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Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Detail) (USD $) In Thousands, except Per Share data, unless otherwise specified | Mar. 31, 2013 | Dec. 31, 2012
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Schedule Of Information About Described Model Inputs Used To Determine Fair Value Of Each Class Of Credit Derivative [Line Items] |  |
Notional outstanding | $ 10,204,738 | $ 11,281,777
Weighted average life (WAL) in years | 7 years 6 months |
Weighted average credit rating | A |
CVA percentage | 50.00% |
Fair value of derivative liabilities | (57,557) |
CLO [Member] |  |
Schedule Of Information About Described Model Inputs Used To Determine Fair Value Of Each Class Of Credit Derivative [Line Items] |  |
Notional outstanding | 5,702,366 | 6,155,767
Weighted average reference obligation price | $ 97.4 | $ 96.5
Weighted average life (WAL) in years | 2 years 1 month 6 days | 2 years 2 months 12 days
Weighted average credit rating | AA- | AA-
Weighted average relative change ratio | 34.50% | 34.40%
CVA percentage | 41.40% | 55.00%
Fair value of derivative liabilities | (30,736) | (34,645)
Other [Member] |  |
Schedule Of Information About Described Model Inputs Used To Determine Fair Value Of Each Class Of Credit Derivative [Line Items] |  |
Notional outstanding | 3,238,742 | 3,701,387
Weighted average reference obligation price | $ 86.9 | $ 86.9
Weighted average life (WAL) in years | 4 years 6 months | 4 years 2 months 12 days
Weighted average credit rating | A | A
Weighted average relative change ratio | 37.80% | 38.20%
CVA percentage | 49.40% | 55.00%
Fair value of derivative liabilities | $ (115,014) | $ (116,086)

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- Definition Fair value input weighted average credit rating. + References No definition available. + Details
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- Definition Fair value input weighted average life. + References No definition available. + Details
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- Definition Fair value input weighted average obligation price. + References No definition available. + Details
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- Definition Fair value input weighted average relative change ratio. + References No definition available. + Details
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- Definition Credit valuation adjustment (CVA) as a percentage of the credit derivative liability calculated excluding the CVA. + References No definition available. + Details
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- Details
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- Definition Fair value of the gross liabilities less the gross assets of a derivative liability or group of derivative liabilities. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=7491637&loc=d3e13433-108611 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 15 -URI http://asc.fasb.org/extlink&oid=7491637&loc=d3e13495-108611 + Details
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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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