Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2012

Derivative Financial Instruments [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The fair values of derivatives are reported in other assets, deposits, or accounts payable and accrued liabilities. The fair values are derived using the valuation techniques described in Note 13. The total notional or contractual amounts and fair values as of June 30, 2012 and December 31, 2011 are as follows:

			Fair Value
	Notional Amount		Asset Derivatives		Liability Derivatives
June 30, 2012
Qualifying hedge contracts accounted for under ASC 815,Derivatives and Hedging
Cash flow hedges:
Forward interest rate swaps	$	1,003,000	$	—	$	146,541
Derivatives not designated as hedging instruments under ASC 815,Derivatives and Hedging
Freestanding derivatives:
Interest rate lock commitments	2,154,183		16,661		1,505
Forward and optional forward sales commitments	2,602,404		3,272		19,581
Foreign exchange contracts	1,005,432		11,987		7,924
Equity, foreign currency, commodity and metals indexed options	215,325		17,533		—
Options embedded in customer deposits	214,623		—		17,379
Indemnification assets	369,215		9,383		—
Total freestanding derivatives			58,836		46,389
Total derivatives			$	58,836	$	192,930

			Fair Value
	Notional Amount		Asset Derivatives		Liability Derivatives
December 31, 2011
Qualifying hedge contracts accounted for under ASC 815,Derivatives and Hedging
Cash flow hedges:
Forward interest rate swaps	$	1,153,000	$	—	$	133,897
Derivatives not designated as hedging instruments under ASC 815,Derivatives and Hedging
Freestanding derivatives:
Interest rate lock commitments	828,866		8,059		126
Forward sales commitments	1,278,899		1,140		13,340
Interest rate swaps	18,000		—		831
Foreign exchange contracts	1,114,838		9,494		16,293
Equity, foreign currency, commodity and metals indexed options	220,465		20,460		—
Options embedded in customer deposits	218,514		—		20,192
Indemnification assets	482,094		8,540		—
Total freestanding derivatives			47,693		50,782
Total derivatives			$	47,693	$	184,679

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

Activity for derivatives in cash flow hedge relationships for the three and six months ended June 30, 2012 and 2011 are as follows:

	Three Months Ended June 30,						Six Months Ended June 30,
	2012			2011			2012			2011
Gains (losses), net of tax, recognized in AOCI (effective portion)	$	(14,012	)	$	(8,340	)	$	(7,530	)	$	(12,291	)
Reclassifications to interest expense (effective portion)	(1,964		)	(1,768		)	(3,674		)	(3,797		)
Pretax losses recognized in interest expense (ineffective portion)	(205		)	(10		)	(270		)	(10		)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table shows the net losses recognized for the three and six months ended June 30, 2012 and 2011 in the consolidated statements of income related to derivatives not designated as hedging instruments under ASC 815, Derivatives and Hedging. These gains and losses are recognized in other noninterest income, except for the indemnification assets which are recognized in general and administrative expense.

	Three Months Ended June 30,						Six Months Ended June 30,
	2012			2011			2012			2011
Freestanding derivatives (economic hedges)
Gains (losses) on interest rate contracts (1)	$	(36,358	)	$	(23,581	)	$	(48,188	)	$	(20,682	)
Gains (losses) on indemnification assets (2)	570			—			843			(8,680		)
Other	(49		)	(44		)	397			(44		)
Total	$	(35,837	)	$	(23,625	)	$	(46,948	)	$	(29,406	)