XML 65 R60.htm IDEA: XBRL DOCUMENT v2.4.0.6
Fair Value (Schedule Of Key Model Inputs And Assumptions Used To Fair Value Certain Asset-Backed Securities) (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2012
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value $ 1,083,840 [1] $ 1,083,840 [1]
Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 811,713 811,713
Asset-backed securities, Loss severity 100.00%  
Trust Preferred - Predominantly Insurance [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 253,069 253,069
Asset-backed securities, Loss severity 100.00%  
Asset-backed securities, Prepayment rate   4.50%
Trust Preferred - Individual Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 19,058 19,058
Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 15,407 15,407
Asset-backed securities, Prepayment rate   0.00%
Other (Including ABS CDOs) [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 52,979 [2] 52,979 [2]
Minimum [Member] | Asset-Backed Securities [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Loss severity   60.00%
Minimum [Member] | Asset-Backed Securities [Member] | Other (Including ABS CDOs) [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Loss severity   57.00%
Maximum [Member] | Asset-Backed Securities [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Loss severity   100.00%
Maximum [Member] | Asset-Backed Securities [Member] | Other (Including ABS CDOs) [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Loss severity   100.00%
Trust Preferred Banks and Insurance [Member] | Available-for-sale Securities [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 965,100 [1] 965,100 [1]
Trust Preferred Banks and Insurance [Member] | Held-to-maturity Securities [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 118,700 [1] 118,700 [1]
Other including ABS CDOs [Member] [Member] | Available-for-sale Securities [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value 40,200 [1] 40,200 [1]
Other including ABS CDOs [Member] [Member] | Held-to-maturity Securities [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Assets-backed securities, Fair value $ 12,800 [1] $ 12,800 [1]
Constant Default Rate Year 1 [Member] | Minimum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.30% [3]  
Constant Default Rate Year 1 [Member] | Minimum [Member] | Trust Preferred - Predominantly Insurance [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.30% [4]  
Constant Default Rate Year 1 [Member] | Minimum [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 5.10% [5]  
Constant Default Rate Year 1 [Member] | Maximum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 8.53% [3]  
Constant Default Rate Year 1 [Member] | Maximum [Member] | Trust Preferred - Predominantly Insurance [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 1.34% [4]  
Constant Default Rate Year 1 [Member] | Maximum [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 8.40% [5]  
Constant Default Rate Year 2 to 3 [Member] | Minimum [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 4.30% [5]  
Constant Default Rate Year 2 to 3 [Member] | Maximum [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 6.20% [5]  
Constant Default Rate Year 2 to 5 [Member] | Minimum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.47% [3]  
Constant Default Rate Year 2 to 5 [Member] | Minimum [Member] | Trust Preferred - Predominantly Insurance [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.47% [4]  
Constant Default Rate Year 2 to 5 [Member] | Maximum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.72% [3]  
Constant Default Rate Year 2 to 5 [Member] | Maximum [Member] | Trust Preferred - Predominantly Insurance [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.48% [4]  
Constant Default Rate Year 4 to 6 [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 1.00% [5]  
Constant Default Rate Year 6 to Maturity [Member] | Trust Preferred Securities - Real Estate Investment Trusts [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.50% [5]  
Constant Default Rate Year 6 to Maturity [Member] | Minimum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.58% [3]  
Constant Default Rate Year 6 to Maturity [Member] | Minimum [Member] | Trust Preferred - Predominantly Insurance [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.50% [4]  
Constant Default Rate Year 6 to Maturity [Member] | Maximum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.70% [3]  
Constant Default Rate Year 6 to Maturity [Member] | Maximum [Member] | Trust Preferred - Predominantly Insurance [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Constant default rate 0.54% [4]  
Constant Default Rate Until 2016 [Member] | Minimum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Prepayment rate 3.00% [6]  
Constant Default Rate Until 2016 [Member] | Maximum [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Prepayment rate 20.68% [6]  
Constant Default Rate 2016 to Maturity [Member] | Trust Preferred - Predominantly Banks [Member]
   
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]    
Asset-backed securities, Prepayment rate 3.00% [6]  
[1] Includes $965.1 million of AFS securities and $118.7 million of HTM securities.
[2] Includes $40.2 million of AFS securities and $12.8 million of HTM securities.
[3] CDR ranges: yr 1 – 0.30% to 8.53%; yrs 2-5 – 0.47% to 0.72%; yrs 6 to maturity – 0.58% to 0.70%.
[4] CDR ranges: yr 1 – 0.30% to 1.34%; yrs 2-5 – 0.47% to 0.48%; yrs 6 to maturity – 0.50% to 0.54%.
[5] CDR ranges: yr 1 – 5.1% to 8.4%; yrs 2-3 – 4.3% to 6.2%; yrs 4-6 – 1.0%; yrs 6 to maturity – 0.50%.
[6] Constant Prepayment Rate (“CPR”) ranges: 3.0% to 20.68% annually until 2016; 2016 to maturity – 3.0% annually.