XML 26 R76.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Instruments (Credit Derivatives Sold) (Detail) (Insurance Operations [Member], USD $)
In Millions, unless otherwise specified
Sep. 30, 2012
Dec. 31, 2011
Derivative [Line Items]    
Total Notional Value of Credit Derivatives $ 55,064 $ 73,551
Total Fair Value of Credit Derivatives (3,332) (5,343)
Insured Credit Default Swaps [Member]
    
Derivative [Line Items]    
Weighted Average Remaining Expected Maturity 5.3 Years 5.6 Years
Total Notional Value of Credit Derivatives 48,852 65,557
Total Fair Value of Credit Derivatives (3,243) (4,716)
Insured Swaps [Member]
    
Derivative [Line Items]    
Weighted Average Remaining Expected Maturity 19.8 Years 19.7 Years
Total Notional Value of Credit Derivatives 6,017 7,156
Total Fair Value of Credit Derivatives (9) (9)
All Other [Member]
    
Derivative [Line Items]    
Weighted Average Remaining Expected Maturity 2.1 Years 2.8 Years
Total Notional Value of Credit Derivatives 195 195
Total Fair Value of Credit Derivatives (80) (91)
Non-Insured Credit Default Swaps-VIE [Member]
    
Derivative [Line Items]    
Weighted Average Remaining Expected Maturity   3.6 Years
Total Notional Value of Credit Derivatives   643
Total Fair Value of Credit Derivatives   (527)
AAA [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 10,456 15,475
Total Fair Value of Credit Derivatives (16) (114)
AAA [Member] | Insured Credit Default Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 10,456 15,475
AA [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 7,706 12,229
Total Fair Value of Credit Derivatives (81) (116)
AA [Member] | Insured Credit Default Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 7,519 12,065
AA [Member] | Insured Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 187 164
A [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 8,958 10,606
Total Fair Value of Credit Derivatives (148) (205)
A [Member] | Insured Credit Default Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 5,196 6,336
A [Member] | Insured Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 3,762 4,270
BBB [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 13,808 16,631
Total Fair Value of Credit Derivatives (1,001) (1,355)
BBB [Member] | Insured Credit Default Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 11,811 14,042
BBB [Member] | Insured Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 1,997 2,589
Below Investment Grade [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 14,136 18,610
Total Fair Value of Credit Derivatives (2,086) (3,553)
Below Investment Grade [Member] | Insured Credit Default Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 13,870 17,639
Below Investment Grade [Member] | Insured Swaps [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 71 133
Below Investment Grade [Member] | All Other [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives 195 195
Below Investment Grade [Member] | Non-Insured Credit Default Swaps-VIE [Member]
    
Derivative [Line Items]    
Total Notional Value of Credit Derivatives   $ 643