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Fair Value Measurements (Details 2) (USD $) In Thousands, except Per Share data, unless otherwise specified | Jun. 30, 2012 | Dec. 31, 2011
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Summary of information about the described model inputs used to determine the fair value of each class of credit derivative |  |
Notional outstanding | $ 12,884,416 | $ 14,166,612
CVA percentage | 65.00% | 75.00%
CLOs [Member] |  |
Summary of information about the described model inputs used to determine the fair value of each class of credit derivative |  |
Notional outstanding | 7,586,414 | 8,228,577
Weighted average reference obligation price | $ 94.6 | $ 92.5
Weighted average life (WAL) in years | 2 years 3 months 18 days | 2 years 8 months 12 days
Weighted average credit rating | AA- | AA-
Weighted average relative change ratio | 34.40% | 34.40%
CVA percentage | 65.00% | 75.00%
Fair value of derivative liabilities | (51,166) | (54,320)
Other [Member] |  |
Summary of information about the described model inputs used to determine the fair value of each class of credit derivative |  |
Notional outstanding | 3,681,319 | 4,099,766
Weighted average reference obligation price | $ 84.6 | $ 84.3
Weighted average life (WAL) in years | 4 years 8 months 12 days | 4 years 8 months 12 days
Weighted average credit rating | A | A
Weighted average relative change ratio | 38.30% | 38.50%
CVA percentage | 65.00% | 75.00%
Fair value of derivative liabilities | $ (105,411) | $ (86,526)

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- Definition Fair value input weighted average credit rating. + References No definition available. + Details
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- Definition Fair value input weighted average life. + References No definition available. + Details
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- Definition Fair value input weighted average obligation price. + References No definition available. + Details
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- Definition Fair value input weighted average relative change ratio. + References No definition available. + Details
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- Definition Credit valuation adjustment (CVA) as a percentage of the credit derivative liability calculated excluding the CVA. + References No definition available. + Details
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- Details
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- Definition Fair value of the gross liabilities less the gross assets of a derivative liability or group of derivative liabilities. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=7491637&loc=d3e13433-108611 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 15 -URI http://asc.fasb.org/extlink&oid=7491637&loc=d3e13495-108611 + Details
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- Definition Aggregate notional amount of credit risk derivatives. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579245-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Notional Amount -URI http://asc.fasb.org/extlink&oid=6519104 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5580258-113959 + Details
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