XML 18 R55.htm IDEA: XBRL DOCUMENT
v3.3.0.814

Fair Value Measurements - Additional Information (Detail) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended | 12 Months Ended
--- | --- | --- | ---
Sep. 30, 2015 | Sep. 30, 2015 | Dec. 31, 2014
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Credit valuation adjustment included in fair value of credit derivative liabilities | $ 8,497 | $ 8,497 | $ 15,910
Credit valuation adjustment included in fair value of derivative liabilities other than credit derivatives | $ 83,983 | $ 83,983 | 64,547
Percentage of CDS gross par outstanding used in the determination of CDS fair values | 85.00% | 85.00% |
Percentage of CDS derivative liability used in the determination of CDS fair values | 49.00% | 49.00% |
Percentage of CDS gross par outstanding using internally estimated reference obligation prices in determination of fair value | 15.00% | 15.00% |
Percentage of CDS liability using internally estimated reference obligation prices in determination of fair value | 51.00% | 51.00% |
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 | $ 1,313,797 | $ 1,313,797 | 1,529,759
Derivative liabilities | $ 29,887 | $ 29,887 | $ 73,459
Credit Derivatives [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
CVA percentage | 21.40% | 21.40% | 17.80%
US Commercial ABS Transaction [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class | $ 165,269 | $ 165,269 |
Minimum [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non 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% | 0.80% |
Relative change ratio of CDS fee to cash market spread | 25.00% |  |
Maximum [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non 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% | 1.00% |
Internal Credit Rating [Member] | Minimum [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non 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 Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Full relative change ratio of CDS fee to cash market spread | 100.00% |  |
Successor [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs | 2.70% | 2.70% | 2.70%
Available-for-sale Securities | $ 5,386,628 | $ 5,386,628 | $ 5,150,018
Successor [Member] | Fixed Income Securities [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Percentage of investment portfolio valued using dealer quotes | 9.00% | 9.00% | 10.00%
Percentage of investment portfolio valued using external pricing services | 84.00% | 84.00% | 86.00%
Percentage of investment portfolio valued using internal valuation models | 7.00% | 7.00% | 4.00%
Successor [Member] | U.S. Agency Obligations [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Available-for-sale Securities | $ 0 | $ 0 | $ 0
Successor [Member] | Asset-backed Securities [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Available-for-sale Securities | 0 | 0 | 0
Successor [Member] | Residential Mortgage-Backed Securities [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Available-for-sale Securities | $ 383,789 | $ 383,789 | 194,393
Successor [Member] | Corporate Obligations [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Coupon rate | 0.345% | 0.345% |
Fair Value Inputs Maturity |  | 19 years 1 month 21 days |
Fair Value Inputs Yield | 4.93% | 4.93% |
Successor [Member] | Corporate Obligations [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Available-for-sale Securities | $ 0 | $ 0 | 3,808
Successor [Member] | Collateralized Debt Obligations [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Available-for-sale Securities | 0 | 0 | 0
Successor [Member] | European ABS Transactions [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class | $ 1,978,263 | $ 1,978,263 | 1,070,439
Successor [Member] | US Commercial ABS Transaction [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Fair value of consolidated VIE debt obligations valued using unobservable inputs by asset class |  |  | $ 193,225
Variable Interest Entities [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs | 3.90% | 3.90% | 4.10%
Other Contracts [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Fair Value Input Weighted Average Credit Derivative Quote As Percentage Of Notional | 1.00% | 1.00% | 1.00%
Fair Value Input Weighted Average Credit Rating | A+ |  | A
CVA percentage | 1.09% | 1.09% | 2.21%
Notional outstanding | $ 58,482 | $ 58,482 | $ 58,800
Fair Value Input Weighted Average Life | 4 months 24 days |  | 1 year 2 months 12 days
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | Corporate Obligations [Member] | Level 3 [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Available-for-sale Securities | $ 2,679,895 | $ 2,679,895 | $ 2,743,050
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | European ABS Transactions [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Coupon rate | 0.54% | 0.54% | 0.30%
Fair Value Inputs Maturity |  | 17 years 5 months 5 days | 21 years 2 months 30 days
Fair Value Inputs Yield | 7.46% | 7.46% | 9.52%
Variable Interest Entity, Primary Beneficiary [Member] | Successor [Member] | US Commercial ABS Transaction [Member] |  |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |  |
Coupon rate | 5.88% | 5.88% | 5.88%
Fair Value Inputs Maturity |  | 22 years 23 days | 16 years 4 months 18 days
Fair Value Inputs Yield | 9.00% | 9.00% | 7.77%

