Fair Value of Assets and Liabilities (Details 6) (USD $) In Thousands, unless otherwise specified	9 Months Ended										9 Months Ended
	Sep. 30, 2012	Sep. 30, 2012 Maximum [Member]	Sep. 30, 2012 Minimum [Member]	Sep. 30, 2012 Projected Prepayments [Member]	Sep. 30, 2012 Projected Defaults [Member]	Sep. 30, 2012 Projected Cures [Member]	Sep. 30, 2012 Projected Recoveries [Member]	Sep. 30, 2012 Discount Rates [Member]	Sep. 30, 2012 Trust preferred securities [Member]	Dec. 31, 2011 Trust preferred securities [Member]	Sep. 30, 2012 Trust preferred securities [Member] Maximum [Member]	Sep. 30, 2012 Trust preferred securities [Member] Minimum [Member]	Sep. 30, 2012 Trust preferred securities [Member] Discounted Cash Flow [Member]	Sep. 30, 2012 Impaired Loans [Member] Maximum [Member]	Sep. 30, 2012 Impaired Loans [Member] Minimum [Member]	Sep. 30, 2012 Impaired Loans [Member] Discounted Cash Flow [Member]	Sep. 30, 2012 Impaired Loans [Member] Appraisal of Collateral [Member]	Sep. 30, 2012 Other Real Estate Owned [Member] Maximum [Member]	Sep. 30, 2012 Other Real Estate Owned [Member] Minimum [Member]	Sep. 30, 2012 Other Real Estate Owned [Member] Appraisal of Collateral [Member]
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Assets at Fair Value									$ 7,296	$ 9,145			$ 7,296			$ 1,132	$ 4,139			$ 242
Valuation Technique													Discounted Cash Flow			Discounted Cash Flow	Appraisal of Collateral			Appraisal of Collateral (1), (3)
Description of Inputs				1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital. 2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8% or floating rate spreads greater than 300 bps. 3) 5% every 5 years for all banks beginning in 2018. 4) Zero for collateral issued by REITs or insurance companies.	1) All deferring issuers that do not meet the criteria for curing, as described below, are projected to default immediately. 2) Banks with high, near team default risk are identified using a CAMELS model, and projected to default immediately. Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.	1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.	1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals.	1) Ranging from ~10.04% to ~23.27%, depending on each bond's seniority and remaining subordination after projected losses.
Appraisal Adjustments											(27.00%)	0.00%		(36.00%)	0.00%
Liquidation Expenses		(13.00%)	0.00%
Fair value input discount rate	5.75%										23.27%	10.04%
Sales Agreements																		(38.00%)	0.00%