Fair Values of Assets and Liabilities (Significant unobservable Level 3 inputs) (Details 6)
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3 Months Ended |
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Sep. 30, 2012
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Maximum [Member]
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Quantitative information about level 3 fair value measurements | |
Cumulative prepayment rate | 10000.00% |
Cumulative default | 10000.00% |
Minimum [Member]
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Quantitative information about level 3 fair value measurements | |
Cumulative default | 80.00% |
Weighted Average [Member]
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Quantitative information about level 3 fair value measurements | |
Cumulative prepayment rate | 690.00% |
Cumulative default | 4040.00% |
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) | 3400.00% |
Spread over forward interest rate swap rates | 4,552 |
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) | 1000.00% |
Spread over forward interest rate swap rates | (603) |
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) | 2200.00% |
Spread over forward interest rate swap rates | 1,291 |
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 | 1170.00% |
Estimated pull thru % | 8800.00% |
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 | (100.00%) |
Estimated pull thru % | 5000.00% |
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 | 410.00% |
Estimated pull thru % | 6900.00% |
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 | 700.00% |
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 | 60.00% |
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 | 250.00% |
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) | 2670.00% |
Probability of default | 400.00% |
Loss severity | 6400.00% |
Discount rate | 880.00% |
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) | 510.00% |
Probability of default | 10.00% |
Loss severity | 0.00% |
Discount rate | 310.00% |
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) | 1490.00% |
Probability of default | 130.00% |
Loss severity | 2850.00% |
Discount rate | 640.00% |
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) | 980.00% |
Loss severity | 7200.00% |
Discount rate | 1660.00% |
Constant defualt rate | 400.00% |
Loss given default | 10000.00% |
Cure given deferral | 10000.00% |
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) | 510.00% |
Loss severity | 2000.00% |
Discount rate | 530.00% |
Cumulative prepayment rate | 0.00% |
Constant defualt rate | 30.00% |
Loss given default | 8500.00% |
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) | 410.00% |
Loss severity | 5010.00% |
Discount rate | 940.00% |
Constant defualt rate | 230.00% |
Loss given default | 9330.00% |
Cure given deferral | 3700.00% |
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 | 900.00% |
Absolute prepayment speed (ABS) | 130.00% |
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 | 60.00% |
Absolute prepayment speed (ABS) | 130.00% |
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 | 410.00% |
Absolute prepayment speed (ABS) | 130.00% |