XML 57 R72.htm IDEA: XBRL DOCUMENT
v3.3.0.814

Derivative Instruments - Summary of Gross Fair Values of Individual Derivative Instruments (Detail) - Successor [Member] - USD ($) $ in Thousands | Sep. 30, 2015 | Dec. 31, 2014
--- | --- | ---
Derivatives, Fair Value [Line Items] |  |
Gross Amounts of Recognized Assets, Derivative Assets | $ 154,873 | $ 163,683
Gross Amounts of Recognized Liabilities, Derivative Liabilities | 439,620 | 461,610
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 63,785 | 54,666
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 63,785 | 54,666
Net Amounts of Assets Presented in the Consolidated Balance Sheet, Derivative Assets | 91,088 | 109,017
Net Amounts of Liabilities Presented in the Consolidated Balance Sheet, Derivative Liabilities | 375,835 | 406,944
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Assets | 0 | 0
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Liabilities | 186,752 | 170,135
Net Amount, Derivative Assets | 91,088 | 109,017
Net Amount, Derivative Liabilities | 189,083 | 236,809
Variable Interest Entities [Member] |  |
Derivatives, Fair Value [Line Items] |  |
Gross Amounts of Recognized Assets, Derivative Assets | 31,429 |
Gross Amounts of Recognized Liabilities, Derivative Liabilities | 2,065,224 | 2,200,163
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 31,429 | 0
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 31,429 | 0
Net Amounts of Assets Presented in the Consolidated Balance Sheet, Derivative Assets | 0 |
Net Amounts of Liabilities Presented in the Consolidated Balance Sheet, Derivative Liabilities | 2,033,795 | 2,200,163
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Assets | 0 |
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Liabilities | 0 | 0
Net Amount, Derivative Assets | 0 |
Net Amount, Derivative Liabilities | 2,033,795 | 2,200,163
Interest Rate Swaps [Member] |  |
Derivatives, Fair Value [Line Items] |  |
Gross Amounts of Recognized Assets, Derivative Assets | 153,528 | 161,640
Gross Amounts of Recognized Liabilities, Derivative Liabilities | 408,168 | 385,546
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 63,785 | 54,666
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 63,785 | 54,666
Net Amounts of Assets Presented in the Consolidated Balance Sheet, Derivative Assets | 89,743 | 106,974
Net Amounts of Liabilities Presented in the Consolidated Balance Sheet, Derivative Liabilities | 344,383 | 330,880
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Liabilities | 186,752 | 169,573
Net Amount, Derivative Assets | 89,743 | 106,974
Net Amount, Derivative Liabilities | 157,631 | 161,307
Interest Rate Swaps [Member] | Variable Interest Entities [Member] |  |
Derivatives, Fair Value [Line Items] |  |
Gross Amounts of Recognized Assets, Derivative Assets | 0 |
Gross Amounts of Recognized Liabilities, Derivative Liabilities | 2,065,224 | 2,133,268
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 0 |
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 0 |
Net Amounts of Assets Presented in the Consolidated Balance Sheet, Derivative Assets | 0 |
Net Amounts of Liabilities Presented in the Consolidated Balance Sheet, Derivative Liabilities | 2,065,224 | 2,133,268
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Assets | 0 |
Net Amount, Derivative Assets | 0 |
Net Amount, Derivative Liabilities | 2,065,224 | 2,133,268
Futures Contracts [Member] |  |
Derivatives, Fair Value [Line Items] |  |
Gross Amounts of Recognized Liabilities, Derivative Liabilities | 220 | 562
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 0 |
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 0 |
Net Amounts of Liabilities Presented in the Consolidated Balance Sheet, Derivative Liabilities | 220 | 562
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Liabilities | 0 | 562
Net Amount, Derivative Liabilities | 220 |
Credit Derivatives [Member] |  |
Derivatives, Fair Value [Line Items] |  |
Gross Amounts of Recognized Assets, Derivative Assets | 1,345 | 2,043
Gross Amounts of Recognized Liabilities, Derivative Liabilities | 31,232 | 75,502
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 0 | 0
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 0 | 0
Net Amounts of Assets Presented in the Consolidated Balance Sheet, Derivative Assets | 1,345 | 2,043
Net Amounts of Liabilities Presented in the Consolidated Balance Sheet, Derivative Liabilities | 31,232 | 75,502
Net Amount, Derivative Assets | 1,345 | 2,043
Net Amount, Derivative Liabilities | 31,232 | 75,502
Currency Swaps [Member] | Variable Interest Entities [Member] |  |
Derivatives, Fair Value [Line Items] |  |
Gross Amounts of Recognized Assets, Derivative Assets | 31,429 |
Gross Amounts of Recognized Liabilities, Derivative Liabilities | 0 | 66,895
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 31,429 |
Gross Amounts Offset in the Consolidated Balance Sheet, Derivative Assets / Liabilities | 31,429 |
Net Amounts of Assets Presented in the Consolidated Balance Sheet, Derivative Assets | 0 |
Net Amounts of Liabilities Presented in the Consolidated Balance Sheet, Derivative Liabilities | (31,429) | 66,895
Gross Amount of Collateral Received/Pledged Not Offset in the Consolidated Balance Sheet, Derivative Assets | 0 |
Net Amount, Derivative Assets | 0 |
Net Amount, Derivative Liabilities | $ (31,429) | $ 66,895

X
- Definition Amount Of Gross Derivative Asset Or Liabilities At Fair Value Presented As Offset Under Master Netting Agreement + References No definition available. + Details
Name: | ambc_AmountOfGrossDerivativeAssetOrLiabilitiesAtFairValuePresentedAsOffsetUnderMasterNettingAgreement
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Derivative Assets Gross Amount Of Collateral Cash And Securities Pledged Not Offset + References No definition available. + Details
Name: | ambc_DerivativeAssetsGrossAmountOfCollateralCashAndSecuritiesPledgedNotOffset
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Derivative Assets Net Amount + References No definition available. + Details
Name: | ambc_DerivativeAssetsNetAmount
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Derivative Liabilities Gross Amount Of Collateral Cash And Securities Pledged Not Offset + References No definition available. + Details
Name: | ambc_DerivativeLiabilitiesGrossAmountOfCollateralCashAndSecuritiesPledgedNotOffset
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Derivative Liabilities Net Amount + References No definition available. + Details
Name: | ambc_DerivativeLiabilitiesNetAmount
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Financial and Derivative Assets Gross Recognized Amount + References No definition available. + Details
Name: | ambc_FinancialAndDerivativeAssetsGrossRecognizedAmount
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Financial and Derivative Liability Gross Recognized Amount + References No definition available. + Details
Name: | ambc_FinancialAndDerivativeLiabilityGrossRecognizedAmount
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 2: 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 3: 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=49121117&loc=d3e13433-108611 Reference 4: 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 5: 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=49121117&loc=d3e13495-108611 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313 + Details
Name: | us-gaap_DerivativeAssets
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226008-175313 Reference 2: 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=49121117&loc=d3e13495-108611 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 4: 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=49121117&loc=d3e13433-108611 Reference 5: 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 6: 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 + Details
Name: | us-gaap_DerivativeLiabilities
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
Name: | us-gaap_DerivativesFairValueLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_StatementScenarioAxis=us-gaap_SuccessorMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_VariableInterestEntitiesByClassificationOfEntityAxis=ambc_VariableInterestEntityMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=ambc_FuturesContractsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=ambc_CreditDerivativesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CurrencySwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |