XML 96 R76.htm IDEA: XBRL DOCUMENT
v3.10.0.1

Fair Value Measurements - Additional Information (Detail) - USD ($) $ in Thousands | Dec. 31, 2018 | Dec. 31, 2017
--- | --- | ---
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Other Investments | $ 391,217 | $ 431,630
Credit valuation adjustment included in fair value of credit derivative liabilities | 138 | 60
Fair value of derivative liabilities | 70,505 |
Derivative liabilities | $ 76,999 | $ 83,409
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs | 2.70% | 2.50%
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 | 8.00% | 6.00%
Asset-backed Securities [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Coupon rate | 5.97% | 5.97%
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 | $ 217,092 | $ 2,757,688
Minimum [Member] | Fixed Income Securities [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Percentage of investment portfolio valued using internal valuation models | 2.00% | 15.00%
Maximum [Member] | Fixed Income Securities [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Percentage of investment portfolio valued using external pricing services | 90.00% | 79.00%
Variable Interest Entity, Primary Beneficiary [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Fair value of derivative liabilities | $ 0 |
Derivative liabilities | $ 1,712,062 | $ 2,205,264
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs | 3.10% | 3.10%
Variable Interest Entity, Primary Beneficiary [Member] | European ABS Transactions [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Coupon rate | 2.20% | 0.40%
Real Estate [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Other Investments | $ 16,123 | $ 33,154
Hedge Funds, Multi-strategy [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Other Investments | 0 | 53,054
Interest Rate Contract [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Other Investments | 177,357 | 136,603
Illiquid Investments [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Other Investments | 84,297 | 67,787
Other Credit Derivatives [Member] | Level 3 [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Derivative liabilities | $ 1,459 | $ 566

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 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 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 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 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://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=109247956&loc=SL51823488-111719 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -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 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226000-175313 + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeLiability
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
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://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=109980867&loc=d3e41678-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -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://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226006-175313 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&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_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Amount of investments classified as other. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 944 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.7-03.1(f,g)) -URI http://asc.fasb.org/extlink&oid=6879938&loc=d3e572229-122910 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.12) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 + Details
Name: | us-gaap_OtherInvestments
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

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_AssetBackedSecuritiesMember
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: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MinimumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MaximumMember
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: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_RealEstateMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_HedgeFundsMultistrategyMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_InterestRateContractMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=ambc_IlliquidInvestmentsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_OtherCreditDerivativesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |