Investment Securities (Present Value Of The Expected Cash Flows For Company Specific Class And All Subordinate Classes) (Details) (USD $) In Thousands, unless otherwise specified	9 Months Ended
	Sep. 30, 2011
Pooled Trust #1 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B
Class face value	$ 35,000
Book value	3,000
Fair value	1,742
Unrealized loss	(1,258)
Present value of expected cash flows for all tranches within the Pooled Trust	161,233
Lowest credit rating assigned	CCC-
Original collateral	623,984
Performing collateral	371,728
Actual defaults	3,000
Actual deferrals	97,400
Projected future defaults	68,392
Actual defaults as a % of original collateral	0.50%
Actual deferrals as a % of original collateral	15.60%
Actual defaults and deferrals as a % of original collateral	16.10%
Projected future defaults as a % of original collateral	11.00%
Actual institutions deferring and defaulted as a % of total institutions	16.40%	[1]
Projected future defaults as a % of performing collateral plus deferrals	14.60%
Pooled Trust #2 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B
Class face value	57,995
Book value	7,051
Fair value	3,637
Unrealized loss	(3,414)
Present value of expected cash flows for all tranches within the Pooled Trust	165,727
Lowest credit rating assigned	Caa3
Original collateral	501,470
Performing collateral	300,200
Actual defaults	42,580
Actual deferrals	129,690
Projected future defaults	79,609
Actual defaults as a % of original collateral	8.50%
Actual deferrals as a % of original collateral	25.90%
Actual defaults and deferrals as a % of original collateral	34.40%
Projected future defaults as a % of original collateral	15.90%
Actual institutions deferring and defaulted as a % of total institutions	37.50%	[1]
Projected future defaults as a % of performing collateral plus deferrals	18.50%
Pooled Trust #3 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B
Class face value	87,498
Book value	7,991
Fair value	4,076
Unrealized loss	(3,915)
Present value of expected cash flows for all tranches within the Pooled Trust	279,813
Lowest credit rating assigned	Ca
Original collateral	700,535
Performing collateral	507,281
Actual defaults	93,500
Actual deferrals	98,900
Projected future defaults	56,912
Actual defaults as a % of original collateral	13.30%
Actual deferrals as a % of original collateral	14.10%
Actual defaults and deferrals as a % of original collateral	27.40%
Projected future defaults as a % of original collateral	8.10%
Actual institutions deferring and defaulted as a % of total institutions	31.10%	[1]
Projected future defaults as a % of performing collateral plus deferrals	9.40%
Pooled Trust #4 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	A2L
Class face value	45,500
Book value	6,750
Fair value	3,285
Unrealized loss	(3,465)
Present value of expected cash flows for all tranches within the Pooled Trust	140,625
Lowest credit rating assigned	CCC-
Original collateral	487,680
Performing collateral	314,700
Actual defaults	71,500
Actual deferrals	83,480
Projected future defaults	$ 52,151
Actual defaults as a % of original collateral	14.70%
Actual deferrals as a % of original collateral	17.10%
Actual defaults and deferrals as a % of original collateral	31.80%
Projected future defaults as a % of original collateral	10.70%
Actual institutions deferring and defaulted as a % of total institutions	38.60%	[1]
Projected future defaults as a % of performing collateral plus deferrals	13.10%

[1] Includes those institutions that are performing but are not projected to continue to perform and includes those institutions that are currently deferring interest that are projected to default, based upon third-party proprietary valuation methodology used to determine future defaults. Creditworthiness of each underlying issue in the collateralized debt obligation is determined using publicly available data.