performance Risk on Fair Value of Financial Instruments                       $ 10,200,000 $ 6,300,000    
Number of Committed Preferred Custodial Trusts                           3  
[1] The difference between the carrying amounts of the net asset/liability position and maximum exposure related to VIEs is primarily due to the difference between the face amount of the obligation and the recorded fair values, which include an adjustment for our non-performance risk. The maximum exposure is based on the net par amount of our insured obligations as of the reporting date.
[2] The difference between the carrying amounts of the net asset/liability position and maximum exposure related to VIEs is primarily due to the difference between the face amount of the obligation and the recorded fair values, which includes an adjustment for our non-performance risk. The maximum exposure is based on the net par amount of our insured obligations as of the reporting date.
[3] The maximum exposure is based on our carrying amounts of the investments.