Investment Securities (Credit Impairment Assessment Assumptions - Non-Agency Residential Mortgage-Backed and Asset-Backed Securities) (Details)	9 Months Ended
	Sep. 30, 2011
Prime [Member]
Minimum long-term prepayment rate (annual CPR)	7.00%	[1]
Maximum long-term prepayment rate (annual CPR)	20.00%	[1]
Minimum remaining collateral expected to default	0.00%	[1]
Maximum remaining collateral expected to default	56.00%	[1]
Minimum loss severity	20.00%	[1]
Maximum loss severity	65.00%	[1]
Weighted-average long-term prepayment rate (annual CPR)	14.00%	[1],[2]
Weighted-average remaining collateral expected to default	20.00%	[1],[2]
Weighted-average loss severity	47.00%	[1],[2]
Alt [Member]
Minimum long-term prepayment rate (annual CPR)	3.00%	[1]
Maximum long-term prepayment rate (annual CPR)	12.00%	[1]
Minimum remaining collateral expected to default	0.00%	[1]
Maximum remaining collateral expected to default	83.00%	[1]
Minimum loss severity	30.00%	[1]
Maximum loss severity	85.00%	[1]
Weighted-average long-term prepayment rate (annual CPR)	5.00%	[1],[2]
Weighted-average remaining collateral expected to default	43.00%	[1],[2]
Weighted-average loss severity	61.00%	[1],[2]

[1] Collateralized by first and second-lien non-agency residential mortgage loans.

[2] Calculated by weighting the relevant assumption for each individual security by the current outstanding cost basis of the security.