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Fair Value Measurements - Additional Information (Detail) (USD $) In Thousands, unless otherwise specified | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2012 | Dec. 31, 2011
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |
Credit valuation adjustment included in fair value of credit derivative liabilities | $ 347,745 | $ 572,523
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives | 155,262 | 166,868
Percentage of CDS gross par outstanding used in the determination of CDS fair values | 83.00% |
Percentage of CDS derivative liability used in the determination of CDS fair values | 81.00% |
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value | 17.00% |
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value | 19.00% |
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 |
CVA percentage | 65.00% | 75.00%
Notional outstanding | 12,274,885 | 14,166,612
Derivative liabilities | 187,121 | 190,653
Weighted average discount rates |  | 36.57%
Percentage of profit margin | 20.00% |
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs | 7.00% | 8.40%
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% |
Credit spread of reference obligation of a base transaction | 0.80% |
Relative change ratio of CDS fee to cash market spread | 25.00% |
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 | 0.10% |
Internal Credit Rating [Member] | Minimum [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% |
Internal Credit Rating [Member] | Maximum [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% |
U.S. Agency Obligations [Member] | Fair Value, Level 3 [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
Fixed Income Securities [Member] |  |
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |
Percentage of investment portfolio valued using dealer quotes | 89.00% | 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 | 10.00% | 91.00%
Corporate Obligations [Member] | Fair Value, Level 3 [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 | 3,595 | 7,930
Collateralized debt obligations [Member] | Fair Value, Level 3 [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 | 6,832 | 12,482
Other commercial asset-backed securities [Member] | Fair Value, Level 3 [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 | 50,295 | 75,886
European ABS transactions [Member] | Fair Value, Level 3 [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 | $ 2,993,341 | $ 1,934,642

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- Definition Percentage of credit derivatives gross par outstanding using third party reference obligation quotes in determination of fair value. + References No definition available. + Details
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