Fair Values of Assets and Liabilities (Significant unobservable Level 3 inputs) (Details 6) (Level 3 [Member], USD $)
In Thousands, unless otherwise specified |
12 Months Ended | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dec. 31, 2012
MSRs [Member]
Maximum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
MSRs [Member]
Minimum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
MSRs [Member]
Weighted Average [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Derivative Instruments [Member]
Maximum [Member]
Market Approach Valuation Technique [Member]
|
Dec. 31, 2012
Derivative Instruments [Member]
Minimum [Member]
Market Approach Valuation Technique [Member]
|
Dec. 31, 2012
Derivative Instruments [Member]
Weighted Average [Member]
Market Approach Valuation Technique [Member]
|
Dec. 31, 2012
Municipal securities [Member]
Maximum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Municipal securities [Member]
Minimum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Municipal securities [Member]
Weighted Average [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Private label CMO [Member]
Maximum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Private label CMO [Member]
Minimum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Private label CMO [Member]
Weighted Average [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Asset-backed Securities [Member]
Maximum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Asset-backed Securities [Member]
Minimum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Asset-backed Securities [Member]
Weighted Average [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Automobile Loan [Member]
Maximum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Automobile Loan [Member]
Minimum [Member]
Cost Approach Valuation Technique [Member]
|
Dec. 31, 2012
Automobile Loan [Member]
Weighted Average [Member]
Cost Approach Valuation Technique [Member]
|
|
Quantitative information about level 3 fair value measurements | ||||||||||||||||||
Constant prepayment rate (CPR) | 31.00% | 10.00% | 20.00% | 26.70% | 5.10% | 14.80% | 9.80% | 5.10% | 5.30% | 15.60% | 15.60% | 15.60% | ||||||
Probability of default | 4.00% | 0.10% | 1.00% | |||||||||||||||
Loss severity | 64.00% | 0.00% | 27.80% | 72.00% | 20.00% | 64.90% | ||||||||||||
Discount rate | 12.00% | 1.70% | 3.10% | 8.50% | 3.00% | 6.20% | 16.60% | 4.50% | 9.00% | 5.00% | 0.80% | 4.00% | ||||||
Spread over forward interest rate swap rates | 4,552.000 | (568.000) | 1,288.000 | |||||||||||||||
Net market price | 10.80% | (2.30%) | 3.00% | |||||||||||||||
Estimated pull thru % | 89.00% | 38.00% | 75.00% | |||||||||||||||
Cumulative prepayment rate | 100.00% | 0.00% | 6.90% | |||||||||||||||
Constant defualt rate | 4.00% | 0.30% | 2.80% | |||||||||||||||
Cumulative default | 100.00% | 1.10% | 20.10% | |||||||||||||||
Loss given default | 100.00% | 85.00% | 92.40% | |||||||||||||||
Cure given deferral | 90.00% | 0.00% | 34.70% |