XML 69 R51.htm IDEA: XBRL DOCUMENT
v3.22.1

Fair Value Measurements - Additional Information (Details) $ in Thousands | Mar. 31, 2022 USD ($) level3FinancialInstruments | Dec. 31, 2021 USD ($)
--- | --- | ---
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Derivative Credit Risk Valuation Adjustment, Derivative Liabilities | $ 283 | $ 19
Derivative liabilities | $ 76,000 | $ 95,000
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs | 2.60% | 2.20%
Number of Credit Risk Derivatives Held | level3FinancialInstruments | 1 |
Fair Value Measured at Net Asset Value Per Share [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Other investments | $ 560,000 | $ 577,000
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 | 6.00% | 6.00%
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 | 4.00% | 4.00%
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% | 90.00%
Variable Interest Entity, Primary Beneficiary [Member] |  |
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] |  |
Derivative liabilities | $ 1,866,000 | $ 1,940,000
Weighted average discounted rate of estimated future premium payments to be paid by the VIEs | 3.90% | 3.00%

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: | dtr-types:percentItemType
Balance Type: | na
Period Type: | instant

X
- Definition Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items] + References No definition available. + Details
Name: | ambc_FairValueOfAssetsAndLiabilitiesMeasuredOnNonRecurringBasisLineItems
Namespace Prefix: | ambc_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Investment portfolio valued using dealer quotes. + References No definition available. + Details
Name: | ambc_PercentageOfInvestmentPortfolioValuedUsingDealerQuotes
Namespace Prefix: | ambc_
Data Type: | dtr-types: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: | dtr-types: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: | dtr-types: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=121570589&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=125515794&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -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 Reference 5: http://www.xbrl.org/2003/role/exampleRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 22 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226052-175313 + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeLiability
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Number of credit risk derivative instruments held. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959 + Details
Name: | us-gaap_NumberOfCreditRiskDerivativesHeld
Namespace Prefix: | us-gaap_
Data Type: | xbrli:integerItemType
Balance Type: | na
Period Type: | instant

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=120400017&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=120391452&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_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueMeasuredAtNetAssetValuePerShareMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_FixedIncomeSecuritiesMember
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: | srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |