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Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivative (Detail) (USD $)
In Thousands, except Per Share data, unless otherwise specified
Sep. 30, 2012
Dec. 31, 2011
Schedule Of Information About Described Model Inputs Used To Determine Fair Value Of Each Class Of Credit Derivative [Line Items]    
Notional outstanding $ 12,274,885 $ 14,166,612
Weighted average life (WAL) in years 8 years 1 month 6 days  
Weighted average credit rating A  
CVA percentage 65.00% 75.00%
Fair value of derivative liabilities (52,535)  
CLOs [Member]
    
Schedule Of Information About Described Model Inputs Used To Determine Fair Value Of Each Class Of Credit Derivative [Line Items]    
Notional outstanding 7,067,409 8,228,577
Weighted average reference obligation price $ 95.6 $ 92.5
Weighted average life (WAL) in years 2 years 1 month 6 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 (38,182) (54,320)
Other [Member]
    
Schedule Of Information About Described Model Inputs Used To Determine Fair Value Of Each Class Of Credit Derivative [Line Items]    
Notional outstanding 3,708,640 4,099,766
Weighted average reference obligation price $ 85.9 $ 84.3
Weighted average life (WAL) in years 4 years 4 months 24 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 $ (96,404) $ (86,526)