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Fair Value Of Financial Instruments (Narrative) (Details) (USD $) | 3 Months Ended | 6 Months Ended |  |  |  |
--- | --- | --- | --- | --- | --- | ---
Jun. 30, 2011 | Jun. 30, 2010 | Jun. 30, 2011 | Jun. 30, 2010 | Mar. 31, 2011 | Dec. 31, 2010 | Mar. 31, 2010 | Dec. 31, 2009
Gross par outstanding on insured derivatives | $ 100,500,000,000 |  | $ 100,500,000,000 |  |  |  |  |
Percentage of sector specific transactions valued using BET model | 7.00% |  | 7.00% |  |  |  |  |
Percentage of transactions valued using corporate spreads used | 49.00% |  | 49.00% |  |  |  |  |
Percentage of transactions valued using spread benchmarked from most relevant spread source | 44.00% |  | 44.00% |  |  |  |  |
Percentage of transactions valued using WARF sourced and/or ratings sourced credit spread | 90.00% |  | 90.00% |  |  |  |  |
Net insured derivative liabilities | 5,700,000,000 |  | 5,700,000,000 |  |  | 4,400,000,000 |  |
Impact of including nonperformance risk in valuation of pretax net insured derivative liability | 7,400,000,000 |  | 7,400,000,000 |  |  | 12,100,000,000 |  |
Level 3 analysis, assets | 4,528,000,000 | 5,270,000,000 | 4,528,000,000 | 5,270,000,000 | 4,439,000,000 | 4,467,000,000 | 5,074,000,000 | 1,627,000,000
Percentage of level 3 assets of total assets measured at fair value | 26.00% |  | 26.00% |  |  | 24.00% |  |
Level 3 analysis, liabilities | 11,307,000,000 | 9,923,000,000 | 11,307,000,000 | 9,923,000,000 | 11,822,000,000 | 9,916,000,000 | 11,740,000,000 | 3,900,000,000
Percentage of Level 3 liabilities of total liabilities measured at fair value | 81.00% |  | 81.00% |  |  | 78.00% |  |
Transfers into Level 3 | 173,000,000 | 336,000,000 | 216,000,000 | 397,000,000 |  |  |  |
Transfers out of Level 3 | 31,000,000 | 332,000,000 | 267,000,000 | 384,000,000 |  |  |  |
Transfers into Level 2 | 31,000,000 | 332,000,000 | 267,000,000 | 384,000,000 |  |  |  |
Transfers out of Level 2 | 173,000,000 | 336,000,000 | 216,000,000 | 397,000,000 |  |  |  |
Transfers in or out of Level 1 | 0 |  | 0 |  |  | 0 |  |
Net unrealized losses related to the transfers into level 3 | 2,000,000 | 1,000,000 | 1,000,000 | 2,000,000 |  |  |  |
Net unrealized gains related to the transfers out of level 3 | 8,000,000 | 32,000,000 | 22,000,000 | 44,000,000 |  |  |  |
Fair Value, Inputs, Level 3 [Member] |  |  |  |  |  |  |  |
Level 3 analysis, assets | 5,200,000,000 |  | 5,200,000,000 |  |  |  |  |
Level 3 analysis, liabilities | 12,000,000,000 |  | 12,000,000,000 |  |  | 10,600,000,000 |  |
Interest Rate Contract [Member] |  |  |  |  |  |  |  |
Gross par outstanding on insured derivatives | 8,100,000,000 |  | 8,100,000,000 |  |  |  |  |
Required Payment of Lost Principal [Member] | CDS Contracts [Member] |  |  |  |  |  |  |  |
Gross par outstanding on insured derivatives | 71,900,000,000 |  | 71,900,000,000 |  |  |  |  |
Required Interest Payments [Member] | CDS Contracts [Member] |  |  |  |  |  |  |  |
Gross par outstanding on insured derivatives | 20,500,000,000 |  | 20,500,000,000 |  |  |  |  |
BET Valuation Model [Member] |  |  |  |  |  |  |  |
Percentage of insured credit derivatives fair valued using the BET model | 79.00% |  | 79.00% |  |  |  |  |
Direct Price Model [Member] |  |  |  |  |  |  |  |
Percentage of insured credit derivatives value under direct price model | 20.00% |  | 20.00% |  |  |  |  |
CDS Contracts [Member] |  |  |  |  |  |  |  |
Gross par outstanding on insured derivatives | 92,400,000,000 |  | 92,400,000,000 |  |  |  |  |
CMBS and Commercial Mortgage Collateral [Member] |  |  |  |  |  |  |  |
Gross par outstanding on insured derivatives | $ 35,300,000,000 |  | $ 35,300,000,000 |  |  |  |  |

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