Fair Values of Assets and Liabilities (Significant unobservable Level 3 inputs) (Details 6) (Level 3 [Member])
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3 Months Ended | 12 Months Ended |
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Jun. 30, 2013
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Dec. 31, 2012
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MSRs [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member]
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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]
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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]
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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]
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Quantitative information about level 3 fair value measurements | ||
Estimated pull thru % | 89.00% | |
Derivative Instruments [Member] | Maximum [Member] | Market Approach Valuation Technique [Member]
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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]
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Quantitative information about level 3 fair value measurements | ||
Estimated pull thru % | 38.00% | |
Derivative Instruments [Member] | Minimum [Member] | Market Approach Valuation Technique [Member]
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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]
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Quantitative information about level 3 fair value measurements | ||
Estimated pull thru % | 75.00% | |
Derivative Instruments [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member]
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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]
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Quantitative information about level 3 fair value measurements | ||
Discount rate | 12.00% | 12.00% |
Municipal securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member]
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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]
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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]
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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]
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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]
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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]
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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]
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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]
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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]
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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]
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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]
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Quantitative information about level 3 fair value measurements | ||
Constant prepayment rate (CPR) | 15.60% | 15.60% |
Discount rate | 1.40% | 4.00% |