XML 76 R60.htm IDEA: XBRL DOCUMENT
v3.19.2

Fair Value Measurements - Information about Valuation Inputs for Fixed Income Securities Classified as Level 3 (Detail) - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended |  |  |  |
--- | --- | --- | --- | --- | --- | ---
Jun. 30, 2019 | Jun. 30, 2018 | Jun. 30, 2019 | Jun. 30, 2018 | Mar. 31, 2019 | Dec. 31, 2018 | Mar. 31, 2018 | Dec. 31, 2017
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability | $ 74,318 | $ 68,802 | $ 74,318 | $ 68,802 |  | $ 72,071 |  | $ 808,557
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings |  |  | 771 | 35,466 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  | 2,114 | (56,022) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  |  | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  | (638) | (713,890) |  |  |  |
Variable Interest Entity, Primary Beneficiary [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held |  |  | 334,834 | (71,072) |  |  |  |
Fair Value, Inputs, Level 3 [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability | 7,080,205 | 11,110,155 | 7,080,205 | 11,110,155 | $ 7,138,755 | 6,930,446 | $ 11,950,737 | 12,561,185
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings | 193,064 | 37,791 | 353,413 | (48,387) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | (162,585) | (691,566) | (27,898) | (313,415) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  |  | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  |  | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (89,029) | (181,498) | (175,756) | (1,083,919) |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held | 192,580 | 37,418 | 352,455 | (84,050) |  |  |  |
Fair Value, Inputs, Level 3 [Member] | Variable Interest Entity, Primary Beneficiary [Member] | Corporate Obligations [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability |  |  |  |  |  |  |  | 2,914,145
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings |  |  |  | (73,163) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  |  | (66,463) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  |  | (17,595) |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held |  |  |  | (73,163) |  |  |  |
Derivative [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability | 62,270 | 45,613 | 62,270 | 45,613 | 53,034 | 46,001 | 49,908 | 60,808
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings | 10,366 | (2,682) | 18,553 | (12,057) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 | 0 | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 | 0 | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 | 0 | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 | 0 | 0 | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (1,130) | (1,613) | (2,284) | 3,138 |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held | 10,270 | (2,773) | 18,366 | (12,254) |  |  |  |
Interest Rate Swap [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability | 63,131 |  | 63,131 |  |  | 47,460 |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings |  |  | 17,770 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  | (2,099) |  |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held |  |  | 17,770 |  |  |  |  |
Credit Derivative [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability | (861) |  | (861) |  |  | $ (1,459) |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings |  |  | 783 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  |  | 0 |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  | (185) |  |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held |  |  | 596 |  |  |  |  |
Credit Derivative [Member] | Derivative [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability |  | (1,326) |  | (1,326) |  |  |  | (566)
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings |  |  |  | (563) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  |  | 197 |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held |  |  |  | (760) |  |  |  |
Credit Derivative [Member] | Credit Derivative [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability | (861) | (1,326) | (861) | (1,326) | (1,077) |  | (1,018) |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings | 310 | (217) |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (94) | (91) |  |  |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held | 214 | (308) |  |  |  |  |  |
Interest Rate Swap [Member] | Derivative [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability |  | 46,939 |  | 46,939 |  |  |  | $ 61,374
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings |  |  |  | (11,494) |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales |  |  |  | 0 |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements |  |  |  | (2,941) |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held |  |  |  | (11,494) |  |  |  |
Interest Rate Swap [Member] | Interest Rate Swap [Member] |  |  |  |  |  |  |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31) |  |  |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability | 63,131 | 46,939 | $ 63,131 | $ 46,939 | $ 54,111 |  | $ 50,926 |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings | 10,056 | (2,465) |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales | 0 | 0 |  |  |  |  |  |
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements | (1,036) | (1,522) |  |  |  |  |  |
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held | $ 10,056 | $ (2,465) |  |  |  |  |  |

X
- Definition The amount of gains or losses included in earnings attributable to unrealized gains or losses on financial instruments measured on a recurring basis using unobservable inputs that are still held at the reporting date. + References No definition available. + Details
Name: | ambc_FairValueAssetOrLiabilityMeasuredOnRecurringBasisChangeInUnrealizedGainsLossesStillHeld
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Fair value measurement with unobservable inputs reconciliation recurring basis asset or liability. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiability
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Amount of gain or loss included in earnings arising from financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityGainLossIncludedInEarnings
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of gain or loss included in other comprehensive income arising from financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityGainLossIncludedInOtherComprehensiveIncomeLoss
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of issuances related to financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityIssues
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of purchases of financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilityPurchases
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of sales of financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilitySales
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of settlements related to financial instruments measured on a recurring basis using unobservable inputs. + References No definition available. + Details
Name: | ambc_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOrLiabilitySettlements
Namespace Prefix: | ambc_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

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_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

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

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

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

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

X
- Details
Name: | us-gaap_FairValueByLiabilityClassAxis=ambc_CreditDerivativeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByLiabilityClassAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |