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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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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Statement of Financial Accounting Standard (FAS)
-Number 107
-Paragraph 10
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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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