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Fair Value Measurements - Summary of Information about Described Model Inputs Used to Determine Fair Value of Each Class of Credit Derivatives (Parenthetical) (Detail) | 12 Months Ended
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Dec. 31, 2017
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] |
Fair Value Measurement Process Description For Credit Derivatives Hypothetical Incremental Fee | 0.05%
Fair Value Measurement Process Description For Credit Derivatives Hypothetical Incremental Fee With Credit Deterioration | 0.15%
Minimum [Member] |
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] |
Fair Value Measurement Process Description For Credit Derivatives Base Fee | 0.20%
Fair Value Measurement Process Description For Credit Derivatives Base Reference Obligation Spread | 0.80%
Maximum [Member] |
Fair Value Inputs, Liabilities, Quantitative Information [Line Items] |
Fair Value Measurement Process Description For Credit Derivatives Revised Hypothetical Fee | 0.25%
Fair Value Measurement Process Description For Credit Derivatives Revised Hypothetical Reference Obligation Spread Two | 1.00%

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- 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

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- 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 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

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- 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

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- 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
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Namespace Prefix: | ambc_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

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- 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

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- 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
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Balance Type: | na
Period Type: | duration

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- Details
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- Details
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