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Derivative Instruments - Summarize Information by Major Category of CDS Contracts (Detail) (USD $)
In Thousands, unless otherwise specified
 3 Months Ended 12 Months Ended
Mar. 31, 2013
Transactions
Dec. 31, 2012
Transactions
Summary of information by major category of CDS contracts    
Number of CDS transactions 49 51
Remaining expected weighted-average life of obligations (in years) 3 years 6 months 3 years 7 months 6 days
Gross principal notional outstanding $ 10,204,738 $ 11,281,777
Net derivative liabilities at fair value (57,557)  
Credit derivatives [Member]
    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value (203,307) (213,585)
CLO [Member]
    
Summary of information by major category of CDS contracts    
Number of CDS transactions 28 30
Remaining expected weighted-average life of obligations (in years) 2 years 1 month 6 days 2 years 2 months 12 days
Gross principal notional outstanding 5,702,366 6,155,767
CLO [Member] | Credit derivatives [Member]
    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value (30,736) (34,645)
Other [Member]
    
Summary of information by major category of CDS contracts    
Number of CDS transactions 21 21
Remaining expected weighted-average life of obligations (in years) 5 years 3 months 18 days 5 years 2 months 12 days
Gross principal notional outstanding 4,502,372 5,126,010
Other [Member] | Credit derivatives [Member]
    
Summary of information by major category of CDS contracts    
Net derivative liabilities at fair value $ (172,571) $ (178,940)