Securities (Details 4)	3 Months Ended
	Mar. 31, 2013		Sep. 30, 2012
Trust Preferred Security A [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	C1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	57
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	32.12%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.15%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch & Moody's)	[2]
Trust Preferred Security B [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	D
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	57
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	32.12%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.15%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security C [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	C1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	49
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	29.29%
Total Projected Defaults/Losses (as a % of Performing Collateral)	15.16%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.49%	[1]
Lowest credit Ratings to date	C (Fitch & Moody's)	[2]
Trust Preferred Security D [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	D
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	49
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	29.29%
Total Projected Defaults/Losses (as a % of Performing Collateral)	15.16%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security E [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	C1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	48
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	26.50%
Total Projected Defaults/Losses (as a % of Performing Collateral)	16.62%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.98%	[1]
Lowest credit Ratings to date	C (Fitch & Moody's)	[2]
Trust Preferred Security F [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	B
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	32
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	25.08%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.83%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	31.31%	[1]
Lowest credit Ratings to date	CC (Fitch)	[2]
Trust Preferred Security G [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	A1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	32
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	25.08%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.83%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	56.37%	[1]
Lowest credit Ratings to date	CCC+ (S&P)	[2]
Private Mortgage Backed-Securities-One [Member] | Private mortgage-backed securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	2A1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	6.10%
Total Projected Defaults/Losses (as a % of Performing Collateral)	13.13%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	D (Fitch)	[2]
Private Mortgage-Backed Securities-Two [Member] | Private mortgage-backed securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	A19
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	3.99%
Total Projected Defaults/Losses (as a % of Performing Collateral)	6.42%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[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.