XML 26 R57.htm IDEA: XBRL DOCUMENT v3.3.0.814

Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Detail) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Notional outstanding	$ 1,313,797	$ 1,529,759
Successor [Member] | CLO [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Notional outstanding	$ 341,668	$ 549,923
Weighted average reference obligation price	$ 98.5	$ 98.9
Weighted average life (WAL) in years	1 year	1 year 9 months
Weighted average credit rating	AA	AA
Weighted average relative change ratio	36.30%	35.90%
CVA percentage	7.48%	5.40%
Fair value of derivative liabilities	$ 1,740	$ 2,027
Successor [Member] | Other [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Notional outstanding	$ 913,647	$ 921,036
Weighted average reference obligation price	$ 85.9	$ 86.8
Weighted average life (WAL) in years	4 years 2 months 12 days	5 years 8 months
Weighted average credit rating	BBB-	BBB-
Weighted average relative change ratio	45.30%	49.00%
CVA percentage	22.91%	15.82%
Fair value of derivative liabilities	$ 28,125	$ 71,104

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 input weighted average obligation price.

+ References

No definition available.

+ Details

Name:	ambc_FairValueInputWeightedAverageObligationPrice
Namespace Prefix:	ambc_
Data Type:	num:perShareItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Fair value input weighted average relative change ratio.

+ References

No definition available.

+ Details

Name:	ambc_FairValueInputWeightedAverageRelativeChangeRatio
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

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

Fair value, after offset of derivative asset, of 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, elected not to be and before offset against a right to receive collateral under a master netting arrangement. 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 815



-SubTopic 10



-Section 50



-Paragraph 8



-Subparagraph (c)



-URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959



Reference 2: 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 3: http://www.xbrl.org/2003/role/presentationRef



-Publisher FASB



-Name Accounting Standards Codification



-Topic 210



-SubTopic 20



-Section 55



-Paragraph 9



-URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226006-175313



Reference 4: 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_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
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_FairValueInputsAssetsQuantitativeInformationLineItems
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_BalanceSheetLocationAxis=us-gaap_CollateralizedLoanObligationsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_BalanceSheetLocationAxis=us-gaap_UnderlyingOtherMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: