Quarterly report pursuant to Section 13 or 15(d)

Fair Values of Assets and Liabilities (Significant unobservable Level 3 inputs) (Details 6)

v2.4.0.8
Fair Values of Assets and Liabilities (Significant unobservable Level 3 inputs) (Details 6) (Level 3 [Member])
3 Months Ended 12 Months Ended
Jun. 30, 2013
Dec. 31, 2012
MSRs [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 42.00% 31.00%
Spread over forward interest rate swap rates 4,569 4,552
MSRs [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 7.00% 10.00%
Spread over forward interest rate swap rates (437) (568)
MSRs [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 12.00% 20.00%
Spread over forward interest rate swap rates 1,233 1,288
Derivative Instruments [Member] | Maximum [Member]
   
Quantitative information about level 3 fair value measurements    
Estimated pull thru %   89.00%
Derivative Instruments [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Net market price 11.50% 10.80%
Estimated pull thru % 90.00%  
Derivative Instruments [Member] | Minimum [Member]
   
Quantitative information about level 3 fair value measurements    
Estimated pull thru %   38.00%
Derivative Instruments [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Net market price (8.30%) (2.30%)
Estimated pull thru % 50.00%  
Derivative Instruments [Member] | Weighted Average [Member]
   
Quantitative information about level 3 fair value measurements    
Estimated pull thru %   75.00%
Derivative Instruments [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Net market price (1.00%) 3.00%
Estimated pull thru % 76.00%  
Municipal securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Discount rate 12.00% 12.00%
Municipal securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Discount rate 1.70% 1.70%
Municipal securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Discount rate 3.20% 3.10%
Private label CMO [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 26.70% 26.70%
Probability of default 4.00% 4.00%
Loss severity 64.00% 64.00%
Discount rate 8.70% 8.50%
Private label CMO [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 9.20% 5.10%
Probability of default 0.10% 0.10%
Loss severity 4.00% 0.00%
Discount rate 4.40% 3.00%
Private label CMO [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 16.10% 14.80%
Probability of default 0.70% 1.00%
Loss severity 32.10% 27.80%
Discount rate 7.00% 6.20%
Asset-backed Securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 5.10% 9.80%
Loss severity 68.00% 72.00%
Discount rate 15.80% 16.60%
Cumulative prepayment rate 100.00% 100.00%
Constant defualt rate 4.00% 4.00%
Cumulative default 100.00% 100.00%
Loss given default 100.00% 100.00%
Cure given deferral 90.00% 90.00%
Asset-backed Securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 5.10% 5.10%
Loss severity 48.00% 20.00%
Discount rate 4.00% 4.50%
Cumulative prepayment rate 0.00% 0.00%
Constant defualt rate 1.40% 0.30%
Cumulative default 0.80% 1.10%
Loss given default 85.00% 85.00%
Cure given deferral 0.00% 0.00%
Asset-backed Securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 5.10% 5.30%
Loss severity 62.60% 64.90%
Discount rate 8.60% 9.00%
Cumulative prepayment rate 17.10% 6.90%
Constant defualt rate 2.80% 2.80%
Cumulative default 18.00% 20.10%
Loss given default 94.60% 92.40%
Cure given deferral 35.60% 34.70%
Automobile Loan [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 15.60% 15.60%
Discount rate 5.00% 5.00%
Automobile Loan [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 15.60% 15.60%
Discount rate 0.30% 0.80%
Automobile Loan [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member]
   
Quantitative information about level 3 fair value measurements    
Constant prepayment rate (CPR) 15.60% 15.60%
Discount rate 1.40% 4.00%