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Fair Value of Assets and Liabilities (Details 7) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 3 Months Ended
Mar. 31, 2013
Dec. 31, 2012
Mar. 31, 2013
Impaired Loans
Mar. 31, 2013
Trust preferred securities
Dec. 31, 2012
Trust preferred securities
Mar. 31, 2013
Minimum
Impaired Loans
Mar. 31, 2013
Minimum
Trust preferred securities
Mar. 31, 2013
Minimum
Trust preferred securities
Impaired Loans
Mar. 31, 2013
Minimum
Other Real Estate Owned
Mar. 31, 2013
Maximum
Impaired Loans
Mar. 31, 2013
Maximum
Trust preferred securities
Mar. 31, 2013
Maximum
Trust preferred securities
Impaired Loans
Mar. 31, 2013
Maximum
Other Real Estate Owned
Mar. 31, 2013
Projected Prepayments
Mar. 31, 2013
Projected Defaults
Mar. 31, 2013
Projected Cures
Mar. 31, 2013
Projected Recoveries
Mar. 31, 2013
Discount Rates
Mar. 31, 2013
Discounted Cash Flow
Impaired Loans
Mar. 31, 2013
Discounted Cash Flow
Trust preferred securities
Mar. 31, 2013
Appraisal of Collateral
Impaired Loans
Mar. 31, 2013
Appraisal of Collateral
Other Real Estate Owned
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis                                            
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. All fixed rate within one year; variable rate at increasing intervals depending on spread. 2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.3) 1% annually for all other fixed rate issues and all variable rate issues. 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 ~5.34% to ~19.72%, depending on each bond’s seniority and remaining subordination after projected losses.        
Appraisal Adjustments               0.00% 0.00%     (27.00%) (37.00%)                  
Liquidation Expenses           0.00%       (10.00%)                        
Fair value input discount rate     5.75%       5.34%       19.72%                      
Sales Agreements                 0.00%       (36.00%)                  
Valuation Technique                                     Discounted Cash Flow Discounted Cash Flow Appraisal of Collateral (1) Appraisal of Collateral (1), (3)
Available-for-sale securities, Fair value $ 176,009 $ 184,646   $ 8,686 $ 7,612                           $ 1,095 $ 8,686 $ 3,350 $ 324