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Fair Value Measurements - Additional Information (Detail) (USD $) In Thousands, unless otherwise specified | 12 Months Ended
--- | ---
Dec. 31, 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 | $ 261,203 | $ 572,523
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives | 121,928 | 166,868
Percentage of CDS gross par outstanding used in the determination of CDS fair values | 81.00% |
Percentage of CDS derivative liability used in the determination of CDS fair values | 79.00% |
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value | 19.00% |
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value | 21.00% |
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 | 55.00% | 75.00%
Notional outstanding | 11,281,777 | 14,166,612
Derivative liabilities | 213,585 | 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 | 7.60% | 8.40%
Fixed income securities [Member] |  |
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |
Percentage of investment portfolio valued using dealer quotes | 10.00% | 8.00%
Corporate obligations [Member] | 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 | 3,656 | 7,930
U.S. agency obligations [Member] | 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
Collateralized debt obligations [Member] | 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 | 6,482 | 12,482
Other commercial asset-backed [Member] | 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 | 50,264 | 75,886
European ABS transactions [Member] | 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 | $ 2,956,501 | $ 1,934,642
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% |
Minimum [Member] | Fixed income securities [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%
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% |
Relative change ratio of CDS fee to cash market spread | 35.00% |
Credit spread of reference obligation of revised transaction | 1.00% |
Maximum [Member] | Fixed income securities [Member] |  |
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |
Percentage of investment portfolio valued using external pricing services | 89.00% | 91.00%
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% |

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- Definition Amount of credit risk valuation adjustment to derivative liabilities other than credit derivatives, to properly reflect the credit quality of the entity. + References No definition available. + Details
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- Definition Hypothetical base fee received on a credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
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- Definition Hypothetical base relative change ratio for a credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
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- Definition Hypothetical incremental credit derivative fee used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
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- Definition Hypothetical revised fee required on credit derivative given a certain credit downgrade used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
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- Definition Percentage of credit derivative gross par outstanding using internally estimated reference obligation prices in determination of fair value. + References No definition available. + Details
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- Definition Percentage of credit derivative liability using internally estimated reference obligation prices in determination of fair value. + References No definition available. + Details
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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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- Definition Percentage of credit derivatives liability using third party reference obligation quotes ion determination of fair value. + References No definition available. + Details
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- Definition The weighted average discount rate used to determine the fair value of call options to repurchase surplus notes. + References No definition available. + Details
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- Definition Amount of credit risk valuation adjustment to derivative liabilities to properly reflect the credit quality of the entity. + References No definition available. + Details
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- Definition Fair value of derivative liability, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph a -Clause 1 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 + Details
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- Definition Ratio of an entity's operating income net of tax to its revenue, used as an input to measure fair value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb) -URI http://asc.fasb.org/extlink&oid=7578670&loc=d3e19207-110258 + Details
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