Fair Value (Details 7) (USD $) In Thousands, unless otherwise specified	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Total debt securities, Fair value	$ 160,886		$ 184,646
Projected Prepayments
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. 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) 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.
Projected Defaults
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Description of Inputs	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 .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) 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 .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.
Projected Cures
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Description of Inputs	1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.		1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.
Projected Recoveries
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Description of Inputs	1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals.		1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals.
Discount Rates
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Description of Inputs	1) Ranging from ~6.61% to ~15.71%, depending on each bond’s seniority and remaining subordination after projected losses.		1) Ranging from ~5.69% to ~21.76%, depending on each bond’s seniority and remaining subordination after projected losses.
Trust preferred securities
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Total debt securities, Fair value	10,136		7,612
Trust preferred securities | Minimum
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Fair value input discount rate	6.61%		5.69%
Trust preferred securities | Maximum
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Fair value input discount rate	15.71%		21.76%
Trust preferred securities | Discounted Cash Flow
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Total debt securities, Fair value	10,136		7,612
Valuation Technique	Discounted Cash Flow		Discounted Cash Flow
Other Real Estate Owned
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Appraisal Adjustments	0.00%
Other Real Estate Owned | Minimum
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Sales Agreements			0.00%
Other Real Estate Owned | Maximum
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Sales Agreements			(39.00%)
Other Real Estate Owned | Appraisal of Collateral
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Total debt securities, Fair value	33		145
Valuation Technique	Appraisal of Collateral	[1],[2]	Appraisal of Collateral	[1],[2]
Impaired Loans
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Fair value input discount rate			5.75%
Appraisal Adjustments	21.00%		22.00%
Liquidation Expenses	6.00%		8.00%
Impaired Loans | Discounted Cash Flow
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Total debt securities, Fair value			1,105
Valuation Technique	Discounted Cash Flow		Discounted Cash Flow
Impaired Loans | Appraisal of Collateral
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis
Total debt securities, Fair value	$ 5,251		$ 3,503
Valuation Technique	Appraisal of Collateral	[1]	Appraisal of Collateral	[1]

[1] Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable.

[2] Includes qualitative adjustments by management and estimated liquidation expenses.