XML 76 R56.htm IDEA: XBRL DOCUMENT
v3.23.1

Expected Loss to be Paid (Recovered) - Liquidation Rates and Key Assumptions in Base Scenario Expected Loss First Lien RMBS (Details) | Mar. 31, 2023 | Dec. 31, 2022
--- | --- | ---
RMBS | United States | Alt-A and Prime | 2005 and prior |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Alt-A and Prime | 2006 |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Alt-A and Prime | 2007+ |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Alt-A and Prime | Minimum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 0.80% | 1.60%
Final CDR | 0.00% | 0.10%
RMBS | United States | Alt-A and Prime | Maximum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 10.80% | 11.50%
Final CDR | 0.50% | 0.60%
RMBS | United States | Alt-A and Prime | Weighted Average |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 4.40% | 5.10%
Final CDR | 0.20% | 0.30%
RMBS | United States | Option ARM | 2005 and prior |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Option ARM | 2006 |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Option ARM | 2007+ |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Option ARM | Minimum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 0.00% | 2.00%
Final CDR | 0.00% | 0.10%
RMBS | United States | Option ARM | Maximum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 7.60% | 7.70%
Final CDR | 0.40% | 0.40%
RMBS | United States | Option ARM | Weighted Average |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 3.90% | 4.30%
Final CDR | 0.20% | 0.20%
RMBS | United States | Subprime | 2005 and prior |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Subprime | 2006 |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Subprime | 2007+ |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Initial loss severity | 50.00% | 50.00%
RMBS | United States | Subprime | Minimum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 1.80% | 2.70%
Final CDR | 0.10% | 0.10%
RMBS | United States | Subprime | Maximum |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 8.70% | 9.70%
Final CDR | 0.40% | 0.50%
RMBS | United States | Subprime | Weighted Average |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Plateau CDR | 5.20% | 5.60%
Final CDR | 0.30% | 0.30%
Current but recently delinquent | Alt-A and Prime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 20.00% | 20.00%
Current but recently delinquent | Option ARM |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 20.00% | 20.00%
Current but recently delinquent | Subprime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 20.00% | 20.00%
30 – 59 Days Delinquent | Alt-A and Prime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 35.00% | 35.00%
30 – 59 Days Delinquent | Option ARM |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 35.00% | 35.00%
30 – 59 Days Delinquent | Subprime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 30.00% | 30.00%
60 – 89 Days Delinquent | Alt-A and Prime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 40.00% | 40.00%
60 – 89 Days Delinquent | Option ARM |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 45.00% | 45.00%
60 – 89 Days Delinquent | Subprime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 40.00% | 40.00%
90+ Days Delinquent | Alt-A and Prime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 55.00% | 55.00%
90+ Days Delinquent | Option ARM |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 60.00% | 60.00%
90+ Days Delinquent | Subprime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 45.00% | 45.00%
Bankruptcy | Alt-A and Prime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 45.00% | 45.00%
Bankruptcy | Option ARM |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 50.00% | 50.00%
Bankruptcy | Subprime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 40.00% | 40.00%
Foreclosure | Alt-A and Prime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 60.00% | 60.00%
Foreclosure | Option ARM |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 65.00% | 65.00%
Foreclosure | Subprime |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 55.00% | 55.00%
Real Estate Owned |  |
Schedule of Expected Losses to be Paid [Line Items] |  |
Liquidation rate | 100.00% | 100.00%

X
- Definition Guarantor Obligations, Projected Loss Assumptions, Liquidation Rate + References No definition available. + Details
Name: | ago_GuarantorObligationsProjectedLossAssumptionsLiquidationRate
Namespace Prefix: | ago_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Insured Financial Obligations, Projected Loss Assumptions, Conditional Default Rate, Final Rate + References No definition available. + Details
Name: | ago_InsuredFinancialObligationsProjectedLossAssumptionsConditionalDefaultRateFinalRate
Namespace Prefix: | ago_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Insured Financial Obligations, Projected Loss Assumptions, Conditional Default Rate, Plateau + References No definition available. + Details
Name: | ago_InsuredFinancialObligationsProjectedLossAssumptionsConditionalDefaultRatePlateau
Namespace Prefix: | ago_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Insured Financial Obligations, Projected Loss Assumptions, Loss Severity, Initial Rate + References No definition available. + Details
Name: | ago_InsuredFinancialObligationsProjectedLossAssumptionsLossSeverityInitialRate
Namespace Prefix: | ago_
Data Type: | dtr-types:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition [Line Items] for Schedule of Expected Losses to be Paid [Table] + References No definition available. + Details
Name: | ago_ScheduleofExpectedLossestobePaidLineItems
Namespace Prefix: | ago_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_StatementGeographicalAxis=country_US
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=ago_AltAMortgageandPrimeMemberMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_LoanOriginationYearAxis=ago_LoanOriginationPeriodOneMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_LoanOriginationYearAxis=ago_LoanOriginationPeriodTwoMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_LoanOriginationYearAxis=ago_LoanOriginationPeriodThreeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MinimumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MaximumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_WeightedAverageMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_AdjustableRateResidentialMortgageMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=ago_FinancingReceivableSubprimeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_FinancingReceivablePeriodPastDueAxis=ago_FinancingReceivableDelinquentModifiedinPrevious12MonthsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=ago_AltAMortgageandPrimeMemberMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=us-gaap_AdjustableRateResidentialMortgageMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_UnderlyingAssetClassAxis=ago_FinancingReceivableSubprimeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_FinancingReceivablePeriodPastDueAxis=us-gaap_FinancingReceivables30To59DaysPastDueMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_FinancingReceivablePeriodPastDueAxis=us-gaap_FinancingReceivables60To89DaysPastDueMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_FinancingReceivablePeriodPastDueAxis=us-gaap_FinancingReceivablesEqualToGreaterThan90DaysPastDueMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_FinancingReceivablePeriodPastDueAxis=ago_FinancingReceivablesBankruptcyMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_FinancingReceivablePeriodPastDueAxis=ago_FinancingReceivableForeclosureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | ago_FinancingReceivablePeriodPastDueAxis=ago_FinancingReceivableRealEstateOwnedMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |