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Derivative Instruments - Summary of Net Par Outstanding for CDS Contracts (Detail) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2013
Dec. 31, 2012
Ambac Rating    
Notional outstanding $ 10,204,738 $ 11,281,777
AAA Rating [Member]
    
Ambac Rating    
Notional outstanding 756,171 678,483
AA Rating [Member]
    
Ambac Rating    
Notional outstanding 5,407,829 5,955,118
A Rating [Member]
    
Ambac Rating    
Notional outstanding 3,083,124 3,684,193
BBB Rating [Member]
    
Ambac Rating    
Notional outstanding 665,792 672,293
Below investment grade rating [Member]
    
Ambac Rating    
Notional outstanding 291,822 291,690
CLO [Member]
    
Ambac Rating    
Notional outstanding 5,702,366 6,155,767
CLO [Member] | AAA Rating [Member]
    
Ambac Rating    
Notional outstanding 272,685 166,200
CLO [Member] | AA Rating [Member]
    
Ambac Rating    
Notional outstanding 4,187,258 4,676,362
CLO [Member] | A Rating [Member]
    
Ambac Rating    
Notional outstanding 1,242,423 1,313,205
Other [Member]
    
Ambac Rating    
Notional outstanding 4,502,372 5,126,010
Other [Member] | AAA Rating [Member]
    
Ambac Rating    
Notional outstanding 483,486 512,283
Other [Member] | AA Rating [Member]
    
Ambac Rating    
Notional outstanding 1,220,571 1,278,756
Other [Member] | A Rating [Member]
    
Ambac Rating    
Notional outstanding 1,840,701 2,370,988
Other [Member] | BBB Rating [Member]
    
Ambac Rating    
Notional outstanding 665,792 672,293
Other [Member] | Below investment grade rating [Member]
    
Ambac Rating    
Notional outstanding $ 291,822 $ 291,690