Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2013

Derivative Financial Instruments

Schedule of fair value of our remaining derivative instruments presented on a gross basis

	March 31, 2013						December 31, 2012
(dollars in thousands)	Notional Amount		Derivative Assets		Derivative Liabilities		Notional Amount		Derivative Assets		Derivative Liabilities
Non-Designated Hedging Instruments
Cross currency interest rate	$	416,636	$	14,049	$	-	$	416,636	$	26,699	$	-

Schedule of amount of gain (loss) for cash flow hedges recognized in accumulated other comprehensive income or loss, reclassified from accumulated other comprehensive income or loss into other revenues (effective portion), and recognized in other revenues (ineffective portion)

			From AOCI(L) (a) to						Recognized
			Other		Interest				in Other
(dollars in thousands)	AOCI(L)		Revenues		Expense		Earnings (b)		Revenues
Three Months Ended
March 31, 2013
Cross currency interest rate	$	-	$	-	$	160	$	160	$	-
Three Months Ended
March 31, 2012
Cross currency interest rate	$	15,750	$	19,850	$	155	$	20,005	$	52

(a) Accumulated other comprehensive income (loss).

(b) Represents the total amounts reclassified from accumulated other comprehensive income or loss to other revenues and to interest expense for cash flow hedges as disclosed on our condensed consolidated statement of comprehensive loss.

Schedule of amounts recognized in other revenues for non-designated hedging instruments

(dollars in thousands)	Non-Designated Hedging Instruments
Three Months Ended March 31, 2013
Cross currency interest rate	$	4,159
Three Months Ended March 31, 2012
Cross currency interest rate	$	(3,440	)

Schedule of derivative adjustments included in other revenues

(dollars in thousands)
Three Months Ended March 31,	2013			2012
Mark to market gains (losses)	$	(16,875	)	$	13,263
Net interest income	3,598			5,686
Credit valuation adjustment gains (losses)	40			(2,539		)
Ineffectiveness gains	-			52
Total	$	(13,237	)	$	16,462