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Derivative Instruments - Summarize Information by Major Category of CDS Contracts (Detail) (USD $)
In Thousands, unless otherwise specified
 9 Months Ended 12 Months Ended
Sep. 30, 2012
Transactions
Dec. 31, 2011
Transactions
Summary of information by major category of CDS contracts    
Number of CDS transactions 57 68
Remaining expected weighted-average life of obligations (in years) 3 years 6 months 4 years 1 month 6 days
Gross principal notional outstanding $ 12,274,885 $ 14,166,612
Net derivative liabilities at fair value (52,535)  
Credit Derivatives [Member]
    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value (187,121) (190,653)
CLOs [Member]
    
Summary of information by major category of CDS contracts    
Number of CDS transactions 35 44
Remaining expected weighted-average life of obligations (in years) 2 years 1 month 6 days 2 years 8 months 12 days
Gross principal notional outstanding 7,067,409 8,228,577
CLOs [Member] | Credit Derivatives [Member]
    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value (38,182) (54,320)
Other [Member]
    
Summary of information by major category of CDS contracts    
Number of CDS transactions 22 24
Remaining expected weighted-average life of obligations (in years) 5 years 6 months 6 years
Gross principal notional outstanding 5,207,476 5,938,035
Other [Member] | Credit Derivatives [Member]
    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value $ (148,939) $ (136,333)