SECURITIES (Details 6) (Other Than Temporary Impairment [Member])	12 Months Ended
	Dec. 31, 2012
Trust Preferred Security A [Member] | Pooled trust preferred securities [Member]
Summary of percentage of pertinent information
Class	C1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	54
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	34.03%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	21.59%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.00%	[1]
Lowest credit Ratings to date	C (Fitch & Moody’s)	[2]
Trust Preferred Security B [Member] | Pooled trust preferred securities [Member]
Summary of percentage of pertinent information
Class	D
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	54
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	34.03%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	21.59%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.00%	[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security C [Member] | Pooled trust preferred securities [Member]
Summary of percentage of pertinent information
Class	C1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	48
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	31.00%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	18.69%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.00%	[1]
Lowest credit Ratings to date	C (Fitch & Moody’s)	[2]
Trust Preferred Security D [Member] | Pooled trust preferred securities [Member]
Summary of percentage of pertinent information
Class	D
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	48
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	31.00%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	18.69%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.00%	[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security E [Member] | Pooled trust preferred securities [Member]
Summary of percentage of pertinent information
Class	C1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	47
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	27.17%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	16.04%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	2.35%	[1]
Lowest credit Ratings to date	C (Fitch & Moody’s)	[2]
Trust Preferred Security F [Member] | Pooled trust preferred securities [Member]
Summary of percentage of pertinent information
Class	B
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	32
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	26.61%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	22.29%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	29.33%	[1]
Lowest credit Ratings to date	CC (Fitch)	[2]
Trust Preferred Security G [Member] | Pooled trust preferred securities [Member]
Summary of percentage of pertinent information
Class	A1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	32
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	26.61%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	22.29%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	53.90%	[1]
Lowest credit Ratings to date	CCC+ (S&P)	[2]
Private Mortgage Backed-Securities-One [Member] | Private Mortgage-Backed Securitites [Member]
Summary of percentage of pertinent information
Class	2A1
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	6.62%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	12.19%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.00%	[1]
Lowest credit Ratings to date	D (Fitch)	[2]
Private Mortgage-Backed Securities-Two [Member] | Private Mortgage-Backed Securitites [Member]
Summary of percentage of pertinent information
Class	A19
Current Deferrals/ Defaults/ Losses (As a % of Original Collateral)	3.74%
Total Projected Defaults/ Losses (as a % of Performing Collateral)	6.44%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.00%	[1]
Lowest credit Ratings to date	C (Fitch)	[2]

[1] Excess subordination represents the additional default/losses in excess of both current and projected defaults/losses that the security can absorb before the security experiences any credit impairment.

[2] The Company reviewed credit ratings provided by S&P, Moody’s and Fitch in its evaluation of issuers.