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Fair Value Measurements (Details Textual) (USD $) In Thousands, unless otherwise specified | 3 Months Ended | 6 Months Ended | 12 Months Ended
--- | --- | --- | ---
Mar. 31, 2012 | Jun. 30, 2012 | Dec. 31, 2011
Fair Value Assets and Liabilities Measured on Recurring Basis [Line Items] |  |  |
Revised relative change ratio of CDS fee to cash market spread |  | 73.20% |
Notional outstanding |  | $ 12,884,416 | $ 14,166,612
Credit valuation adjustment included in fair value of credit derivative liabilities |  | 393,276 | 572,523
CVA percentage |  | 65.00% | 75.00%
Fair Value Measurements (Textual) [Abstract] |  |  |
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives |  | 160,548 | 166,868
Percentage of CDS gross par outstanding used in the determination of CDS fair values |  | 83.00% |
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value | 17.00% |  |
Percentage of CDS derivative liability used in the determination of CDS fair values |  | 83.00% |
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value | 17.00% |  |
Reference rate for the variable rate of the interest rate derivative liabilities |  | LIBOR |
Derivative liabilities |  | (211,617) | (190,653)
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% |
Estimated remaining life |  | 8 years |
Weighted average discount rates |  |  | 36.57%
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs |  | 7.60% | 8.40%
Percentage of profit margin |  | 20.00% |
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% |
Relative change ratio of CDS fee to cash market spread |  | 25.00% |
Credit spread of reference obligation of a base transaction |  | 0.80% |
Minimum [Member] | Internal Credit Rating [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% |
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 |  | 1.00% |
Maximum [Member] | Internal Credit Rating [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% |
Other Contract [Member] |  |  |
Fair Value Assets and Liabilities Measured on Recurring Basis [Line Items] |  |  |
Notional outstanding |  | 1,616,683 | 1,838,269
Weighted average life (WAL) in years |  | 8 years 4 months 24 days | 9 years
Weighted average quotes |  | 10.00% | 11.00%
CVA percentage |  | 65.00% | 75.00%
Weighted average credit rating |  | A | A+
Fair value of derivative liabilities |  | (55,040) | (49,807)
Fixed Income Securities [Member] |  |  |
Fair Value Assets and Liabilities Measured on Recurring Basis [Line Items] |  |  |
Percentage of investment portfolio valued using dealer quotes |  | 7.00% | 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 |  | 92.00% | 91.00%
Fair Value, Level 3 [Member] | Corporate obligations [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 |  | 3,466 | 7,930
Fair Value, Level 3 [Member] | Other asset-backed securities [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 |  | 50,746 | 75,886
Fair Value, Level 3 [Member] | U.S. agency obligations [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
Fair Value, Level 3 [Member] | Collateralized debt obligations [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 |  | 9,558 | 12,482
Fair Value, Level 3 [Member] | European ABS transactions [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 |  | $ 2,346,060 | $ 1,934,642

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