XML 47 R35.htm IDEA: XBRL DOCUMENT v3.4.0.3
Special Purpose Entities, Including Variable Interest Entities - Summary of Carrying Amount of Assets, Liabilities and Maximum Exposure to Loss of Ambac's Variable Interests in Non-Consolidated Variable Interest Entities (Detail) - Variable Interest Entity [Member] - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss $ 53,112,752  
Insurance Assets 1,272,230  
Insurance Liabilities 4,312,757  
Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   $ 56,182,335
Insurance Assets   1,889,722
Insurance Liabilities   4,202,322
Derivative Liabilities (160,024) (138,975)
Global Structured Finance [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss 25,367,243  
Insurance Assets 895,114  
Insurance Liabilities 3,897,689  
Global Structured Finance [Member] | Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   27,595,753
Insurance Assets   1,512,310
Insurance Liabilities   3,775,023
Derivative Liabilities (147,526) (114,115)
Global Public Finance [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss 27,745,509  
Insurance Assets 377,116  
Insurance Liabilities 415,068  
Global Public Finance [Member] | Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   28,586,582
Insurance Assets   377,412
Insurance Liabilities   427,299
Derivative Liabilities (12,498) (24,860)
Collateralized Debt Obligations [Member] | Global Structured Finance [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss 973,278  
Insurance Assets 259  
Insurance Liabilities 3,565  
Collateralized Debt Obligations [Member] | Global Structured Finance [Member] | Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   980,935
Insurance Assets   264
Insurance Liabilities   3,639
Derivative Liabilities (163,575) (129,525)
Residential Mortgage-Backed Securities [Member] | Global Structured Finance [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss 16,584,533  
Insurance Assets 703,479  
Insurance Liabilities 3,008,132  
Residential Mortgage-Backed Securities [Member] | Global Structured Finance [Member] | Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   17,081,002
Insurance Assets   1,279,650
Insurance Liabilities   2,680,739
Other Consumer Asset-Backed [Member] | Global Structured Finance [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss 2,488,102  
Insurance Assets 29,493  
Insurance Liabilities 339,895  
Other Consumer Asset-Backed [Member] | Global Structured Finance [Member] | Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   3,853,443
Insurance Assets   47,346
Insurance Liabilities   535,090
Derivative Liabilities 0 0
Other Commercial Asset-Backed [Member] | Global Structured Finance [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss 1,991,985  
Insurance Assets 81,537  
Insurance Liabilities 73,530  
Other Commercial Asset-Backed [Member] | Global Structured Finance [Member] | Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   2,393,805
Insurance Assets   104,033
Insurance Liabilities   94,191
Derivative Liabilities 0 0
Other [Member] | Global Structured Finance [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss 3,329,345  
Insurance Assets 80,346  
Insurance Liabilities 472,567  
Other [Member] | Global Structured Finance [Member] | Successor [Member]    
Variable Interest Entities [Line Items]    
Maximum Exposure To Loss   3,286,568
Insurance Assets   81,017
Insurance Liabilities   461,364
Derivative Liabilities $ 16,049 $ 15,410