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Fair Value Measurements - Additional Information (Detail) (USD $) In Thousands, unless otherwise specified | 1 Months Ended | 6 Months Ended | 12 Months Ended
--- | --- | --- | ---
Apr. 30, 2013 | Jun. 30, 2013 | Dec. 31, 2012
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |  |
Credit valuation adjustment included in fair value of credit derivative liabilities |  | $ 85,724 | $ 261,203
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives |  | 64,647 | 121,928
Percentage of CDS gross par outstanding used in the determination of CDS fair values |  | 77.00% |
Percentage of CDS derivative liability used in the determination of CDS fair values |  | 82.00% |
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value |  | 23.00% |
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value |  | 18.00% |
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 |
Notional outstanding |  | 5,861,060 | 11,281,777
Derivative liabilities |  | 232,267 | 213,585
Percentage of profit margin | 17.00% | 17.00% | 20.00%
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs |  | 5.30% | 7.60%
Credit Derivatives [Member] |  |  |
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |  |
CVA percentage |  | 27.00% | 55.00%
Fixed income securities [Member] |  |  |
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |  |
Percentage of investment portfolio valued using dealer quotes |  | 12.00% | 10.00%
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 |  | 3,415 | 6,482
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 |  | 61,736 | 50,264
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 |  | 3,421 | 3,656
European ABS Transactions [Member] | Level 3 [Member] |  |  |
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |  |
Fair Value of consolidated VIE debt obligations valued using unobservable inputs by asset class |  | 1,182,227 | 2,956,501
US Commercial ABS transaction [Member] | Level 3 [Member] |  |  |
Fair Value Assets And Liabilities Measured On Recurring Basis [Line Items] |  |  |
Fair Value of consolidated VIE debt obligations valued using unobservable inputs by asset class |  | $ 391,460 |
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 |  | 87.00% | 89.00%
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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