Investments (Bank's Investment in Trust Preferred Securities) (Details) (USD $) In Thousands, unless otherwise specified					6 Months Ended
	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2013 Banks, Thrifts or Other Depository Institutions [Member]	Jun. 30, 2013 Insurance Companies [Member]	Jun. 30, 2013 Pooled Trust Preferred Securities [Member]	Jun. 30, 2013 Pooled Trust Preferred Securities [Member] Alesco Preferred Funding IX [Member] entity		Jun. 30, 2013 Pooled Trust Preferred Securities [Member] Preferred Term Securities XIII [Member] entity		Jun. 30, 2013 Pooled Trust Preferred Securities [Member] Preferred Term Securities XVIII [Member] entity		Jun. 30, 2013 Pooled Trust Preferred Securities [Member] Preferred Term Securities XXVII [Member] entity		Jun. 30, 2013 Pooled Trust Preferred Securities [Member] U.S. Capital Funding I [Member] entity		Jun. 30, 2013 Pooled Trust Preferred Securities [Member] U.S. Capital Funding III [Member] entity
Investment Holdings [Line Items]
Class						A2A		B1		C		C1		B1		B1
Original Par					$ 8,000	$ 1,000		$ 1,000		$ 1,000		$ 1,000		$ 3,000		$ 1,000
Book Value	278,861	276,326			6,745	905		822		917		710		2,891		500
Fair Value	277,104	281,197			3,000	439		382		277		252		1,412		238
Unrealized Loss					$ 3,745	$ 466		$ 440		$ 640		$ 458		$ 1,479		$ 262
Lowest Rating						CCC-		Ca		Ca		Ca		Caa1		Ca
Number of Banks/Insurance Companies Currently Performing						41		44		48		32		29		28
Actual Deferrals/Defaults (as % of original collateral)						16.04%		25.56%		28.69%		25.08%		12.92%		21.94%
Total Projected Defaults (as % of performing collateral)						15.02%	[1]	20.84%	[1]	14.93%	[1]	18.83%	[1]	9.79%	[1]	14.74%	[1]
Excess Subordination (after taking into account best estimate of future deferrals/defaults						48.07%	[2]	5.30%	[2]	1.40%	[2]	5.99%	[2]	4.52%	[2]	0.00%	[2]
Collateral recovery probability percentage			10.00%	15.00%

[1] A 10% recovery is applied to all projected defaults.  A 15% recovery is applied to all projected insurance defaults.  No recovery is applied to current defaults.

[2] Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment. Excess subordinated percentage is calculated by (a) determining what percentage of defaults a deal can experience before the bond has credit impairment, and (b) subtracting from this default breakage percentage both total current and expected future default percentages.