Fair Values of Assets and Liabilities (Significant unobservable Level 3 inputs) (Details 6) (USD $)
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3 Months Ended |
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Jun. 30, 2012
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Maximum [Member]
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Quantitative information about level 3 fair value measurements | |
Cumulative prepayment rate | 100.00% |
Cumulative default | 100.00% |
Minimum [Member]
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Quantitative information about level 3 fair value measurements | |
Cumulative default | 0.80% |
Weighted Average [Member]
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Quantitative information about level 3 fair value measurements | |
Cumulative prepayment rate | 4.40% |
Cumulative default | 20.20% |
MSRs [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 38.00% |
Option Adjusted Spread (OAS) | 4,552 |
Net costs to service | 110 |
MSRs [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 9.00% |
Option Adjusted Spread (OAS) | (636) |
Net costs to service | (10) |
MSRs [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 19.00% |
Option Adjusted Spread (OAS) | 1,229 |
Net costs to service | 35 |
Derivative Instruments [Member] | Maximum [Member] | Market Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Net market price | 12.40% |
Estimated pull thru % | 93.00% |
Derivative Instruments [Member] | Minimum [Member] | Market Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Net market price | (1.80%) |
Estimated pull thru % | 38.00% |
Derivative Instruments [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Net market price | 2.80% |
Estimated pull thru % | 74.00% |
Municipal securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Discount rate | 7.00% |
Municipal securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Discount rate | 0.60% |
Municipal securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Discount rate | 2.40% |
Private label CMO [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 26.70% |
Probability of default | 6.90% |
Loss severity | 100.00% |
Discount rate | 10.40% |
Private label CMO [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 0.80% |
Probability of default | 0.00% |
Loss severity | 5.00% |
Discount rate | 3.50% |
Private label CMO [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 12.00% |
Probability of default | 1.90% |
Loss severity | 30.50% |
Discount rate | 7.40% |
Asset-backed Securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 9.80% |
Loss severity | 75.00% |
Discount rate | 17.50% |
Constant defualt rate | 4.00% |
Loss given default | 100.00% |
Cure given deferral | 100.00% |
Asset-backed Securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 5.10% |
Loss severity | 20.00% |
Discount rate | 5.70% |
Cumulative prepayment rate | 0.00% |
Constant defualt rate | 0.30% |
Loss given default | 85.00% |
Cure given deferral | 0.00% |
Asset-backed Securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Constant prepayment rate (CPR) | 6.20% |
Loss severity | 63.20% |
Discount rate | 9.80% |
Constant defualt rate | 2.70% |
Loss given default | 93.40% |
Cure given deferral | 44.00% |
Automobile Loan [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Discount rate | 9.00% |
Absolute prepayment speed (ABS) | 1.30% |
Life of pool cumulative losses | 2.20% |
Automobile Loan [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Discount rate | 0.80% |
Absolute prepayment speed (ABS) | 1.30% |
Life of pool cumulative losses | 2.20% |
Automobile Loan [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
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Quantitative information about level 3 fair value measurements | |
Discount rate | 3.90% |
Absolute prepayment speed (ABS) | 1.30% |
Life of pool cumulative losses | 2.20% |