XML 90 R38.htm IDEA: XBRL DOCUMENT v2.4.0.6
FAIR VALUE (Details 4) (Discount cash flow)
3 Months Ended
Mar. 31, 2012
Derivative Payable | Low end of range
 
Quantitative unobservable assumptions  
Credit Risk Adjustment 1.19%
Derivative Payable | High end of range
 
Quantitative unobservable assumptions  
Credit Risk Adjustment 2.59%
Trust Preferred Securities
 
Quantitative unobservable assumptions  
Constant prepayment rate for year 1-5 0.00%
Constant prepayment rate, therafter 1.00%
Constant default rate for year 1-5 1.20%
Constant default rate, therafter 0.75%
Recovery Rate, existing deferral/defaults 0.00%
Recovery Rate, future deferral 15.00%
Recovery period, future deferral (in months) 60