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Derivative Instruments - Summary of Net Par Outstanding for CDS Contracts (Detail) (USD $) In Thousands, unless otherwise specified | Sep. 30, 2012 | Dec. 31, 2011
--- | --- | ---
Ambac Rating |  |
Notional outstanding | $ 12,274,885 | $ 14,166,612
AAA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 742,699 | 1,211,598
AA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 6,408,302 | 7,442,106
A Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 4,148,910 | 4,704,759
BBB Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 683,528 | 518,142
Below Investment Grade Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 291,446 | 290,007
CLOs [Member] |  |
Ambac Rating |  |
Notional outstanding | 7,067,409 | 8,228,577
CLOs [Member] | AAA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 217,833 | 297,741
CLOs [Member] | AA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 5,144,553 | 6,193,522
CLOs [Member] | A Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 1,705,023 | 1,737,314
Other [Member] |  |
Ambac Rating |  |
Notional outstanding | 5,207,476 | 5,938,035
Other [Member] | AAA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 524,866 | 913,857
Other [Member] | AA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 1,263,749 | 1,248,584
Other [Member] | A Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 2,443,887 | 2,967,445
Other [Member] | BBB Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 683,528 | 518,142
Other [Member] | Below Investment Grade Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | $ 291,446 | $ 290,007

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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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Balance Type: | debit
Period Type: | instant

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- Details
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