XML 94 R38.htm IDEA: XBRL DOCUMENT v2.4.0.6
Schedule of Quantitative Information about Level 3 Inputs Used to Measure Fair Value of Available for Sale Securities (Detail)
9 Months Ended
Sep. 30, 2012
Residential mortgage-backed securities
 
Fair Value Assets Measured On Recurring Basis [Line Items]  
Prepayment rate, Weighted Average of unobservable inputs 15.90%
Default rate, Weighted Average of unobservable inputs 9.10%
Loss severity, Weighted Average of unobservable inputs 51.20%
Trust preferred securities
 
Fair Value Assets Measured On Recurring Basis [Line Items]  
Loss severity, Weighted Average of unobservable inputs 28.40%
Market credit spreads, Weighted Average of unobservable inputs 6.40%
Discount rate, Weighted Average of unobservable inputs 7.50%
Minimum | Residential mortgage-backed securities
 
Fair Value Assets Measured On Recurring Basis [Line Items]  
Prepayment rate, Range of unobservable inputs 8.90%
Default rate, Range of unobservable inputs 4.00%
Loss severity, Range of unobservable inputs 40.00%
Minimum | Trust preferred securities
 
Fair Value Assets Measured On Recurring Basis [Line Items]  
Loss severity, Range of unobservable inputs 0.00%
Market credit spreads, Range of unobservable inputs 6.00%
Discount rate, Range of unobservable inputs 6.40%
Maximum | Residential mortgage-backed securities
 
Fair Value Assets Measured On Recurring Basis [Line Items]  
Prepayment rate, Range of unobservable inputs 29.20%
Default rate, Range of unobservable inputs 24.90%
Loss severity, Range of unobservable inputs 59.40%
Maximum | Trust preferred securities
 
Fair Value Assets Measured On Recurring Basis [Line Items]  
Loss severity, Range of unobservable inputs 100.00%
Market credit spreads, Range of unobservable inputs 6.60%
Discount rate, Range of unobservable inputs 8.30%