X
- Definition Amount of credit risk valuation adjustment to derivative liabilities other than credit derivatives, to properly reflect the credit quality of the entity. + References No definition available. + Details
Name: | ambc_DerivativesCreditRiskValuationAdjustmentDerivativeLiabilitiesOtherThanCreditDerivatives
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Weighted average discounted rate of estimated future premium payments to be paid by the VIEs. + References No definition available. + Details
Name: | ambc_EstimatedFuturePremiumPaymentsWeightedAverageDiscountedRate
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Fair value input weighted average credit derivative quote as percentage of notional. + References No definition available. + Details
Name: | ambc_FairValueInputWeightedAverageCreditDerivativeQuoteAsPercentageOfNotional
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Fair value input weighted average credit rating. + References No definition available. + Details
Name: | ambc_FairValueInputWeightedAverageCreditRating
Namespace Prefix: | ambc_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value input weighted average life. + References No definition available. + Details
Name: | ambc_FairValueInputWeightedAverageLife
Namespace Prefix: | ambc_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value inputs coupon rate. + References No definition available. + Details
Name: | ambc_FairValueInputsCouponRate
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Fair value inputs maturity. + References No definition available. + Details
Name: | ambc_FairValueInputsMaturity
Namespace Prefix: | ambc_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value inputs yield. + References No definition available. + Details
Name: | ambc_FairValueInputsYield
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Hypothetical base fee received on a credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesBaseFee
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Hypothetical base reference obligation spread used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesBaseReferenceObligationSpread
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Hypothetical base relative change ratio for a credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesBaseRelativeChangeRatio
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Full relative change ratio comparable to certain default used in the description of the valuation processes in place for fair value measurement of credit derivative. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesFullRelativeChangeRatio
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Hypothetical incremental credit derivative fee used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesHypotheticalIncrementalFee
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Hypothetical incremental credit derivative fee given a certain credit downgrade used in the description of the valuation processes in place for fair value measurement of credit derivative. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesHypotheticalIncrementalFeeWithCreditDeterioration
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Hypothetical remaining contract life used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesRemainingLife
Namespace Prefix: | ambc_
Data Type: | xbrli:durationItemType
Balance Type: | na
Period Type: | duration

X
- Definition Hypothetical revised fee required on credit derivative contract used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesRevisedHypotheticalFee
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Hypothetical revised fee required on credit derivative given a certain credit downgrade used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesRevisedHypotheticalFeeWithCreditDownGrade
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Hypothetical revised reference obligation spread (second example) used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesRevisedHypotheticalReferenceObligationSpreadTwo
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Hypothetical revised relative change ratio used in the description of the valuation processes in place for fair value measurement of credit derivatives. + References No definition available. + Details
Name: | ambc_FairValueMeasurementProcessDescriptionForCreditDerivativesRevisedRelativeChangeRatio
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] + References No definition available. + Details
Name: | ambc_FairValueOfAssetsAndLiabilitiesMeasuredOnNonRecurringBasisLineItems
Namespace Prefix: | ambc_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair Value of consolidated VIE debt obligations valued using unobservable inputs by asset class + References No definition available. + Details
Name: | ambc_FairValueOfConsolidatedVariableInterestEntityDebtObligationsValuedUsingUnobservableInputsByAssetClass
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Percentage of credit derivative gross par outstanding using internally estimated reference obligation prices in determination of fair value. + References No definition available. + Details
Name: | ambc_PercentageOfCreditDerivativeGrossParOutstandingUsingInternallyEstimatedReferenceObligationPricesInDeterminationOfFairValue
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Percentage of credit derivative liability using internally estimated reference obligation prices in determination of fair value. + References No definition available. + Details
Name: | ambc_PercentageOfCreditDerivativeLiabilityUsingInternallyEstimatedReferenceObligationPricesInDeterminationOfFairValue
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Percentage of credit derivatives gross par outstanding using third party reference obligation quotes in determination of fair value. + References No definition available. + Details
Name: | ambc_PercentageOfCreditDerivativesGrossParOutstandingUsingThirdPartyReferenceObligationQuotesInDeterminationOfFairValue
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Percentage of credit derivatives liability using third party reference obligation quotes ion determination of fair value. + References No definition available. + Details
Name: | ambc_PercentageOfCreditDerivativesLiabilityUsingThirdPartyReferenceObligationQuotesInDeterminationOfFairValue
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Credit valuation adjustment (CVA) as a percentage of the credit derivative liability calculated excluding the CVA. + References No definition available. + Details
Name: | ambc_PercentageOfCreditValueAdjustment
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Investment portfolio valued using dealer quotes. + References No definition available. + Details
Name: | ambc_PercentageOfInvestmentPortfolioValuedUsingDealerQuotes
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Percentage of investment portfolio valued using external pricing services. + References No definition available. + Details
Name: | ambc_PercentageOfInvestmentPortfolioValuedUsingExternalPricingServices
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Percentage of investment portfolio valued using internal valuation models. + References No definition available. + Details
Name: | ambc_PercentageOfInvestmentPortfolioValuedUsingInternalValuationModels
Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- 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
Name: | invest_DerivativeNotionalAmount
Namespace Prefix: | invest_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Definition Amount of investment in debt and equity securities categorized neither as held-to-maturity nor trading. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 25 -Paragraph 1 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=51813488&loc=d3e22054-111558 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 5 -Subparagraph (aa) -URI http://asc.fasb.org/extlink&oid=27724398&loc=d3e27232-111563 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=49167202&loc=d3e26610-111562 + Details
Name: | us-gaap_AvailableForSaleSecurities
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Amount of credit risk valuation adjustment to derivative liabilities to properly reflect the credit quality of the entity. + References No definition available. + Details
Name: | us-gaap_DerivativeCreditRiskValuationAdjustmentDerivativeLiabilities
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value, before 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 elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=51814546&loc=SL51823488-111719 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226000-175313 + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeLiability
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

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

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=ambc_UnitedStatesTransactionsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_RangeAxis=us-gaap_MinimumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_RangeAxis=us-gaap_MaximumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | invest_CreditRatingSourceAxis=us-gaap_InternalCreditAssessmentDomain
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_FixedIncomeSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_USGovernmentAgenciesDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_AssetBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_CorporateDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_CollateralizedDebtObligationsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=ambc_EuropeanTransactionsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=us-gaap_OtherContractMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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