XML 104 R74.htm IDEA: XBRL DOCUMENT
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Derivative Instruments - Summary of Gross Principal Notional Outstanding for CDS Contracts (Detail) (USD $) In Thousands, unless otherwise specified | Mar. 31, 2015 | Dec. 31, 2014
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Ambac Rating |  |
Notional outstanding | $ 1,594,571 invest_DerivativeNotionalAmount | $ 1,529,759 invest_DerivativeNotionalAmount
Other Derivatives [Member] | Successor [Member] |  |
Ambac Rating |  |
Notional outstanding | 1,594,571 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember | 1,529,759 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember
Other Derivatives [Member] | Successor [Member] | AAA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember
Other Derivatives [Member] | Successor [Member] | AA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 770,313 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember | 767,603 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember
Other Derivatives [Member] | Successor [Member] | A Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 43,160 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_RatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember | 43,160 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_RatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember
Other Derivatives [Member] | Successor [Member] | BBB Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 515,578 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BbbRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember | 448,249 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BbbRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember
Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 265,520 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BelowInvestmentGradeRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember | 270,747 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BelowInvestmentGradeRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember
CLO [Member] | Successor [Member] |  |
Ambac Rating |  |
Notional outstanding | 466,453 invest_DerivativeNotionalAmount / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember | 549,923 invest_DerivativeNotionalAmount / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember
CLO [Member] | Other Derivatives [Member] | Successor [Member] |  |
Ambac Rating |  |
Notional outstanding | 466,453 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember | 549,923 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember
CLO [Member] | Other Derivatives [Member] | Successor [Member] | AAA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember
CLO [Member] | Other Derivatives [Member] | Successor [Member] | AA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 466,453 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember | 549,923 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember
CLO [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member] [Member] |  |
Ambac Rating |  |
Notional outstanding | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_ARatingMemberMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_ARatingMemberMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_CollateralizedLoanObligationsMember
Other [Member] | Successor [Member] |  |
Ambac Rating |  |
Notional outstanding | 1,128,118 invest_DerivativeNotionalAmount / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember | 979,836 invest_DerivativeNotionalAmount / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember
Other [Member] | Other Derivatives [Member] | Successor [Member] |  |
Ambac Rating |  |
Notional outstanding | 1,128,118 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember | 979,836 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember
Other [Member] | Other Derivatives [Member] | Successor [Member] | AAA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember | 0 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember
Other [Member] | Other Derivatives [Member] | Successor [Member] | AA Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 303,860 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember | 217,680 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_AaRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember
Other [Member] | Other Derivatives [Member] | Successor [Member] | A Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 43,160 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_RatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember | 43,160 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_RatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember
Other [Member] | Other Derivatives [Member] | Successor [Member] | BBB Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | 515,578 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BbbRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember | 448,249 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BbbRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember
Other [Member] | Other Derivatives [Member] | Successor [Member] | Below Investment Grade Rating [Member] |  |
Ambac Rating |  |
Notional outstanding | $ 265,520 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BelowInvestmentGradeRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember | $ 270,747 invest_DerivativeNotionalAmount / us-gaap_CreditDerivativesByContractTypeAxis = us-gaap_OtherCreditDerivativesMember / invest_CreditRatingSourceAxis = ambc_BelowInvestmentGradeRatingMember / us-gaap_StatementScenarioAxis = us-gaap_SuccessorMember / us-gaap_UnderlyingAssetClassAxis = us-gaap_UnderlyingOtherMember

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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