I don't deny that the 'Rats had a coordinated effort to deliberately undermine and then intrude into the American economy during that GWB era. Bush 43 was sabotaged by his foolish appointments of Democrats Hank Paulson and Ben Bernanke, who stabbed his Administration in the back and gave the Democrats a convenient whipping boy to run against in 2008.
Even if we assume that Spitzer's vendetta against AIG and Greenberg was part of that, though, it would be a serious felony but not a capital offense. A state capital offense would have to, at a minimum, be connected to a dead body. Federal capital offenses might additionally include egregious cases of treason or espionage. This is none of the above.
Still, off with his head!